tarf_monte_carlo 3.17 → 3.18
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- checksums.yaml +4 -4
- data/ext/tarf_monte_carlo/tarf_monte_carlo.c +1 -1
- 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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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: 63529c3feb06da0ff7629efee32fdcc556e3f5e3a4097c2aee0cd7be486fefc6
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4
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+
data.tar.gz: 7f6820db997c5ca7a1625a6ac749c43e4d157bcdd014fb444dfa78e36d353ce4
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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: 3ff13cfe43ccc9aeb464109f4145c166bf52656af5a7dbc55d988d35616dda050fca0aa1afa7bd2b5497c405efae45fd7573029da5e8a9aacee02fd1bab67c6e
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7
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+
data.tar.gz: bdd9417450d94711960a3ad1f66f173e685a07ca633f4cd779ccb2465e7490aa55cd2ee4f47c1cb10c9e70056a911bd78f94794e94efaf663ba62ee552cee1be
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@@ -98,7 +98,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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98
98
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int KType = NUM2INT( rb_hash_aref(MCInputs, rb_str_new2("knockout_type")) );
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99
99
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double S = NUM2DBL( rb_hash_aref(MCInputs, rb_str_new2("spot_rate")) );
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100
100
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int Ko_compare_mult = NUM2INT( rb_hash_aref(MCInputs, rb_str_new2("multiplier")) );
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101
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-
int
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101
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+
int ConvertNotional = NUM2INT( rb_hash_aref(MCInputs, rb_str_new2("convert_notional")) );
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102
102
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103
103
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// assign leg specific attributes
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104
104
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double *pvs_pos = ( double* ) malloc( SCount * sizeof(double) );
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