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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

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

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

        part2 = self.calc_integral_B(s, t) * \
                self.calc_integral_I1(s, t) * \
                self.calc_integral_volatility_squared_with_I1_squared(0., s)
Severity: Major
Found in shortrate/hullwhite_model.py and 1 other location - About 1 hr to fix
shortrate/hullwhite_multicurrency_model.py on lines 237..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 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

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

        part2 = self.calc_integral_B(s, t) * \
                self.calc_integral_I1(s, t) * \
                self.calc_integral_volatility_squared_with_I1_squared(0., s)
Severity: Major
Found in shortrate/hullwhite_multicurrency_model.py and 1 other location - About 1 hr to fix
shortrate/hullwhite_model.py on lines 189..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 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

        v = self._calc_diffusion_integrals(s, e) \
            if (s, e) not in self._pre_calc_diffusion else self._pre_calc_diffusion[s, e]
Severity: Minor
Found in shortrate/hullwhite_model.py and 1 other location - About 50 mins to fix
shortrate/hullwhite_model.py on lines 258..258

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

        i1, i2 = self._calc_drift_integrals(s, e) if (s, e) not in self._pre_calc_drift else self._pre_calc_drift[s, e]
Severity: Minor
Found in shortrate/hullwhite_model.py and 1 other location - About 50 mins to fix
shortrate/hullwhite_model.py on lines 259..260

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

    fw = forward_black_scholes(price / df, strike, vol, time, True),\
         forward_black_scholes(price / df, strike, vol, time, False)
Severity: Minor
Found in dev.py and 1 other location - About 50 mins to fix
dev.py on lines 68..69

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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