Sign upLogin

i05nagai/mafipy

View on GitHub
Star

Showing 191 of 1,119 total issues

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 293..305
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

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

    def make_put_wrt_strike(
            self,
            underlying,
            rate,
            maturity,
Severity: Major
Found in mafipy/function/analytic_formula.py and 1 other location - About 2 hrs to fix
mafipy/function/analytic_formula.py on lines 85..109

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 50.

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_call_wrt_strike(
            self,
            underlying,
            rate,
            maturity,
Severity: Major
Found in mafipy/function/analytic_formula.py and 1 other location - About 2 hrs to fix
mafipy/function/analytic_formula.py on lines 117..141

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 50.

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_receivers_swaption_wrt_strike(
            self,
            init_swap_rate,
            swap_annuity,
            option_maturity,
Severity: Major
Found in mafipy/function/analytic_formula.py and 1 other location - About 1 hr to fix
mafipy/function/analytic_formula.py on lines 157..182

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 49.

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_payers_swaption_wrt_strike(
            self,
            init_swap_rate,
            swap_annuity,
            option_maturity,
Severity: Major
Found in mafipy/function/analytic_formula.py and 1 other location - About 1 hr to fix
mafipy/function/analytic_formula.py on lines 189..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 49.

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 6 locations. Consider refactoring.
Open

def black_payers_swaption_vega_fprime_by_strike(
        init_swap_rate, option_strike, swap_annuity, option_maturity, vol):
    """black_payers_swaption_vega_fprime_by_strike
    calculates derivative of vega with respect to strike under black model.
    This is required for :py:func:`sabr_pdf`.
Severity: Major
Found in mafipy/function/black.py and 5 other locations - About 1 hr to fix
mafipy/function/black.py on lines 13..67
mafipy/function/black.py on lines 167..209
mafipy/function/black.py on lines 267..286
mafipy/function/black.py on lines 289..308
mafipy/function/black.py on lines 311..330

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 48.

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 6 locations. Consider refactoring.
Open

def black_payers_swaption_volga(
        init_swap_rate, option_strike, swap_annuity, option_maturity, vol):
    """black_payers_swaption_volga
    calculates volga of payer's swaption under black model.
Severity: Major
Found in mafipy/function/black.py and 5 other locations - About 1 hr to fix
mafipy/function/black.py on lines 13..67
mafipy/function/black.py on lines 167..209
mafipy/function/black.py on lines 267..286
mafipy/function/black.py on lines 289..308
mafipy/function/black.py on lines 333..353

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 48.

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 6 locations. Consider refactoring.
Open

def black_payers_swaption_value(
        init_swap_rate, option_strike, swap_annuity, option_maturity, vol):
    """black_payers_swaption_value
    calculates value of payer's swaptions under black model.
Severity: Major
Found in mafipy/function/black.py and 5 other locations - About 1 hr to fix
mafipy/function/black.py on lines 167..209
mafipy/function/black.py on lines 267..286
mafipy/function/black.py on lines 289..308
mafipy/function/black.py on lines 311..330
mafipy/function/black.py on lines 333..353

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 48.

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 6 locations. Consider refactoring.
Open

def black_payers_swaption_value_fhess_by_strike(
        init_swap_rate,
        option_strike,
        swap_annuity,
        option_maturity,
Severity: Major
Found in mafipy/function/black.py and 5 other locations - About 1 hr to fix
mafipy/function/black.py on lines 13..67
mafipy/function/black.py on lines 267..286
mafipy/function/black.py on lines 289..308
mafipy/function/black.py on lines 311..330
mafipy/function/black.py on lines 333..353

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 48.

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 6 locations. Consider refactoring.
Open

def black_payers_swaption_delta(
        init_swap_rate, option_strike, swap_annuity, option_maturity, vol):
    """black_payers_swaption_delta
    calculates delta of payer's swaptions under black model.
Severity: Major
Found in mafipy/function/black.py and 5 other locations - About 1 hr to fix
mafipy/function/black.py on lines 13..67
mafipy/function/black.py on lines 167..209
mafipy/function/black.py on lines 289..308
mafipy/function/black.py on lines 311..330
mafipy/function/black.py on lines 333..353

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 48.

