fix: cgmy x0

rust-dd · Oct 23, 2024 · 240aefd · 240aefd
1 parent c2dbc10
commit 240aefd
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Showing 2 changed files with 7 additions and 7 deletions.
diff --git a/.github/workflows/rust.yml b/.github/workflows/rust.yml
@@ -21,6 +21,12 @@ jobs:
           override: true
       - name: Build
         run: cargo build --verbose
+      - name: Run tests
+        run: cargo test
+        # env:
+        #   CARGO_INCREMENTAL: "0"
+        #   RUSTFLAGS: "-Zprofile -Ccodegen-units=1 -Cinline-threshold=0 -Clink-dead-code -Coverflow-checks=off -Cpanic=abort -Zpanic_abort_tests"
+        #   RUSTDOCFLAGS: "-Zprofile -Ccodegen-units=1 -Cinline-threshold=0 -Clink-dead-code -Coverflow-checks=off -Cpanic=abort -Zpanic_abort_tests"
       - name: rust-grcov
         # You may pin to the exact commit or the version.
         # uses: actions-rs/grcov@bb47b1ed7883a1502fa6875d562727ace2511248
@@ -37,9 +43,3 @@ jobs:
           # Specify whether the Codecov output should be verbose
           verbose: true
           fail_ci_if_error: true
-      - name: Run tests
-        run: cargo test --verbose
-        env:
-          CARGO_INCREMENTAL: "0"
-          RUSTFLAGS: "-Zprofile -Ccodegen-units=1 -Cinline-threshold=0 -Clink-dead-code -Coverflow-checks=off -Cpanic=abort -Zpanic_abort_tests"
-          RUSTDOCFLAGS: "-Zprofile -Ccodegen-units=1 -Cinline-threshold=0 -Clink-dead-code -Coverflow-checks=off -Cpanic=abort -Zpanic_abort_tests"
diff --git a/src/stochastic/volatility/svcgmy.rs b/src/stochastic/volatility/svcgmy.rs
@@ -114,7 +114,7 @@ impl Sampling<f64> for SVCGMY {
       y[i] = y[i - 1] + jump_component + b * dt;
     }
 
-    for i in 0..self.n {
+    for i in 1..self.n {
       x[i] = y[i] + self.rho * v[i];
     }