tarf_monte_carlo 3.49 → 3.50

checksums.yaml

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

@@ -192,9 +192,10 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
     for (leg = 0; leg < NL; ++leg) {
       Barrier_array[leg]  = NUM2DBL( rb_ary_entry(Brs, leg) );
       Rebate_array[leg]   = NUM2DBL( rb_ary_entry(Rbts, leg) );
+      if(KType == FX_AMERICAN_BARRIER_WINDOW_KNOCKIN || KType == FX_AMERICAN_BARRIER_WINDOW_KNOCKOUT){
+        Barrier2_array[leg]  = NUM2DBL( rb_ary_entry(Brs2, leg) );
+      }
     }
-  } else if(KType == FX_AMERICAN_BARRIER_WINDOW_KNOCKIN || KType == FX_AMERICAN_BARRIER_WINDOW_KNOCKOUT){
-    Barrier2_array[leg]  = NUM2DBL( rb_ary_entry(Brs2, leg) );
   }
 
   //

data/lib/tarf_monte_carlo/version.rb

@@ -3,5 +3,5 @@
 # gem yank tarf_monte_carlo -v 2.3
 
 module TarfMonteCarlo
-  VERSION = "3.49"
+  VERSION = "3.50"
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: tarf_monte_carlo
 version: !ruby/object:Gem::Version
-  version: '3.49'
+  version: '3.50'
 platform: ruby
 authors:
 - Vivek Routh