tarf_monte_carlo 3.15 → 3.15.1
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- checksums.yaml +4 -4
- data/ext/tarf_monte_carlo/tarf_monte_carlo.c +2 -2
- data/lib/tarf_monte_carlo/version.rb +2 -2
- metadata +1 -1
checksums.yaml
CHANGED
@@ -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: c46dcadc23792b6ddc2ecf64ddd7c9fd3ff8f2d0e63ff724980d9b4e035ef7ba
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4
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+
data.tar.gz: 4c9758d8596cb11ccb4d341b74eae1d89e8f375b4bde8d37f2307fa919d1bac2
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5
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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6
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+
metadata.gz: 52b46220de4844bcacaeca2be8828123e62c55c2f0a8209ea7e30558f31be31a996ecda344548b81a7a8861e08b5ece70de3dbf59564ee62d5af4ae509d72d24
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7
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+
data.tar.gz: 7bdb222b49e64f948b28277ddb45782f8023f1b9ac6afc235f2802f24e4c268bb67ec75ffadfc366f779e3cdc6bafb9cd0a19f03af71136e2386a0b40259e339
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@@ -196,7 +196,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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196
196
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} else if(Spot >= *( LSts_array + leg ) && (Spot < *(Ps_array + leg))) {
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197
197
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profit_loss = (*( LSts_array + leg )) - Spot;
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198
198
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} else {
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199
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-
profit_loss = Spot - (*( USts_array + leg ))
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199
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+
profit_loss = Spot - (*( USts_array + leg ));
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}
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// dash
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if ( Spot_dash < *( LSts_array + leg ) ) {
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@@ -206,7 +206,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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206
206
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} else if(Spot_dash >= *( LSts_array + leg ) && (Spot_dash < *(Ps_array + leg))) {
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207
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profit_loss_dash = (*( LSts_array + leg )) - Spot_dash;
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208
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} else {
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209
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-
profit_loss_dash = Spot_dash - (*( USts_array + leg ))
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209
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+
profit_loss_dash = Spot_dash - (*( USts_array + leg ));
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}
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}
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else if ( BS == BUY ) {
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