tarf_monte_carlo 3.52 → 3.53
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- checksums.yaml +4 -4
- data/ext/tarf_monte_carlo/tarf_monte_carlo.c +1 -1
- data/lib/tarf_monte_carlo/version.rb +1 -1
- metadata +2 -2
checksums.yaml
CHANGED
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@@ -1,7 +1,7 @@
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1
1
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---
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2
2
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SHA256:
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3
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-
metadata.gz:
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|
4
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-
data.tar.gz:
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|
3
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+
metadata.gz: 60b2cf5e21d6d9a92dbef8d1988f1a0988b31279d7010aed5eec76327968bd29
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4
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+
data.tar.gz: b93ce27d9a66eb82683d3b1dff6aeb9c2bd98796bca3ca07fca85ab0fdf007d3
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5
5
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SHA512:
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|
6
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-
metadata.gz:
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|
7
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-
data.tar.gz:
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6
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+
metadata.gz: 6231ef9420bd8dd40b08344732b75b741b76e6665d2aa1b89948b9f4ea96540b460759a1810cb07e64d2595dd3b978554eca426ca250d9f2f650b6955598eab5
|
|
7
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+
data.tar.gz: 68ee5e27fb0c8789362bce8af4f69fa1f7e428e04752f298d6b053f4c23d53f703968eb3eb2c0ce011f20e315237bd3ee5701c702def7f748367d9bab0525a3c
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@@ -98,7 +98,7 @@ double get_equivalent_notional(int conversion_sign, double notional, float rate)
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98
98
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99
99
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double get_equivalent_rebate(int conversion_sign, double rebate, float rate, int dir_sign){
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100
100
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double total = (conversion_sign == 1) ? (rebate * rate) : rebate;
|
|
101
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-
return (
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101
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+
return (dir_sign * total);
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102
102
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}
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103
103
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104
104
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bool barrier_variations(int KType){
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metadata
CHANGED
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@@ -1,14 +1,14 @@
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1
1
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--- !ruby/object:Gem::Specification
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2
2
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name: tarf_monte_carlo
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3
3
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version: !ruby/object:Gem::Version
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4
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-
version: '3.
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|
4
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+
version: '3.53'
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5
5
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platform: ruby
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6
6
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authors:
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7
7
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- Vivek Routh
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8
8
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autorequire:
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|
9
9
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bindir: exe
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10
10
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cert_chain: []
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11
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-
date: 2020-10-
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|
11
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+
date: 2020-10-08 00:00:00.000000000 Z
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12
12
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dependencies:
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|
13
13
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- !ruby/object:Gem::Dependency
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|
14
14
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name: bundler
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