lib/math_util.rb in math_util-0.1.1 vs lib/math_util.rb in math_util-0.1.2
- old
+ new
@@ -25,8 +25,8 @@
((1 + mean(bmark)) ** 252 - 1)) / volatility
sharpe.round(4) if sharpe > 0
end
def self.annual_tax_day_equivalent(annual_tax)
- BigDecimal.new((1 + annual_tax) ** (1/252.0) - 1, 16) if annual_tax
+ BigDecimal((1 + annual_tax) ** (1/252.0) - 1, 16) if annual_tax
end
end