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i05nagai/mafipy

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Showing 1,119 of 1,119 total issues

Invalid escape sequence '\p'
Open

                    \phi^{\prime}(d_{2}(K))(d^{\prime}(K))^{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 '\s'
Open

    :math:`\sigma` is vol,
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

                        \sigma \sqrt{T - t}
Severity: Minor
Found in mafipy/function/black.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 c.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 K}
Severity: Minor
Found in mafipy/function/black.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 '\s'
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 '\s'
Open

    :math:`\sigma` is `vol`,
Severity: Minor
Found in mafipy/function/black.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` is standard normal p.d.f,
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 c.d.f. of standard normal distribution,
Severity: Minor
Found in mafipy/function/black.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^{3} }{\partial K^{3}}
Severity: Minor
Found in mafipy/function/black.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 '\m'
Open

        V_{\mathrm{payer}}(K; S, A, T, \sigma)
Severity: Minor
Found in mafipy/function/black.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 '\p'
Open

                \phi^{\prime}(d_{2}(K)) (d_{2}^{\prime}(K))^{2}
Severity: Minor
Found in mafipy/function/black.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} d_{2}(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 '\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

    :math:`\sigma` is vol,
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{\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 '\p'
Open

                    \phi(d_{2}(K)) d^{\prime}(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$'
W605: regex = '\.png$'
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