i05nagai/mafipy

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mafipy/replication/pricer_quanto_cms.py

Summary

Maintainability
F
1 wk
Test Coverage

File pricer_quanto_cms.py has 911 lines of code (exceeds 250 allowed). Consider refactoring.
Open

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

from __future__ import division, print_function, absolute_import
import numpy as np
Severity: Major
Found in mafipy/replication/pricer_quanto_cms.py - About 2 days to fix

    Cyclomatic complexity is too high in function replicate. (8)
    Open

    def replicate(init_swap_rate,
                  discount_factor,
                  call_pricer,
                  put_pricer,
                  payoff_type,

    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 __init__ has 12 arguments (exceeds 4 allowed). Consider refactoring.
    Open

        def __init__(self,
    Severity: Major
    Found in mafipy/replication/pricer_quanto_cms.py - About 1 hr to fix

      Function replicate has 11 arguments (exceeds 4 allowed). Consider refactoring.
      Open

      def replicate(init_swap_rate,
      Severity: Major
      Found in mafipy/replication/pricer_quanto_cms.py - About 1 hr to fix

        Function __init__ has 11 arguments (exceeds 4 allowed). Consider refactoring.
        Open

            def __init__(self,
        Severity: Major
        Found in mafipy/replication/pricer_quanto_cms.py - About 1 hr to fix

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

          def _replicate_denominator(init_swap_rate,
          Severity: Major
          Found in mafipy/replication/pricer_quanto_cms.py - About 50 mins to fix

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

            def _replicate_numerator(init_swap_rate,
            Severity: Minor
            Found in mafipy/replication/pricer_quanto_cms.py - About 45 mins to fix

              Function replicate has a Cognitive Complexity of 6 (exceeds 5 allowed). Consider refactoring.
              Open

              def replicate(init_swap_rate,
                            discount_factor,
                            call_pricer,
                            put_pricer,
                            payoff_type,
              Severity: Minor
              Found in mafipy/replication/pricer_quanto_cms.py - About 25 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

                  def _make_numerator_integrands(self):
                      """_make_numerator_integrands
                      Returns following functions:
              
                      .. math::
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 1 day to fix
              mafipy/replication/pricer_quanto_cms.py on lines 697..742

              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 194.

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

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

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

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

              Refactorings

              Further Reading

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

                  def _make_numerator_integrands(self):
                      """_make_numerator_integrands
                      Returns following functions:
              
                      .. math::
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 1 day to fix
              mafipy/replication/pricer_quanto_cms.py on lines 438..482

              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 194.

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

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

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

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

              Refactorings

              Further Reading

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

              def make_pdf_fprime_black_scholes(
                      underlying,
                      rate,
                      maturity,
                      vol):
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 3 hrs to fix
              mafipy/replication/pricer_quanto_cms.py on lines 133..171

              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 62.

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

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

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

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

              Refactorings

              Further Reading

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

              def make_pdf_black_scholes(
                      underlying,
                      rate,
                      maturity,
                      vol):
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 3 hrs to fix
              mafipy/replication/pricer_quanto_cms.py on lines 174..214

              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 62.

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

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

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

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

              Refactorings

              Further Reading

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

                      def func22(init_swap_rate):
                          # p * g'' * a * chi at upper_strike
                          return -(self.put_pricer(self.payoff_upper_strike)
                                   * self.payoff_gearing
                                   * self.annuity_mapping_func(self.payoff_upper_strike)
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
              mafipy/replication/pricer_quanto_cms.py on lines 833..838

              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 57.

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

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

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

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

              Refactorings

              Further Reading

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

                      def func32(init_swap_rate):
                          # c * g'' * a * chi at upper_strike
                          return -(self.call_pricer(self.payoff_upper_strike)
                                   * self.payoff_gearing
                                   * self.annuity_mapping_func(self.payoff_upper_strike)
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
              mafipy/replication/pricer_quanto_cms.py on lines 817..822

              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 57.

              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

                      if (self.min_put_range
                              <= self.payoff_upper_strike
                              <= self.max_put_range):
                          terms.append(func22)
                      elif (self.min_call_range
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
              mafipy/replication/pricer_quanto_cms.py on lines 848..855

              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 55.

              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

                      if (self.min_put_range
                              <= self.payoff_lower_strike
                              <= self.max_put_range):
                          terms.append(func21)
                      elif (self.min_call_range
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
              mafipy/replication/pricer_quanto_cms.py on lines 856..863

              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 55.

