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mafipy/function/sabr.py

Summary

Maintainability
F
1 mo
Test Coverage

File sabr.py has 1413 lines of code (exceeds 250 allowed). Consider refactoring.
Open

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

from __future__ import division, print_function, absolute_import
import math
Severity: Major
Found in mafipy/function/sabr.py - About 3 days to fix

    Cyclomatic complexity is too high in function sabr_implied_vol_hagan. (12)
    Open

    def sabr_implied_vol_hagan(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """sabr_implied_vol_hagan
    calculate implied volatility under SABR model.
    Severity: Minor
    Found in mafipy/function/sabr.py by radon

    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.

    Source: http://radon.readthedocs.org/en/latest/intro.html

    Cyclomatic complexity is too high in function sabr_payers_swaption_delta. (6)
    Open

    def sabr_payers_swaption_delta(
        init_swap_rate, option_strike, swap_annuity, option_maturity,
        alpha, beta, rho, nu):
    """sabr_payers_swaption_delta
    calculate payer's swaption delta under SABR model.
    Severity: Minor
    Found in mafipy/function/sabr.py by radon

    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.

    Source: http://radon.readthedocs.org/en/latest/intro.html

    Function sabr_implied_vol_hagan has a Cognitive Complexity of 14 (exceeds 5 allowed). Consider refactoring.
    Open

    def sabr_implied_vol_hagan(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """sabr_implied_vol_hagan
    calculate implied volatility under SABR model.
    Severity: Minor
    Found in mafipy/function/sabr.py - About 1 hr 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"

    Further reading

    Function sabr_implied_vol_hagan_fhess_by_strike has 35 lines of code (exceeds 25 allowed). Consider refactoring.
    Open

    def sabr_implied_vol_hagan_fhess_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """sabr_implied_vol_hagan_fhess_by_strike
    second derivative of Hagan's SABR implied volatility formula
    with respect to strike.
    Severity: Minor
    Found in mafipy/function/sabr.py - About 1 hr to fix

      Function sabr_implied_vol_hagan_fhess_by_underlying has 35 lines of code (exceeds 25 allowed). Consider refactoring.
      Open

      def sabr_implied_vol_hagan_fhess_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """sabr_implied_vol_hagan_fhess_by_underlying
    second derivative of Hagan's SABR implied volatility formula
    with respect to underlying.
      Severity: Minor
      Found in mafipy/function/sabr.py - About 1 hr to fix

        Function sabr_implied_vol_hagan has 27 lines of code (exceeds 25 allowed). Consider refactoring.
        Open

        def sabr_implied_vol_hagan(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """sabr_implied_vol_hagan
    calculate implied volatility under SABR model.
        Severity: Minor
        Found in mafipy/function/sabr.py - About 1 hr to fix

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

          def sabr_payers_swaption_value(
          Severity: Major
          Found in mafipy/function/sabr.py - About 1 hr to fix

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

            def sabr_receivers_swaption_value(
            Severity: Major
            Found in mafipy/function/sabr.py - About 1 hr to fix

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

              def sabr_payers_swaption_delta(
              Severity: Major
              Found in mafipy/function/sabr.py - About 1 hr to fix

                Function sabr_implied_vol_hagan has 7 arguments (exceeds 4 allowed). Consider refactoring.
                Open

                def sabr_implied_vol_hagan(
                Severity: Major
                Found in mafipy/function/sabr.py - About 50 mins to fix

                  Function _sabr_implied_vol_hagan_A11_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                  Open

                  def _sabr_implied_vol_hagan_A11_fhess_by_underlying(
                  Severity: Major
                  Found in mafipy/function/sabr.py - About 50 mins to fix

                    Function _sabr_implied_vol_hagan_A1_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                    Open

                    def _sabr_implied_vol_hagan_A1_fhess_by_strike(
                    Severity: Major
                    Found in mafipy/function/sabr.py - About 50 mins to fix

                      Function _sabr_implied_vol_hagan_A11_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                      Open

                      def _sabr_implied_vol_hagan_A11_fhess_by_strike(
                      Severity: Major
                      Found in mafipy/function/sabr.py - About 50 mins to fix

                        Function _sabr_implied_vol_hagan_A1_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                        Open

