# i05nagai/mafipy

mafipy/function/black_scholes.py

### Summary

F
4 days

#### File black_scholes.py has 643 lines of code (exceeds 250 allowed). Consider refactoring. Open

from __future__ import division, print_function, absolute_import
import math
import numpy as np
import scipy.special


Found in mafipy/function/black_scholes.py - About 1 day to fix

#### Cyclomatic complexity is too high in function black_scholes_call_value. (14) Open

def black_scholes_call_value(
underlying,
strike,
rate,
maturity,

## 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.

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

def black_scholes_call_value_fhess_by_strike(
underlying, strike, rate, maturity, vol):
"""black_scholes_call_value_fhess_by_strike
Second derivative of value of call option with respect to strike
under black scholes model.

## 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.

#### Cyclomatic complexity is too high in function black_scholes_put_value. (7) Open

def black_scholes_put_value(
underlying,
strike,
rate,
maturity,

## 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.

#### Function black_scholes_call_value has a Cognitive Complexity of 9 (exceeds 5 allowed). Consider refactoring. Open

def black_scholes_call_value(
underlying,
strike,
rate,
maturity,
Found in mafipy/function/black_scholes.py - About 55 mins to fix

# Cognitive Complexity

Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

### A method's cognitive complexity is based on a few simple rules:

• Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
• Code is considered more complex for each "break in the linear flow of the code"
• Code is considered more complex when "flow breaking structures are nested"

#### Function black_scholes_call_rho has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

def black_scholes_call_rho(underlying, strike, rate, maturity, vol, today):
Found in mafipy/function/black_scholes.py - About 45 mins to fix

#### Function black_scholes_call_theta has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

def black_scholes_call_theta(underlying, strike, rate, maturity, vol, today):
Found in mafipy/function/black_scholes.py - About 45 mins to fix

#### Function black_scholes_put_value has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

def black_scholes_put_value(
Found in mafipy/function/black_scholes.py - About 45 mins to fix

#### Function black_scholes_call_value has 6 arguments (exceeds 4 allowed). Consider refactoring. Open

def black_scholes_call_value(
Found in mafipy/function/black_scholes.py - About 45 mins to fix

#### Consider simplifying this complex logical expression. Open

    if time < 0.0 or np.isclose(time, 0.0):
return 0.0
elif np.isclose(underlying, 0.0):
return math.exp(-rate * time) * max(-strike, 0.0)
elif np.isclose(strike, 0.0) and underlying > 0.0:
Found in mafipy/function/black_scholes.py - About 40 mins to fix

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

def black_scholes_call_gamma(underlying, strike, rate, maturity, vol):
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def black_scholes_cdf(underlying, strike, rate, maturity, vol):
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def d_fprime_by_strike(underlying, strike, rate, maturity, vol):
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def black_scholes_pdf(underlying, strike, rate, maturity, vol):
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def black_scholes_call_value_fprime_by_strike(
Found in mafipy/function/black_scholes.py - About 35 mins to fix

#### Function func_d2 has 5 arguments (exceeds 4 allowed). Consider refactoring. Open

def func_d2(underlying, strike, rate, maturity, vol):
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def black_scholes_call_value_third_by_strike(
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def black_scholes_put_formula(underlying, strike, rate, maturity, vol):
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def black_scholes_call_vega(underlying, strike, rate, maturity, vol):
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def black_scholes_call_formula(underlying, strike, rate, maturity, vol):
Found in mafipy/function/black_scholes.py - About 35 mins to fix

#### Function func_d1 has 5 arguments (exceeds 4 allowed). Consider refactoring. Open

def func_d1(underlying, strike, rate, maturity, vol):
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def black_scholes_call_value_fhess_by_strike(
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def black_scholes_call_vega_fprime_by_strike(
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def d_fhess_by_strike(underlying, strike, rate, maturity, vol):
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def black_scholes_call_delta(underlying, strike, rate, maturity, vol):
Found in mafipy/function/black_scholes.py - About 35 mins to fix

