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i05nagai/mafipy

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Showing 1,119 of 1,119 total issues

Invalid escape sequence '\p'
Open

            = -\phi(d_{1}(S, K, r, T, \sigma))
Severity: Minor
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\p'
Open

                - r e^{-r(T - t)} K \Phi(d_{2})
Severity: Minor
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\p'
Open

        local vol function :math:`\sigma_{loc}^{\prime\prime}`
Severity: Minor
Found in mafipy/function/local_vol.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\s'
Open

            \\frac{\ln(S/K) + (r + \sigma^{2}/2)T}{\sigma \sqrt{T}},
Severity: Minor
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\l'
Open

            \\frac{\ln(S/K) + (r - \sigma^{2}/2)T} {\sigma \sqrt{T}},
Severity: Minor
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\s'
Open

            = -\phi(d_{1}(S, K, r, T, \sigma))
Severity: Minor
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\s'
Open

        \\frac{\partial}{\partial \sigma} c(S, K, r, T, \sigma)
Severity: Minor
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\p'
Open

            = - S * \phi(d_{1})
Severity: Minor
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\s'
Open

    :math:`\sigma` is volatility,
Severity: Minor
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\p'
Open

        S\phi^{\prime}(d_{1}(S, K, r, T, \sigma))
Severity: Minor
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\q'
Open

        \quad
Severity: Minor
Found in mafipy/function/local_vol.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\s'
Open

    :math:`\sigma_{loc}(\cdot)` is local volatility funciton,
Severity: Minor
Found in mafipy/function/local_vol.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\s'
Open

        \sigma_{B}(K, f)
Severity: Minor
Found in mafipy/function/local_vol.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\s'
Open

        local vol function :math:`\sigma_{loc}^{\prime\prime}`
Severity: Minor
Found in mafipy/function/local_vol.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\m'
Open

        g(\max(S - K_{\mathrm{lower}}, 0) - \min(S - K_{\mathrm{upper}}, 0))
Severity: Minor
Found in mafipy/function/payoff.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\s'
Open

                & = & c(S, K, r, T, \sigma) - p(S, K, r, T, \sigma)
Severity: Minor
Found in mafipy/function/black_scholes.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{\partial}{\partial \sigma} c(S, K, r, T, \sigma)
Severity: Minor
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\s'
Open

                (\\frac{1}{2} \sigma^{2} - r)T
Severity: Minor
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\m'
Open

        \mathrm{Vega}{\mathrm{BSCall}}(S, K, r, T, \sigma)
Severity: Minor
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\s'
Open

        dF_{t} = \sigma_{loc}(F_{t}) F dW_{t},
Severity: Minor
Found in mafipy/function/local_vol.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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