                        def _sabr_implied_vol_hagan_A1_fprime_by_underlying(
                        Severity: Major
                        Found in mafipy/function/sabr.py - About 50 mins to fix

                          Function _sabr_implied_vol_hagan_A2_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                          Open

                          def _sabr_implied_vol_hagan_A2_fprime_by_underlying(
                          Severity: Major
                          Found in mafipy/function/sabr.py - About 50 mins to fix

                            Function _sabr_implied_vol_hagan_A4_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                            Open

                            def _sabr_implied_vol_hagan_A4_fprime_by_underlying(
                            Severity: Major
                            Found in mafipy/function/sabr.py - About 50 mins to fix

                              Function _sabr_implied_vol_hagan_A2 has 7 arguments (exceeds 4 allowed). Consider refactoring.
                              Open

                              def _sabr_implied_vol_hagan_A2(
                              Severity: Major
                              Found in mafipy/function/sabr.py - About 50 mins to fix

                                Function _sabr_implied_vol_hagan_A31_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                Open

                                def _sabr_implied_vol_hagan_A31_fhess_by_underlying(
                                Severity: Major
                                Found in mafipy/function/sabr.py - About 50 mins to fix

                                  Function _sabr_implied_vol_hagan_A4 has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                  Open

                                  def _sabr_implied_vol_hagan_A4(
                                  Severity: Major
                                  Found in mafipy/function/sabr.py - About 50 mins to fix

                                    Function sabr_implied_vol_hagan_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                    Open

                                    def sabr_implied_vol_hagan_fhess_by_underlying(
                                    Severity: Major
                                    Found in mafipy/function/sabr.py - About 50 mins to fix

                                      Function _sabr_implied_vol_hagan_A4_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                      Open

                                      def _sabr_implied_vol_hagan_A4_fhess_by_strike(
                                      Severity: Major
                                      Found in mafipy/function/sabr.py - About 50 mins to fix

                                        Function _sabr_implied_vol_hagan_A12_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                        Open

                                        def _sabr_implied_vol_hagan_A12_fhess_by_strike(
                                        Severity: Major
                                        Found in mafipy/function/sabr.py - About 50 mins to fix

                                          Function _sabr_implied_vol_hagan_A1_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                          Open

                                          def _sabr_implied_vol_hagan_A1_fhess_by_underlying(
                                          Severity: Major
                                          Found in mafipy/function/sabr.py - About 50 mins to fix

                                            Function _sabr_implied_vol_hagan_A3_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                            Open

                                            def _sabr_implied_vol_hagan_A3_fprime_by_underlying(
                                            Severity: Major
                                            Found in mafipy/function/sabr.py - About 50 mins to fix

                                              Function sabr_cdf has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                              Open

                                              def sabr_cdf(underlying, strike, maturity, alpha, beta, rho, nu):
                                              Severity: Major
                                              Found in mafipy/function/sabr.py - About 50 mins to fix

                                                Function _sabr_implied_vol_hagan_A11_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                Open

                                                def _sabr_implied_vol_hagan_A11_fprime_by_underlying(
                                                Severity: Major
                                                Found in mafipy/function/sabr.py - About 50 mins to fix

                                                  Function _sabr_implied_vol_hagan_A12 has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                  Open

                                                  def _sabr_implied_vol_hagan_A12(
                                                  Severity: Major
                                                  Found in mafipy/function/sabr.py - About 50 mins to fix

                                                    Function _sabr_implied_vol_hagan_A11_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                    Open

                                                    def _sabr_implied_vol_hagan_A11_fprime_by_strike(
                                                    Severity: Major
                                                    Found in mafipy/function/sabr.py - About 50 mins to fix

                                                      Function _sabr_implied_vol_hagan_A31_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                      Open

                                                      def _sabr_implied_vol_hagan_A31_fprime_by_strike(
                                                      Severity: Major
                                                      Found in mafipy/function/sabr.py - About 50 mins to fix

                                                        Function _sabr_implied_vol_hagan_A3 has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                        Open

                                                        def _sabr_implied_vol_hagan_A3(
                                                        Severity: Major
                                                        Found in mafipy/function/sabr.py - About 50 mins to fix

