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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 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 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 2 locations. Consider refactoring.
Open

Severity: Major
Found in mafipy/replication/__init__.py and 1 other location - About 1 hr to fix
mafipy/calibrator/__init__.py on lines 0..38

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 2 locations. Consider refactoring.
Open

Severity: Major
Found in mafipy/calibrator/__init__.py and 1 other location - About 1 hr to fix
mafipy/replication/__init__.py on lines 0..47

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 2 locations. Consider refactoring.
Open

        def case_maturity_is_not_positive():
            maturity = -1.0
            expect = 0.0
            actual = target.implied_vol_quadratic_approx(
                underlying, strike, rate, maturity, option_value)
Severity: Major
Found in mafipy/function/tests/test_analytic_formula.py and 1 other location - About 1 hr to fix
mafipy/function/tests/test_analytic_formula.py on lines 100..105

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 42.

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 case_maturity_is_zero():
            maturity = 0.0
            expect = 0.0
            actual = target.implied_vol_quadratic_approx(
                underlying, strike, rate, maturity, option_value)
Severity: Major
Found in mafipy/function/tests/test_analytic_formula.py and 1 other location - About 1 hr to fix
mafipy/function/tests/test_analytic_formula.py on lines 92..97

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 42.

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

    @pytest.mark.parametrize(
        "swap_rate, time, vol, corr", [
            # time < 0.0 raise AssertionError
            (2.0, -1.0, 1.0, 0.1),
            # vol < 0.0 raise AssertionError
Severity: Major
Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 5 other locations - About 1 hr to fix
mafipy/function/tests/test_payoff.py on lines 104..116
mafipy/function/tests/test_payoff.py on lines 131..143
mafipy/function/tests/test_payoff.py on lines 175..187
mafipy/function/tests/test_payoff.py on lines 235..247
mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 324..335

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 41.

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

    @pytest.mark.parametrize(
        "underlying, lower_strike, upper_strike, gearing",
        [
            # underlying <= lower_strike,
            (1.0, 1.0, 2.0, 1.0),
Severity: Major
Found in mafipy/function/tests/test_payoff.py and 5 other locations - About 1 hr to fix
mafipy/function/tests/test_payoff.py on lines 131..143
mafipy/function/tests/test_payoff.py on lines 175..187
mafipy/function/tests/test_payoff.py on lines 235..247
mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 324..335
mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 398..409

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 41.

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

    @pytest.mark.parametrize(
        "underlying, lower_strike, upper_strike, gearing",
        [
            # underlying <= lower_strike,
            (1.0, 1.0, 2.0, 1.0),
Severity: Major
Found in mafipy/function/tests/test_payoff.py and 5 other locations - About 1 hr to fix
mafipy/function/tests/test_payoff.py on lines 104..116
mafipy/function/tests/test_payoff.py on lines 175..187
mafipy/function/tests/test_payoff.py on lines 235..247
mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 324..335
mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 398..409

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 41.

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

    @pytest.mark.parametrize(
        "swap_rate, time, vol, corr", [
            # time < 0.0 raise AssertionError
            (2.0, -1.0, 1.0, 0.1),
            # vol < 0.0 raise AssertionError
Severity: Major
Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 5 other locations - About 1 hr to fix
mafipy/function/tests/test_payoff.py on lines 104..116
mafipy/function/tests/test_payoff.py on lines 131..143
mafipy/function/tests/test_payoff.py on lines 175..187
mafipy/function/tests/test_payoff.py on lines 235..247
mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 398..409

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 41.

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

    @pytest.mark.parametrize(
        "underlying, lower_strike, upper_strike, gearing",
        [
            # underlying <= lower_strike,
            (1.0, 1.0, 2.0, 1.0),
Severity: Major
Found in mafipy/function/tests/test_payoff.py and 5 other locations - About 1 hr to fix
mafipy/function/tests/test_payoff.py on lines 104..116
mafipy/function/tests/test_payoff.py on lines 131..143
mafipy/function/tests/test_payoff.py on lines 175..187
mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 324..335
mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 398..409

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 41.

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

    @pytest.mark.parametrize(
        "underlying, lower_strike, upper_strike, gearing",
        [
            # underlying <= lower_strike,
            (1.0, 1.0, 2.0, 1.0),
Severity: Major
Found in mafipy/function/tests/test_payoff.py and 5 other locations - About 1 hr to fix
mafipy/function/tests/test_payoff.py on lines 104..116
mafipy/function/tests/test_payoff.py on lines 131..143
mafipy/function/tests/test_payoff.py on lines 235..247
mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 324..335
mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 398..409

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 41.

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

    term2 = rate * math.exp(-rate * time) * strike * norm.cdf(d2)
Severity: Major
Found in mafipy/function/black_scholes.py and 1 other location - About 1 hr to fix
mafipy/function/black_scholes.py on lines 703..703

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 41.

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

    term3 = (2.0 - 3.0 * rho * rho) * nu * nu / 24.0
Severity: Major
Found in mafipy/function/sabr.py and 1 other location - About 1 hr to fix
mafipy/function/sabr.py on lines 1201..1201

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 41.

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

            term2 = (1 - corr * corr) * vol * vol * time * 0.5
Severity: Major
Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 1 other location - About 1 hr to fix
mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 194..194

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 41.

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

    term3 = (2.0 - 3.0 * rho * rho) * nu * nu / 24.0
Severity: Major
Found in mafipy/function/sabr.py and 1 other location - About 1 hr to fix
mafipy/function/sabr.py on lines 260..260

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 41.

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

    return time * math.exp(-rate * time) * strike * norm.cdf(d2)
Severity: Major
Found in mafipy/function/black_scholes.py and 1 other location - About 1 hr to fix
mafipy/function/black_scholes.py on lines 664..664

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 41.

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

            term2 = (1.0 - corr * corr) * vol * vol * time * 0.5
Severity: Major
Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 1 other location - About 1 hr to fix
mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 139..139

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 41.

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 _calc_func1(self, swap_rate):
        return (self.payoff_func(swap_rate)
                * self.annuity_mapping_func(swap_rate)
                * self.forward_fx_diffusion_fhess(swap_rate))
Severity: Major
Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 2 other locations - About 1 hr to fix
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 549..552
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 605..608

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 40.

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 _calc_func1(self, swap_rate):
        return (self.payoff_func(swap_rate)
                * self.annuity_mapping_func(swap_rate)
                * self.forward_fx_diffusion_fhess(swap_rate))
Severity: Major
Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 2 other locations - About 1 hr to fix
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 311..314
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 605..608

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 40.

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 _analytic_func1(self, init_swap_rate):
        return (self.payoff_func(init_swap_rate)
                * self.annuity_mapping_func(init_swap_rate)
                * self.forward_fx_diffusion(init_swap_rate))
Severity: Major
Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 2 other locations - About 1 hr to fix
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 311..314
mafipy/replication/tests/test_pricer_quanto_cms.py on lines 549..552

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 40.

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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