tarf_monte_carlo 3.35 → 3.36
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/ext/tarf_monte_carlo/tarf_monte_carlo.c +2 -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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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 63dd616c6846ce9dcf226070ebd3112f3b8ecc6fe757c77bd0a7a61bb99648ec
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data.tar.gz: bae66094b0d84c5b5dc47cb58f7c06aac3321a66991eee8aa267b76cfd4afbb8
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 1f69e4376ecd39f189abc6cca12d962a002da73d25a1fe8524a68725726bb878d7c186885e8f779b7a8bc749b2182965887ade63111eaece2cdbfecc5d13c013
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data.tar.gz: 9a98f27485a6d420293e99c1770611374d7bff06bb274df511099afcd8eeb1f2f0ccf9891a6cb52531cc4d62640a6516d46fb63959d2023b50c628c65c6d148a
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@@ -94,7 +94,8 @@ double get_equivalent_notional(int conversion_sign, double notional, float rate)
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}
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double get_equivalent_rebate(int conversion_sign, double rebate, float rate){
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double total = (conversion_sign == 1) ? (rebate * rate) : rebate;
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return (-1 * total);
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}
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// main method for running monte carlo simulation from sidekiq worker/outside method
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