Source patch to add support to TLS 1.1 and 1.2 to Ruby 1.9.3 - https://garajau.com.br/2015/07/tls-1-1-and-1-2-support-for-ruby-1-9-3

openssl_tls_1.2.patch

--- a/ext/openssl/ossl_ssl.c
+++ b/ext/openssl/ossl_ssl.c
@@ -107,6 +107,18 @@
     OSSL_SSL_METHOD_ENTRY(TLSv1),
     OSSL_SSL_METHOD_ENTRY(TLSv1_server),
     OSSL_SSL_METHOD_ENTRY(TLSv1_client),
+#if defined(HAVE_TLSV1_2_METHOD) && defined(HAVE_TLSV1_2_SERVER_METHOD) && \
+        defined(HAVE_TLSV1_2_CLIENT_METHOD)
+    OSSL_SSL_METHOD_ENTRY(TLSv1_2),
+    OSSL_SSL_METHOD_ENTRY(TLSv1_2_server),
+    OSSL_SSL_METHOD_ENTRY(TLSv1_2_client),
+#endif
+#if defined(HAVE_TLSV1_1_METHOD) && defined(HAVE_TLSV1_1_SERVER_METHOD) && \
+        defined(HAVE_TLSV1_1_CLIENT_METHOD)
+    OSSL_SSL_METHOD_ENTRY(TLSv1_1),
+    OSSL_SSL_METHOD_ENTRY(TLSv1_1_server),
+    OSSL_SSL_METHOD_ENTRY(TLSv1_1_client),
+#endif
 #if defined(HAVE_SSLV2_METHOD) && defined(HAVE_SSLV2_SERVER_METHOD) && \
         defined(HAVE_SSLV2_CLIENT_METHOD)
     OSSL_SSL_METHOD_ENTRY(SSLv2),
--- a/ext/openssl/extconf.rb
+++ b/ext/openssl/extconf.rb
@@ -104,6 +104,12 @@
 have_func("SSLv2_method")
 have_func("SSLv2_server_method")
 have_func("SSLv2_client_method")
+have_func("TLSv1_1_method")
+have_func("TLSv1_1_server_method")
+have_func("TLSv1_1_client_method")
+have_func("TLSv1_2_method")
+have_func("TLSv1_2_server_method")
+have_func("TLSv1_2_client_method")
 unless have_func("SSL_set_tlsext_host_name", ['openssl/ssl.h'])
   have_macro("SSL_set_tlsext_host_name", ['openssl/ssl.h']) && $defs.push("-DHAVE_SSL_SET_TLSEXT_HOST_NAME")
 end

@variousred
I suggest that you use ruby-build. See here the instructions to install a Ruby version using a patch. If you still want to compile it manually, download the tar.gz source and apply the patch manually by using the patch command, then proceed with the compilation.

@anmishra
Sorry that I misread your question