tarf_monte_carlo 3.35 → 3.36
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- checksums.yaml +4 -4
- data/ext/tarf_monte_carlo/tarf_monte_carlo.c +2 -1
- data/lib/tarf_monte_carlo/version.rb +1 -1
- metadata +1 -1
checksums.yaml
CHANGED
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@@ -1,7 +1,7 @@
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1
1
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---
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2
2
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SHA256:
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3
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metadata.gz:
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4
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data.tar.gz:
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3
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+
metadata.gz: 63dd616c6846ce9dcf226070ebd3112f3b8ecc6fe757c77bd0a7a61bb99648ec
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4
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data.tar.gz: bae66094b0d84c5b5dc47cb58f7c06aac3321a66991eee8aa267b76cfd4afbb8
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5
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SHA512:
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6
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metadata.gz:
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7
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data.tar.gz:
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metadata.gz: 1f69e4376ecd39f189abc6cca12d962a002da73d25a1fe8524a68725726bb878d7c186885e8f779b7a8bc749b2182965887ade63111eaece2cdbfecc5d13c013
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7
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data.tar.gz: 9a98f27485a6d420293e99c1770611374d7bff06bb274df511099afcd8eeb1f2f0ccf9891a6cb52531cc4d62640a6516d46fb63959d2023b50c628c65c6d148a
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@@ -94,7 +94,8 @@ double get_equivalent_notional(int conversion_sign, double notional, float rate)
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}
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double get_equivalent_rebate(int conversion_sign, double rebate, float rate){
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97
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-
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97
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+
double total = (conversion_sign == 1) ? (rebate * rate) : rebate;
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98
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return (-1 * total);
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}
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// main method for running monte carlo simulation from sidekiq worker/outside method
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