tarf_monte_carlo 3.18 → 3.23

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 63529c3feb06da0ff7629efee32fdcc556e3f5e3a4097c2aee0cd7be486fefc6
-  data.tar.gz: 7f6820db997c5ca7a1625a6ac749c43e4d157bcdd014fb444dfa78e36d353ce4
+  metadata.gz: e31ee8faa0b4ae02a93252953f455286d901887af6983874cb32c388842d9038
+  data.tar.gz: 7ea19ee7948374d024720267a5cb4aa0d532d1acfb0ed7e56fa4401b006af2d7
 SHA512:
-  metadata.gz: 3ff13cfe43ccc9aeb464109f4145c166bf52656af5a7dbc55d988d35616dda050fca0aa1afa7bd2b5497c405efae45fd7573029da5e8a9aacee02fd1bab67c6e
-  data.tar.gz: bdd9417450d94711960a3ad1f66f173e685a07ca633f4cd779ccb2465e7490aa55cd2ee4f47c1cb10c9e70056a911bd78f94794e94efaf663ba62ee552cee1be
+  metadata.gz: 60943ac5835b69779f2c3fc89536113b3c99a85413e4e51c6bbbc60d2d3c8266cf1d2a27798c89ae6f8e759ad8eace8825233945173f6c3c57ba06a53fdcbca8
+  data.tar.gz: c9ff7608e59e0d94b2c2d4d585e5b2a0e28d9064d4e28c547634d2e72da3d7196b912cf89820c594f7fffcf6c3b2f0e910788f1bd41fda1228092ae1c70f332f

data/ext/tarf_monte_carlo/tarf_monte_carlo.c

@@ -81,7 +81,7 @@ VALUE method_box_muller( VALUE self ) {
 VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
   VALUE MCInputs = rb_ary_shift(args);
   // rb_p(rb_str_new2("MC Inputs:"));
-  // rb_p(MCInputs);
+  rb_p(MCInputs);
 
   // seed value for rand() function
   srand( time(0) );
@@ -217,6 +217,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
             Ns_array[leg] = *(Ns_array + leg) / *( USts_array + leg );
           }
         }
+
         // dash
         if ( Spot_dash < *( LSts_array + leg ) ) {
           profit_loss_dash = Spot_dash - (*( LSts_array + leg ));
@@ -364,6 +365,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
     } else if( KType == POINTS || KType == PIVOT_POINTS || KType == COLLAR_POINTS || KType == DOUBLE_STRIKE_POINTS ) {
       for( leg = 0; leg < NL; ++leg ) {
         // simulation normal
+        rb_p(DBL2NUM(*(Ns_array + leg )));
         if ( ko_so_far > 0.0 ) {
           if( sim[leg] >= 0.0 ) {
             // knock out condition

data/lib/tarf_monte_carlo/version.rb

@@ -3,5 +3,5 @@
 # gem yank tarf_monte_carlo -v 2.3
 
 module TarfMonteCarlo
-  VERSION = "3.18"
+  VERSION = "3.23"
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: tarf_monte_carlo
 version: !ruby/object:Gem::Version
-  version: '3.18'
+  version: '3.23'
 platform: ruby
 authors:
 - Vivek Routh