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

    def _make_numerator_integrands(self):
        """_make_numerator_integrands
        Returns following functions:

        .. math::
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 1 day to fix
mafipy/replication/pricer_quanto_cms.py on lines 438..482

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 194.

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

File black_scholes.py has 643 lines of code (exceeds 250 allowed). Consider refactoring.
Open

from __future__ import division, print_function, absolute_import
import math
import numpy as np
import scipy.special
Severity: Major
Found in mafipy/function/black_scholes.py - About 1 day to fix

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

        @pytest.mark.parametrize(
        "init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
        [
            # vol < 0 raise AssertionError
            (1.0, 2.0, 1.0, 1.0, -0.1),
    Severity: Major
    Found in mafipy/function/tests/test_black.py and 1 other location - About 1 day to fix
    mafipy/function/tests/test_black.py on lines 265..306

    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 163.

    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(
        "init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
        [
            # vol < 0 raise AssertionError
            (1.0, 2.0, 1.0, 1.0, -0.1),
    Severity: Major
    Found in mafipy/function/tests/test_black.py and 1 other location - About 1 day to fix
    mafipy/function/tests/test_black.py on lines 157..198

    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 163.

    We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

    The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

    If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

    See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

    Refactorings

    Further Reading

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

    def _sabr_implied_vol_hagan_A31_fprime_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A31_fprime_by_underlying
    See :py:func:`_sabr_implied_vol_hagan_A31`.
    Severity: Major
    Found in mafipy/function/sabr.py and 1 other location - About 1 day to fix
    mafipy/function/sabr.py on lines 893..918

    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 161.

    We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

    The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

    If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

    See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

    Refactorings

    Further Reading

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

    def _sabr_implied_vol_hagan_A31_fprime_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A31_fprime_by_strike
    See :py:func:`_sabr_implied_vol_hagan_A31`.
    Severity: Major
    Found in mafipy/function/sabr.py and 1 other location - About 1 day to fix
    mafipy/function/sabr.py on lines 955..980

    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 161.

    We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

    The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

    If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

    See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

    Refactorings

    Further Reading

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

    def _sabr_implied_vol_hagan_A1_fhess_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A1_fhess_by_underlying
    See :py:func:`_sabr_implied_vol_hagan_A1`.
    Severity: Major
    Found in mafipy/function/sabr.py and 1 other location - About 1 day to fix
    mafipy/function/sabr.py on lines 619..648

    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 144.

    We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

    The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

    If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

    See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

    Refactorings

    Further Reading

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

    def _sabr_implied_vol_hagan_A1_fhess_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A1_fhess_by_strike
    See :py:func:`_sabr_implied_vol_hagan_A1`.
    Severity: Major
    Found in mafipy/function/sabr.py and 1 other location - About 1 day to fix
    mafipy/function/sabr.py on lines 679..708

    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 144.

    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, strike, maturity, alpha, beta, rho, nu", [
            (0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
        ])
    def test_model__sabr_implied_vol_hagan_A1_fhess_by_underlying(
    Severity: Major
    Found in mafipy/function/tests/test_sabr.py and 1 other location - About 1 day to fix
    mafipy/function/tests/test_sabr.py on lines 534..550

    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 142.

    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, strike, maturity, alpha, beta, rho, nu", [
            (0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
        ])
    def test_model__sabr_implied_vol_hagan_A1_fhess_by_strike(
    Severity: Major
    Found in mafipy/function/tests/test_sabr.py and 1 other location - About 1 day to fix
    mafipy/function/tests/test_sabr.py on lines 496..512

    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 142.

    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, strike, maturity, alpha, beta, rho, nu", [
            (0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
        ])
    def test_model_sabr_implied_vol_hagan_fhess_by_underlying(
    Severity: Major
    Found in mafipy/function/tests/test_sabr.py and 1 other location - About 1 day to fix
    mafipy/function/tests/test_sabr.py on lines 237..254

    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 142.

    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, strike, maturity, alpha, beta, rho, nu", [
            (0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
        ])
    def test_model_sabr_implied_vol_hagan_fhess_by_strike(
    Severity: Major
    Found in mafipy/function/tests/test_sabr.py and 1 other location - About 1 day to fix
    mafipy/function/tests/test_sabr.py on lines 197..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 142.

    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, strike, rate, maturity, vol, expect", [
            # maturity < 0 raise AssertionError
            (2.0, 1.0, 1.0, -1.0, 1.0, 1.0),
            # vol < 0 raise AssertionError
    Severity: Major
    Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 1 other location - About 1 day to fix
    mafipy/replication/tests/test_pricer_quanto_cms.py on lines 142..163

    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 140.

