Merge pull request #131 from PyFE/heston-mc

minor changes

Author: jaehyukchoi

.gitignore

@@ -1,5 +1,5 @@
 .DS_Store
-
+.tmp.driveupload/
 
 # Created by https://www.toptal.com/developers/gitignore/api/pycharm,python
 # Edit at https://www.toptal.com/developers/gitignore?templates=pycharm,python

pyfeng/ousv.py

@@ -458,7 +458,7 @@ def cond_states_step(self, vol_0, dt, zn=None):
             if self.antithetic:
                 n_path_half = int(n_path//2)
                 z_sin = self.rng_spawn[2].standard_normal(size=(n_path_half, n_sin)).T
-                z_sin = np.stack([z_sin, -z_sin], axis=2).reshape((n_sin, n_path))
+                z_sin = np.stack([z_sin, -z_sin], axis=-1).reshape((n_sin, n_path))
 
                 z_gpqr = self.rng_spawn[1].standard_normal(size=(n_path_half, 4)).T
                 z_gpqr = np.stack([z_gpqr, -z_gpqr], axis=-1).reshape((4, n_path))