tarf_monte_carlo 3.3 → 3.4

checksums.yaml

@@ -1,7 +1,7 @@
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data/ext/tarf_monte_carlo/tarf_monte_carlo.c

@@ -300,8 +300,8 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
       //
       if( point_pos <= SIM_LIMIT && (sim_count + 2) % INTERVAL == 0 ) {
         rb_p(rb_str_new2("Leg:Payoffs"));
-        metrics[ point_pos + 1 ][ leg ] = sim_pos[leg];
-        metrics[ point_pos + 3 ][ leg ] = sim_dash_pos[leg];
+        metrics[ point_pos + 1 ][ leg ] = (sim_pos[leg] + sim_neg[leg]);
+        metrics[ point_pos + 3 ][ leg ] = (sim_dash_pos[leg] + sim_dash_neg[leg]);
       }
 
       sim_pos_sum += sim_pos[leg] * ( *( DFs_array + leg ) );

data/lib/tarf_monte_carlo/version.rb

@@ -3,5 +3,5 @@
 # gem yank tarf_monte_carlo -v 2.3
 
 module TarfMonteCarlo
-  VERSION = "3.3"
+  VERSION = "3.4"
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: tarf_monte_carlo
 version: !ruby/object:Gem::Version
-  version: '3.3'
+  version: '3.4'
 platform: ruby
 authors:
 - Vivek Routh