Fix Gamma and cap the number of simulations at 10M

2017-09-17 22:42:34 -04:00
parent a80e891037
commit 6b56699280
2 changed files with 14 additions and 7 deletions
--- a/serve.go
+++ b/serve.go
@@ -21,6 +21,12 @@ func index(w http.ResponseWriter, r *http.Request) {
 		json.Unmarshal(body, &bsOpt)
 		json.Unmarshal(body, &mcOpt)

+		// Cap the number of simulations at 10M
+		if bsOpt.Sims > 1e7 || mcOpt.Sims > 1e7 {
+			bsOpt.Sims = 1e7
+			mcOpt.Sims = 1e7
+		}
+
 		mcOpt.PriceMonteCarlo()
 		bsOpt.PriceClosedForm()