### Showing 207 of 448 total issues

#### Function `test_black_receivers_swaption_value`

has a Cognitive Complexity of 9 (exceeds 5 allowed). Consider refactoring. Open

Open

```
def test_black_receivers_swaption_value(self,
init_swap_rate,
option_strike,
swap_annuity,
option_maturity,
```

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# Cognitive Complexity

Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

### A method's cognitive complexity is based on a few simple rules:

- Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
- Code is considered more complex for each "break in the linear flow of the code"
- Code is considered more complex when "flow breaking structures are nested"

### Further reading

#### Function `black_scholes_call_value`

has a Cognitive Complexity of 9 (exceeds 5 allowed). Consider refactoring. Open

Open

```
def black_scholes_call_value(
underlying,
strike,
rate,
maturity,
```

- Read upRead up

# Cognitive Complexity

Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

### A method's cognitive complexity is based on a few simple rules:

- Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
- Code is considered more complex for each "break in the linear flow of the code"
- Code is considered more complex when "flow breaking structures are nested"

### Further reading

#### Function `test_model__sabr_implied_vol_hagan_A2_fhess_by_strike`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

` def test_model__sabr_implied_vol_hagan_A2_fhess_by_strike(`

#### Function `test_model__sabr_implied_vol_hagan_A4_fprime_by_underlying`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

` def test_model__sabr_implied_vol_hagan_A4_fprime_by_underlying(`

#### Function `test_model_sabr_implied_vol_hagan_fhess_by_strike`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

` def test_model_sabr_implied_vol_hagan_fhess_by_strike(`

#### Function `test_model_sabr_implied_vol_hagan_fprime_by_underlying`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

` def test_model_sabr_implied_vol_hagan_fprime_by_underlying(`

#### Function `_sabr_implied_vol_hagan_A11_fhess_by_underlying`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

`def _sabr_implied_vol_hagan_A11_fhess_by_underlying(`

#### Function `test_model__sabr_implied_vol_hagan_A4_fhess_by_underlying`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

` def test_model__sabr_implied_vol_hagan_A4_fhess_by_underlying(`

#### Function `_sabr_implied_vol_hagan_A1_fprime_by_strike`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

`def _sabr_implied_vol_hagan_A1_fprime_by_strike(`

#### Function `test_model__sabr_implied_vol_hagan_A2_fprime_by_strike`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

` def test_model__sabr_implied_vol_hagan_A2_fprime_by_strike(`

#### Function `test_model__sabr_implied_vol_hagan_A2_fhess_by_underlying`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

` def test_model__sabr_implied_vol_hagan_A2_fhess_by_underlying(`

#### Function `test_model_sabr_implied_vol_hagan_fprime_by_strike`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

` def test_model_sabr_implied_vol_hagan_fprime_by_strike(`

#### Function `test_model_sabr_implied_vol_hagan_fhess_by_underlying`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

` def test_model_sabr_implied_vol_hagan_fhess_by_underlying(`

#### Function `_sabr_implied_vol_hagan_A11`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

`def _sabr_implied_vol_hagan_A11(`

#### Function `test_model__sabr_implied_vol_hagan_A3_fhess_by_underlying`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

` def test_model__sabr_implied_vol_hagan_A3_fhess_by_underlying(`

#### Function `test_model__sabr_implied_vol_hagan_A4_fhess_by_strike`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

` def test_model__sabr_implied_vol_hagan_A4_fhess_by_strike(`

#### Function `_sabr_implied_vol_hagan_A11_fprime_by_underlying`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

`def _sabr_implied_vol_hagan_A11_fprime_by_underlying(`

#### Function `_sabr_implied_vol_hagan_A12_fhess_by_underlying`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

`def _sabr_implied_vol_hagan_A12_fhess_by_underlying(`

#### Function `test_model__sabr_implied_vol_hagan_A2_fprime_by_underlying`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

` def test_model__sabr_implied_vol_hagan_A2_fprime_by_underlying(`

#### Function `_sabr_implied_vol_hagan_A2_fhess_by_strike`

has 7 arguments (exceeds 4 allowed). Consider refactoring. Open

Open

`def _sabr_implied_vol_hagan_A2_fhess_by_strike(`