# i05nagai/mafipy

mafipy/function/tests/test_black.py

### Summary

F
1 wk

#### File `test_black.py` has 494 lines of code (exceeds 250 allowed). Consider refactoring. Open

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

from __future__ import absolute_import
from __future__ import division``````
Found in mafipy/function/tests/test_black.py - About 7 hrs to fix

#### Cyclomatic complexity is too high in method test_black_receivers_swaption_value. (12) Open

``    @pytest.mark.parametrize(``

## Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

#### Cyclomatic complexity is too high in method test_black_payers_swaption_value_fhess_by_strike. (12) Open

``    @pytest.mark.parametrize(``

## Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

#### Cyclomatic complexity is too high in method test_black_payers_swaption_value. (12) Open

``    @pytest.mark.parametrize(``

## Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

#### Cyclomatic complexity is too high in method test_model_black_payers_swaption_delta. (7) Open

``````    @pytest.mark.parametrize(
"init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
[
# vol < 0 raise AssertionError
(1.0, 2.0, 1.0, 1.0, -0.1),``````

## Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

#### Cyclomatic complexity is too high in method test_model_black_payers_swaption_volga. (7) Open

``````    @pytest.mark.parametrize(
"init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
[
# vol < 0 raise AssertionError
(1.0, 2.0, 1.0, 1.0, -0.1),``````

## Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

#### Cyclomatic complexity is too high in method test_model_black_payers_swaption_vega. (7) Open

``````    @pytest.mark.parametrize(
"init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
[
# vol < 0 raise AssertionError
(1.0, 2.0, 1.0, 1.0, -0.1),``````

## Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

#### Cyclomatic complexity is too high in method test_model_black_payers_swaption_vega_fprime_by_strike. (7) Open

``````    @pytest.mark.parametrize(
"init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
[
# vol < 0 raise AssertionError
(1.0, 2.0, 1.0, 1.0, -0.1),``````

## Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

#### Cyclomatic complexity is too high in method test_black_payers_swaption_value_third_by_strike. (6) Open

``    @pytest.mark.parametrize(``

## Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

#### Cyclomatic complexity is too high in method test_black_payers_swaption_value_fprime_by_strike. (6) Open

``    @pytest.mark.parametrize(``

## Cyclomatic Complexity

Cyclomatic Complexity corresponds to the number of decisions a block of code contains plus 1. This number (also called McCabe number) is equal to the number of linearly independent paths through the code. This number can be used as a guide when testing conditional logic in blocks.

Radon analyzes the AST tree of a Python program to compute Cyclomatic Complexity. Statements have the following effects on Cyclomatic Complexity:

Construct Effect on CC Reasoning
if +1 An if statement is a single decision.
elif +1 The elif statement adds another decision.
else +0 The else statement does not cause a new decision. The decision is at the if.
for +1 There is a decision at the start of the loop.
while +1 There is a decision at the while statement.
except +1 Each except branch adds a new conditional path of execution.
finally +0 The finally block is unconditionally executed.
with +1 The with statement roughly corresponds to a try/except block (see PEP 343 for details).
assert +1 The assert statement internally roughly equals a conditional statement.
Comprehension +1 A list/set/dict comprehension of generator expression is equivalent to a for loop.
Boolean Operator +1 Every boolean operator (and, or) adds a decision point.

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

``````    def test_black_payers_swaption_value(self,
init_swap_rate,
option_strike,
swap_annuity,
option_maturity,``````
Found in mafipy/function/tests/test_black.py - About 55 mins to fix

# Cognitive Complexity

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

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

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

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

``````    def test_black_receivers_swaption_value(self,
init_swap_rate,
option_strike,
swap_annuity,
option_maturity,``````
Found in mafipy/function/tests/test_black.py - About 55 mins to fix

# Cognitive Complexity

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

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

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

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

``    def test_black_payers_swaption_value_third_by_strike(self,``
Found in mafipy/function/tests/test_black.py - About 35 mins to fix

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

``    def test_model_black_payers_swaption_delta(self,``
Found in mafipy/function/tests/test_black.py - About 35 mins to fix

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

``    def test_black_payers_swaption_value_fhess_by_strike(self,``
Found in mafipy/function/tests/test_black.py - About 35 mins to fix

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

``    def test_model_black_payers_swaption_volga(self,``
Found in mafipy/function/tests/test_black.py - About 35 mins to fix

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

``    def test_black_payers_swaption_value_fprime_by_strike(self,``
Found in mafipy/function/tests/test_black.py - About 35 mins to fix

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

``    def test_model_black_payers_swaption_vega(self,``
Found in mafipy/function/tests/test_black.py - About 35 mins to fix

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

``    def test_black_payers_swaption_value(self,``
Found in mafipy/function/tests/test_black.py - About 35 mins to fix

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

``    def test_model_black_payers_swaption_vega_fprime_by_strike(``
Found in mafipy/function/tests/test_black.py - About 35 mins to fix

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

``    def test_black_payers_swaption_cdf(self,``
Found in mafipy/function/tests/test_black.py - About 35 mins to fix

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

``    def test_black_receivers_swaption_value(self,``
Found in mafipy/function/tests/test_black.py - About 35 mins to fix

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

``    def test_black_payers_swaption_pdf(self,``
Found in mafipy/function/tests/test_black.py - About 35 mins to fix

