tarf_monte_carlo 4.0 → 4.01

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Files changed (5) hide show
  1. checksums.yaml +4 -4
  2. data/ext/tarf_monte_carlo/Makefile +24 -25
  3. data/ext/tarf_monte_carlo/tarf_monte_carlo.c +2 -2
  4. data/lib/tarf_monte_carlo/version.rb +1 -1
  5. metadata +2 -2
checksums.yaml CHANGED
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- data.tar.gz: fb00bbdd183633e3bbd9dfa838b9444eccb03710e92f8b1173b9706b5db3c42cd8151a20efeb4375dfd3827f502b6866155bcfa09b86ed4bb33d3395bebdeca4
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+ data.tar.gz: 022d7afcd71ce6f2fcd9db1faa973a2031ac002b21d4220d9ac532a4e7def7e480adab1de19cd9373e6e0c61fbc45947470947a75377fa3fc4e73f4ed5aac51d
data/ext/tarf_monte_carlo/Makefile CHANGED
@@ -12,12 +12,12 @@ NULLCMD = :
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  #### Start of system configuration section. ####
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  srcdir = .
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- topdir = /Users/vivektripathi/.rvm/rubies/ruby-2.5.1/include/ruby-2.5.0
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+ topdir = /home/user/.rvm/rubies/ruby-2.5.1/include/ruby-2.5.0
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  hdrdir = $(topdir)
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- arch_hdrdir = /Users/vivektripathi/.rvm/rubies/ruby-2.5.1/include/ruby-2.5.0/x86_64-darwin18
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+ arch_hdrdir = /home/user/.rvm/rubies/ruby-2.5.1/include/ruby-2.5.0/x86_64-linux
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  PATH_SEPARATOR = :
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  VPATH = $(srcdir):$(arch_hdrdir)/ruby:$(hdrdir)/ruby
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- prefix = $(DESTDIR)/Users/vivektripathi/.rvm/rubies/ruby-2.5.1
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+ prefix = $(DESTDIR)/home/user/.rvm/rubies/ruby-2.5.1
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  rubysitearchprefix = $(rubylibprefix)/$(sitearch)
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  rubyarchprefix = $(rubylibprefix)/$(arch)
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  rubylibprefix = $(libdir)/$(RUBY_BASE_NAME)
@@ -50,7 +50,7 @@ dvidir = $(docdir)
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  htmldir = $(docdir)
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  infodir = $(datarootdir)/info
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  docdir = $(datarootdir)/doc/$(PACKAGE)
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- oldincludedir = $(SDKROOT)/usr/include
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+ oldincludedir = $(DESTDIR)/usr/include
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  includedir = $(prefix)/include
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  localstatedir = $(prefix)/var
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  sharedstatedir = $(prefix)/com
@@ -67,8 +67,8 @@ CC = gcc
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  CXX = g++
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  LIBRUBY = $(LIBRUBY_SO)
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  LIBRUBY_A = lib$(RUBY_SO_NAME)-static.a
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- LIBRUBYARG_SHARED = -l$(RUBY_SO_NAME)
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- LIBRUBYARG_STATIC = -l$(RUBY_SO_NAME)-static -framework Foundation
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+ LIBRUBYARG_SHARED = -Wl,-rpath,$(libdir) -L$(libdir) -l$(RUBY_SO_NAME)
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+ LIBRUBYARG_STATIC = -Wl,-rpath,$(libdir) -L$(libdir) -l$(RUBY_SO_NAME)-static
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  empty =
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  OUTFLAG = -o $(empty)
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  COUTFLAG = -o $(empty)
@@ -79,30 +79,30 @@ cflags = $(optflags) $(debugflags) $(warnflags)
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  cxxflags = $(optflags) $(debugflags) $(warnflags)
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  optflags = -O3
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  debugflags = -ggdb3
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- warnflags = -Wall -Wextra -Wno-unused-parameter -Wno-parentheses -Wno-long-long -Wno-missing-field-initializers -Wno-tautological-compare -Wno-parentheses-equality -Wno-constant-logical-operand -Wno-self-assign -Wunused-variable -Wimplicit-int -Wpointer-arith -Wwrite-strings -Wdeclaration-after-statement -Wshorten-64-to-32 -Wimplicit-function-declaration -Wdivision-by-zero -Wdeprecated-declarations -Wextra-tokens
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- CCDLFLAGS = -fno-common
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- CFLAGS = $(CCDLFLAGS) $(cflags) -fno-common -pipe $(ARCH_FLAG)
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+ warnflags = -Wall -Wextra -Wno-unused-parameter -Wno-parentheses -Wno-long-long -Wno-missing-field-initializers -Wno-tautological-compare -Wno-parentheses-equality -Wno-constant-logical-operand -Wno-self-assign -Wunused-variable -Wimplicit-int -Wpointer-arith -Wwrite-strings -Wdeclaration-after-statement -Wimplicit-function-declaration -Wdeprecated-declarations -Wno-packed-bitfield-compat -Wsuggest-attribute=noreturn -Wsuggest-attribute=format -Wno-maybe-uninitialized
