Showing 207 of 1,119 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,
- 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 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_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 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_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 test_model_sabr_cdf
has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
Open
def test_model_sabr_cdf(
Function __init__
has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
Open
def __init__(self,
Function test_model__sabr_implied_vol_hagan_A1_fhess_by_underlying
has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
Open
def test_model__sabr_implied_vol_hagan_A1_fhess_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_A1_fhess_by_strike
has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
Open
def test_model__sabr_implied_vol_hagan_A1_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 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_A1_fprime_by_underlying
has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
Open
def test_model__sabr_implied_vol_hagan_A1_fprime_by_underlying(
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_A3_fprime_by_underlying
has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
Open
def test_model__sabr_implied_vol_hagan_A3_fprime_by_underlying(
Function test_sabr_implied_vol_hagan
has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
Open
def test_sabr_implied_vol_hagan(
Function test_model_sabr_implied_vol_hagan
has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
Open
def test_model_sabr_implied_vol_hagan(
Function test_model__sabr_implied_vol_hagan_A3_fprime_by_strike
has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
Open
def test_model__sabr_implied_vol_hagan_A3_fprime_by_strike(
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_A3_fhess_by_strike
has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
Open
def test_model__sabr_implied_vol_hagan_A3_fhess_by_strike(