tarf_monte_carlo 2.3.5 → 2.3.6
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/ext/tarf_monte_carlo/tarf_monte_carlo.c +6 -5
- 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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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 0aa559f1331081293c450d366e52847a785f5d1625184f88dbd5777c37ed12ff
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data.tar.gz: 63f65cb9067dcde1ef52e1bce61dc381fbabab56212a5362f37cb3c47d20aa73
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 0103ea38bf72f8f7da7b5bcf0a269ee060d37ae7ddd4198bfaa62a66b86f7ec3688c4d101e61eb070f7a67324ee81a6185044adf6048be1f4ef1d86fe5c6ab98
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data.tar.gz: 6c32222f236d0e69d7934ddb471714d43a8eb42dfcda740940c51b837bde746b4d184c8fb94b94799aab0c84e47332a852737af338cc6fb2c1f2474d62da1d4e
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@@ -29,6 +29,7 @@
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#define POINTS 2 // knockout by points
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#define LEGS 3 // knockout by legs
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#define DATAPOINTS 200 // data for plotting
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#define INTERVAL 50
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// Defining a space for information and references
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// about the module to be stored internally
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@@ -178,7 +179,8 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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//
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// Store spot and spot dash
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//
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if( (sim_count + 1) %
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if( (sim_count + 1) % INTERVAL == 0 ) {
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rb_p(rb_str_new2("True condition"));
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metrics[ point_pos ][ leg ] = Spot;
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metrics[ point_pos + 2 ][ leg ] = Spot_dash;
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}
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@@ -188,8 +190,6 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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if ( MCType == UNCHAINED ) {
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Spot = S;
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Spot_dash = S;
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// VALUE sk = DBL2NUM( Spot );
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// rb_p(sk)
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}
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}
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// legs loop end
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@@ -300,7 +300,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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//
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// store and send whichever payoff you want
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//
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if( (sim_count + 1) %
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if( (sim_count + 1) % INTERVAL == 0 ) {
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metrics[ point_pos + 1 ][ leg ] = sim_pos[leg];
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metrics[ point_pos + 3 ][ leg ] = sim_dash_pos[leg];
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}
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@@ -320,10 +320,11 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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//
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// increment metric storing point by 4
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//
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if( (sim_count + 1) %
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if( (sim_count + 1) % INTERVAL == 0 ) {
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point_pos += 4;
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}
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}
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// run simulations loop
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//
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// sum all final +ve and -ve payoffs
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