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+ CCDLFLAGS = -fPIC
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+ CFLAGS = $(CCDLFLAGS) $(cflags) -fPIC $(ARCH_FLAG)
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  INCFLAGS = -I. -I$(arch_hdrdir) -I$(hdrdir)/ruby/backward -I$(hdrdir) -I$(srcdir)
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  DEFS =
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- CPPFLAGS = -I/usr/local/opt/libyaml/include -I/usr/local/opt/libksba/include -I/usr/local/opt/readline/include -I/usr/local/opt/zlib/include -I/usr/local/opt/openssl@1.1/include -D_XOPEN_SOURCE -D_DARWIN_C_SOURCE -D_DARWIN_UNLIMITED_SELECT -D_REENTRANT $(DEFS) $(cppflags)
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+ CPPFLAGS = $(DEFS) $(cppflags)
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  CXXFLAGS = $(CCDLFLAGS) $(cxxflags) $(ARCH_FLAG)
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- ldflags = -L. -fstack-protector -L/usr/local/lib -L/usr/local/opt/libyaml/lib -L/usr/local/opt/libksba/lib -L/usr/local/opt/readline/lib -L/usr/local/opt/zlib/lib -L/usr/local/opt/openssl@1.1/lib
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- dldflags = -Wl,-undefined,dynamic_lookup -Wl,-multiply_defined,suppress -L/usr/local/opt/libyaml/lib -L/usr/local/opt/libksba/lib -L/usr/local/opt/readline/lib -L/usr/local/opt/zlib/lib -L/usr/local/opt/openssl@1.1/lib
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+ ldflags = -L. -fstack-protector -rdynamic -Wl,-export-dynamic
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+ dldflags = -Wl,--compress-debug-sections=zlib
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  ARCH_FLAG =
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  DLDFLAGS = $(ldflags) $(dldflags) $(ARCH_FLAG)
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- LDSHARED = $(CC) -dynamic -bundle
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- LDSHAREDXX = $(CXX) -dynamic -bundle
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- AR = libtool -static
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+ LDSHARED = $(CC) -shared
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+ LDSHAREDXX = $(CXX) -shared
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+ AR = ar
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  EXEEXT =
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  RUBY_INSTALL_NAME = $(RUBY_BASE_NAME)
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- RUBY_SO_NAME = ruby.2.5.1
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+ RUBY_SO_NAME = ruby
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  RUBYW_INSTALL_NAME =
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  RUBY_VERSION_NAME = $(RUBY_BASE_NAME)-$(ruby_version)
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  RUBYW_BASE_NAME = rubyw
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  RUBY_BASE_NAME = ruby
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- arch = x86_64-darwin18
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+ arch = x86_64-linux
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  sitearch = $(arch)
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  ruby_version = 2.5.0
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  ruby = $(bindir)/$(RUBY_BASE_NAME)
@@ -111,9 +111,9 @@ ruby_headers = $(hdrdir)/ruby.h $(hdrdir)/ruby/backward.h $(hdrdir)/ruby/ruby.h
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  RM = rm -f
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  RM_RF = $(RUBY) -run -e rm -- -rf
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- RMDIRS = rmdir -p
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- MAKEDIRS = /usr/local/opt/coreutils/bin/gmkdir -p
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- INSTALL = /usr/local/opt/coreutils/bin/ginstall -c
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+ RMDIRS = rmdir --ignore-fail-on-non-empty -p
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+ MAKEDIRS = /bin/mkdir -p
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+ INSTALL = /usr/bin/install -c
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  INSTALL_PROG = $(INSTALL) -m 0755
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  INSTALL_DATA = $(INSTALL) -m 644
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  COPY = cp
@@ -122,8 +122,8 @@ TOUCH = exit >
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  #### End of system configuration section. ####
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  preload =
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- libpath = . $(libdir) /usr/local/opt/libyaml/lib /usr/local/opt/libksba/lib /usr/local/opt/readline/lib /usr/local/opt/zlib/lib /usr/local/opt/openssl@1.1/lib
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- LIBPATH = -L. -L$(libdir) -L/usr/local/opt/libyaml/lib -L/usr/local/opt/libksba/lib -L/usr/local/opt/readline/lib -L/usr/local/opt/zlib/lib -L/usr/local/opt/openssl@1.1/lib
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+ libpath = . $(libdir)
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+ LIBPATH = -L. -L$(libdir) -Wl,-rpath,$(libdir)