                                                          Function _sabr_implied_vol_hagan_A4_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                          Open

                                                          def _sabr_implied_vol_hagan_A4_fprime_by_strike(
                                                          Severity: Major
                                                          Found in mafipy/function/sabr.py - About 50 mins to fix

                                                            Function _sabr_implied_vol_hagan_A31_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                            Open

                                                            def _sabr_implied_vol_hagan_A31_fprime_by_underlying(
                                                            Severity: Major
                                                            Found in mafipy/function/sabr.py - About 50 mins to fix

                                                              Function _sabr_implied_vol_hagan_A3_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                              Open

                                                              def _sabr_implied_vol_hagan_A3_fhess_by_underlying(
                                                              Severity: Major
                                                              Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                Function sabr_implied_vol_hagan_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                Open

                                                                def sabr_implied_vol_hagan_fhess_by_strike(
                                                                Severity: Major
                                                                Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                  Function _sabr_implied_vol_hagan_A1 has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                  Open

                                                                  def _sabr_implied_vol_hagan_A1(
                                                                  Severity: Major
                                                                  Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                    Function _sabr_implied_vol_hagan_A2_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                    Open

                                                                    def _sabr_implied_vol_hagan_A2_fhess_by_underlying(
                                                                    Severity: Major
                                                                    Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                      Function _sabr_implied_vol_hagan_A3_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                      Open

                                                                      def _sabr_implied_vol_hagan_A3_fprime_by_strike(
                                                                      Severity: Major
                                                                      Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                        Function _sabr_implied_vol_hagan_A4_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                        Open

                                                                        def _sabr_implied_vol_hagan_A4_fhess_by_underlying(
                                                                        Severity: Major
                                                                        Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                          Function sabr_pdf has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                          Open

                                                                          def sabr_pdf(underlying, strike, maturity, alpha, beta, rho, nu):
                                                                          Severity: Major
                                                                          Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                            Function _sabr_implied_vol_hagan_A31 has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                            Open

                                                                            def _sabr_implied_vol_hagan_A31(
                                                                            Severity: Major
                                                                            Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                              Function _sabr_implied_vol_hagan_A12_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                              Open

                                                                              def _sabr_implied_vol_hagan_A12_fprime_by_strike(
                                                                              Severity: Major
                                                                              Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                                Function sabr_implied_vol_hagan_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                                Open

                                                                                def sabr_implied_vol_hagan_fprime_by_strike(
                                                                                Severity: Major
                                                                                Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                                  Function sabr_implied_vol_hagan_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                                  Open

                                                                                  def sabr_implied_vol_hagan_fprime_by_underlying(
                                                                                  Severity: Major
                                                                                  Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                                    Function _sabr_implied_vol_hagan_A11 has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                                    Open

                                                                                    def _sabr_implied_vol_hagan_A11(
                                                                                    Severity: Major
                                                                                    Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                                      Function _sabr_implied_vol_hagan_A2_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                                      Open

                                                                                      def _sabr_implied_vol_hagan_A2_fprime_by_strike(
                                                                                      Severity: Major
                                                                                      Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                                        Function _sabr_implied_vol_hagan_A2_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                                        Open

                                                                                        def _sabr_implied_vol_hagan_A2_fhess_by_strike(
                                                                                        Severity: Major
                                                                                        Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                                          Function _sabr_implied_vol_hagan_A31_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                                          Open

                                                                                          def _sabr_implied_vol_hagan_A31_fhess_by_strike(
                                                                                          Severity: Major
                                                                                          Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                                            Function _sabr_implied_vol_hagan_A3_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                                            Open

                                                                                            def _sabr_implied_vol_hagan_A3_fhess_by_strike(
                                                                                            Severity: Major
                                                                                            Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                                              Function _sabr_implied_vol_hagan_A1_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                                              Open

                                                                                              def _sabr_implied_vol_hagan_A1_fprime_by_strike(
                                                                                              Severity: Major
                                                                                              Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                                                Function _sabr_implied_vol_hagan_A12_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                                                Open

                                                                                                def _sabr_implied_vol_hagan_A12_fprime_by_underlying(
                                                                                                Severity: Major
                                                                                                Found in mafipy/function/sabr.py - About 50 mins to fix

                                                                                                  Function _sabr_implied_vol_hagan_A12_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring.
                                                                                                  Open

                                                                                                  def _sabr_implied_vol_hagan_A12_fhess_by_underlying(
                                                                                                  Severity: Major
                                                                                                  Found in mafipy/function/sabr.py - About 50 mins to fix

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

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

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

                                                                                                      def sabr_implied_vol_hagan_fhess_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """sabr_implied_vol_hagan_fhess_by_underlying
    second derivative of Hagan's SABR implied volatility formula
    with respect to underlying.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 6 days to fix
                                                                                                      mafipy/function/sabr.py on lines 1403..1475

                                                                                                      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 637.

