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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

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

    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

    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

        bk = black(price / df, strike, vol, time, True), \
         black(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 70..71

    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 6 arguments (exceeds 4 allowed). Consider refactoring.
    Open

        def __init__(self, value=1.0, origin=None, day_count=None, domestic_curve=None, foreign_curve=None, volatility=0.0):
    Severity: Minor
    Found in shortrate/market_risk_factor.py - About 45 mins to fix

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

          def __init__(self, value=0.0, origin=None, day_count=None, drift=0.0, volatility=0.0):
      Severity: Minor
      Found in shortrate/market_risk_factor.py - About 35 mins to fix

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

            def __init__(self, inner_factor, mu=0.0, sigma=0.0, time=.0027378507871321013, start=0.0):
        Severity: Minor
        Found in shortrate/market_risk_factor.py - About 35 mins to fix

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

              def __init__(self, inner_factor, domestic_hw_curve, foreign_hw_curve, volatility=0.0,
                 domestic_correlation=0., foreign_correlation=0., rate_correlation=0., correlation=None):
        """

        :param GeometricBrownianMotionFxRateFactorModel or FxRate inner_factor: if FxRate, volatility is used
          Severity: Minor
          Found in shortrate/hullwhite_multicurrency_model.py - About 35 mins to fix

          Cognitive Complexity

          Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

          A method's cognitive complexity is based on a few simple rules:

          • Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
          • Code is considered more complex for each "break in the linear flow of the code"
          • Code is considered more complex when "flow breaking structures are nested"

          Further reading

          Function __init__ has a Cognitive Complexity of 6 (exceeds 5 allowed). Consider refactoring.
          Open

              def __init__(self, inner_factor, mean_reversion=0.0, volatility=0.0, terminal_date=None):
        """
        :param list(float) domain:
        :param list(float) data:
        :param list(interpolation) interpolation:
          Severity: Minor
          Found in shortrate/hullwhite_model.py - About 25 mins to fix

          Cognitive Complexity

          Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

          A method's cognitive complexity is based on a few simple rules:

          • Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
          • Code is considered more complex for each "break in the linear flow of the code"
          • Code is considered more complex when "flow breaking structures are nested"

          Further reading

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