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sonntagsgesicht/dcf

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dcf/pricer.py

Summary

Maintainability
D
2 days
Test Coverage

File pricer.py has 535 lines of code (exceeds 250 allowed). Consider refactoring.
Open

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

# dcf
# ---
# A Python library for generating discounted cashflows.
Severity: Major
Found in dcf/pricer.py - About 1 day to fix

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

    def get_interest_accrued(cashflow_list, valuation_date):
    r""" calculates interest accrued for rate cashflows

    :param cashflow_list: requires a `day_count` property
    :param valuation_date: calculation date
    Severity: Minor
    Found in dcf/pricer.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 get_bucketed_delta has a Cognitive Complexity of 11 (exceeds 5 allowed). Consider refactoring.
    Open

    def get_bucketed_delta(cashflow_list, discount_curve, valuation_date=None,
                       delta_curve=None, delta_grid=None, shift=.0001):
    r""" list of bpv delta for partly shifted interest rate curve

    :param cashflow_list: list of cashflows
    Severity: Minor
    Found in dcf/pricer.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 get_curve_fit has 8 arguments (exceeds 4 allowed). Consider refactoring.
    Open

    def get_curve_fit(cashflow_list, discount_curve, valuation_date=None,
    Severity: Major
    Found in dcf/pricer.py - About 1 hr to fix

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

      def get_bucketed_delta(cashflow_list, discount_curve, valuation_date=None,
      Severity: Minor
      Found in dcf/pricer.py - About 45 mins to fix

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

        def get_curve_fit(cashflow_list, discount_curve, valuation_date=None,
                  fitting_curve=None, fitting_grid=None, present_value=0.0,
                  precision=1e-7, bounds=(-0.1, .2)):
    r"""fit curve to cashflow_list prices (bootstrapping)
        Severity: Minor
        Found in dcf/pricer.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 get_fair_rate has 6 arguments (exceeds 4 allowed). Consider refactoring.
        Open

        def get_fair_rate(cashflow_list, discount_curve,
        Severity: Minor
        Found in dcf/pricer.py - About 45 mins to fix

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

          def get_yield_to_maturity(cashflow_list, valuation_date=None, present_value=0.,
          Severity: Minor
          Found in dcf/pricer.py - About 45 mins to fix

            Function get_basis_point_value has 5 arguments (exceeds 4 allowed). Consider refactoring.
            Open

            def get_basis_point_value(cashflow_list, discount_curve, valuation_date=None,
            Severity: Minor
            Found in dcf/pricer.py - About 35 mins to fix

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

              def _simple_bracketing(func, a, b, precision=1e-13):
    """ find root by _simple_bracketing an interval

    :param callable func: function to find root
    :param float a: lower interval boundary
              Severity: Minor
              Found in dcf/pricer.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

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