                                                                                                      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 sabr_implied_vol_hagan_fhess_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """sabr_implied_vol_hagan_fhess_by_strike
    second derivative of Hagan's SABR implied volatility formula
    with respect to strike.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 6 days to fix
                                                                                                      mafipy/function/sabr.py on lines 1535..1607

                                                                                                      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 637.

                                                                                                      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 sabr_implied_vol_hagan_fprime_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """sabr_implied_vol_hagan_fprime_by_underlying
    first derivative of Hagan's SABR implied volatility formula
    with respect to underlying.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 3 days to fix
                                                                                                      mafipy/function/sabr.py on lines 1346..1400

                                                                                                      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 335.

                                                                                                      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 sabr_implied_vol_hagan_fprime_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """sabr_implied_vol_hagan_fprime_by_strike
    first derivative of Hagan's SABR implied volatility formula
    with respect to strike.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 3 days to fix
                                                                                                      mafipy/function/sabr.py on lines 1478..1532

                                                                                                      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 335.

                                                                                                      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 _sabr_implied_vol_hagan_A4_fhess_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A4_fhess_by_underlying
    See :py:func:`_sabr_implied_vol_hagan_A4`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 2 days to fix
                                                                                                      mafipy/function/sabr.py on lines 1239..1272

                                                                                                      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 270.

                                                                                                      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 _sabr_implied_vol_hagan_A4_fhess_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A4_fhess_by_strike
    See :py:func:`_sabr_implied_vol_hagan_A4`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 2 days to fix
                                                                                                      mafipy/function/sabr.py on lines 1310..1343

                                                                                                      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 270.

                                                                                                      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 _sabr_implied_vol_hagan_A31_fhess_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A31_fhess_by_underlying
    See :py:func:`_sabr_implied_vol_hagan_A31`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 2 days to fix
                                                                                                      mafipy/function/sabr.py on lines 921..952

                                                                                                      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 224.

                                                                                                      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 _sabr_implied_vol_hagan_A31_fhess_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A31_fhess_by_strike
    See :py:func:`_sabr_implied_vol_hagan_A31`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 2 days to fix
                                                                                                      mafipy/function/sabr.py on lines 983..1014

                                                                                                      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 224.

                                                                                                      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 _sabr_implied_vol_hagan_A31_fprime_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A31_fprime_by_underlying
    See :py:func:`_sabr_implied_vol_hagan_A31`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 1 day to fix
                                                                                                      mafipy/function/sabr.py on lines 893..918

                                                                                                      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 161.

                                                                                                      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 _sabr_implied_vol_hagan_A31_fprime_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A31_fprime_by_strike
    See :py:func:`_sabr_implied_vol_hagan_A31`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 1 day to fix
                                                                                                      mafipy/function/sabr.py on lines 955..980

                                                                                                      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 161.

                                                                                                      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 _sabr_implied_vol_hagan_A1_fhess_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A1_fhess_by_underlying
    See :py:func:`_sabr_implied_vol_hagan_A1`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 1 day to fix
                                                                                                      mafipy/function/sabr.py on lines 619..648

                                                                                                      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 144.

                                                                                                      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 _sabr_implied_vol_hagan_A1_fhess_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A1_fhess_by_strike
    See :py:func:`_sabr_implied_vol_hagan_A1`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 1 day to fix
                                                                                                      mafipy/function/sabr.py on lines 679..708

                                                                                                      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 144.

                                                                                                      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 _sabr_implied_vol_hagan_A3_fhess_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A3_fhess_by_underlying
    See :py:func:`_sabr_implied_vol_hagan_A3`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 6 hrs to fix
                                                                                                      mafipy/function/sabr.py on lines 1081..1105

                                                                                                      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 101.

