i05nagai/mafipy

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mafipy/function/local_vol.py

Summary

Maintainability
A
45 mins
Test Coverage

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

def calc_local_vol_model_implied_vol(
Severity: Minor
Found in mafipy/function/local_vol.py - About 45 mins to fix

    Invalid escape sequence '\s'
    Open

                        \sigma_{loc}^{\prime\prime}(\\frac{1}{2}(f + K))
    Severity: Minor
    Found in mafipy/function/local_vol.py by pep8

    Invalid escape sequences are deprecated in Python 3.6.

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

    Invalid escape sequence '\q'
    Open

            \quad
    Severity: Minor
    Found in mafipy/function/local_vol.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/local_vol.py by pep8

    Invalid escape sequences are deprecated in Python 3.6.

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

    Invalid escape sequence '\s'
    Open

            local vol function :math:`\sigma_{loc}^{\prime\prime}`
    Severity: Minor
    Found in mafipy/function/local_vol.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:`\sigma_{loc}(\cdot)` is local volatility funciton,
    Severity: Minor
    Found in mafipy/function/local_vol.py by pep8

    Invalid escape sequences are deprecated in Python 3.6.

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

    Invalid escape sequence '\p'
    Open

            local vol function :math:`\sigma_{loc}^{\prime\prime}`
    Severity: Minor
    Found in mafipy/function/local_vol.py by pep8

    Invalid escape sequences are deprecated in Python 3.6.

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

    Invalid escape sequence '\p'
    Open

                        \sigma_{loc}^{\prime\prime}(\\frac{1}{2}(f + K))
    Severity: Minor
    Found in mafipy/function/local_vol.py by pep8

    Invalid escape sequences are deprecated in Python 3.6.

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

    Invalid escape sequence '\p'
    Open

                        \sigma_{loc}^{\prime\prime}(\\frac{1}{2}(f + K))
    Severity: Minor
    Found in mafipy/function/local_vol.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_{B}(K, f)
    Severity: Minor
    Found in mafipy/function/local_vol.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_{loc}(\\frac{1}{2}(f + K))
    Severity: Minor
    Found in mafipy/function/local_vol.py by pep8

    Invalid escape sequences are deprecated in Python 3.6.

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

    Invalid escape sequence '\c'
    Open

                    }(f - K)^{2} + \cdots
    Severity: Minor
    Found in mafipy/function/local_vol.py by pep8

    Invalid escape sequences are deprecated in Python 3.6.

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

    Invalid escape sequence '\s'
    Open

            dF_{t} = \sigma_{loc}(F_{t}) F dW_{t},
    Severity: Minor
    Found in mafipy/function/local_vol.py by pep8

    Invalid escape sequences are deprecated in Python 3.6.

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

    Invalid escape sequence '\p'
    Open

            local vol function :math:`\sigma_{loc}^{\prime\prime}`
    Severity: Minor
    Found in mafipy/function/local_vol.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_{loc}(\cdot)` is local volatility funciton,
    Severity: Minor
    Found in mafipy/function/local_vol.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_{loc}(\\frac{1}{2}(f + K))
    Severity: Minor
    Found in mafipy/function/local_vol.py by pep8

    Invalid escape sequences are deprecated in Python 3.6.

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

    Invalid escape sequence '\s'
    Open

            local volatility function :math:`\sigma_{loc}` .
    Severity: Minor
    Found in mafipy/function/local_vol.py by pep8

    Invalid escape sequences are deprecated in Python 3.6.

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

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