i05nagai/mafipy

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mafipy/replication/tests/test__quanto_cms_forward_fx.py

Summary

Maintainability
F
3 days
Test Coverage

File test__quanto_cms_forward_fx.py has 426 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 approx
Severity: Minor
Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py - About 6 hrs to fix

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

        @pytest.mark.parametrize(
            "swap_rate, time, vol, corr", [
                # time < 0.0 raise AssertionError
                (2.0, -1.0, 1.0, 0.1),
                # vol < 0.0 raise AssertionError

    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_forward_fx_diffusion_fhess_true. (7)
    Open

        @pytest.mark.parametrize(
            "swap_rate, time, vol, corr", [
                # time < 0.0 raise AssertionError
                (2.0, -1.0, 1.0, 0.1),
                # vol < 0.0 raise AssertionError

    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_forward_fx_diffusion_false. (6)
    Open

        @pytest.mark.parametrize(
            "swap_rate, time, vol, corr", [
                # is_inverse=False
                # vol < 0.0 raise AssertionError
                (2.1, 1.2, -1.3, 0.1),

    Cyclomatic Complexity

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

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

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

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

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

        @pytest.mark.parametrize(
            "swap_rate, time, vol, corr", [
                # vol < 0.0 raise AssertionError
                (2.1, 1.2, -1.3, 0.1),
                # corr < -1.0 raise AssertionError

    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_forward_fx_diffusion_fprime_false. (6)
    Open

        @pytest.mark.parametrize(
            "swap_rate, time, vol, corr", [
                # vol < 0.0 raise AssertionError
                (2.1, 1.2, -1.3, 0.1),
                # corr < -1.0 raise AssertionError

    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_forward_fx_diffusion_fprime_true. (6)
    Open

        @pytest.mark.parametrize(
            "swap_rate, time, vol, corr", [
                # vol < 0.0 raise AssertionError
                (2.0, 1.0, -1.0, 0.1),
                # corr < -1.0 raise AssertionError

    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

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

        @pytest.mark.parametrize("swap_rate", [
            util.get_real_t(1)[0],
        ])
        def test_make_fhess(self, swap_rate):
            expect = target._forward_fx_diffusion_fhess(
    Severity: Major
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 2 other locations - About 5 hrs to fix
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 509..523
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 525..539

    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 92.

    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("swap_rate", [
            util.get_real_t(1)[0],
        ])
        def test_make_fprime(self, swap_rate):
            expect = target._forward_fx_diffusion_fprime(
    Severity: Major
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 2 other locations - About 5 hrs to fix
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 509..523
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 541..555

    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 92.

    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("swap_rate", [
            util.get_real_t(1)[0],
        ])
        def test_make_func(self, swap_rate):
            expect = target._forward_fx_diffusion(
    Severity: Major
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 2 other locations - About 5 hrs to fix
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 525..539
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 541..555

    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 92.

    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 6 locations. Consider refactoring.
    Open

        @pytest.mark.parametrize(
            "swap_rate, time, vol, corr", [
                # time < 0.0 raise AssertionError
                (2.0, -1.0, 1.0, 0.1),
                # vol < 0.0 raise AssertionError
    Severity: Major
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 5 other locations - About 1 hr to fix
    mafipy/function/tests/test_payoff.py on lines 104..116
    mafipy/function/tests/test_payoff.py on lines 131..143
    mafipy/function/tests/test_payoff.py on lines 175..187
    mafipy/function/tests/test_payoff.py on lines 235..247
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 324..335

    Duplicated Code

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

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

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

    Tuning

    This issue has a mass of 41.

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

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

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

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

    Refactorings

    Further Reading

    Similar blocks of code found in 6 locations. Consider refactoring.
    Open

        @pytest.mark.parametrize(
            "swap_rate, time, vol, corr", [
                # time < 0.0 raise AssertionError
                (2.0, -1.0, 1.0, 0.1),
                # vol < 0.0 raise AssertionError
    Severity: Major
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 5 other locations - About 1 hr to fix
    mafipy/function/tests/test_payoff.py on lines 104..116
    mafipy/function/tests/test_payoff.py on lines 131..143
    mafipy/function/tests/test_payoff.py on lines 175..187
    mafipy/function/tests/test_payoff.py on lines 235..247
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 398..409

    Duplicated Code

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

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

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

    Tuning

    This issue has a mass of 41.

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

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

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

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

    Refactorings

    Further Reading

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

                term2 = (1.0 - corr * corr) * vol * vol * time * 0.5
    Severity: Major
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 1 other location - About 1 hr to fix
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 139..139

    Duplicated Code

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

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

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

    Tuning

    This issue has a mass of 41.

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

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

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

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

    Refactorings

    Further Reading

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

                term2 = (1 - corr * corr) * vol * vol * time * 0.5
    Severity: Major
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 1 other location - About 1 hr to fix
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 194..194

    Duplicated Code

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

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

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

    Tuning

    This issue has a mass of 41.

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

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

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

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

    Refactorings

    Further Reading

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

        @pytest.mark.parametrize(
            "swap_rate, time, vol, corr", [
                # vol < 0.0 raise AssertionError
                (2.0, 1.0, -1.0, 0.1),
                # corr < -1.0 raise AssertionError
    Severity: Major
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 3 other locations - About 45 mins to fix
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 97..107
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 153..162
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 208..217

    Duplicated Code

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

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

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

    Tuning

    This issue has a mass of 35.

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

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

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

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

    Refactorings

    Further Reading

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

        @pytest.mark.parametrize(
            "swap_rate, time, vol, corr", [
                # is_inverse=False
                # vol < 0.0 raise AssertionError
                (2.1, 1.2, -1.3, 0.1),
    Severity: Major
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 3 other locations - About 45 mins to fix
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 153..162
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 208..217
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 266..275

    Duplicated Code

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

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

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

    Tuning

    This issue has a mass of 35.

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

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

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

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

    Refactorings

    Further Reading

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

        @pytest.mark.parametrize(
            "swap_rate, time, vol, corr", [
                # vol < 0.0 raise AssertionError
                (2.1, 1.2, -1.3, 0.1),
                # corr < -1.0 raise AssertionError
    Severity: Major
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 3 other locations - About 45 mins to fix
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 97..107
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 208..217
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 266..275

    Duplicated Code

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

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

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

    Tuning

    This issue has a mass of 35.

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

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

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

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

    Refactorings

    Further Reading

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

        @pytest.mark.parametrize(
            "swap_rate, time, vol, corr", [
                # vol < 0.0 raise AssertionError
                (2.1, 1.2, -1.3, 0.1),
                # corr < -1.0 raise AssertionError
    Severity: Major
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 3 other locations - About 45 mins to fix
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 97..107
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 153..162
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 266..275

    Duplicated Code

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

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

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

    Tuning

    This issue has a mass of 35.

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

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

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

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

    Refactorings

    Further Reading

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

            if (time < 0.0
                    or -1.0 > corr
                    or 1.0 < corr
                    or vol < 0.0):
    Severity: Minor
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 1 other location - About 30 mins to fix
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 351..354

    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 32.

    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

            if (time < 0.0
                    or -1.0 > corr
                    or 1.0 < corr
                    or vol < 0.0):
    Severity: Minor
    Found in mafipy/replication/tests/test__quanto_cms_forward_fx.py and 1 other location - About 30 mins to fix
    mafipy/replication/tests/test__quanto_cms_forward_fx.py on lines 428..431

    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 32.

    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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