                                                                                                      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 _sabr_implied_vol_hagan_A3_fhess_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A3_fhess_by_strike
    See :py:func:`_sabr_implied_vol_hagan_A3`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 6 hrs to fix
                                                                                                      mafipy/function/sabr.py on lines 1133..1157

                                                                                                      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 101.

                                                                                                      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 _sabr_implied_vol_hagan_A1_fprime_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A1_fprime_by_underlying
    See :py:func:`_sabr_implied_vol_hagan_A1`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 5 hrs to fix
                                                                                                      mafipy/function/sabr.py on lines 591..616

                                                                                                      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 96.

                                                                                                      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 _sabr_implied_vol_hagan_A1_fprime_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A1_fprime_by_strike
    See :py:func:`_sabr_implied_vol_hagan_A1`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 5 hrs to fix
                                                                                                      mafipy/function/sabr.py on lines 651..676

                                                                                                      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 96.

                                                                                                      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 _sabr_implied_vol_hagan_A3_fprime_by_underlying(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A3_fprime_by_underlying
    See :py:func:`_sabr_implied_vol_hagan_A3`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 3 hrs to fix
                                                                                                      mafipy/function/sabr.py on lines 1056..1078

                                                                                                      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 68.

                                                                                                      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 _sabr_implied_vol_hagan_A3_fprime_by_strike(
        underlying, strike, maturity, alpha, beta, rho, nu):
    """_sabr_implied_vol_hagan_A3_fprime_by_strike
    See :py:func:`_sabr_implied_vol_hagan_A3`.
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 3 hrs to fix
                                                                                                      mafipy/function/sabr.py on lines 1108..1130

                                                                                                      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 68.

                                                                                                      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

                                                                                                          numerator2 = math.sqrt(1.0 - 2 * rho * z + z * z) + z - rho
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 2 hrs to fix
                                                                                                      mafipy/function/tests/test_sabr.py on lines 102..102

                                                                                                      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 53.

                                                                                                      We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

                                                                                                      The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

                                                                                                      If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

                                                                                                      See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

                                                                                                      Refactorings

                                                                                                      Further Reading

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

                                                                                                          term3 = (2.0 - 3.0 * rho * rho) * nu * nu / 24.0
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 1 hr to fix
                                                                                                      mafipy/function/sabr.py on lines 260..260

                                                                                                      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

                                                                                                      Further Reading

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

                                                                                                          term3 = (2.0 - 3.0 * rho * rho) * nu * nu / 24.0
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 1 hr to fix
                                                                                                      mafipy/function/sabr.py on lines 1201..1201

                                                                                                      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

                                                                                                      Further Reading

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

                                                                                                          numerator2 = rho * beta * nu * alpha * (strike ** (-three_minus_beta_half))
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 1 hr to fix
                                                                                                      mafipy/function/sabr.py on lines 1302..1303

                                                                                                      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 39.

                                                                                                      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

                                                                                                          numerator2 = (rho * beta * nu * alpha
                  * (underlying ** (-three_minus_beta_half)))
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 1 hr to fix
                                                                                                      mafipy/function/sabr.py on lines 1232..1232

                                                                                                      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 39.

                                                                                                      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 3 locations. Consider refactoring.
                                                                                                      Open

                                                                                                          numerator33 = (2.0 - 3.0 * rho * rho) * nu * nu
                                                                                                      Severity: Major
                                                                                                      Found in mafipy/function/sabr.py and 2 other locations - About 45 mins to fix
                                                                                                      mafipy/function/tests/test_sabr.py on lines 113..113
                                                                                                      mafipy/function/tests/test_sabr.py on lines 144..144

                                                                                                      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 35.

                                                                                                      We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

                                                                                                      The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

                                                                                                      If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

                                                                                                      See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

                                                                                                      Refactorings

                                                                                                      Further Reading

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

                                                                                                              factor2 = 1.0 if (abs(x - z) < 1E-10) else z / x
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 35 mins to fix
                                                                                                      mafipy/function/sabr.py on lines 207..207

                                                                                                      Duplicated Code

                                                                                                      Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

                                                                                                      Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

                                                                                                      When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

                                                                                                      Tuning

                                                                                                      This issue has a mass of 33.

