tarf_monte_carlo 3.51 → 3.52

checksums.yaml

@@ -1,7 +1,7 @@
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data/ext/tarf_monte_carlo/tarf_monte_carlo.c

@@ -191,7 +191,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
       LSts_array[leg] = NUM2DBL( rb_ary_entry(LSts, leg) );
       USts_array[leg] = NUM2DBL( rb_ary_entry(USts, leg) );
     }
-  } else if (KType == FX_AMERICAN_BARRIER_KNOCKIN_DISCRETE || KType == FX_AMERICAN_BARRIER_KNOCKOUT_DISCRETE) {
+  } else if (barrier_variations(KType)) {
     for (leg = 0; leg < NL; ++leg) {
       Barrier_array[leg]  = NUM2DBL( rb_ary_entry(Brs, leg) );
       Rebate_array[leg]   = NUM2DBL( rb_ary_entry(Rbts, leg) );

data/lib/tarf_monte_carlo/version.rb

@@ -3,5 +3,5 @@
 # gem yank tarf_monte_carlo -v 2.3
 
 module TarfMonteCarlo
-  VERSION = "3.51"
+  VERSION = "3.52"
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: tarf_monte_carlo
 version: !ruby/object:Gem::Version
-  version: '3.51'
+  version: '3.52'
 platform: ruby
 authors:
 - Vivek Routh