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Similar blocks of code found in 3 locations. Consider refactoring.
Open

    def make_func(self):
        """make_func
        makes forward FX diffusion as a function of swap rate.
        See :py:func:`_forward_fx_diffusion`.
        """
Severity: Major
Found in mafipy/replication/_quanto_cms_forward_fx.py and 2 other locations - About 2 hrs to fix
mafipy/replication/_quanto_cms_forward_fx.py on lines 337..350
mafipy/replication/_quanto_cms_forward_fx.py on lines 352..366

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 59.

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

Test_SimpleQuantoCmsLinearBullSpreadHelper has 24 functions (exceeds 20 allowed). Consider refactoring.
Open

class Test_SimpleQuantoCmsLinearBullSpreadHelper(object):

    # before all tests starts
    @classmethod
    def setup_class(cls):
Severity: Minor
Found in mafipy/replication/tests/test_pricer_quanto_cms.py - About 2 hrs to fix

    TestBlackScholes has 24 functions (exceeds 20 allowed). Consider refactoring.
    Open

    class TestBlackScholes(object):

    # before all tests starts
    @classmethod
    def setup_class(cls):
    Severity: Minor
    Found in mafipy/function/tests/test_black_scholes.py - About 2 hrs to fix

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

          def _analytic_func22(self, init_swap_rate):
        return -(self.put_pricer(self.payoff_upper_strike)
                 * self.payoff_gearing
                 * self.annuity_mapping_func(self.payoff_upper_strike)
                 * self.forward_fx_diffusion(self.payoff_upper_strike))
      Severity: Major
      Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
      mafipy/replication/tests/test_pricer_quanto_cms.py on lines 632..636

      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 58.

      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 _analytic_func32(self, init_swap_rate):
        return -(self.call_pricer(self.payoff_upper_strike)
                 * self.payoff_gearing
                 * self.annuity_mapping_func(self.payoff_upper_strike)
                 * self.forward_fx_diffusion(self.payoff_upper_strike))
      Severity: Major
      Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
      mafipy/replication/tests/test_pricer_quanto_cms.py on lines 618..622

      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 58.

      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 func22(init_swap_rate):
            # p * g'' * a * chi at upper_strike
            return -(self.put_pricer(self.payoff_upper_strike)
                     * self.payoff_gearing
                     * self.annuity_mapping_func(self.payoff_upper_strike)
      Severity: Major
      Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
      mafipy/replication/pricer_quanto_cms.py on lines 833..838

      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 57.

      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 func32(init_swap_rate):
            # c * g'' * a * chi at upper_strike
            return -(self.call_pricer(self.payoff_upper_strike)
                     * self.payoff_gearing
                     * self.annuity_mapping_func(self.payoff_upper_strike)
      Severity: Major
      Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
      mafipy/replication/pricer_quanto_cms.py on lines 817..822

      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 57.

      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

      Cyclomatic complexity is too high in function sabr_caibration_simple. (10)
      Open

      def sabr_caibration_simple(market_vols,
                           market_strikes,
                           option_maturity,
                           beta,
                           init_alpha=None,
      Severity: Minor
      Found in mafipy/calibrator/sabr.py by radon

      Cyclomatic Complexity

      Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

      Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

      Construct Effect on CC Reasoning
      if +1 An if statement is a single decision.
      elif +1 The elif statement adds another decision.
      else +0 The else statement does not cause a new decision. The decision is at the if.
      for +1 There is a decision at the start of the loop.
      while +1 There is a decision at the while statement.
      except +1 Each except branch adds a new conditional path of execution.
      finally +0 The finally block is unconditionally executed.
      with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
      assert +1 The assert statement internally roughly equals a conditional statement.
      Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
      Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

      Source: http://radon.readthedocs.org/en/latest/intro.html

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

              if (self.min_put_range
                <= self.payoff_lower_strike
                <= self.max_put_range):
            terms.append(func21)
        elif (self.min_call_range
      Severity: Major
      Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
      mafipy/replication/pricer_quanto_cms.py on lines 856..863

      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 55.

      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

              if (self.min_put_range
                <= self.payoff_upper_strike
                <= self.max_put_range):
            terms.append(func22)
        elif (self.min_call_range
      Severity: Major
      Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
      mafipy/replication/pricer_quanto_cms.py on lines 848..855

      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 55.

      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, alpha0, alpha1, expect", [
        (1.434, 0.43, 0.51, 0.43)
    ])
    def test_linear_annuity_mapping_fprime(
            self, underlying, alpha0, alpha1, expect):
      Severity: Major
      Found in mafipy/replication/tests/test_replication_method.py and 1 other location - About 2 hrs to fix
      mafipy/replication/tests/test_replication_method.py on lines 50..57

      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 54.

      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 _analytic_func21(self, init_swap_rate):
        return (self.put_pricer(self.payoff_lower_strike)
                * self.payoff_gearing
                * self.annuity_mapping_func(self.payoff_lower_strike)
                * self.forward_fx_diffusion(self.payoff_lower_strike))
      Severity: Major
      Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
      mafipy/replication/tests/test_pricer_quanto_cms.py on lines 625..629

      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 54.

      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, alpha0, alpha1, expect", [
        (1.434, 0.43, 0.51, 0.0)
    ])
    def test_linear_annuity_mapping_fhess(
            self, underlying, alpha0, alpha1, expect):
      Severity: Major
      Found in mafipy/replication/tests/test_replication_method.py and 1 other location - About 2 hrs to fix
      mafipy/replication/tests/test_replication_method.py on lines 41..48

      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 54.

