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dcf/curves/creditcurve.py

Summary

Maintainability
F
1 wk
Test Coverage

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

    def __init__(self, domain=(), data=(), interpolation=None, origin=None,
Severity: Minor
Found in dcf/curves/creditcurve.py - About 45 mins to fix

    Function __init__ has a Cognitive Complexity of 8 (exceeds 5 allowed). Consider refactoring.
    Open

        def __init__(self, domain=(), data=(), interpolation=None, origin=None,
                 day_count=None, forward_tenor=None):
        # validate probabilities
        if not isinstance(data, RateCurve):
            data = [max(float_info.min, min(d, 1. - float_info.min)) for d in
    Severity: Minor
    Found in dcf/curves/creditcurve.py - About 45 mins to fix

    Cognitive Complexity

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

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

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

    Further reading

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

        def __init__(self, domain=(), data=(), interpolation=None, origin=None,
    Severity: Minor
    Found in dcf/curves/creditcurve.py - About 45 mins to fix

      Function _get_compounding_factor has a Cognitive Complexity of 8 (exceeds 5 allowed). Consider refactoring.
      Open

          def _get_compounding_factor(self, start, stop):
        if start == stop:
            return 1. if 2 * float_info.min <= self(start) else 0.

        current = start
      Severity: Minor
      Found in dcf/curves/creditcurve.py - About 45 mins to fix

      Cognitive Complexity

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

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

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

      Further reading

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

          def __init__(self, domain=(), data=(), interpolation=None, origin=None,
      Severity: Minor
      Found in dcf/curves/creditcurve.py - About 45 mins to fix

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

            def __init__(self, domain=(), data=(), interpolation=None, origin=None,
        Severity: Minor
        Found in dcf/curves/creditcurve.py - About 45 mins to fix

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

              def _get_hazard_rate(self, start):  # aka get_short_rate

        if start < min(self.domain):
            return self.get_hazard_rate(min(self.domain))
        if max(self.domain) <= start:
          Severity: Major
          Found in dcf/curves/creditcurve.py and 1 other location - About 1 day to fix
          dcf/curves/interestratecurve.py on lines 145..159

          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 196.

          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

          class FlatIntensityCurve(CreditCurve):
    r"""Credit curve storing and interpolating data as intensities

    $$\lambda(t)=y_t$$
          Severity: Major
          Found in dcf/curves/creditcurve.py and 1 other location - About 1 day to fix
          dcf/curves/interestratecurve.py on lines 326..350

          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 188.

          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

          class HazardRateCurve(CreditCurve):
    r"""Credit curve storing and interpolating data as hazard rate

    $$hz(t)=y_t$$
          Severity: Major
          Found in dcf/curves/creditcurve.py and 1 other location - About 1 day to fix
          dcf/curves/interestratecurve.py on lines 353..381

          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 179.

          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 __init__(self, domain=(), data=(), interpolation=None, origin=None,
                 day_count=None, forward_tenor=None):
        if not isinstance(data, RateCurve):
            data = [1. - d for d in data]
        super(MarginalDefaultProbabilityCurve, self).__init__(
          Severity: Major
          Found in dcf/curves/creditcurve.py and 1 other location - About 3 hrs to fix
          dcf/curves/creditcurve.py on lines 206..212

          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 70.

          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 __init__(self, domain=(), data=(), interpolation=None, origin=None,
                 day_count=None, forward_tenor=None):
        if not isinstance(data, RateCurve):
            data = [1. - d for d in data]
        super(DefaultProbabilityCurve, self).__init__(domain, data,
          Severity: Major
          Found in dcf/curves/creditcurve.py and 1 other location - About 3 hrs to fix
          dcf/curves/creditcurve.py on lines 335..340

          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 70.

          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 _get_compounding_rate(self, start, stop):
        if start == stop == self.origin:
            # intensity proxi at origin
            stop = min(d for d in self.domain if self.origin < d)
            # todo:
          Severity: Major
          Found in dcf/curves/creditcurve.py and 1 other location - About 3 hrs to fix
          dcf/curves/interestratecurve.py on lines 316..323

          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 66.

          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 get_survival_prob(self, start, stop=None):
        r"""survival probability of credit curve

        :param start: start point in time $t_0$ of period
        :param stop: end point $t_1$ of period
          Severity: Major
          Found in dcf/curves/creditcurve.py and 3 other locations - About 1 hr to fix
          dcf/curves/creditcurve.py on lines 85..103
          dcf/curves/interestratecurve.py on lines 42..74
          dcf/curves/interestratecurve.py on lines 76..112

          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 45.

          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 get_flat_intensity(self, start, stop=None):
        r"""intensity value of credit curve

        :param start: start point in time $t_0$ of intensity
        :param stop: end point $t_1$  of intensity
          Severity: Major
          Found in dcf/curves/creditcurve.py and 3 other locations - About 1 hr to fix
          dcf/curves/creditcurve.py on lines 55..83
          dcf/curves/interestratecurve.py on lines 42..74
          dcf/curves/interestratecurve.py on lines 76..112

          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 45.

          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 start == stop:
            return 1. if 2 * float_info.min <= self(start) else 0.
          Severity: Minor
          Found in dcf/curves/creditcurve.py and 1 other location - About 55 mins to fix
          dcf/curves/creditcurve.py on lines 286..287

          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 37.

          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 start == stop:
            return 1. if 2 * float_info.min <= self(start) else 0.
          Severity: Minor
          Found in dcf/curves/creditcurve.py and 1 other location - About 55 mins to fix
          dcf/curves/creditcurve.py on lines 180..181

          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 37.

          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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