tarf_monte_carlo 3.29 → 3.30

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: f522654ff1db977c9473f222c2759823b5abfabec305a05f46808509a089e997
-  data.tar.gz: 9057078c47fe076d38ba905d9bef3e857c8afff6962c3cbdc3afb73b88f41807
+  metadata.gz: a90214710e0d9e0da88a6822aacdb15a32550e8e316109e402b281bfdf5d9a78
+  data.tar.gz: 3f75df6387fceb8687b66946c5f3db6bfda2a0a6fce474ce49396a5012c6e838
 SHA512:
-  metadata.gz: dbe7c24227ce0280a09b0d055e1158f2585b6b46307065fa6d460ab8ed53b8a2423c398e2dd5ae6273249a0bfd10b0beb8abcedf4337597ffa2097940ed0efbd
-  data.tar.gz: 5f59b811c836dfb9b13cbafc7264651aad54a03a7420042543549e25548de72574a82274b54e1951d9dd9d3b763af0437ef95d35ff6b6fd29161ce355280fe2f
+  metadata.gz: dd7e0e7eebbc58e62bcc3590e0dd582d097a0bfdefd483b46fcbacade6e8bfdfd68a4acf1d1d55da78e99037cdcab749206d4daa0f47da59833220994ae2b422
+  data.tar.gz: 3bc6732f40ac77cdbaa49355d62a6d98bd7ae7880f9da80b11c1367fa81a1435c3b6f72347377411b7d4c930311e5a328b86e2cc4f29f2355b2041a321cc4d94

data/ext/tarf_monte_carlo/tarf_monte_carlo.c

@@ -243,10 +243,10 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
         double knockin = (Spot - *(Barrier_array + leg)) * dir2_sign;
         double knockin_dash = (Spot_dash - *(Barrier_array + leg)) * dir2_sign;
 
-        if(knockedLeg == -1 && knockin > 0){
+        if(knockedLeg == -1 && knockin >= 0){
           knockedLeg = leg;
         }
-        if(knockedLeg_dash == -1 && knockin_dash > 0){
+        if(knockedLeg_dash == -1 && knockin_dash >= 0){
           knockedLeg_dash = leg;
         }
       } else if ( KType == DOUBLE_STRIKE_POINTS || KType == DOUBLE_STRIKE_ABSOLUTE || KType == DOUBLE_STRIKE_LEGS ) {

data/lib/tarf_monte_carlo/version.rb

@@ -3,5 +3,5 @@
 # gem yank tarf_monte_carlo -v 2.3
 
 module TarfMonteCarlo
-  VERSION = "3.29"
+  VERSION = "3.30"
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: tarf_monte_carlo
 version: !ruby/object:Gem::Version
-  version: '3.29'
+  version: '3.30'
 platform: ruby
 authors:
 - Vivek Routh