i05nagai/mafipy

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mafipy/function/black.py

Summary

Maintainability
F
3 days
Test Coverage

File black.py has 323 lines of code (exceeds 250 allowed). Consider refactoring.
Open

#!/bin/python
# -*- coding: utf-8 -*-

from __future__ import division, print_function, absolute_import
import numpy as np
Severity: Minor
Found in mafipy/function/black.py - About 3 hrs to fix

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

                          def black_payers_swaption_value_third_by_strike(
                                  init_swap_rate,
                                  option_strike,
                                  swap_annuity,
                                  option_maturity,
                          Severity: Major
                          Found in mafipy/function/black.py and 1 other location - About 3 hrs to fix
                          mafipy/function/black.py on lines 113..164

                          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 73.

                          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_payers_swaption_value_fprime_by_strike(
                                  init_swap_rate,
                                  option_strike,
                                  swap_annuity,
                                  option_maturity,
                          Severity: Major
                          Found in mafipy/function/black.py and 1 other location - About 3 hrs to fix
                          mafipy/function/black.py on lines 212..261

                          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 73.

                          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 6 locations. Consider refactoring.
                          Open

                          def black_payers_swaption_value_fhess_by_strike(
                                  init_swap_rate,
                                  option_strike,
                                  swap_annuity,
                                  option_maturity,
                          Severity: Major
                          Found in mafipy/function/black.py and 5 other locations - About 1 hr to fix
                          mafipy/function/black.py on lines 13..67
                          mafipy/function/black.py on lines 267..286
                          mafipy/function/black.py on lines 289..308
                          mafipy/function/black.py on lines 311..330
                          mafipy/function/black.py on lines 333..353

                          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 48.

                          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 6 locations. Consider refactoring.
                          Open

                          def black_payers_swaption_vega_fprime_by_strike(
                                  init_swap_rate, option_strike, swap_annuity, option_maturity, vol):
                              """black_payers_swaption_vega_fprime_by_strike
                              calculates derivative of vega with respect to strike under black model.
                              This is required for :py:func:`sabr_pdf`.
                          Severity: Major
                          Found in mafipy/function/black.py and 5 other locations - About 1 hr to fix
                          mafipy/function/black.py on lines 13..67
                          mafipy/function/black.py on lines 167..209
                          mafipy/function/black.py on lines 267..286
                          mafipy/function/black.py on lines 289..308
                          mafipy/function/black.py on lines 311..330

                          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 48.

                          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 6 locations. Consider refactoring.
                          Open

                          def black_payers_swaption_delta(
                                  init_swap_rate, option_strike, swap_annuity, option_maturity, vol):
                              """black_payers_swaption_delta
                              calculates delta of payer's swaptions under black model.
                          
                          
                          Severity: Major
                          Found in mafipy/function/black.py and 5 other locations - About 1 hr to fix
                          mafipy/function/black.py on lines 13..67
                          mafipy/function/black.py on lines 167..209
                          mafipy/function/black.py on lines 289..308
                          mafipy/function/black.py on lines 311..330
                          mafipy/function/black.py on lines 333..353

                          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 48.

                          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 6 locations. Consider refactoring.
                          Open

                          def black_payers_swaption_volga(
                                  init_swap_rate, option_strike, swap_annuity, option_maturity, vol):
                              """black_payers_swaption_volga
                              calculates volga of payer's swaption under black model.
                          
                          
                          Severity: Major
                          Found in mafipy/function/black.py and 5 other locations - About 1 hr to fix
                          mafipy/function/black.py on lines 13..67
                          mafipy/function/black.py on lines 167..209
                          mafipy/function/black.py on lines 267..286
                          mafipy/function/black.py on lines 289..308
                          mafipy/function/black.py on lines 333..353

                          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 48.

                          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 6 locations. Consider refactoring.
                          Open

                          def black_payers_swaption_value(
                                  init_swap_rate, option_strike, swap_annuity, option_maturity, vol):
                              """black_payers_swaption_value
                              calculates value of payer's swaptions under black model.
                          