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

def black_scholes_call_volga(underlying, strike, rate, maturity, vol):
Found in mafipy/function/black_scholes.py - About 35 mins to fix

#### Avoid too many return statements within this function. Open

    return black_scholes_call_formula(
Found in mafipy/function/black_scholes.py - About 30 mins to fix

#### Avoid too many return statements within this function. Open

        return (underlying - strike) + value
Found in mafipy/function/black_scholes.py - About 30 mins to fix

#### Avoid too many return statements within this function. Open

        return underlying - math.exp(-rate * time) * strike
Found in mafipy/function/black_scholes.py - About 30 mins to fix

#### Avoid too many return statements within this function. Open

        return 0.0
Found in mafipy/function/black_scholes.py - About 30 mins to fix

#### Function black_scholes_call_value_fhess_by_strike has a Cognitive Complexity of 6 (exceeds 5 allowed). Consider refactoring. Open

def black_scholes_call_value_fhess_by_strike(
underlying, strike, rate, maturity, vol):
"""black_scholes_call_value_fhess_by_strike
Second derivative of value of call option with respect to strike
under black scholes model.
Found in mafipy/function/black_scholes.py - About 25 mins to fix

# Cognitive Complexity

Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

### A method's cognitive complexity is based on a few simple rules:

• Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
• Code is considered more complex for each "break in the linear flow of the code"
• Code is considered more complex when "flow breaking structures are nested"

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

    numerator = (
math.log(underlying / strike) + (rate + vol * vol * 0.5) * maturity)
Found in mafipy/function/black_scholes.py and 1 other location - About 1 hr to fix
mafipy/function/tests/test_black_scholes.py on lines 65..66

## 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 47.

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

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

    numerator = (
math.log(underlying / strike) + (rate - vol * vol * 0.5) * maturity)
Found in mafipy/function/black_scholes.py and 1 other location - About 1 hr to fix
mafipy/function/tests/test_black_scholes.py on lines 82..83

## 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 47.

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

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

    return time * math.exp(-rate * time) * strike * norm.cdf(d2)
Found in mafipy/function/black_scholes.py and 1 other location - About 1 hr to fix
mafipy/function/black_scholes.py on lines 664..664

## 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 41.

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

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

    term2 = rate * math.exp(-rate * time) * strike * norm.cdf(d2)
Found in mafipy/function/black_scholes.py and 1 other location - About 1 hr to fix
mafipy/function/black_scholes.py on lines 703..703

## 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 41.

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

#### Invalid escape sequence '\p' Open

        \\frac{\partial }{\partial K} d_{1}(K)
Found in mafipy/function/black_scholes.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:p(\cdot) denotes value of put option,
Found in mafipy/function/black_scholes.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,
Found in mafipy/function/black_scholes.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,
Found in mafipy/function/black_scholes.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.
Found in mafipy/function/black_scholes.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}} c(0, S; T, K)
Found in mafipy/function/black_scholes.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^{\prime}(K)
Found in mafipy/function/black_scholes.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 volatility,
Found in mafipy/function/black_scholes.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_{1}(S, K, r, T, \sigma))
Found in mafipy/function/black_scholes.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{T}S\phi(d_{1}(S, K, r, T, \sigma))
Found in mafipy/function/black_scholes.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 \sigma^{2}} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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{\partial^{2}}{\partial \sigma^{2}} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\p' Open

            S \phi^{\prime}(d_{1}(\sigma))
Found in mafipy/function/black_scholes.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{\sigma}{2\sqrt{T - t}}
Found in mafipy/function/black_scholes.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 volatility,
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\s' Open

        S\phi^{\prime}(d_{1}(S, K, r, T, \sigma))
Found in mafipy/function/black_scholes.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:N(\cdot) is standard normal distribution,
Found in mafipy/function/black_scholes.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} c(K; S, r, T, \sigma)
Found in mafipy/function/black_scholes.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 S} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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}{S \sigma \sqrt{T} },
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\l' Open

