tarf_monte_carlo 3.5 → 3.6

checksums.yaml

@@ -1,7 +1,7 @@
 ---
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+  metadata.gz: bb1130c50f083ee54950ca2a4d8325d462762da404fd52c8cd0a67534f1ea410
+  data.tar.gz: 5cfb4c9642286a14869655c2ba082add5226d076be8998c78c5df2eccbbd702f
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data/ext/tarf_monte_carlo/tarf_monte_carlo.c

@@ -205,7 +205,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
             double temp_payoff_ko_ccy = temp_payoff * pow( *( Xs_array + leg ), Ko_compare_mult );
 
             if( temp_payoff_ko_ccy > ko_so_far ) {
-              sim_pos[leg] = ko_so_far * pow( *( Xs_array + leg ), Ko_compare_mult );
+              sim_pos[leg] = ko_so_far * pow( *( Xs_array + leg ), (-1 * Ko_compare_mult) );
               ko_so_far = 0.0;
             } else if( temp_payoff_ko_ccy <= ko_so_far ) {
               sim_pos[leg] = temp_payoff; // take the payoff in +ve's
@@ -224,7 +224,7 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
             double temp_payoff_ko_ccy = temp_payoff_dash * pow( *( Xs_array + leg ), Ko_compare_mult );
 
             if( temp_payoff_ko_ccy > ko_so_far_dash ) {
-              sim_dash_pos[leg] = ko_so_far_dash * pow( *( Xs_array + leg ), Ko_compare_mult );
+              sim_dash_pos[leg] = ko_so_far_dash * pow( *( Xs_array + leg ), (-1 * Ko_compare_mult) );
               ko_so_far_dash = 0.0;
             } else if( temp_payoff_ko_ccy <= ko_so_far_dash ) {
               sim_dash_pos[leg] = temp_payoff_dash; // take the payoff in +ve's
@@ -402,4 +402,3 @@ void Init_tarf_monte_carlo() {
   rb_define_singleton_method(cTarfMonteCarlo, "box_muller", method_box_muller, 0);
   rb_define_singleton_method(cTarfMonteCarlo, "run_monte_carlo", method_run_monte_carlo, -2);
 }
-

data/lib/tarf_monte_carlo/version.rb

@@ -3,5 +3,5 @@
 # gem yank tarf_monte_carlo -v 2.3
 
 module TarfMonteCarlo
-  VERSION = "3.5"
+  VERSION = "3.6"
 end

data/lib/tarf_monte_carlo.rb

@@ -4,11 +4,11 @@ require "tarf_monte_carlo/version"
 # my_malloc/my_malloc will be the shared object built when the gem is
 # installed then copied into lib/my_malloc/.
 
-begin
-  require "tarf_monte_carlo/#{RUBY_VERSION[/\d+.\d+/]}/tarf_monte_carlo"
-rescue LoadError
-  require "tarf_monte_carlo/tarf_monte_carlo"
-end
+# begin
+#   require "tarf_monte_carlo/#{RUBY_VERSION[/\d+.\d+/]}/tarf_monte_carlo"
+# rescue LoadError
+#   require "tarf_monte_carlo/tarf_monte_carlo"
+# end
 
 module TarfMonteCarlo
   # Your code goes here...

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: tarf_monte_carlo
 version: !ruby/object:Gem::Version
-  version: '3.5'
+  version: '3.6'
 platform: ruby
 authors:
 - Vivek Routh
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2020-04-05 00:00:00.000000000 Z
+date: 2020-04-06 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler