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benchmarks/benchmarks/bull_spread_qunato_cms.py

Summary

Maintainability
C
1 day
Test Coverage

Function linear_annuity_bull_spread_pricer has 11 arguments (exceeds 4 allowed). Consider refactoring.
Open

def linear_annuity_bull_spread_pricer(
Severity: Major
Found in benchmarks/benchmarks/bull_spread_qunato_cms.py - About 1 hr to fix

    Similar blocks of code found in 3 locations. Consider refactoring.
    Open

    def time_vol_foward_fx():
    vol_forward_fx = 0.05
    params = gen_params("vol_forward_fx", vol_forward_fx)
    linear_annuity_bull_spread_pricer(**params)
    vol_forward_fx = 0.5
    Severity: Major
    Found in benchmarks/benchmarks/bull_spread_qunato_cms.py and 2 other locations - About 3 hrs to fix
    benchmarks/benchmarks/bull_spread_qunato_cms.py on lines 121..130
    benchmarks/benchmarks/bull_spread_qunato_cms.py on lines 133..142

    Duplicated Code

    Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

    Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

    When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

    Tuning

    This issue has a mass of 70.

    We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

    The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

    If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

    See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

    Refactorings

    Further Reading

    Similar blocks of code found in 3 locations. Consider refactoring.
    Open

    def time_vol_swap_rate():
    vol_swap_rate = 0.05
    params = gen_params("vol_swap_rate", vol_swap_rate)
    linear_annuity_bull_spread_pricer(**params)
    vol_swap_rate = 0.5
    Severity: Major
    Found in benchmarks/benchmarks/bull_spread_qunato_cms.py and 2 other locations - About 3 hrs to fix
    benchmarks/benchmarks/bull_spread_qunato_cms.py on lines 133..142
    benchmarks/benchmarks/bull_spread_qunato_cms.py on lines 145..154

    Duplicated Code

    Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

    Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

    When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

    Tuning

    This issue has a mass of 70.

    We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

    The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

    If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

    See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

    Refactorings

    Further Reading

    Similar blocks of code found in 3 locations. Consider refactoring.
    Open

    def time_corr_forward_fx():
    corr_forward_fx = -1.0
    params = gen_params("corr_forward_fx", corr_forward_fx)
    linear_annuity_bull_spread_pricer(**params)
    corr_forward_fx = 0.0
    Severity: Major
    Found in benchmarks/benchmarks/bull_spread_qunato_cms.py and 2 other locations - About 3 hrs to fix
    benchmarks/benchmarks/bull_spread_qunato_cms.py on lines 121..130
    benchmarks/benchmarks/bull_spread_qunato_cms.py on lines 145..154

    Duplicated Code

    Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

    Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

    When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

    Tuning

    This issue has a mass of 70.

    We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

    The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

    If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

    See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

    Refactorings

    Further Reading

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