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Showing 207 of 1,119 total issues

Function _sabr_implied_vol_hagan_A3_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
Open

def _sabr_implied_vol_hagan_A3_fprime_by_underlying(
Severity: Major
Found in mafipy/function/sabr.py - About 50 mins to fix

    Function _sabr_implied_vol_hagan_A31_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
    Open

    def _sabr_implied_vol_hagan_A31_fprime_by_strike(
    Severity: Major
    Found in mafipy/function/sabr.py - About 50 mins to fix

      Function _sabr_implied_vol_hagan_A11 has 7 arguments (exceeds 4 allowed). Consider refactoring.
      Open

      def _sabr_implied_vol_hagan_A11(
      Severity: Major
      Found in mafipy/function/sabr.py - About 50 mins to fix

        Function _sabr_implied_vol_hagan_A2_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
        Open

        def _sabr_implied_vol_hagan_A2_fprime_by_underlying(
        Severity: Major
        Found in mafipy/function/sabr.py - About 50 mins to fix

          Function _sabr_implied_vol_hagan_A31_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
          Open

          def _sabr_implied_vol_hagan_A31_fhess_by_underlying(
          Severity: Major
          Found in mafipy/function/sabr.py - About 50 mins to fix

            Function _sabr_implied_vol_hagan_A3_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
            Open

            def _sabr_implied_vol_hagan_A3_fhess_by_strike(
            Severity: Major
            Found in mafipy/function/sabr.py - About 50 mins to fix

              Function _sabr_implied_vol_hagan_A4_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
              Open

              def _sabr_implied_vol_hagan_A4_fhess_by_strike(
              Severity: Major
              Found in mafipy/function/sabr.py - About 50 mins to fix

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

                def sabr_pdf(underlying, strike, maturity, alpha, beta, rho, nu):
                Severity: Major
                Found in mafipy/function/sabr.py - About 50 mins to fix

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

                  def sabr_implied_vol_hagan_fhess_by_underlying(
                  Severity: Major
                  Found in mafipy/function/sabr.py - About 50 mins to fix

                    Function test_black_scholes_call_vega has 6 arguments (exceeds 4 allowed). Consider refactoring.
                    Open

                        def test_black_scholes_call_vega(
                    Severity: Minor
                    Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

                      Function test_sabr_atm_implied_vol_hagan has 6 arguments (exceeds 4 allowed). Consider refactoring.
                      Open

                          def test_sabr_atm_implied_vol_hagan(
                      Severity: Minor
                      Found in mafipy/function/tests/test_sabr.py - About 45 mins to fix

                        Function test_make_pdf_black_scholes has 6 arguments (exceeds 4 allowed). Consider refactoring.
                        Open

                            def test_make_pdf_black_scholes(
                        Severity: Minor
                        Found in mafipy/replication/tests/test_pricer_quanto_cms.py - About 45 mins to fix

                          Function sabr_caibration_west has 6 arguments (exceeds 4 allowed). Consider refactoring.
                          Open

                          def sabr_caibration_west(market_vols,
                          Severity: Minor
                          Found in mafipy/calibrator/sabr.py - About 45 mins to fix

                            Function test_put_call_parity_black_scholes has 6 arguments (exceeds 4 allowed). Consider refactoring.
                            Open

                                def test_put_call_parity_black_scholes(
                            Severity: Minor
                            Found in mafipy/function/tests/test_analytic_formula.py - About 45 mins to fix

                              Function black_scholes_call_rho has 6 arguments (exceeds 4 allowed). Consider refactoring.
                              Open

                              def black_scholes_call_rho(underlying, strike, rate, maturity, vol, today):
                              Severity: Minor
                              Found in mafipy/function/black_scholes.py - About 45 mins to fix

                                Function _find_alpha has 6 arguments (exceeds 4 allowed). Consider refactoring.
                                Open

                                def _find_alpha(underlying, option_maturity, vol_atm, beta, rho, nu):
                                Severity: Minor
                                Found in mafipy/calibrator/sabr.py - About 45 mins to fix

                                  Function _replicate_numerator has 6 arguments (exceeds 4 allowed). Consider refactoring.
                                  Open

                                  def _replicate_numerator(init_swap_rate,
                                  Severity: Minor
                                  Found in mafipy/replication/pricer_quanto_cms.py - About 45 mins to fix

                                    Function test_black_scholes_call_value_fprime_by_strike has 6 arguments (exceeds 4 allowed). Consider refactoring.
                                    Open

                                        def test_black_scholes_call_value_fprime_by_strike(
                                    Severity: Minor
                                    Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

                                      Function test_black_scholes_put_value has 6 arguments (exceeds 4 allowed). Consider refactoring.
                                      Open

                                          def test_black_scholes_put_value(
                                      Severity: Minor
                                      Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix

                                        Function test_black_scholes_call_delta has 6 arguments (exceeds 4 allowed). Consider refactoring.
                                        Open

                                            def test_black_scholes_call_delta(
                                        Severity: Minor
                                        Found in mafipy/function/tests/test_black_scholes.py - About 45 mins to fix
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