            \\frac{\ln(S/K) + (r + \sigma^{2}/2)T}{\sigma \sqrt{T}},
Found in mafipy/function/black_scholes.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{\ln(S/K) + (r + \sigma^{2}/2)T}{\sigma \sqrt{T}},
Found in mafipy/function/black_scholes.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.
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\s' Open

            S \phi^{\prime}(d_{1}(\sigma))
Found in mafipy/function/black_scholes.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^{2}
Found in mafipy/function/black_scholes.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(
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\p' Open

                - r e^{-r(T - t)} K \Phi(d_{2})
Found in mafipy/function/black_scholes.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} d_{2}(K).
Found in mafipy/function/black_scholes.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(S, K, r, T, \sigma) - p(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\p' Open

        = - e^{-rT} \Phi(d_{1}(K))
Found in mafipy/function/black_scholes.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,
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\s' Open

            = -\phi(d_{1}(S, K, r, T, \sigma))
Found in mafipy/function/black_scholes.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{T}S\phi(d_{1}(S, K, r, T, \sigma))
Found in mafipy/function/black_scholes.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 volatility,
Found in mafipy/function/black_scholes.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{\partial}{\partial t} c(t, S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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 volatility,
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\ ' Open

    second derivative of :math:d_{i}\ (i = 1, 2) with respect to :math:K,
Found in mafipy/function/black_scholes.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}} d_{1}(K)
Found in mafipy/function/black_scholes.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{\ln(S/K) + (r - \sigma^{2}/2)T} {\sigma \sqrt{T}},
Found in mafipy/function/black_scholes.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}
Found in mafipy/function/black_scholes.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_{1}(S))
Found in mafipy/function/black_scholes.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 is standard normal c.d.f,
Found in mafipy/function/black_scholes.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{\partial^{2}}{\partial S^{2}} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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{T}S\phi(d_{1}(S, K, r, T, \sigma))
Found in mafipy/function/black_scholes.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 is standard normal p.d.f,
Found in mafipy/function/black_scholes.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{\ln(S/K) + (r - \sigma^{2}/2)T} {\sigma \sqrt{T}},
Found in mafipy/function/black_scholes.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(S, K, r, T, \sigma) - p(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\s' Open

            \iff & p(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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{array}
Found in mafipy/function/black_scholes.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{\partial}{\partial S} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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{\sigma}{2\sqrt{T - t}}
Found in mafipy/function/black_scholes.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}{\sigma K}
Found in mafipy/function/black_scholes.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} d_{1}(K)
Found in mafipy/function/black_scholes.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}{S \sigma \sqrt{T} },
Found in mafipy/function/black_scholes.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^{\prime\prime}(K)
Found in mafipy/function/black_scholes.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^{\prime\prime}(K)
Found in mafipy/function/black_scholes.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 \sigma^{2}} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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{\partial}{\partial t} c(t, S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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} d_{1}(K)
Found in mafipy/function/black_scholes.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} d_{1}(K)
Found in mafipy/function/black_scholes.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,
Found in mafipy/function/black_scholes.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(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\l' Open

            \\frac{\ln(S/K) + (r - \sigma^{2}/2)T} {\sigma \sqrt{T}},
Found in mafipy/function/black_scholes.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{\partial }{\partial K} c(K; S, r, T, \sigma)
Found in mafipy/function/black_scholes.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.
Found in mafipy/function/black_scholes.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(
Found in mafipy/function/black_scholes.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 S^{2}} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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 S^{2}} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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{\partial}{\partial \sigma} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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 is standard normal p.d.f,
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\p' Open

                K \Phi(d_{2})
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\s' Open

        \mathrm{Vega}{\mathrm{BSCall}}(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\p' Open

        S\phi^{\prime}(d_{1}(S, K, r, T, \sigma))
Found in mafipy/function/black_scholes.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{\ln(S/K) + (r + \sigma^{2}/2)T}{\sigma \sqrt{T}},
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\i' Open

