File test_sabr.py has 479 lines of code (exceeds 250 allowed). Consider refactoring. Open
#!/bin/python
# -*- coding: utf-8 -*-
from __future__ import division, print_function, absolute_import
from pytest import approxTestSabr has 31 functions (exceeds 20 allowed). Consider refactoring. Open
class TestSabr(object):
# before all tests starts
@classmethod
def setup_class(cls):Function test_sabr_implied_vol_hagan has 32 lines of code (exceeds 25 allowed). Consider refactoring. Open
def test_sabr_implied_vol_hagan(
self, underlying, strike, maturity, alpha, beta, rho, nu):
one_minus_beta = 1.0 - beta
one_minus_beta2 = one_minus_beta ** 2
one_minus_beta4 = one_minus_beta ** 4Function test_sabr_payers_swaption_value has 8 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_sabr_payers_swaption_value(Function test_sabr_receivers_swaption_value has 8 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_sabr_receivers_swaption_value(Function test_model_sabr_payers_swaption_delta has 8 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model_sabr_payers_swaption_delta(Function test_model__sabr_implied_vol_hagan_A2_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A2_fhess_by_underlying(Function test_model__sabr_implied_vol_hagan_A3_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A3_fprime_by_underlying(Function test_model_sabr_implied_vol_hagan_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model_sabr_implied_vol_hagan_fhess_by_underlying(Function test_model__sabr_implied_vol_hagan_A1_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A1_fhess_by_underlying(Function test_model__sabr_implied_vol_hagan_A3_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A3_fhess_by_strike(Function test_model__sabr_implied_vol_hagan_A4_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A4_fprime_by_underlying(Function test_model__sabr_implied_vol_hagan_A1_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A1_fhess_by_strike(Function test_model_sabr_implied_vol_hagan_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model_sabr_implied_vol_hagan_fprime_by_underlying(Function test_model__sabr_implied_vol_hagan_A3_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A3_fhess_by_underlying(Function test_model__sabr_implied_vol_hagan_A2_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A2_fprime_by_strike(Function test_model_sabr_implied_vol_hagan_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model_sabr_implied_vol_hagan_fprime_by_strike(Function test_model_sabr_implied_vol_hagan has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model_sabr_implied_vol_hagan(Function test_sabr_implied_vol_hagan has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_sabr_implied_vol_hagan(Function test_model__sabr_implied_vol_hagan_A3_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A3_fprime_by_strike(Function test_model_sabr_implied_vol_hagan_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model_sabr_implied_vol_hagan_fhess_by_strike(Function test_model__sabr_implied_vol_hagan_A1_fprime_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A1_fprime_by_strike(Function test_model__sabr_implied_vol_hagan_A1_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A1_fprime_by_underlying(Function test_model__sabr_implied_vol_hagan_A4_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A4_fhess_by_strike(Function test_model__sabr_implied_vol_hagan_A4_fhess_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A4_fhess_by_underlying(Function test_model_sabr_cdf has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model_sabr_cdf(Function test_model__sabr_implied_vol_hagan_A2_fhess_by_strike has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A2_fhess_by_strike(Function test_model__sabr_implied_vol_hagan_A2_fprime_by_underlying has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model__sabr_implied_vol_hagan_A2_fprime_by_underlying(Function test_model_sabr_pdf has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_model_sabr_pdf(Function test_sabr_atm_implied_vol_hagan has 6 arguments (exceeds 4 allowed). Consider refactoring. Open
def test_sabr_atm_implied_vol_hagan(Similar blocks of code found in 2 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A1_fhess_by_underlying(- Read upRead up
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 142.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 2 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A1_fhess_by_strike(- Read upRead up
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 142.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 2 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model_sabr_implied_vol_hagan_fhess_by_underlying(- Read upRead up
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 142.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 2 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model_sabr_implied_vol_hagan_fhess_by_strike(- Read upRead up
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 142.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 8 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A3_fprime_by_underlying(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 8 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A3_fhess_by_underlying(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 7 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A1_fprime_by_strike(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 8 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A2_fprime_by_underlying(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 8 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A2_fhess_by_underlying(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 7 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A2_fhess_by_strike(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 7 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A3_fhess_by_strike(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 8 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A4_fprime_by_underlying(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 7 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A3_fprime_by_strike(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 7 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model_sabr_implied_vol_hagan_fprime_by_strike(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 7 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A2_fprime_by_strike(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 8 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A1_fprime_by_underlying(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 8 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A4_fhess_by_underlying(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 8 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model_sabr_implied_vol_hagan_fprime_by_underlying(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 7 locations. Consider refactoring. Open
@pytest.mark.parametrize(
"underlying, strike, maturity, alpha, beta, rho, nu", [
(0.0357, 0.03, 2, 0.036, 0.5, -0.25, 0.35)
])
def test_model__sabr_implied_vol_hagan_A4_fhess_by_strike(- Read upRead up
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 138.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 2 locations. Consider refactoring. Open
x_numerator = math.sqrt(1.0 - 2.0 * rho * z + z * z) + z - rho- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 3 locations. Consider refactoring. Open
numerator33 = (2.0 - 3.0 * rho * rho) * nu * nu- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 3 locations. Consider refactoring. Open
numerator3 = (2.0 - 3.0 * rho * rho) * nu * nu- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76