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

    for q in range(10):
        q = float(q) * .1
        g.evolve_risk_factor(g.start, s, t, -q)
        print(q, g.value, end=' ')
        g.evolve_risk_factor(g.start, s, t, q)
Severity: Major
Found in dev.py and 1 other location - About 4 hrs to fix
dev.py on lines 97..102

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 83.

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 q in range(10):
        q = float(q) * .1
        g.evolve_risk_factor(g.start, s, t, -q)
        print(q, g.value, end=' ')
        g.evolve_risk_factor(g.start, s, t, q)
Severity: Major
Found in dev.py and 1 other location - About 4 hrs to fix
dev.py on lines 109..114

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 83.

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 calc_integral_volatility_squared_with_I1_squared(self, t1, t2):
        """
        :param t1:
        :param t2:
        :return float:
Severity: Major
Found in shortrate/hullwhite_model.py and 1 other location - About 3 hrs to fix
shortrate/hullwhite_model.py on lines 136..152

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 2 locations. Consider refactoring.
Open

    def calc_integral_volatility_squared_with_I1(self, t1, t2):
        """
        :param t1:
        :param t2:
        :return float:
Severity: Major
Found in shortrate/hullwhite_model.py and 1 other location - About 3 hrs to fix
shortrate/hullwhite_model.py on lines 154..164

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 2 locations. Consider refactoring.
Open

        put = (lambda s, k: sum(map((lambda x: max(k - x, 0)), s)) / float(len(s)))
Severity: Major
Found in shortrate/risk_factor_model.py and 1 other location - About 2 hrs to fix
shortrate/risk_factor_model.py on lines 25..25

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 52.

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

        call = (lambda s, k: sum(map((lambda x: max(x - k, 0)), s)) / float(len(s)))
Severity: Major
Found in shortrate/risk_factor_model.py and 1 other location - About 2 hrs to fix
shortrate/risk_factor_model.py on lines 24..24

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 52.

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 7 locations. Consider refactoring.
Open

        if not isinstance(inner_factor, FxRate):
            names = self.__class__.__name__, FxRate.__name__, inner_factor.__class__.__name__
            raise TypeError('%s requires inner_factor of type %s. %s given.' % names)
Severity: Major
Found in shortrate/hullwhite_multicurrency_model.py and 6 other locations - About 1 hr to fix
shortrate/hullwhite_model.py on lines 48..50
shortrate/hullwhite_multicurrency_model.py on lines 55..57
shortrate/hullwhite_multicurrency_model.py on lines 59..61
shortrate/hullwhite_multicurrency_model.py on lines 187..189
shortrate/hullwhite_multicurrency_model.py on lines 191..193
shortrate/hullwhite_multicurrency_model.py on lines 195..197

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 7 locations. Consider refactoring.
Open

        if not isinstance(inner_factor, HullWhiteCurveFactorModel):
            names = self.__class__.__name__, HullWhiteCurveFactorModel.__name__, inner_factor.__class__.__name__
            raise TypeError('%s requires inner_factor of type %s. %s given.' % names)
Severity: Major
Found in shortrate/hullwhite_multicurrency_model.py and 6 other locations - About 1 hr to fix
shortrate/hullwhite_model.py on lines 48..50
shortrate/hullwhite_multicurrency_model.py on lines 51..53
shortrate/hullwhite_multicurrency_model.py on lines 55..57
shortrate/hullwhite_multicurrency_model.py on lines 59..61
shortrate/hullwhite_multicurrency_model.py on lines 191..193
shortrate/hullwhite_multicurrency_model.py on lines 195..197

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 7 locations. Consider refactoring.
Open

        if not isinstance(domestic_hw_curve, HullWhiteCurveFactorModel):
            names = self.__class__.__name__, HullWhiteCurveFactorModel.__name__, domestic_hw_curve.__class__.__name__
            raise TypeError('%s requires curve argument of type %s. %s given.' % names)
Severity: Major
Found in shortrate/hullwhite_multicurrency_model.py and 6 other locations - About 1 hr to fix
shortrate/hullwhite_model.py on lines 48..50
shortrate/hullwhite_multicurrency_model.py on lines 51..53
shortrate/hullwhite_multicurrency_model.py on lines 55..57
shortrate/hullwhite_multicurrency_model.py on lines 59..61
shortrate/hullwhite_multicurrency_model.py on lines 187..189
shortrate/hullwhite_multicurrency_model.py on lines 195..197

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 7 locations. Consider refactoring.
Open

        if not isinstance(foreign_hw_curve, HullWhiteCurveFactorModel):
            names = self.__class__.__name__, HullWhiteCurveFactorModel.__name__, foreign_hw_curve.__class__.__name__
            raise TypeError('%s requires curve argument of type %s. %s given.' % names)
Severity: Major
Found in shortrate/hullwhite_multicurrency_model.py and 6 other locations - About 1 hr to fix
shortrate/hullwhite_model.py on lines 48..50
shortrate/hullwhite_multicurrency_model.py on lines 51..53
shortrate/hullwhite_multicurrency_model.py on lines 55..57
shortrate/hullwhite_multicurrency_model.py on lines 187..189
shortrate/hullwhite_multicurrency_model.py on lines 191..193
shortrate/hullwhite_multicurrency_model.py on lines 195..197