#### Function `test_black_payers_swaption_value_fhess_by_strike` has a Cognitive Complexity of 7 (exceeds 5 allowed). Consider refactoring. Open

``````    def test_black_payers_swaption_value_fhess_by_strike(self,
init_swap_rate,
option_strike,
swap_annuity,
option_maturity,``````
Found in mafipy/function/tests/test_black.py - About 35 mins to fix

# Cognitive Complexity

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

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

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

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

``````    @pytest.mark.parametrize(
"init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
[
# vol < 0 raise AssertionError
(1.0, 2.0, 1.0, 1.0, -0.1),``````
Found in mafipy/function/tests/test_black.py and 1 other location - About 2 days to fix
mafipy/function/tests/test_black.py on lines 417..468

## 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 235.

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

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

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

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

## Refactorings

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

``````    @pytest.mark.parametrize(
"init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
[
# vol < 0 raise AssertionError
(1.0, 2.0, 1.0, 1.0, -0.1),``````
Found in mafipy/function/tests/test_black.py and 1 other location - About 2 days to fix
mafipy/function/tests/test_black.py on lines 364..415

## 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 235.

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

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

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

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

## Refactorings

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

``````    @pytest.mark.parametrize(
"init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
[
# vol < 0 raise AssertionError
(1.0, 2.0, 1.0, 1.0, -0.1),``````
Found in mafipy/function/tests/test_black.py and 1 other location - About 1 day to fix
mafipy/function/tests/test_black.py on lines 157..198

## 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 163.

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

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

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

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

## Refactorings

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

``````    @pytest.mark.parametrize(
"init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
[
# vol < 0 raise AssertionError
(1.0, 2.0, 1.0, 1.0, -0.1),``````
Found in mafipy/function/tests/test_black.py and 1 other location - About 1 day to fix
mafipy/function/tests/test_black.py on lines 265..306

## 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 163.

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

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

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

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

## Refactorings

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

``````        elif option_maturity < 0.0 or np.isclose(option_maturity, 0.0):
expect = 0.0
actual = target.black_payers_swaption_vega_fprime_by_strike(
init_swap_rate,
option_strike,``````
Found in mafipy/function/tests/test_black.py and 1 other location - About 6 hrs to fix
mafipy/function/tests/test_black_scholes.py on lines 599..614

## 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 99.

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

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

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

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

## Refactorings

#### Similar blocks of code found in 3 locations. Consider refactoring. Open

``````        elif option_maturity < 0.0 or np.isclose(option_maturity, 0.0):
expect = 0.0
actual = target.black_payers_swaption_delta(
init_swap_rate,
option_strike,``````
Found in mafipy/function/tests/test_black.py and 2 other locations - About 6 hrs to fix
mafipy/function/tests/test_black_scholes.py on lines 406..420
mafipy/function/tests/test_black_scholes.py on lines 436..450

## 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 99.

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

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

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

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

## Refactorings

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

``````        elif init_swap_rate < 0.0 and option_strike > 0.0:
expect = 0.0
# max(S(T)-K,0) = max((-K)-(-S(T)),0)
elif init_swap_rate < 0.0 and option_strike < 0.0:
option_value = function.black_scholes_put_formula(``````
Found in mafipy/function/tests/test_black.py and 1 other location - About 4 hrs to fix
mafipy/function/tests/test_black.py on lines 137..147

## 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 82.

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

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

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

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

## Refactorings

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

``````        elif init_swap_rate < 0.0 and option_strike > 0.0:
expect = swap_annuity * (option_strike - init_swap_rate)
# max(K-S(T),0) = max((-S(T)) - (-K),0)
elif init_swap_rate < 0.0 and option_strike < 0.0:
option_value = function.black_scholes_call_formula(``````
Found in mafipy/function/tests/test_black.py and 1 other location - About 4 hrs to fix
mafipy/function/tests/test_black.py on lines 77..87

## 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 82.

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

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

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

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

## Refactorings

#### Similar blocks of code found in 3 locations. Consider refactoring. Open

``````    @pytest.mark.parametrize(
"init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
[
# vol < 0 raise AssertionError
(1.0, 2.0, 1.0, 1.0, -0.1),``````
Found in mafipy/function/tests/test_black.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black.py on lines 37..53
mafipy/function/tests/test_black.py on lines 200..216

## 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 60.

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

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

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

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

## Refactorings

#### Similar blocks of code found in 3 locations. Consider refactoring. Open

``````    @pytest.mark.parametrize(
"init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
[
# vol < 0 raise AssertionError
(1.1, 2.2, 1.3, 1.4, -0.1),``````
Found in mafipy/function/tests/test_black.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black.py on lines 37..53
mafipy/function/tests/test_black.py on lines 97..113

## 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 60.

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

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

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

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

## Refactorings

#### Similar blocks of code found in 3 locations. Consider refactoring. Open

``````    @pytest.mark.parametrize(
"init_swap_rate, option_strike, swap_annuity, option_maturity, vol",
[
# vol < 0 raise AssertionError
(1.0, 2.0, 1.0, 1.0, -0.1),``````
Found in mafipy/function/tests/test_black.py and 2 other locations - About 2 hrs to fix
mafipy/function/tests/test_black.py on lines 97..113
mafipy/function/tests/test_black.py on lines 200..216

## 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 60.

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`.