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  DEFFILE =
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  CLEANFILES = mkmf.log
@@ -134,7 +134,7 @@ extout =
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  extout_prefix =
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  target_prefix = /tarf_monte_carlo
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  LOCAL_LIBS =
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- LIBS = $(LIBRUBYARG_SHARED) -lpthread -ldl -lobjc
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+ LIBS = $(LIBRUBYARG_SHARED) -lpthread -lgmp -ldl -lcrypt -lm -lc
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  ORIG_SRCS = tarf_monte_carlo.c
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  SRCS = $(ORIG_SRCS)
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  OBJS = tarf_monte_carlo.o
@@ -143,7 +143,7 @@ LOCAL_HDRS =
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  TARGET = tarf_monte_carlo
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  TARGET_NAME = tarf_monte_carlo
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  TARGET_ENTRY = Init_$(TARGET_NAME)
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- DLLIB = $(TARGET).bundle
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+ DLLIB = $(TARGET).so
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  EXTSTATIC =
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  STATIC_LIB =
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@@ -257,7 +257,6 @@ $(TARGET_SO): $(OBJS) Makefile
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  $(ECHO) linking shared-object tarf_monte_carlo/$(DLLIB)
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  -$(Q)$(RM) $(@)
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  $(Q) $(LDSHARED) -o $@ $(OBJS) $(LIBPATH) $(DLDFLAGS) $(LOCAL_LIBS) $(LIBS)
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- $(Q) $(POSTLINK)
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data/ext/tarf_monte_carlo/tarf_monte_carlo.c CHANGED
@@ -555,13 +555,13 @@ VALUE method_run_monte_carlo( VALUE self, VALUE args ) {
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  }
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  } else if(KType == FX_AMERICAN_BARRIER_KIKO_UNTIL_EXP){
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  if(knockedLeg2 >= 0){
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- sim_pos[NL-1] = get_equivalent_rebate(rebate_conversion_sign, ( *( Rebate_array + knockedLeg2 ) ), sim[NL-1], dir_sign);
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+ sim_pos[knockedLeg2] = get_equivalent_rebate(rebate_conversion_sign, ( *( Rebate_array + knockedLeg2 ) ), sim[knockedLeg2], dir_sign);
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  } else if(knockedLeg >= 0) {
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  double equivalent_notional = *( Ns_array + knockedLeg );
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  sim_pos[NL-1] = european_payoff(( *( Xs_array + (knockedLeg) ) ), sim[NL-1], cp_sign, dir_sign, equivalent_notional);
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  }
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  if(knockedLeg2_dash >= 0){
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- sim_dash_pos[NL-1] = get_equivalent_rebate(rebate_conversion_sign, ( *( Rebate_array + knockedLeg2 ) ), sim_dash[NL-1], dir_sign);
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+ sim_dash_pos[knockedLeg2_dash] = get_equivalent_rebate(rebate_conversion_sign, ( *( Rebate_array + knockedLeg2 ) ), sim_dash[knockedLeg2_dash], dir_sign);
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  } else if(knockedLeg_dash >= 0) {
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  double equivalent_notional = *( Ns_array + knockedLeg_dash );
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  sim_dash_pos[NL-1] = european_payoff(( *( Xs_array + (knockedLeg_dash) ) ), sim_dash[NL-1], cp_sign, dir_sign, equivalent_notional);
data/lib/tarf_monte_carlo/version.rb CHANGED
@@ -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 = "4.0"
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+ VERSION = "4.01"
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  end
metadata CHANGED
@@ -1,7 +1,7 @@
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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: '4.0'
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+ version: '4.01'
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  platform: ruby
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  authors:
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  - Vivek Routh
@@ -140,7 +140,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
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  - !ruby/object:Gem::Version
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  version: '0'
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  requirements: []
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- rubygems_version: 3.0.6
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+ rubygems_version: 3.0.8
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  signing_key:
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  specification_version: 4
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  summary: Monte Carlo Simulation.