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

    def _analytic_func22(self, init_swap_rate):
        return -(self.put_pricer(self.payoff_upper_strike)
                 * self.payoff_gearing
                 * self.annuity_mapping_func(self.payoff_upper_strike)
                 * self.forward_fx_diffusion(self.payoff_upper_strike))
Severity: Major
Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 632..636

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 58.

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 _analytic_func32(self, init_swap_rate):
        return -(self.call_pricer(self.payoff_upper_strike)
                 * self.payoff_gearing
                 * self.annuity_mapping_func(self.payoff_upper_strike)
                 * self.forward_fx_diffusion(self.payoff_upper_strike))
Severity: Major
Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 618..622

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 58.

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 func22(init_swap_rate):
            # p * g'' * a * chi at upper_strike
            return -(self.put_pricer(self.payoff_upper_strike)
                     * self.payoff_gearing
                     * self.annuity_mapping_func(self.payoff_upper_strike)
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
mafipy/replication/pricer_quanto_cms.py on lines 833..838

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 57.

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 func32(init_swap_rate):
            # c * g'' * a * chi at upper_strike
            return -(self.call_pricer(self.payoff_upper_strike)
                     * self.payoff_gearing
                     * self.annuity_mapping_func(self.payoff_upper_strike)
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
mafipy/replication/pricer_quanto_cms.py on lines 817..822

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 57.

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

        if (self.min_put_range
                <= self.payoff_lower_strike
                <= self.max_put_range):
            terms.append(func21)
        elif (self.min_call_range
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
mafipy/replication/pricer_quanto_cms.py on lines 856..863

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 55.

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

        if (self.min_put_range
                <= self.payoff_upper_strike
                <= self.max_put_range):
            terms.append(func22)
        elif (self.min_call_range
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
mafipy/replication/pricer_quanto_cms.py on lines 848..855

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 55.

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

    @pytest.mark.parametrize("underlying, alpha0, alpha1, expect", [
        (1.434, 0.43, 0.51, 0.43)
    ])
    def test_linear_annuity_mapping_fprime(
            self, underlying, alpha0, alpha1, expect):
Severity: Major
Found in mafipy/replication/tests/test_replication_method.py and 1 other location - About 2 hrs to fix
mafipy/replication/tests/test_replication_method.py on lines 50..57

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 54.

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 _analytic_func21(self, init_swap_rate):
        return (self.put_pricer(self.payoff_lower_strike)
                * self.payoff_gearing
                * self.annuity_mapping_func(self.payoff_lower_strike)
                * self.forward_fx_diffusion(self.payoff_lower_strike))
Severity: Major
Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 625..629

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 54.

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

    @pytest.mark.parametrize("underlying, alpha0, alpha1, expect", [
        (1.434, 0.43, 0.51, 0.0)
    ])
    def test_linear_annuity_mapping_fhess(
            self, underlying, alpha0, alpha1, expect):
Severity: Major
Found in mafipy/replication/tests/test_replication_method.py and 1 other location - About 2 hrs to fix
mafipy/replication/tests/test_replication_method.py on lines 41..48

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 54.

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 _analytic_func31(self, init_swap_rate):
        return (self.call_pricer(self.payoff_lower_strike)
                * self.payoff_gearing
                * self.annuity_mapping_func(self.payoff_lower_strike)
                * self.forward_fx_diffusion(self.payoff_lower_strike))
Severity: Major
Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 611..615

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 54.

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 4 locations. Consider refactoring.
Open

        def func21(init_swap_rate):
            # p * g'' * a * chi at lower_strike
            return (self.put_pricer(self.payoff_lower_strike)
                    * self.payoff_gearing
                    * self.annuity_mapping_func(self.payoff_lower_strike)
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 3 other locations - About 2 hrs to fix
mafipy/replication/pricer_quanto_cms.py on lines 542..547
mafipy/replication/pricer_quanto_cms.py on lines 549..554
mafipy/replication/pricer_quanto_cms.py on lines 825..830

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 53.

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 4 locations. Consider refactoring.
Open

        def func31(init_swap_rate):
            # c * g'' * a * chi at lower_strike
            return (self.call_pricer(self.payoff_lower_strike)
                    * self.payoff_gearing
                    * self.annuity_mapping_func(self.payoff_lower_strike)
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 3 other locations - About 2 hrs to fix
mafipy/replication/pricer_quanto_cms.py on lines 542..547
mafipy/replication/pricer_quanto_cms.py on lines 549..554
mafipy/replication/pricer_quanto_cms.py on lines 809..814

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 53.

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 4 locations. Consider refactoring.
Open

        def func3(init_swap_rate):
            # c * g'' * a * chi
            return (self.call_pricer(self.payoff_strike)
                    * self.payoff_gearing
                    * self.annuity_mapping_func(self.payoff_strike)
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 3 other locations - About 2 hrs to fix
mafipy/replication/pricer_quanto_cms.py on lines 542..547
mafipy/replication/pricer_quanto_cms.py on lines 809..814
mafipy/replication/pricer_quanto_cms.py on lines 825..830

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 53.

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 4 locations. Consider refactoring.
Open

        def func2(init_swap_rate):
            # p * g'' * a * chi
            return (self.put_pricer(self.payoff_strike)
                    * self.payoff_gearing
                    * self.annuity_mapping_func(self.payoff_strike)
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 3 other locations - About 2 hrs to fix
mafipy/replication/pricer_quanto_cms.py on lines 549..554
mafipy/replication/pricer_quanto_cms.py on lines 809..814
mafipy/replication/pricer_quanto_cms.py on lines 825..830

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 53.

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

    numerator2 = math.sqrt(1.0 - 2 * rho * z + z * z) + z - rho
Severity: Major
Found in mafipy/function/sabr.py and 1 other location - About 2 hrs to fix
mafipy/function/tests/test_sabr.py on lines 102..102

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 53.

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_swaption(
        init_swap_rate,
        swap_annuity,
        option_maturity,
        vol):
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
mafipy/replication/pricer_quanto_cms.py on lines 15..56

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 53.

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_swaption(
        init_swap_rate,
        swap_annuity,
        option_maturity,
        vol):
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
mafipy/replication/pricer_quanto_cms.py on lines 59..102

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 53.

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

        x_numerator = math.sqrt(1.0 - 2.0 * rho * z + z * z) + z - rho
Severity: Major
Found in mafipy/function/tests/test_sabr.py and 1 other location - About 2 hrs to fix
mafipy/function/sabr.py on lines 199..199

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 53.

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(
        "underlying, strike, rate, maturity, vol, today",
        [
            # underlying > strike
            (2.0, 1.0, 1.0, 1.0, 0.1, 0.0),
Severity: Major
Found in mafipy/function/tests/test_black_scholes.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black_scholes.py on lines 253..265
mafipy/function/tests/test_black_scholes.py on lines 293..305

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 51.

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(
        "underlying, strike, rate, maturity, vol, today",
        [
            # vol <= 0 raise AssertionError
            (1.0, 2.0, 1.0, 1.0, -0.1, 0.0),
Severity: Major
Found in mafipy/function/tests/test_black_scholes.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black_scholes.py on lines 253..265
mafipy/function/tests/test_black_scholes.py on lines 335..347

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 51.

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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