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 7 locations. Consider refactoring.
Open

        if not isinstance(inner_factor, InterestRateCurve):
            names = self.__class__.__name__, InterestRateCurve.__name__, inner_factor.__class__.__name__
            raise TypeError('%s requires inner_factor of type %s. %s given.' % names)
Severity: Major
Found in shortrate/hullwhite_model.py and 6 other locations - About 1 hr to fix
shortrate/hullwhite_multicurrency_model.py on lines 51..53
shortrate/hullwhite_multicurrency_model.py on lines 55..57
shortrate/hullwhite_multicurrency_model.py on lines 59..61
shortrate/hullwhite_multicurrency_model.py on lines 187..189
shortrate/hullwhite_multicurrency_model.py on lines 191..193
shortrate/hullwhite_multicurrency_model.py on lines 195..197

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 7 locations. Consider refactoring.
Open

        if not isinstance(domestic_hw_curve, HullWhiteCurveFactorModel):
            names = self.__class__.__name__, HullWhiteCurveFactorModel.__name__, domestic_hw_curve.__class__.__name__
            raise TypeError('%s requires curve argument of type %s. %s given.' % names)
Severity: Major
Found in shortrate/hullwhite_multicurrency_model.py and 6 other locations - About 1 hr to fix
shortrate/hullwhite_model.py on lines 48..50
shortrate/hullwhite_multicurrency_model.py on lines 51..53
shortrate/hullwhite_multicurrency_model.py on lines 59..61
shortrate/hullwhite_multicurrency_model.py on lines 187..189
shortrate/hullwhite_multicurrency_model.py on lines 191..193
shortrate/hullwhite_multicurrency_model.py on lines 195..197

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 7 locations. Consider refactoring.
Open

        if not isinstance(hw_fx_curve, HullWhiteFxRateFactorModel):
            names = self.__class__.__name__, HullWhiteFxRateFactorModel.__name__, hw_fx_curve.__class__.__name__
            raise TypeError('%s requires fx argument of type %s. %s given.' % names)
Severity: Major
Found in shortrate/hullwhite_multicurrency_model.py and 6 other locations - About 1 hr to fix
shortrate/hullwhite_model.py on lines 48..50
shortrate/hullwhite_multicurrency_model.py on lines 51..53
shortrate/hullwhite_multicurrency_model.py on lines 55..57
shortrate/hullwhite_multicurrency_model.py on lines 59..61
shortrate/hullwhite_multicurrency_model.py on lines 187..189
shortrate/hullwhite_multicurrency_model.py on lines 191..193

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

Function __init__ has 10 arguments (exceeds 4 allowed). Consider refactoring.
Open

    def __init__(self, value=1.0, origin=None, day_count=None,
Severity: Major
Found in shortrate/hullwhite_multicurrency_model.py - About 1 hr to fix

    Function __init__ has 10 arguments (exceeds 4 allowed). Consider refactoring.
    Open

        def __init__(self, domain=(), data=(), interpolation=None,
    Severity: Major
    Found in shortrate/hullwhite_multicurrency_model.py - About 1 hr to fix

      Function __init__ has 9 arguments (exceeds 4 allowed). Consider refactoring.
      Open

          def __init__(self, domain=(), data=(), interpolation=None,
      Severity: Major
      Found in shortrate/hullwhite_model.py - About 1 hr to fix

        Function __init__ has 8 arguments (exceeds 4 allowed). Consider refactoring.
        Open

            def __init__(self, inner_factor, domestic_hw_curve, foreign_hw_curve, volatility=0.0,
        Severity: Major
        Found in shortrate/hullwhite_multicurrency_model.py - About 1 hr to fix

          Function __init__ has 8 arguments (exceeds 4 allowed). Consider refactoring.
          Open

              def __init__(self, domain=None, data=None, interpolation=None,
          Severity: Major
          Found in shortrate/market_risk_factor.py - About 1 hr to fix

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

                    func = (lambda u: -self.foreign_curve.calc_integral_B(u, end) * self.foreign_curve.volatility(u))
            Severity: Major
            Found in shortrate/hullwhite_multicurrency_model.py and 1 other location - About 1 hr to fix
            shortrate/hullwhite_multicurrency_model.py on lines 116..116

            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 38.

            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

                    func = (lambda u: -self.domestic_curve.calc_integral_B(u, end) * self.domestic_curve.volatility(u))
            Severity: Major
            Found in shortrate/hullwhite_multicurrency_model.py and 1 other location - About 1 hr to fix
            shortrate/hullwhite_multicurrency_model.py on lines 119..119

            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 38.

            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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