            \iff & p(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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{array}
Found in mafipy/function/black_scholes.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,
Found in mafipy/function/black_scholes.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{\partial}{\partial \sigma} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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 t} c(t, S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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} d_{2}(K).
Found in mafipy/function/black_scholes.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,
Found in mafipy/function/black_scholes.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{array}
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\l' Open

    * case :math:T \le 0
Found in mafipy/function/black_scholes.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 t} c(t, S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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 is standard normal p.d.f,
Found in mafipy/function/black_scholes.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}
Found in mafipy/function/black_scholes.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{\ln(S/K) + (r - \sigma^{2}/2)T} {\sigma \sqrt{T}},
Found in mafipy/function/black_scholes.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:c(\cdot) is calculated
Found in mafipy/function/black_scholes.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,
Found in mafipy/function/black_scholes.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,
Found in mafipy/function/black_scholes.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}{S^{2}\sigma\sqrt{T}}
Found in mafipy/function/black_scholes.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 \sigma} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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{\partial^{2}}{\partial \sigma^{2}} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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} - r)T
Found in mafipy/function/black_scholes.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{K}{\sigma S \sqrt{T}}.
Found in mafipy/function/black_scholes.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}} d_{1}(K)
Found in mafipy/function/black_scholes.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{\ln(S/K) + (r + \sigma^{2}/2)T}{\sigma \sqrt{T}},
Found in mafipy/function/black_scholes.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(S, K, r, T, \sigma) - e^{-rT}(S - K)
Found in mafipy/function/black_scholes.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:c(\cdot) denotes value of call option,
Found in mafipy/function/black_scholes.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}} c(0, S; T, K)
Found in mafipy/function/black_scholes.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^{\prime\prime}(K)
Found in mafipy/function/black_scholes.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,
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\p' Open

            S \phi^{\prime}(d_{1}(\sigma))
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\p' Open

            = - S * \phi(d_{1})
Found in mafipy/function/black_scholes.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 volatility,
Found in mafipy/function/black_scholes.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 S} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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}{S^{2}\sigma\sqrt{T}}
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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

#### Invalid escape sequence '\p' Open

        S\phi^{\prime}(d_{1}(S, K, r, T, \sigma))
Found in mafipy/function/black_scholes.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{K}{\sigma S \sqrt{T}}.
Found in mafipy/function/black_scholes.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}} c(0, S; T, K)
Found in mafipy/function/black_scholes.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^{\prime}(K)
Found in mafipy/function/black_scholes.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,
Found in mafipy/function/black_scholes.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}} c(0, S; T, K)
Found in mafipy/function/black_scholes.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.
Found in mafipy/function/black_scholes.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 volatility,
Found in mafipy/function/black_scholes.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 t} c(t, S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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.
Found in mafipy/function/black_scholes.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^{\prime}(K))^{2}
Found in mafipy/function/black_scholes.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^{\prime}(K))^{2}
Found in mafipy/function/black_scholes.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 volatility,
Found in mafipy/function/black_scholes.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 t} c(t, S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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 is standard normal p.d.f,
Found in mafipy/function/black_scholes.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{Vega}{\mathrm{BSCall}}(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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{Vega}{\mathrm{BSCall}}(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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} c(K; S, r, T, \sigma)
Found in mafipy/function/black_scholes.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,
Found in mafipy/function/black_scholes.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.
Found in mafipy/function/black_scholes.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^{\prime}(K))^{2}
Found in mafipy/function/black_scholes.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.
Found in mafipy/function/black_scholes.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 is standard normal c.d.f,
Found in mafipy/function/black_scholes.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 \sigma} c(S, K, r, T, \sigma)
Found in mafipy/function/black_scholes.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}
Found in mafipy/function/black_scholes.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 is standard normal p.d.f,
Found in mafipy/function/black_scholes.py by pep8

Invalid escape sequences are deprecated in Python 3.6.

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