tarf_monte_carlo 3.20 → 3.21

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 478124623904e792457d4c59815dc76473342bb48ea19e8f7b35e010849c2032
-  data.tar.gz: 8b51b8b9d812ef9c47aa51d57f0bdb5e65077599119a869481e4572ba322efde
+  metadata.gz: 276f4ff7b4eb01c384357328380f3b18d92b08840143aa4e6731fa6bc956af33
+  data.tar.gz: 9218e8c67cc612d0680d3a3add75b9d45d01e761b30fbdc8be6a5cfe572a0a15
 SHA512:
-  metadata.gz: db4c7d170d374489ef253bb85dc0186a28d8fc46960d8ae9a22cbcccf833d68c063fc1854d33511e566554bfa95eb2669586785d6a489ce8e9f410bd1fefae82
-  data.tar.gz: c4b038f20823c922a4065730edcbdeca24d918d5ea68f5eb1f2b95ffd87d21661ca83adc4acb30e9dd55cbc8ede6e13370a5ca576ff636836c4b3b7f3deca1dd
+  metadata.gz: f198b43f339a2b9a2d64081c32bbba09e4a2db1889fbce918c80347c7297d421944192a587d56c080716d283414e5baa5aa3425e052f09285247c3a6fb52a1b9
+  data.tar.gz: 552ec2cd2724a5eec02ad9deae62c3e8a0db8b14793ca990236cceaa0dff1ed3ff0148616a3cc087ab81d8cd3ab654210258d2ef10337488066cbd81b4b866aa

data/ext/tarf_monte_carlo/tarf_monte_carlo.c

@@ -212,9 +212,9 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
 
         if (ConvertNotional == 1){
           if(Spot < *( Ps_array + leg )){
-            Ns_array[leg] = *(Ns_array + leg) / *( LSts_array + leg );
+            Ns_array[leg] = DBL2NUM( *(Ns_array + leg) / *( LSts_array + leg ));
           } else {
-            Ns_array[leg] = *(Ns_array + leg) / *( USts_array + leg );
+            Ns_array[leg] = DBL2NUM( *(Ns_array + leg) / *( USts_array + leg ));
           }
         }
 
@@ -325,7 +325,6 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
     if( KType == ABSOLUTE || KType == PIVOT_ABSOLUTE || KType == COLLAR_ABSOLUTE || KType == DOUBLE_STRIKE_ABSOLUTE ) {
       for( leg = 0; leg < NL; ++leg ) {
         // simulation normal
-        rb_p(*(Ns_array +leg ));
         if( ko_so_far > 0.0 ) {
           if( sim[leg] >= 0.0 ) {
             // knock out condition

data/lib/tarf_monte_carlo/version.rb

@@ -3,5 +3,5 @@
 # gem yank tarf_monte_carlo -v 2.3
 
 module TarfMonteCarlo
-  VERSION = "3.20"
+  VERSION = "3.21"
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: tarf_monte_carlo
 version: !ruby/object:Gem::Version
-  version: '3.20'
+  version: '3.21'
 platform: ruby
 authors:
 - Vivek Routh