Showing 60 of 148 total issues
Identical blocks of code found in 2 locations. Consider refactoring. Open
def _call_vega(self, time, strike, forward, volatility):
vol = volatility * sqrt(time)
d = (forward - strike) / vol
return sqrt(time) * normal_pdf(d)
- Read upRead up
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 59.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Identical blocks of code found in 2 locations. Consider refactoring. Open
def _call_vega(self, time, strike, forward, volatility):
vol = volatility * sqrt(time)
d = (forward - strike) / vol
return sqrt(time) * normal_pdf(d)
- Read upRead up
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 59.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 2 locations. Consider refactoring. Open
def _call_delta(self, time, strike, forward, volatility):
vol = volatility * sqrt(time)
d = (forward - strike) / vol
return normal_pdf(d) / vol
- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 2 locations. Consider refactoring. Open
def _call_gamma(self, time, strike, forward, volatility):
vol = volatility * sqrt(time)
d = (forward - strike) / vol
return normal_pdf(d) / vol
- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 2 locations. Consider refactoring. Open
zeros_term = 1 * y, 2 * y, 5 * y, 10 * y, 15 * y, 20 * y, 30 * y
- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 2 locations. Consider refactoring. Open
fwd_term = 2 * b, 3 * m, 6 * m, 1 * y, 2 * y, 5 * y, 10 * y
- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 2 locations. Consider refactoring. Open
def _call_delta(self, time, strike, forward, volatility):
vol = volatility * sqrt(time)
d = (forward - strike) / vol
return normal_cdf(d)
- Read upRead up
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 49.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 2 locations. Consider refactoring. Open
def _call_price(self, time, strike, forward, volatility):
vol = volatility * sqrt(time)
d = (forward - strike) / vol
return normal_cdf(d)
- Read upRead up
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 49.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
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
- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
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
- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
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 $t_1$
- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
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
- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 3 locations. Consider refactoring. Open
if not self.bump_greeks:
vega = self._call_vega(time, strike, fwd, vol)
if vega is not None:
return vega * scale
- Read upRead up
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 43.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 3 locations. Consider refactoring. Open
if not self.bump_greeks:
theta = self._call_theta(date, strike, fwd, vol)
if theta is not None:
return theta * scale
- Read upRead up
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 43.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 3 locations. Consider refactoring. Open
if not self.bump_greeks:
delta = self._call_delta(time, strike, fwd, vol)
if delta is not None:
return delta * scale
- Read upRead up
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 43.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
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
- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
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
- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Identical blocks of code found in 2 locations. Consider refactoring. Open
def __init__(self, valuation_date=None, forward_curve=None,
volatility_curve=None, day_count=None, bump_greeks=None,
displacement=0.0):
super().__init__(valuation_date, forward_curve, volatility_curve,
day_count, bump_greeks)
- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Identical blocks of code found in 2 locations. Consider refactoring. Open
def __init__(self, valuation_date=None, forward_curve=None,
volatility_curve=None, day_count=None, bump_greeks=None,
displacement=0.0):
super().__init__(valuation_date, forward_curve, volatility_curve,
day_count, bump_greeks)
- Read upRead up
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 5 locations. Consider refactoring. Open
def _call_delta(self, time, strike, forward, volatility):
return super()._call_delta(time,
strike + self.displacement,
forward + self.displacement,
volatility)
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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 40.
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
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76