tarf_monte_carlo 3.15.1 → 3.15.2

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: c46dcadc23792b6ddc2ecf64ddd7c9fd3ff8f2d0e63ff724980d9b4e035ef7ba
-  data.tar.gz: 4c9758d8596cb11ccb4d341b74eae1d89e8f375b4bde8d37f2307fa919d1bac2
+  metadata.gz: bc23d4cbeb2b027663b1e8f6a2a3bcb559f4c63874bb2751358ce2e11e76412c
+  data.tar.gz: 102bee43e62b5bff5e30e478b5bf030d5b5530c1bea05f49376bc2511d6c5716
 SHA512:
-  metadata.gz: 52b46220de4844bcacaeca2be8828123e62c55c2f0a8209ea7e30558f31be31a996ecda344548b81a7a8861e08b5ece70de3dbf59564ee62d5af4ae509d72d24
-  data.tar.gz: 7bdb222b49e64f948b28277ddb45782f8023f1b9ac6afc235f2802f24e4c268bb67ec75ffadfc366f779e3cdc6bafb9cd0a19f03af71136e2386a0b40259e339
+  metadata.gz: c635e944069ef99ea9f7b3cb1d5d18c07b0427288c91bd7d94a221dc1ec47eaed356aada77b8e51a73a3ef18ee20b9573717269702426f73f6efdb58e8e85fee
+  data.tar.gz: ad0c9836a15abc620d10070c08f5cdce970543a58aad47b311151915d39d3f540e7968b02ad63c85eeace9d5bcce17af8b6a1bf7d48d81dd1d927b1ba8476eeb

data/ext/tarf_monte_carlo/tarf_monte_carlo.c

@@ -194,9 +194,9 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
         } else if(Spot > *( USts_array + leg )){
           profit_loss = (*( USts_array + leg ) - Spot);
         } else if(Spot >= *( LSts_array + leg ) && (Spot < *(Ps_array + leg)))  {
-          profit_loss = (*( LSts_array + leg )) - Spot;
+          profit_loss = Spot - (*( LSts_array + leg ));
         } else {
-          profit_loss = Spot - (*( USts_array + leg ));
+          profit_loss = (*( USts_array + leg )) - Spot;
         }
         // dash
         if ( Spot_dash < *( LSts_array + leg ) ) {
@@ -204,12 +204,11 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
         } else if(Spot_dash > *( USts_array + leg )){
           profit_loss_dash = (*( USts_array + leg ) - Spot_dash);
         } else if(Spot_dash >= *( LSts_array + leg ) && (Spot_dash < *(Ps_array + leg)))  {
-          profit_loss_dash = (*( LSts_array + leg )) - Spot_dash;
+          profit_loss_dash = Spot_dash - (*( LSts_array + leg ));
         } else {
-          profit_loss_dash = Spot_dash - (*( USts_array + leg ));
+          profit_loss_dash = (*( USts_array + leg )) - Spot_dash;
         }
-      }
-      else if ( BS == BUY ) {
+      } else if ( BS == BUY ) {
         if ( KType == PIVOT_POINTS ) {
           if ( *( Xs_array + leg ) > Spot && Spot > *( Ps_array + leg ) ) {
             profit_loss = 0.0;

data/lib/tarf_monte_carlo/version.rb

@@ -1,7 +1,7 @@
 # gem build tarf_monte_carlo.gemspec
-# gem push -v tarf_monte_carlo-3.15.1.gem
+# gem push -v tarf_monte_carlo-3.15.2.gem
 # gem yank tarf_monte_carlo -v 2.3
 
 module TarfMonteCarlo
-  VERSION = "3.15.1"
+  VERSION = "3.15.2"
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: tarf_monte_carlo
 version: !ruby/object:Gem::Version
-  version: 3.15.1
+  version: 3.15.2
 platform: ruby
 authors:
 - Vivek Routh