tarf_monte_carlo 3.5 → 3.6

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checksums.yaml CHANGED
@@ -1,7 +1,7 @@
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@@ -205,7 +205,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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  double temp_payoff_ko_ccy = temp_payoff * pow( *( Xs_array + leg ), Ko_compare_mult );
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  if( temp_payoff_ko_ccy > ko_so_far ) {
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- sim_pos[leg] = ko_so_far * pow( *( Xs_array + leg ), Ko_compare_mult );
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+ sim_pos[leg] = ko_so_far * pow( *( Xs_array + leg ), (-1 * Ko_compare_mult) );
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  ko_so_far = 0.0;
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  } else if( temp_payoff_ko_ccy <= ko_so_far ) {
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  sim_pos[leg] = temp_payoff; // take the payoff in +ve's
@@ -224,7 +224,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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  double temp_payoff_ko_ccy = temp_payoff_dash * pow( *( Xs_array + leg ), Ko_compare_mult );
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  if( temp_payoff_ko_ccy > ko_so_far_dash ) {
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- sim_dash_pos[leg] = ko_so_far_dash * pow( *( Xs_array + leg ), Ko_compare_mult );
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+ sim_dash_pos[leg] = ko_so_far_dash * pow( *( Xs_array + leg ), (-1 * Ko_compare_mult) );
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  ko_so_far_dash = 0.0;
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  } else if( temp_payoff_ko_ccy <= ko_so_far_dash ) {
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  sim_dash_pos[leg] = temp_payoff_dash; // take the payoff in +ve's
@@ -402,4 +402,3 @@ void Init_tarf_monte_carlo() {
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  rb_define_singleton_method(cTarfMonteCarlo, "box_muller", method_box_muller, 0);
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  rb_define_singleton_method(cTarfMonteCarlo, "run_monte_carlo", method_run_monte_carlo, -2);
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  }
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-
@@ -3,5 +3,5 @@
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  # gem yank tarf_monte_carlo -v 2.3
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  module TarfMonteCarlo
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- VERSION = "3.5"
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+ VERSION = "3.6"
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  end
@@ -4,11 +4,11 @@ require "tarf_monte_carlo/version"
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  # my_malloc/my_malloc will be the shared object built when the gem is
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  # installed then copied into lib/my_malloc/.
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- begin
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- require "tarf_monte_carlo/#{RUBY_VERSION[/\d+.\d+/]}/tarf_monte_carlo"
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- rescue LoadError
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- require "tarf_monte_carlo/tarf_monte_carlo"
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- end
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+ # begin
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+ # require "tarf_monte_carlo/#{RUBY_VERSION[/\d+.\d+/]}/tarf_monte_carlo"
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+ # rescue LoadError
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+ # require "tarf_monte_carlo/tarf_monte_carlo"
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+ # end
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  module TarfMonteCarlo
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  # Your code goes here...
metadata CHANGED
@@ -1,14 +1,14 @@
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  --- !ruby/object:Gem::Specification
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  name: tarf_monte_carlo
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  version: !ruby/object:Gem::Version
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- version: '3.5'
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+ version: '3.6'
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  platform: ruby
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  authors:
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  - Vivek Routh
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  autorequire:
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  bindir: exe
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  cert_chain: []
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- date: 2020-04-05 00:00:00.000000000 Z
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+ date: 2020-04-06 00:00:00.000000000 Z
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  dependencies:
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  - !ruby/object:Gem::Dependency
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  name: bundler