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Function kwargs has a Cognitive Complexity of 9 (exceeds 5 allowed). Consider refactoring.
Open

    def kwargs(self):
        """returns constructor arguments as ordered dictionary
        (under construction)
        """
        warn('%s().kwargs is under construction' % self.__class__.__name__)
Severity: Minor
Found in dcf/cashflows/cashflow.py - About 55 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 __getitem__ has a Cognitive Complexity of 9 (exceeds 5 allowed). Consider refactoring.
Open

    def __getitem__(self, item):
        if item in self:
            return super(FxContainer, self).__getitem__(item)
        else:
            if not isinstance(item, type(self.currency)):
Severity: Minor
Found in dcf/curves/fx.py - About 55 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

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

Function __init__ has a Cognitive Complexity of 9 (exceeds 5 allowed). Consider refactoring.
Open

    def __init__(self, value=0., masterscale=None):
        if not isinstance(masterscale, RatingClass.master_scale):
            if isinstance(masterscale, dict):
                masterscale = self.__class__.master_scale(masterscale)
            elif isinstance(masterscale, (tuple, list)) or \
Severity: Minor
Found in dcf/ratingclass.py - About 55 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 7 arguments (exceeds 4 allowed). Consider refactoring.
Open

    def __init__(self, domain=(), data=(), interpolation=None, origin=None,
Severity: Major
Found in dcf/curves/fx.py - About 50 mins to fix

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

            def values(self):
            return list(float(i) for _, i in list(self.items()))
    Severity: Minor
    Found in dcf/ratingclass.py and 1 other location - About 50 mins to fix
    dcf/ratingclass.py on lines 50..51

    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

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

        for b in rng:
        print(v.__class__.__name__.ljust(24), b, p % w(v, b))
    Severity: Minor
    Found in dev2.py and 1 other location - About 50 mins to fix
    dev2.py on lines 186..187

    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

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

            def keys(self):
            return list(str(i) for i, _ in list(self.items()))
    Severity: Minor
    Found in dcf/ratingclass.py and 1 other location - About 50 mins to fix
    dcf/ratingclass.py on lines 53..54

    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

        for b in rng:
        print(v.__class__.__name__.ljust(24), b, p % w(v, b))
    Severity: Minor
    Found in dev2.py and 1 other location - About 50 mins to fix
    dev2.py on lines 191..192

    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 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

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

        def __init__(self, payment_date_list, amount_list=DEFAULT_AMOUNT,
                 strike_list=(), is_put_list=False,
                 fixing_offset=None, pay_offset=None,
                 origin=None, payoff_model=None):
        r""" list of European option payoffs
    Severity: Minor
    Found in dcf/cashflows/contingent.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_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 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 __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, start, end, amount=DEFAULT_AMOUNT,
        Severity: Minor
        Found in dcf/cashflows/payoffs.py - About 45 mins 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 ax_plot_curve has 6 arguments (exceeds 4 allowed). Consider refactoring.
            Open

            def ax_plot_curve(ax, curve, func='get_zero_rate', grid=None, *args, **kwargs):
            Severity: Minor
            Found in dcf/curves/plot.py - About 45 mins to fix

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

              def plot(curve, func='get_zero_rate', step=None, nums=10, *args, **kwargs):
              Severity: Minor
              Found in dcf/curves/plot.py - About 45 mins to fix
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