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Showing 207 of 1,119 total issues

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

          def test_make_cdf_black_scholes(
      Severity: Minor
      Found in mafipy/replication/tests/test_pricer_quanto_cms.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

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

          def black_scholes_put_value(
          Severity: Minor
          Found in mafipy/function/black_scholes.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_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_black_scholes_call_theta has 6 arguments (exceeds 4 allowed). Consider refactoring.
                Open

                    def test_black_scholes_call_theta(
                Severity: Minor
                Found in mafipy/function/tests/test_black_scholes.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 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 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 test_black_scholes_call_value_third_by_strike has 6 arguments (exceeds 4 allowed). Consider refactoring.
                        Open

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

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

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

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

                            def calc_local_vol_model_implied_vol(
                            Severity: Minor
                            Found in mafipy/function/local_vol.py - About 45 mins to fix

                              Function run has a Cognitive Complexity of 8 (exceeds 5 allowed). Consider refactoring.
                              Open

                                  def run(self):
        if self.run_type is not None:
            self.args += ["{0}".format(self.run_type)]
        if self.bench is not None:
            self.args += ["--bench={0}".format(self.bench)]
                              Severity: Minor
                              Found in setup.py - About 45 mins to fix

                              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 finalize_options has a Cognitive Complexity of 8 (exceeds 5 allowed). Consider refactoring.
                              Open

                                  def finalize_options(self):
        TestCommand.finalize_options(self)
        # if cov option is specified, option is replaced.
        if self.cov:
            self.test_args += ["--cov={0}".format(self.cov)]
                              Severity: Minor
                              Found in setup.py - About 45 mins to fix

                              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

                              Consider simplifying this complex logical expression.
                              Open

                                      if time < 0.0 or np.isclose(time, 0.0):
            expect = 0.0
        elif np.isclose(strike, 0.0) and underlying > 0.0:
            # max(-|S|, 0)
            expect = 0.0
                              Severity: Major
                              Found in mafipy/function/tests/test_black_scholes.py - About 40 mins to fix

                                Consider simplifying this complex logical expression.
                                Open

                                    if time < 0.0 or np.isclose(time, 0.0):
        return 0.0
    elif np.isclose(underlying, 0.0):
        return math.exp(-rate * time) * max(-strike, 0.0)
    elif np.isclose(strike, 0.0) and underlying > 0.0:
                                Severity: Major
                                Found in mafipy/function/black_scholes.py - About 40 mins to fix

                                  Function _calc_h_fhess has 5 arguments (exceeds 4 allowed). Consider refactoring.
                                  Open

                                  def _calc_h_fhess(swap_rate_pdf_fprime, swap_rate_pdf, swap_rate, h, h_fprime):
                                  Severity: Minor
                                  Found in mafipy/replication/_quanto_cms_forward_fx.py - About 35 mins to fix

                                    Function test_model_black_payers_swaption_volga has 5 arguments (exceeds 4 allowed). Consider refactoring.
                                    Open

                                        def test_model_black_payers_swaption_volga(self,
                                    Severity: Minor
                                    Found in mafipy/function/tests/test_black.py - About 35 mins to fix
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