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dcf/curves/interestratecurve.py

Summary

Maintainability
F
1 wk
Test Coverage

File interestratecurve.py has 315 lines of code (exceeds 250 allowed). Consider refactoring.
Open

# -*- coding: utf-8 -*-

# dcf
# ---
# A Python library for generating discounted cashflows.
Severity: Minor
Found in dcf/curves/interestratecurve.py - About 3 hrs to fix

    Function __init__ has a Cognitive Complexity of 12 (exceeds 5 allowed). Consider refactoring.
    Open

        def __init__(self, domain=(), data=(), interpolation=None, origin=None,
                 day_count=None, forward_tenor=None):
        if isinstance(domain, RateCurve):
            # if argument is a curve add extra curve points to domain
            # for better approximation
    Severity: Minor
    Found in dcf/curves/interestratecurve.py - About 1 hr 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/interestratecurve.py - About 45 mins to fix

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

          def _get_cash_rate(self, start, stop=None, step=None):
        if stop and step:
            if not start + step == stop:
                raise AssertionError(
                    "if stop and step given, start+step must meet stop.")
      Severity: Minor
      Found in dcf/curves/interestratecurve.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/interestratecurve.py - About 45 mins to fix

        Function _get_cash_rate has a Cognitive Complexity of 7 (exceeds 5 allowed). Consider refactoring.
        Open

            def _get_cash_rate(self, start, stop=None, step=None):
        if stop and step:
            if not start + step == stop:
                raise AssertionError(
                    "if stop and step given, start+step must meet stop.")
        Severity: Minor
        Found in dcf/curves/interestratecurve.py - About 35 mins to fix

        Cognitive Complexity

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

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

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

        Further reading

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

            def _get_short_rate(self, start):
        if start < min(self.domain):
            return self.get_short_rate(min(self.domain))
        if max(self.domain) <= start:
            return self.get_short_rate(
        Severity: Major
        Found in dcf/curves/interestratecurve.py and 1 other location - About 1 day to fix
        dcf/curves/creditcurve.py on lines 121..135

        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 ZeroRateCurve(InterestRateCurve):
    r"""Interest rate curve storing and interpolating data as zero rates

    $$z(t)=y_t$$
        Severity: Major
        Found in dcf/curves/interestratecurve.py and 1 other location - About 1 day to fix
        dcf/curves/creditcurve.py on lines 215..239

        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 ShortRateCurve(InterestRateCurve):
    r"""Interest rate curve storing and interpolating data as short rate

    $$r(t)=y_t$$
        Severity: Major
        Found in dcf/curves/interestratecurve.py and 1 other location - About 1 day to fix
        dcf/curves/creditcurve.py on lines 242..270

        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 isinstance(domain, RateCurve):
            # if argument is a curve add extra curve points to domain
            # for better approximation
        Severity: Major
        Found in dcf/curves/interestratecurve.py and 1 other location - About 1 day to fix
        dcf/curves/volatilitycurve.py on lines 80..95

        Duplicated Code

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

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

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

        Tuning

        This issue has a mass of 138.

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

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

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

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

        Refactorings

        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:
            # zero rate proxy at origin
            stop = min(d for d in self.domain if self.origin < d)
            # todo:
        Severity: Major
        Found in dcf/curves/interestratecurve.py and 1 other location - About 3 hrs to fix
        dcf/curves/creditcurve.py on lines 184..191

        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_discount_factor(self, start, stop=None):
        r"""discounting factor for future cashflows

        :param start: date $t_0$ to discount to
        :param stop: date $t_1$ for discounting from
        Severity: Major
        Found in dcf/curves/interestratecurve.py and 3 other locations - About 1 hr to fix
        dcf/curves/creditcurve.py on lines 55..83
        dcf/curves/creditcurve.py on lines 85..103
        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_zero_rate(self, start, stop=None):
        r"""curve of zero rates, i.e. yields of zero cupon bonds

        :param start: zero bond start date $t_0$
        :param stop: zero bond end date $t_1$
        Severity: Major
        Found in dcf/curves/interestratecurve.py and 3 other locations - About 1 hr to fix
        dcf/curves/creditcurve.py on lines 55..83
        dcf/curves/creditcurve.py on lines 85..103
        dcf/curves/interestratecurve.py on lines 42..74

        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 stop is None:
            stop = start + self.forward_tenor if step is None else start + step
        Severity: Major
        Found in dcf/curves/interestratecurve.py and 1 other location - About 1 hr to fix
        dcf/curves/interestratecurve.py on lines 437..438

        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

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

                if stop is None:
            stop = start + self.forward_tenor if step is None else start + step
        Severity: Major
        Found in dcf/curves/interestratecurve.py and 1 other location - About 1 hr to fix
        dcf/curves/interestratecurve.py on lines 247..248

        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

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

                if stop and step:
            if not start + step == stop:
                raise AssertionError(
        Severity: Minor
        Found in dcf/curves/interestratecurve.py and 1 other location - About 50 mins to fix
        dcf/curves/interestratecurve.py on lines 433..435

        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 36.

        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 stop and step:
            if not start + step == stop:
                raise AssertionError(
        Severity: Minor
        Found in dcf/curves/interestratecurve.py and 1 other location - About 50 mins to fix
        dcf/curves/interestratecurve.py on lines 243..245

        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 36.

        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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