tarf_monte_carlo 3.3 → 3.4
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- checksums.yaml +4 -4
- data/ext/tarf_monte_carlo/tarf_monte_carlo.c +2 -2
- 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: f90742330d3f80592bdce28e973cddc0e5f3e4f33a3eaa95c2e779a4d0d7e0f8
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data.tar.gz: 9f9fc72f4678623c133b6920fd93f02a0712dbf7e59a889356c30766733c5f1f
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 10e15c3d7b598cf89ea2c2ae7f58df77415b3563697f82a87c18d7544783e8974cc35e416d254ba78eae79d9265572de7e06c56ea39c8f89bcc131e6999d3b82
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data.tar.gz: ecac211c54170175bfd6b469719dfc65349f3506854d7c5275e48b9087b44e8452a291ac3727d8babf094a16c1a9453233fe57f7cb6ae7e018e2526c07f2f18b
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@@ -300,8 +300,8 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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//
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if( point_pos <= SIM_LIMIT && (sim_count + 2) % INTERVAL == 0 ) {
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rb_p(rb_str_new2("Leg:Payoffs"));
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metrics[ point_pos + 1 ][ leg ] = sim_pos[leg];
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metrics[ point_pos + 3 ][ leg ] = sim_dash_pos[leg];
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metrics[ point_pos + 1 ][ leg ] = (sim_pos[leg] + sim_neg[leg]);
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metrics[ point_pos + 3 ][ leg ] = (sim_dash_pos[leg] + sim_dash_neg[leg]);
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}
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sim_pos_sum += sim_pos[leg] * ( *( DFs_array + leg ) );
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