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i05nagai/mafipy

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mafipy/function/analytic_formula.py

Summary

Maintainability
C
1 day
Test Coverage

Function implied_vol_brenner_subrahmanyam has 5 arguments (exceeds 4 allowed). Consider refactoring.
Open

def implied_vol_brenner_subrahmanyam(
Severity: Minor
Found in mafipy/function/analytic_formula.py - About 35 mins to fix

    Function make_put_wrt_strike has 5 arguments (exceeds 4 allowed). Consider refactoring.
    Open

        def make_put_wrt_strike(
    Severity: Minor
    Found in mafipy/function/analytic_formula.py - About 35 mins to fix

      Function make_call_wrt_strike has 5 arguments (exceeds 4 allowed). Consider refactoring.
      Open

          def make_call_wrt_strike(
      Severity: Minor
      Found in mafipy/function/analytic_formula.py - About 35 mins to fix

        Function implied_vol_quadratic_approx has 5 arguments (exceeds 4 allowed). Consider refactoring.
        Open

        def implied_vol_quadratic_approx(
        Severity: Minor
        Found in mafipy/function/analytic_formula.py - About 35 mins to fix

          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

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

              def make_payers_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 189..214

          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

          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

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

              factor2 = (math.sqrt(2.0 * math.pi / maturity)
               / (underlying + discount_strike))
          Severity: Minor
          Found in mafipy/function/analytic_formula.py and 1 other location - About 55 mins to fix
          mafipy/function/tests/test_analytic_formula.py on lines 83..84

          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 37.

          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

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

              return math.sqrt(2.0 * math.pi / maturity) * option_value / strike
          Severity: Minor
          Found in mafipy/function/analytic_formula.py and 1 other location - About 35 mins to fix
          mafipy/function/tests/test_analytic_formula.py on lines 41..41

          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 33.

          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

          Invalid escape sequence '\s'
          Open

                      c(K; S, r, T, \sigma) := c(S, K, r, T, \sigma)
          Severity: Minor
          Found in mafipy/function/analytic_formula.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{\\frac{2 \pi}{T}}
          Severity: Minor
          Found in mafipy/function/analytic_formula.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{payers}}(K; S, A, T, \sigma)
          Severity: Minor
          Found in mafipy/function/analytic_formula.py by pep8

          Invalid escape sequences are deprecated in Python 3.6.

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

          Invalid escape sequence '\s'
          Open

                      V_{\mathrm{receivers}}(K; S, A, T, \sigma)
          Severity: Minor
          Found in mafipy/function/analytic_formula.py by pep8

          Invalid escape sequences are deprecated in Python 3.6.

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

          Invalid escape sequence '\s'
          Open

                      c(K; S, r, T, \sigma) := c(S, K, r, T, \sigma)
          Severity: Minor
          Found in mafipy/function/analytic_formula.py by pep8

          Invalid escape sequences are deprecated in Python 3.6.

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

          Invalid escape sequence '\s'
          Open

                          := V_{\mathrm{receiver}}(S, K, A, T, \sigma)
          Severity: Minor
          Found in mafipy/function/analytic_formula.py by pep8

          Invalid escape sequences are deprecated in Python 3.6.

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

          Invalid escape sequence '\s'
          Open

                          := V_{\mathrm{payers}}(S, K, A, T, \sigma)
          Severity: Minor
          Found in mafipy/function/analytic_formula.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{\\frac{2 \pi}{T}}
          Severity: Minor
          Found in mafipy/function/analytic_formula.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{payers}}(S, K, A, T, \sigma)
          Severity: Minor
          Found in mafipy/function/analytic_formula.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{receiver}}(S, K, A, T, \sigma)
          Severity: Minor
          Found in mafipy/function/analytic_formula.py by pep8

          Invalid escape sequences are deprecated in Python 3.6.

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

          Invalid escape sequence '\s'
          Open

                      V_{\mathrm{payers}}(K; S, A, T, \sigma)
          Severity: Minor
          Found in mafipy/function/analytic_formula.py by pep8

          Invalid escape sequences are deprecated in Python 3.6.

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

          Invalid escape sequence '\s'
          Open

                      p(K; S, r, T, \sigma) := p(S, K, r, T, \sigma)
          Severity: Minor
          Found in mafipy/function/analytic_formula.py by pep8

          Invalid escape sequences are deprecated in Python 3.6.

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

          Invalid escape sequence '\s'
          Open

                      p(K; S, r, T, \sigma) := p(S, K, r, T, \sigma)
          Severity: Minor
          Found in mafipy/function/analytic_formula.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{receivers}}(K; S, A, T, \sigma)
          Severity: Minor
          Found in mafipy/function/analytic_formula.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
          Severity: Minor
          Found in mafipy/function/analytic_formula.py by pep8

          Invalid escape sequences are deprecated in Python 3.6.

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

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