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i05nagai/mafipy

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Showing 1,119 of 1,119 total issues

Invalid escape sequence '\l'
Open

                \left(
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

        local volatility function :math:`\sigma_{loc}` .
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

    and sell put option with upper_strike :math:`K_{\mathrm{upper}}`.
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

            \\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 '\c'
Open

    :math:`\phi(\cdot)` is p.d.f. of standard normal distribution.
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}{S^{2}\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 '\p'
Open

            = \sqrt{T}S\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

        \\frac{\partial}{\partial t} c(t, 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 '\c'
Open

    :math:`c(\cdot)` denotes value of call option,
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

    :math:`\phi(\cdot)` is p.d.f. of standard normal distribution.
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 S} 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

        \\frac{\partial}{\partial K}
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^{2}}{\partial S^{2}} 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

                    \sigma_{loc}^{\prime\prime}(\\frac{1}{2}(f + K))
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{\partial^{2}}{\partial \sigma^{2}} 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

                    \sigma_{loc}^{\prime\prime}(\\frac{1}{2}(f + K))
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\min(K_{\mathrm{upper}}, \max(S - K_{\mathrm{lower}}))
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 '\m'
Open

        = g\min(K_{\mathrm{upper}}, \max(S - K_{\mathrm{lower}}))
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 '\l'
Open

                        \log^{4}\\frac{S}{K}
Severity: Minor
Found in mafipy/function/sabr.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

Invalid escape sequence '\s'
Open

            \iff & 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$'
W605: regex = '\.png$'
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