    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, strike, rate, maturity, vol, expect", [
            # maturity < 0 raise AssertionError
            (2.0, 1.0, 1.0, -1.0, 1.0, 1.0),
            # vol < 0 raise AssertionError
    Severity: Major
    Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 1 other location - About 1 day to fix
    mafipy/replication/tests/test_pricer_quanto_cms.py on lines 120..140

    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 140.

    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 8 locations. Consider refactoring.
    Open

        @pytest.mark.parametrize(
        "underlying, strike, maturity, alpha, beta, rho, nu", [
            (0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
        ])
    def test_model__sabr_implied_vol_hagan_A3_fprime_by_underlying(
    Severity: Major
    Found in mafipy/function/tests/test_sabr.py and 7 other locations - About 1 day to fix
    mafipy/function/tests/test_sabr.py on lines 217..234
    mafipy/function/tests/test_sabr.py on lines 297..314
    mafipy/function/tests/test_sabr.py on lines 317..334
    mafipy/function/tests/test_sabr.py on lines 397..414
    mafipy/function/tests/test_sabr.py on lines 417..434
    mafipy/function/tests/test_sabr.py on lines 457..474
    mafipy/function/tests/test_sabr.py on lines 515..531

    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 138.

    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 8 locations. Consider refactoring.
    Open

        @pytest.mark.parametrize(
        "underlying, strike, maturity, alpha, beta, rho, nu", [
            (0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
        ])
    def test_model__sabr_implied_vol_hagan_A3_fhess_by_underlying(
    Severity: Major
    Found in mafipy/function/tests/test_sabr.py and 7 other locations - About 1 day to fix
    mafipy/function/tests/test_sabr.py on lines 217..234
    mafipy/function/tests/test_sabr.py on lines 297..314
    mafipy/function/tests/test_sabr.py on lines 317..334
    mafipy/function/tests/test_sabr.py on lines 377..394
    mafipy/function/tests/test_sabr.py on lines 417..434
    mafipy/function/tests/test_sabr.py on lines 457..474
    mafipy/function/tests/test_sabr.py on lines 515..531

    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 138.

    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 7 locations. Consider refactoring.
    Open

        @pytest.mark.parametrize(
        "underlying, strike, maturity, alpha, beta, rho, nu", [
            (0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
        ])
    def test_model__sabr_implied_vol_hagan_A1_fprime_by_strike(
    Severity: Major
    Found in mafipy/function/tests/test_sabr.py and 6 other locations - About 1 day to fix
    mafipy/function/tests/test_sabr.py on lines 257..274
    mafipy/function/tests/test_sabr.py on lines 277..294
    mafipy/function/tests/test_sabr.py on lines 337..354
    mafipy/function/tests/test_sabr.py on lines 357..374
    mafipy/function/tests/test_sabr.py on lines 437..454
    mafipy/function/tests/test_sabr.py on lines 477..493

    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 138.

    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 8 locations. Consider refactoring.
    Open

        @pytest.mark.parametrize(
        "underlying, strike, maturity, alpha, beta, rho, nu", [
            (0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
        ])
    def test_model__sabr_implied_vol_hagan_A2_fprime_by_underlying(
    Severity: Major
    Found in mafipy/function/tests/test_sabr.py and 7 other locations - About 1 day to fix
    mafipy/function/tests/test_sabr.py on lines 217..234
    mafipy/function/tests/test_sabr.py on lines 317..334
    mafipy/function/tests/test_sabr.py on lines 377..394
    mafipy/function/tests/test_sabr.py on lines 397..414
    mafipy/function/tests/test_sabr.py on lines 417..434
    mafipy/function/tests/test_sabr.py on lines 457..474
    mafipy/function/tests/test_sabr.py on lines 515..531

    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 138.

    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 8 locations. Consider refactoring.
    Open

        @pytest.mark.parametrize(
        "underlying, strike, maturity, alpha, beta, rho, nu", [
            (0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
        ])
    def test_model__sabr_implied_vol_hagan_A2_fhess_by_underlying(
    Severity: Major
    Found in mafipy/function/tests/test_sabr.py and 7 other locations - About 1 day to fix
    mafipy/function/tests/test_sabr.py on lines 217..234
    mafipy/function/tests/test_sabr.py on lines 297..314
    mafipy/function/tests/test_sabr.py on lines 377..394
    mafipy/function/tests/test_sabr.py on lines 397..414
    mafipy/function/tests/test_sabr.py on lines 417..434
    mafipy/function/tests/test_sabr.py on lines 457..474
    mafipy/function/tests/test_sabr.py on lines 515..531

    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 138.

    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

    Severity: Major
    Found in mafipy/replication/tests/util.py and 1 other location - About 1 day to fix
    mafipy/function/tests/util.py on lines 0..25

    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 138.

    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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