tarf_monte_carlo 3.40 → 3.41

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checksums.yaml CHANGED
@@ -1,7 +1,7 @@
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@@ -417,7 +417,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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  else{
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  sim_dash_pos[NL-1] = get_equivalent_rebate(rebate_conversion_sign, ( *( Rebate_array + 0 ) ), sim_dash[NL-1], dir_sign);
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  }
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- if ((sim_count % INTERVAL) == 0){
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+ if ((sim_count + 2) % INTERVAL == 0){
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  metrics[0][sim_count] = sim[NL-1];
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  metrics[1][sim_count] = (knockedLeg >= 0) ? ( *( Xs_array + (knockedLeg) ) ) : 0;
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  metrics[0][sim_count+1] = sim_dash[NL-1];
@@ -439,7 +439,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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  sim_dash_pos[NL-1] = european_payoff(( *( Xs_array + 0 ) ), sim_dash[NL-1], cp_sign, dir_sign, equivalent_notional);
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  }
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- if ((sim_count % INTERVAL) == 0){
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+ if ((sim_count + 2) % INTERVAL == 0){
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  metrics[0][sim_count] = (knockedLeg >= 0) ? sim[knockedLeg] : sim[NL-1];
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  metrics[1][sim_count] = ( *( Xs_array + 0 ) );
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  metrics[0][sim_count+1] = (knockedLeg_dash >= 0) ? sim[knockedLeg_dash] : sim[NL-1];
@@ -572,7 +572,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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  pvs_pos[sim_count + 1] = sim_dash_pos_sum;
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  pvs_neg[sim_count] = sim_neg_sum;
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  pvs_neg[sim_count + 1] = sim_dash_neg_sum;
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- if ((sim_count % INTERVAL) == 0){
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+ if ((sim_count + 2) % INTERVAL == 0){
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  metrics[2][sim_count] = sim_pos_sum;
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  metrics[2][sim_count+1] = sim_dash_pos_sum;
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  }
@@ -3,5 +3,5 @@
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  # gem yank tarf_monte_carlo -v 2.3
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  module TarfMonteCarlo
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- VERSION = "3.40"
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+ VERSION = "3.41"
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  end
metadata CHANGED
@@ -1,7 +1,7 @@
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  --- !ruby/object:Gem::Specification
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  name: tarf_monte_carlo
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  version: !ruby/object:Gem::Version
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- version: '3.40'
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+ version: '3.41'
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  platform: ruby
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  authors:
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  - Vivek Routh