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mafipy/calibrator/implied_vol.py

Summary

Maintainability
D
1 day
Test Coverage

Function black_scholes_implied_vol has 8 arguments (exceeds 4 allowed). Consider refactoring.
Open

def black_scholes_implied_vol(underlying,
Severity: Major
Found in mafipy/calibrator/implied_vol.py - About 1 hr to fix

    Function black_swaption_implied_vol has 8 arguments (exceeds 4 allowed). Consider refactoring.
    Open

    def black_swaption_implied_vol(init_swap_rate,
    Severity: Major
    Found in mafipy/calibrator/implied_vol.py - About 1 hr to fix

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

      def black_scholes_implied_vol(underlying,
                              strike,
                              rate,
                              maturity,
                              option_value,
      Severity: Major
      Found in mafipy/calibrator/implied_vol.py and 1 other location - About 6 hrs to fix
      mafipy/calibrator/implied_vol.py on lines 50..87

      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 103.

      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 black_swaption_implied_vol(init_swap_rate,
                               option_strike,
                               swap_annuity,
                               option_maturity,
                               option_value,
      Severity: Major
      Found in mafipy/calibrator/implied_vol.py and 1 other location - About 6 hrs to fix
      mafipy/calibrator/implied_vol.py on lines 11..47

      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 103.

      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

      Blank line at end of file
      Open

      Severity: Minor
      Found in mafipy/calibrator/implied_vol.py by pep8

      Trailing blank lines are superfluous.

      Okay: spam(1)
W391: spam(1)\n

However the last line should end with a new line (warning W292).

      There are no issues that match your filters.

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