i05nagai/mafipy

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mafipy/function/tests/test_black.py

Summary

Maintainability
F
1 wk
Test Coverage

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
Severity: Minor
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(
    Severity: Minor
    Found in mafipy/function/tests/test_black.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 method test_black_payers_swaption_value. (12)
    Open

        @pytest.mark.parametrize(
    Severity: Minor
    Found in mafipy/function/tests/test_black.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 method test_black_payers_swaption_value_fhess_by_strike. (12)
    Open

        @pytest.mark.parametrize(
    Severity: Minor
    Found in mafipy/function/tests/test_black.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 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),
    Severity: Minor
    Found in mafipy/function/tests/test_black.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 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),
    Severity: Minor
    Found in mafipy/function/tests/test_black.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 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),
    Severity: Minor
    Found in mafipy/function/tests/test_black.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 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),
    Severity: Minor
    Found in mafipy/function/tests/test_black.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 method test_black_payers_swaption_value_fprime_by_strike. (6)
    Open

        @pytest.mark.parametrize(
    Severity: Minor
    Found in mafipy/function/tests/test_black.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 method test_black_payers_swaption_value_third_by_strike. (6)
    Open

        @pytest.mark.parametrize(
    Severity: Minor
    Found in mafipy/function/tests/test_black.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 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,
    Severity: Minor
    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"

    Further reading

    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,
    Severity: Minor
    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"

    Further reading

    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,
    Severity: Minor
    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,
      Severity: Minor
      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,
        Severity: Minor
        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,
          Severity: Minor
          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,
            Severity: Minor
            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,
              Severity: Minor
              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,
                Severity: Minor
                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(
                  Severity: Minor
                  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,
                    Severity: Minor
                    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,
                      Severity: Minor
                      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,
                        Severity: Minor
                        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,
                          Severity: Minor
                          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"

                          Further reading

                          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),
                          Severity: Major
                          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

                          Further Reading

                          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),
                          Severity: Major
                          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

                          Further Reading

                          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),
                          Severity: Major
                          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

                          Further Reading

                          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),
                          Severity: Major
                          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

                          Further Reading

                          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,
                          Severity: Major
                          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

                          Further Reading

                          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,
                          Severity: Major
                          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

                          Further Reading

                          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(
                          Severity: Major
                          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

                          Further Reading

                          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(
                          Severity: Major
                          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

                          Further Reading

                          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),
                          Severity: Major
                          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

                          Further Reading

                          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),
                          Severity: Major
                          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.

                          Refactorings

                          Further Reading

                          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),
                          Severity: Major
                          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

                          Further Reading

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