i05nagai/mafipy

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Invalid escape sequence '\p'
Open

        h(s) := \Phi^{-1}(\Phi^{A}(s))

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\p'
Open

            \phi(h(s))^{2}

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\s'
Open

                \\rho_{XS}\sigma_{X}\sqrt{T}\Phi^{-1}(\Psi^{A}(s))

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\l'
Open

        \ln\sigma(F, F)
Severity: Minor
Found in mafipy/calibrator/sabr.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\p'
Open

    :math:`\Phi^{A}(s)` is c.d.f. of swap rate under annuity measure.

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\p'
Open

            (\psi^{A})^{\prime}(s) \phi(h(s))

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\l'
Open

            \\approx \ln \\alpha - (1 - \\beta) \ln F
Severity: Minor
Found in mafipy/calibrator/sabr.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\p'
Open

        = \\frac{1}{\phi(h(s))} \psi^{A}(s),

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\p'
Open

                \\rho_{XS}\sigma_{X}\sqrt{T}\Phi^{-1}(\Psi^{A}(s))

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\p'
Open

        h^{\prime\prime}(s)

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Line too long (88 > 79 characters)
Open

    def create_release(self, tag_name='v0.1', target_commit='master', prerelease=False):
Severity: Minor
Found in scripts/release/release.py by pep8

Limit all lines to a maximum of 79 characters.

There are still many devices around that are limited to 80 character
lines; plus, limiting windows to 80 characters makes it possible to
have several windows side-by-side.  The default wrapping on such
devices looks ugly.  Therefore, please limit all lines to a maximum
of 79 characters. For flowing long blocks of text (docstrings or
comments), limiting the length to 72 characters is recommended.

Reports error E501.

Invalid escape sequence '\s'
Open

        \ln\sigma(F, F)
Severity: Minor
Found in mafipy/calibrator/sabr.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\p'
Open

            (\psi^{A})^{\prime}(s) \phi(h(s))

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\p'
Open

            (\psi^{A})^{\prime}(s) \phi(h(s))

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\p'
Open

            - \psi^{A}(s) \phi^{\prime}(h(s)) h^{\prime}(s)

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\e'
Open

        := \exp

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Blank line at end of file
Open

Severity: Minor
Found in mafipy/calibrator/implied_vol.py by pep8

Trailing blank lines are superfluous.

Okay: spam(1)
W391: spam(1)\n

However the last line should end with a new line (warning W292).

Invalid escape sequence '\p'
Open

    :math:`\phi^{-1}(\cdot)` is inverse function of standard gaussian p.d.f.,

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\p'
Open

        = \\frac{1}{\phi(h(s))} \psi^{A}(s),

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'

Invalid escape sequence '\p'
Open

    :math:`\psi^{A}(s)` is p.d.f. of swap rate under annuity measure,

Invalid escape sequences are deprecated in Python 3.6.

Okay: regex = r'\.png$'
W605: regex = '\.png$'
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