tarf_monte_carlo 3.20 → 3.21

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checksums.yaml CHANGED
@@ -1,7 +1,7 @@
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@@ -212,9 +212,9 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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  if (ConvertNotional == 1){
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  if(Spot < *( Ps_array + leg )){
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- Ns_array[leg] = *(Ns_array + leg) / *( LSts_array + leg );
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+ Ns_array[leg] = DBL2NUM( *(Ns_array + leg) / *( LSts_array + leg ));
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  } else {
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- Ns_array[leg] = *(Ns_array + leg) / *( USts_array + leg );
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+ Ns_array[leg] = DBL2NUM( *(Ns_array + leg) / *( USts_array + leg ));
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  }
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  }
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@@ -325,7 +325,6 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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  if( KType == ABSOLUTE || KType == PIVOT_ABSOLUTE || KType == COLLAR_ABSOLUTE || KType == DOUBLE_STRIKE_ABSOLUTE ) {
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  for( leg = 0; leg < NL; ++leg ) {
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  // simulation normal
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- rb_p(*(Ns_array +leg ));
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  if( ko_so_far > 0.0 ) {
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  if( sim[leg] >= 0.0 ) {
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  // knock out condition
@@ -3,5 +3,5 @@
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  # gem yank tarf_monte_carlo -v 2.3
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  module TarfMonteCarlo
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- VERSION = "3.20"
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+ VERSION = "3.21"
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  end
metadata CHANGED
@@ -1,7 +1,7 @@
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  --- !ruby/object:Gem::Specification
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  name: tarf_monte_carlo
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  version: !ruby/object:Gem::Version
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- version: '3.20'
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+ version: '3.21'
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  platform: ruby
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  authors:
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  - Vivek Routh