              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 4 locations. Consider refactoring.
              Open

                      def func2(init_swap_rate):
                          # p * g'' * a * chi
                          return (self.put_pricer(self.payoff_strike)
                                  * self.payoff_gearing
                                  * self.annuity_mapping_func(self.payoff_strike)
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 3 other locations - About 2 hrs to fix
              mafipy/replication/pricer_quanto_cms.py on lines 549..554
              mafipy/replication/pricer_quanto_cms.py on lines 809..814
              mafipy/replication/pricer_quanto_cms.py on lines 825..830

              Duplicated Code

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

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

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

              Tuning

              This issue has a mass of 53.

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

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

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

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

              Refactorings

              Further Reading

              Similar blocks of code found in 4 locations. Consider refactoring.
              Open

                      def func3(init_swap_rate):
                          # c * g'' * a * chi
                          return (self.call_pricer(self.payoff_strike)
                                  * self.payoff_gearing
                                  * self.annuity_mapping_func(self.payoff_strike)
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 3 other locations - About 2 hrs to fix
              mafipy/replication/pricer_quanto_cms.py on lines 542..547
              mafipy/replication/pricer_quanto_cms.py on lines 809..814
              mafipy/replication/pricer_quanto_cms.py on lines 825..830

              Duplicated Code

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

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

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

              Tuning

              This issue has a mass of 53.

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

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

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

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

              Refactorings

              Further Reading

              Similar blocks of code found in 4 locations. Consider refactoring.
              Open

                      def func31(init_swap_rate):
                          # c * g'' * a * chi at lower_strike
                          return (self.call_pricer(self.payoff_lower_strike)
                                  * self.payoff_gearing
                                  * self.annuity_mapping_func(self.payoff_lower_strike)
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 3 other locations - About 2 hrs to fix
              mafipy/replication/pricer_quanto_cms.py on lines 542..547
              mafipy/replication/pricer_quanto_cms.py on lines 549..554
              mafipy/replication/pricer_quanto_cms.py on lines 809..814

              Duplicated Code

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

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

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

              Tuning

              This issue has a mass of 53.

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

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

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

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

              Refactorings

              Further Reading

              Similar blocks of code found in 4 locations. Consider refactoring.
              Open

                      def func21(init_swap_rate):
                          # p * g'' * a * chi at lower_strike
                          return (self.put_pricer(self.payoff_lower_strike)
                                  * self.payoff_gearing
                                  * self.annuity_mapping_func(self.payoff_lower_strike)
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 3 other locations - About 2 hrs to fix
              mafipy/replication/pricer_quanto_cms.py on lines 542..547
              mafipy/replication/pricer_quanto_cms.py on lines 549..554
              mafipy/replication/pricer_quanto_cms.py on lines 825..830

              Duplicated Code

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

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

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

              Tuning

              This issue has a mass of 53.

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

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

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

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

              Refactorings

              Further Reading

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

              def make_pdf_black_swaption(
                      init_swap_rate,
                      swap_annuity,
                      option_maturity,
                      vol):
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
              mafipy/replication/pricer_quanto_cms.py on lines 59..102

              Duplicated Code

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

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

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

              Tuning

              This issue has a mass of 53.

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

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

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

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

              Refactorings

              Further Reading

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

              def make_pdf_fprime_black_swaption(
                      init_swap_rate,
                      swap_annuity,
                      option_maturity,
                      vol):
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 2 hrs to fix
              mafipy/replication/pricer_quanto_cms.py on lines 15..56

              Duplicated Code

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

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

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

              Tuning

              This issue has a mass of 53.

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

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

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

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

              Refactorings

              Further Reading

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

                      def func1(init_swap_rate):
                          # g * a * chi
                          return (self.payoff_func(init_swap_rate)
                                  * self.annuity_mapping_func(init_swap_rate)
                                  * self.forward_fx_diffusion(init_swap_rate))
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 1 hr to fix
              mafipy/replication/pricer_quanto_cms.py on lines 536..540

              Duplicated Code

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

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

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

              Tuning

              This issue has a mass of 39.

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

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

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

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

              Refactorings

              Further Reading

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

                      def func1(init_swap_rate):
                          # g * a * chi
                          return (self.payoff_func(init_swap_rate)
                                  * self.annuity_mapping_func(init_swap_rate)
                                  * self.forward_fx_diffusion(init_swap_rate))
              Severity: Major
              Found in mafipy/replication/pricer_quanto_cms.py and 1 other location - About 1 hr to fix
              mafipy/replication/pricer_quanto_cms.py on lines 802..806

              Duplicated Code

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

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

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

              Tuning

              This issue has a mass of 39.

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

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

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

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

              Refactorings

              Further Reading

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