      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 _analytic_func31(self, init_swap_rate):
        return (self.call_pricer(self.payoff_lower_strike)
                * self.payoff_gearing
                * self.annuity_mapping_func(self.payoff_lower_strike)
                * self.forward_fx_diffusion(self.payoff_lower_strike))
      Severity: Major
      Found in mafipy/replication/tests/test_pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
      mafipy/replication/tests/test_pricer_quanto_cms.py on lines 611..615

      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 54.

      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

      Cyclomatic complexity is too high in function parse_setuppy_commands. (9)
      Open

      def parse_setuppy_commands(args):
    """Check the commands and respond appropriately.  Disable broken commands.
    Return a boolean value for whether or not to run the build or not (avoid
    parsing Cython and template files if False).
    """
      Severity: Minor
      Found in setup.py by radon

      Cyclomatic Complexity

      Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

      Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

      Construct Effect on CC Reasoning
      if +1 An if statement is a single decision.
      elif +1 The elif statement adds another decision.
      else +0 The else statement does not cause a new decision. The decision is at the if.
      for +1 There is a decision at the start of the loop.
      while +1 There is a decision at the while statement.
      except +1 Each except branch adds a new conditional path of execution.
      finally +0 The finally block is unconditionally executed.
      with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
      assert +1 The assert statement internally roughly equals a conditional statement.
      Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
      Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

      Source: http://radon.readthedocs.org/en/latest/intro.html

      Cyclomatic complexity is too high in method finalize_options. (9)
      Open

          def finalize_options(self):
        TestCommand.finalize_options(self)
        # if cov option is specified, option is replaced.
        if self.cov:
            self.test_args += ["--cov={0}".format(self.cov)]
      Severity: Minor
      Found in setup.py by radon

      Cyclomatic Complexity

      Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

      Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

      Construct Effect on CC Reasoning
      if +1 An if statement is a single decision.
      elif +1 The elif statement adds another decision.
      else +0 The else statement does not cause a new decision. The decision is at the if.
      for +1 There is a decision at the start of the loop.
      while +1 There is a decision at the while statement.
      except +1 Each except branch adds a new conditional path of execution.
      finally +0 The finally block is unconditionally executed.
      with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
      assert +1 The assert statement internally roughly equals a conditional statement.
      Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
      Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

      Source: http://radon.readthedocs.org/en/latest/intro.html

      Cyclomatic complexity is too high in function black_scholes_call_value_fhess_by_strike. (9)
      Open

      def black_scholes_call_value_fhess_by_strike(
        underlying, strike, rate, maturity, vol):
    """black_scholes_call_value_fhess_by_strike
    Second derivative of value of call option with respect to strike
    under black scholes model.
      Severity: Minor
      Found in mafipy/function/black_scholes.py by radon

      Cyclomatic Complexity

      Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

      Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

      Construct Effect on CC Reasoning
      if +1 An if statement is a single decision.
      elif +1 The elif statement adds another decision.
      else +0 The else statement does not cause a new decision. The decision is at the if.
      for +1 There is a decision at the start of the loop.
      while +1 There is a decision at the while statement.
      except +1 Each except branch adds a new conditional path of execution.
      finally +0 The finally block is unconditionally executed.
      with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
      assert +1 The assert statement internally roughly equals a conditional statement.
      Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
      Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

      Source: http://radon.readthedocs.org/en/latest/intro.html

      Similar blocks of code found in 4 locations. Consider refactoring.
      Open

              def func21(init_swap_rate):
            # p * g'' * a * chi at lower_strike
            return (self.put_pricer(self.payoff_lower_strike)
                    * self.payoff_gearing
                    * self.annuity_mapping_func(self.payoff_lower_strike)
      Severity: Major
      Found in mafipy/replication/pricer_quanto_cms.py and 3 other locations - About 2 hrs to fix
      mafipy/replication/pricer_quanto_cms.py on lines 542..547
      mafipy/replication/pricer_quanto_cms.py on lines 549..554
      mafipy/replication/pricer_quanto_cms.py on lines 825..830

      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 53.

      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 4 locations. Consider refactoring.
      Open

              def func31(init_swap_rate):
            # c * g'' * a * chi at lower_strike
            return (self.call_pricer(self.payoff_lower_strike)
                    * self.payoff_gearing
                    * self.annuity_mapping_func(self.payoff_lower_strike)
      Severity: Major
      Found in mafipy/replication/pricer_quanto_cms.py and 3 other locations - About 2 hrs to fix
      mafipy/replication/pricer_quanto_cms.py on lines 542..547
      mafipy/replication/pricer_quanto_cms.py on lines 549..554
      mafipy/replication/pricer_quanto_cms.py on lines 809..814

      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 53.

      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 4 locations. Consider refactoring.
      Open

              def func3(init_swap_rate):
            # c * g'' * a * chi
            return (self.call_pricer(self.payoff_strike)
                    * self.payoff_gearing
                    * self.annuity_mapping_func(self.payoff_strike)
      Severity: Major
      Found in mafipy/replication/pricer_quanto_cms.py and 3 other locations - About 2 hrs to fix
      mafipy/replication/pricer_quanto_cms.py on lines 542..547
      mafipy/replication/pricer_quanto_cms.py on lines 809..814
      mafipy/replication/pricer_quanto_cms.py on lines 825..830

      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 53.

      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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