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Similar blocks of code found in 2 locations. Consider refactoring.
Open

def black_payers_swaption_value_third_by_strike(
        init_swap_rate,
        option_strike,
        swap_annuity,
        option_maturity,
Severity: Major
Found in mafipy/function/black.py and 1 other location - About 3 hrs to fix
mafipy/function/black.py on lines 113..164

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 73.

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 2 locations. Consider refactoring.
Open

def black_payers_swaption_value_fprime_by_strike(
        init_swap_rate,
        option_strike,
        swap_annuity,
        option_maturity,
Severity: Major
Found in mafipy/function/black.py and 1 other location - About 3 hrs to fix
mafipy/function/black.py on lines 212..261

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 73.

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_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

Similar blocks of code found in 2 locations. Consider refactoring.
Open

def _sabr_implied_vol_hagan_A3_fprime_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A3_fprime_by_underlying
    See :py:func:`_sabr_implied_vol_hagan_A3`.
Severity: Major
Found in mafipy/function/sabr.py and 1 other location - About 3 hrs to fix
mafipy/function/sabr.py on lines 1056..1078

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 68.

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 2 locations. Consider refactoring.
Open

def _sabr_implied_vol_hagan_A3_fprime_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A3_fprime_by_strike
    See :py:func:`_sabr_implied_vol_hagan_A3`.
Severity: Major
Found in mafipy/function/sabr.py and 1 other location - About 3 hrs to fix
mafipy/function/sabr.py on lines 1108..1130

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 68.

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 test_make_fprime(self):
        swap_rate = util.get_real()[0]
        expect = target.linear_annuity_mapping_fprime(
            swap_rate, self.alpha0, self.alpha1)
        actual = self.target.make_fprime()(swap_rate)
Severity: Major
Found in mafipy/replication/tests/test_replication_method.py and 2 other locations - About 3 hrs to fix
mafipy/replication/tests/test_replication_method.py on lines 89..94
mafipy/replication/tests/test_replication_method.py on lines 103..108

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 66.

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 test_make_func(self):
        swap_rate = util.get_real()[0]
        expect = target.linear_annuity_mapping_func(
            swap_rate, self.alpha0, self.alpha1)
        actual = self.target.make_func()(swap_rate)
Severity: Major
Found in mafipy/replication/tests/test_replication_method.py and 2 other locations - About 3 hrs to fix
mafipy/replication/tests/test_replication_method.py on lines 96..101
mafipy/replication/tests/test_replication_method.py on lines 103..108

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 66.

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 test_make_fhess(self):
        swap_rate = util.get_real()[0]
        expect = target.linear_annuity_mapping_fhess(
            swap_rate, self.alpha0, self.alpha1)
        actual = self.target.make_fhess()(swap_rate)
Severity: Major
Found in mafipy/replication/tests/test_replication_method.py and 2 other locations - About 3 hrs to fix
mafipy/replication/tests/test_replication_method.py on lines 89..94
mafipy/replication/tests/test_replication_method.py on lines 96..101

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 66.

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

Identical blocks of code found in 2 locations. Consider refactoring.
Open

    def test_make_fprime(self):
        swap_rate = util.get_real()[0]
        actual = self.target.make_func()(swap_rate)
        expect = target.payoff_bull_spread(
            swap_rate, self.lower_strike, self.upper_strike, self.gearing)
Severity: Major
Found in mafipy/function/tests/test_payoff.py and 1 other location - About 3 hrs to fix
mafipy/function/tests/test_payoff.py on lines 308..313

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 64.

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

Identical blocks of code found in 2 locations. Consider refactoring.
Open

        def case3():
            swap_rate = util.get_real()[0]
            actual = self.target.make_func()(swap_rate)
            expect = target.payoff_bull_spread(
                swap_rate, self.lower_strike, self.upper_strike, self.gearing)
Severity: Major
Found in mafipy/function/tests/test_payoff.py and 1 other location - About 3 hrs to fix
mafipy/function/tests/test_payoff.py on lines 316..321

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 64.

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 2 locations. Consider refactoring.
Open

def make_pdf_fprime_black_scholes(
        underlying,
        rate,
        maturity,
        vol):
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 3 hrs to fix
mafipy/replication/pricer_quanto_cms.py on lines 133..171

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 62.

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 2 locations. Consider refactoring.
Open

def make_pdf_black_scholes(
        underlying,
        rate,
        maturity,
        vol):
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 3 hrs to fix
mafipy/replication/pricer_quanto_cms.py on lines 174..214

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 62.

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

    @pytest.mark.parametrize(
        "init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
        [
            # vol < 0 raise AssertionError
            (1.0, 2.0, 1.0, 1.0, -0.1),
Severity: Major
Found in mafipy/function/tests/test_black.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black.py on lines 97..113
mafipy/function/tests/test_black.py on lines 200..216

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 60.

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

    @pytest.mark.parametrize(
        "init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
        [
            # vol < 0 raise AssertionError
            (1.0, 2.0, 1.0, 1.0, -0.1),
Severity: Major
Found in mafipy/function/tests/test_black.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black.py on lines 37..53
mafipy/function/tests/test_black.py on lines 200..216

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 60.

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

    @pytest.mark.parametrize(
        "init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
        [
            # vol < 0 raise AssertionError
            (1.1, 2.2, 1.3, 1.4, -0.1),
Severity: Major
Found in mafipy/function/tests/test_black.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black.py on lines 37..53
mafipy/function/tests/test_black.py on lines 97..113

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 60.

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 make_func(self):
        """make_func
        makes forward FX diffusion as a function of swap rate.
        See :py:func:`_forward_fx_diffusion`.
        """
Severity: Major
Found in mafipy/replication/_quanto_cms_forward_fx.py and 2 other locations - About 2 hrs to fix
mafipy/replication/_quanto_cms_forward_fx.py on lines 337..350
mafipy/replication/_quanto_cms_forward_fx.py on lines 352..366

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 59.

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 make_fprime(self):
        """make_fprime
        makes derivative of forward FX diffusion as a function of swap rate.
        See :py:func:`_forward_fx_diffusion_fprime`.
        """
Severity: Major
Found in mafipy/replication/_quanto_cms_forward_fx.py and 2 other locations - About 2 hrs to fix
mafipy/replication/_quanto_cms_forward_fx.py on lines 322..335
mafipy/replication/_quanto_cms_forward_fx.py on lines 352..366

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 59.

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 make_fhess(self):
        """make_fhess
        makes second derivative of forward FX diffusion
        as a function of swap rate.
        See :py:func:`_forward_fx_diffusion_fhess`.
Severity: Major
Found in mafipy/replication/_quanto_cms_forward_fx.py and 2 other locations - About 2 hrs to fix
mafipy/replication/_quanto_cms_forward_fx.py on lines 322..335
mafipy/replication/_quanto_cms_forward_fx.py on lines 337..350

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 59.

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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