                                                                                                      We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

                                                                                                      The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

                                                                                                      If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

                                                                                                      See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

                                                                                                      Refactorings

                                                                                                      Further Reading

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

                                                                                                              factor2 = 1.0 if (abs(x - z) < 1E-10) else z / x
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.py and 1 other location - About 35 mins to fix
                                                                                                      mafipy/function/sabr.py on lines 204..204

                                                                                                      Duplicated Code

                                                                                                      Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:

                                                                                                      Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.

                                                                                                      When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).

                                                                                                      Tuning

                                                                                                      This issue has a mass of 33.

                                                                                                      We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.

                                                                                                      The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.

                                                                                                      If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.

                                                                                                      See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.

                                                                                                      Refactorings

                                                                                                      Further Reading

                                                                                                      Invalid escape sequence '\l'
                                                                                                      Open

                                                                                                                          + \\frac{(1 - \\beta)^{2}}{24}\log^{2}
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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, S; T)
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.py by pep8

                                                                                                      Invalid escape sequences are deprecated in Python 3.6.

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

                                                                                                      Invalid escape sequence '\l'
                                                                                                      Open

                                                                                                                              \log^{4}\\frac{S}{K}
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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/sabr.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/sabr.py by pep8

                                                                                                      Invalid escape sequences are deprecated in Python 3.6.

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

                                                                                                      Invalid escape sequence '\l'
                                                                                                      Open

                                                                                                                      \log
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.py by pep8

                                                                                                      Invalid escape sequences are deprecated in Python 3.6.

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

                                                                                                      Invalid escape sequence '\l'
                                                                                                      Open

                                                                                                                          \log^{4}\\frac{S}{K}
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.py by pep8

                                                                                                      Invalid escape sequences are deprecated in Python 3.6.

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

                                                                                                      Invalid escape sequence '\l'
                                                                                                      Open

                                                                                                                      \log\left( \\frac{S}{K} \\right),
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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}(S, S; T)
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.py by pep8

                                                                                                      Invalid escape sequences are deprecated in Python 3.6.

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

                                                                                                      Invalid escape sequence '\l'
                                                                                                      Open

                                                                                                                      \log\left( \\frac{S}{K} \\right),
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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/sabr.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_{ATM}(S; T)
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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/sabr.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/sabr.py by pep8

                                                                                                      Invalid escape sequences are deprecated in Python 3.6.

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

                                                                                                      Invalid escape sequence '\l'
                                                                                                      Open

                                                                                                                      \log
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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{1 - 2\\rho z + z^{2}} + z - \\rho
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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/sabr.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/sabr.py by pep8

                                                                                                      Invalid escape sequences are deprecated in Python 3.6.

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

                                                                                                      Invalid escape sequence '\l'
                                                                                                      Open

                                                                                                                          \log\left( \\frac{S}{K} \\right),
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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/sabr.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/sabr.py by pep8

                                                                                                      Invalid escape sequences are deprecated in Python 3.6.

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

                                                                                                      Invalid escape sequence '\l'
                                                                                                      Open

                                                                                                                          \log^{2}\\frac{S}{K}
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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/sabr.py by pep8

                                                                                                      Invalid escape sequences are deprecated in Python 3.6.

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

                                                                                                      Invalid escape sequence '\l'
                                                                                                      Open

                                                                                                                          \log\left( \\frac{S}{K} \\right),
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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/sabr.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{1 - 2\\rho z + z^{2}} + z - \\rho
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.py by pep8

                                                                                                      Invalid escape sequences are deprecated in Python 3.6.

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

                                                                                                      Invalid escape sequence '\l'
                                                                                                      Open

                                                                                                                              \log^{4}\\frac{S}{K}
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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{1 - 2\\rho z + z^{2}} + z - \\rho
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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/sabr.py by pep8

                                                                                                      Invalid escape sequences are deprecated in Python 3.6.

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

                                                                                                      Invalid escape sequence '\l'
                                                                                                      Open

                                                                                                                              \log^{2}\\frac{S}{K}
                                                                                                      Severity: Minor
                                                                                                      Found in mafipy/function/sabr.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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