                          
                          Severity: Major
                          Found in mafipy/function/black.py and 5 other locations - About 1 hr to fix
                          mafipy/function/black.py on lines 167..209
                          mafipy/function/black.py on lines 267..286
                          mafipy/function/black.py on lines 289..308
                          mafipy/function/black.py on lines 311..330
                          mafipy/function/black.py on lines 333..353

                          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 48.

                          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 6 locations. Consider refactoring.
                          Open

                          def black_payers_swaption_vega(
                                  init_swap_rate, option_strike, swap_annuity, option_maturity, vol):
                              """black_payers_swaption_vega
                              calculates vega of payer's swaption under black model.
                          
                          
                          Severity: Major
                          Found in mafipy/function/black.py and 5 other locations - About 1 hr to fix
                          mafipy/function/black.py on lines 13..67
                          mafipy/function/black.py on lines 167..209
                          mafipy/function/black.py on lines 267..286
                          mafipy/function/black.py on lines 311..330
                          mafipy/function/black.py on lines 333..353

                          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 48.

                          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 '\l'
                          Open

                                                  \ln\left(\\frac{S(t)}{K} \\right)
                          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

                                                  \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 '\l'
                          Open

                                          \left[
                          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

                                      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 '\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 '\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

                                  beacuse of :math:`\Phi(d)` returns 1 in some cases.
                          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.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

                                          \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 '\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 '\e'
                          Open

                                  \end{eqnarray}
                          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 '\l'
                          Open

                                                  \ln\left(\\frac{S(t)}{K} \\right)
                          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

                                                      - \\frac{1}{2}\sigma^{2}(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 '\p'
                          Open

                                      = - A\Phi(d_{2}(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

                                  Roughly speaking, this function calculates :math:`A(t) \Phi(d)`.
                          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 p.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 '\s'
                          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

                                          = - A\phi(d_{2}(K)) d_{2}^{\prime}(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 '\e'
                          Open

                                  \end{eqnarray}
                          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

                                  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 '\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 '\m'
                          Open

                                      V_{\mathrm{receiver}}(t; S(t), K, A(t), 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

                                  \\frac{\partial^{2} }{\partial 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

                              :math:`\phi(\cdot)` is p.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 '\c'
                          Open

                              :math:`\phi(\cdot)` is p.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

                              :math:`\phi(\cdot)` is p.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 '\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

                                          \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

                                              + \phi(d_{2}(K)) d_{2}^{\prime\prime}(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 '\l'
                          Open

                                          \left[
                          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 '\l'
                          Open

                                                  \ln\left(\\frac{S(t)}{K} \\right)
                          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 '\m'
                          Open

                                          \mathrm{E}_{t}^{A}
                          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.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_{2}^{\prime\prime}(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 '\m'
                          Open

                                      V_{\mathrm{payersswap}}(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 '\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 '\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(\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 '\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

                                  \\frac{\partial^{2} }{\partial 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

                              :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

                              :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 '\s'
                          Open

                                                      + \\frac{1}{2}\sigma^{2}(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 '\s'
                          Open

                                      V_{\mathrm{receiver}}(t; S(t), K, A(t), 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

                                  \\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

                                  \\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 '\l'
                          Open

                                      \left(
                          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

                                              + \phi(d_{2}(K)) d_{2}^{\prime\prime}(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 '\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 '\m'
                          Open

                                          \mathrm{E}_{t}^{A}
                          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 p.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 '\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 '\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 '\l'
                          Open

                                                  \ln\left(\\frac{S(t)}{K} \\right)
                          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

                                          = - A\phi(d_{2}(K)) d_{2}^{\prime}(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 '\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

                                  \\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 '\p'
                          Open

                              :math:`\phi(\cdot)` is p.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$'
                          W605: regex = '\.png$'

                          There are no issues that match your filters.

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