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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 2 locations. Consider refactoring.
Open

        x_numerator = math.sqrt(1.0 - 2.0 * rho * z + z * z) + z - rho
Severity: Major
Found in mafipy/function/tests/test_sabr.py and 1 other location - About 2 hrs to fix
mafipy/function/sabr.py on lines 199..199

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 func2(init_swap_rate):
            # p * g'' * a * chi
            return (self.put_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 549..554
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

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

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

def make_pdf_black_swaption(
        init_swap_rate,
        swap_annuity,
        option_maturity,
        vol):
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 59..102

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

Cyclomatic complexity is too high in function replicate. (8)
Open

def replicate(init_swap_rate,
              discount_factor,
              call_pricer,
              put_pricer,
              payoff_type,
Severity: Minor
Found in mafipy/replication/pricer_quanto_cms.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 run. (8)
Open

    def run(self):
        if self.run_type is not None:
            self.args += ["{0}".format(self.run_type)]
        if self.bench is not None:
            self.args += ["--bench={0}".format(self.bench)]
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

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

    @pytest.mark.parametrize(
        "underlying, strike, rate, maturity, vol, today",
        [
            # vol <= 0 raise AssertionError
            (1.0, 2.0, 1.0, 1.0, -0.1, 0.0),
Severity: Major
Found in mafipy/function/tests/test_black_scholes.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black_scholes.py on lines 253..265
mafipy/function/tests/test_black_scholes.py on lines 335..347

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 51.

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 3 locations. Consider refactoring.
Open

    @pytest.mark.parametrize(
        "underlying, strike, rate, maturity, vol, today",
        [
            # underlying > strike
            (2.0, 1.0, 1.0, 1.0, 0.1, 0.0),
Severity: Major
Found in mafipy/function/tests/test_black_scholes.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black_scholes.py on lines 293..305
mafipy/function/tests/test_black_scholes.py on lines 335..347

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 51.

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 3 locations. Consider refactoring.
Open

    @pytest.mark.parametrize(
        "underlying, strike, rate, maturity, vol, today",
        [
            # underlying > strike
            (2.0, 1.0, 1.0, 1.0, 0.1, 0.0),
Severity: Major
Found in mafipy/function/tests/test_black_scholes.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black_scholes.py on lines 253..265
mafipy/function/tests/test_black_scholes.py on lines 293..305

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 51.

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 make_call_wrt_strike(
            self,
            underlying,
            rate,
            maturity,
Severity: Major
Found in mafipy/function/analytic_formula.py and 1 other location - About 2 hrs to fix
mafipy/function/analytic_formula.py on lines 117..141

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 50.

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 make_put_wrt_strike(
            self,
            underlying,
            rate,
            maturity,
Severity: Major
Found in mafipy/function/analytic_formula.py and 1 other location - About 2 hrs to fix
mafipy/function/analytic_formula.py on lines 85..109

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 50.

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 method test_model_black_payers_swaption_delta. (7)
Open

    @pytest.mark.parametrize(
        "init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
        [
            # vol < 0 raise AssertionError
            (1.0, 2.0, 1.0, 1.0, -0.1),
Severity: Minor
Found in mafipy/function/tests/test_black.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 test_forward_fx_diffusion_fhess_false. (7)
Open

    @pytest.mark.parametrize(
        "swap_rate, time, vol, corr", [
            # time < 0.0 raise AssertionError
            (2.0, -1.0, 1.0, 0.1),
            # vol < 0.0 raise AssertionError
Severity: Minor
Found in mafipy/replication/tests/test__quanto_cms_forward_fx.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_put_value. (7)
Open

def black_scholes_put_value(
        underlying,
        strike,
        rate,
        maturity,
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

Cyclomatic complexity is too high in method test_model_black_payers_swaption_volga. (7)
Open

    @pytest.mark.parametrize(
        "init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
        [
            # vol < 0 raise AssertionError
            (1.0, 2.0, 1.0, 1.0, -0.1),
Severity: Minor
Found in mafipy/function/tests/test_black.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 test_model_black_payers_swaption_vega. (7)
Open

    @pytest.mark.parametrize(
        "init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
        [
            # vol < 0 raise AssertionError
            (1.0, 2.0, 1.0, 1.0, -0.1),
Severity: Minor
Found in mafipy/function/tests/test_black.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 test_forward_fx_diffusion_fhess_true. (7)
Open

    @pytest.mark.parametrize(
        "swap_rate, time, vol, corr", [
            # time < 0.0 raise AssertionError
            (2.0, -1.0, 1.0, 0.1),
            # vol < 0.0 raise AssertionError
Severity: Minor
Found in mafipy/replication/tests/test__quanto_cms_forward_fx.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 test_model_black_payers_swaption_vega_fprime_by_strike. (7)
Open

    @pytest.mark.parametrize(
        "init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
        [
            # vol < 0 raise AssertionError
            (1.0, 2.0, 1.0, 1.0, -0.1),
Severity: Minor
Found in mafipy/function/tests/test_black.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

    def make_receivers_swaption_wrt_strike(
            self,
            init_swap_rate,
            swap_annuity,
            option_maturity,
Severity: Major
Found in mafipy/function/analytic_formula.py and 1 other location - About 1 hr to fix
mafipy/function/analytic_formula.py on lines 157..182

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 49.

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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