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 6 locations. Consider refactoring.
Open

def black_payers_swaption_vega(
        init_swap_rate, option_strike, swap_annuity, option_maturity, vol):
    """black_payers_swaption_vega
    calculates vega of payer's swaption under black model.
Severity: Major
Found in mafipy/function/black.py and 5 other locations - About 1 hr to fix
mafipy/function/black.py on lines 13..67
mafipy/function/black.py on lines 167..209
mafipy/function/black.py on lines 267..286
mafipy/function/black.py on lines 311..330
mafipy/function/black.py on lines 333..353

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 48.

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

    numerator = (
        math.log(underlying / strike) + (rate + vol * vol * 0.5) * maturity)
Severity: Major
Found in mafipy/function/black_scholes.py and 1 other location - About 1 hr to fix
mafipy/function/tests/test_black_scholes.py on lines 65..66

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 47.

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

    numerator = (
        math.log(underlying / strike) + (rate - vol * vol * 0.5) * maturity)
Severity: Major
Found in mafipy/function/black_scholes.py and 1 other location - About 1 hr to fix
mafipy/function/tests/test_black_scholes.py on lines 82..83

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 47.

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

        expect_numerator = (math.log(underlying / strike)
                            + (rate - vol * vol * 0.5) * maturity)
Severity: Major
Found in mafipy/function/tests/test_black_scholes.py and 1 other location - About 1 hr to fix
mafipy/function/black_scholes.py on lines 64..65

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 47.

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

        expect_numerator = (math.log(underlying / strike)
                            + (rate + vol * vol * 0.5) * maturity)
Severity: Major
Found in mafipy/function/tests/test_black_scholes.py and 1 other location - About 1 hr to fix
mafipy/function/black_scholes.py on lines 42..43

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 47.

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 6 locations. Consider refactoring.
Open

    def _calc_func4(self, swap_rate):
        return (2.0
                * self.payoff_func(swap_rate)
                * self.annuity_mapping_fprime(swap_rate)
                * self.forward_fx_diffusion_fprime(swap_rate))
Severity: Major
Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 5 other locations - About 1 hr to fix
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 316..320
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 322..326
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 328..332
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 554..558
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 560..564

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 46.

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 6 locations. Consider refactoring.
Open

    def _calc_func2(self, swap_rate):
        return (2.0
                * self.payoff_fprime(swap_rate)
                * self.annuity_mapping_fprime(swap_rate)
                * self.forward_fx_diffusion(swap_rate))
Severity: Major
Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 5 other locations - About 1 hr to fix
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 322..326
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 328..332
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 554..558
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 560..564
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 566..570

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 46.

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 6 locations. Consider refactoring.
Open

    def _calc_func3(self, swap_rate):
        return (2.0
                * self.payoff_fprime(swap_rate)
                * self.annuity_mapping_func(swap_rate)
                * self.forward_fx_diffusion_fprime(swap_rate))
Severity: Major
Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 5 other locations - About 1 hr to fix
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 316..320
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 328..332
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 554..558
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 560..564
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 566..570

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 46.

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 6 locations. Consider refactoring.
Open

    def _calc_func4(self, swap_rate):
        return (2.0
                * self.payoff_func(swap_rate)
                * self.annuity_mapping_fprime(swap_rate)
                * self.forward_fx_diffusion_fprime(swap_rate))
Severity: Major
Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 5 other locations - About 1 hr to fix
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 316..320
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 322..326
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 554..558
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 560..564
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 566..570

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 46.

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 6 locations. Consider refactoring.
Open

    def _calc_func3(self, swap_rate):
        return (2.0
                * self.payoff_fprime(swap_rate)
                * self.annuity_mapping_func(swap_rate)
                * self.forward_fx_diffusion_fprime(swap_rate))
Severity: Major
Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 5 other locations - About 1 hr to fix
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 316..320
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 322..326
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 328..332
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 554..558
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 566..570

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 46.

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

Severity
Category
Status
Source
Language