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shortrate/hullwhite_model.py

Summary

Maintainability
C
1 day
Test Coverage

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 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

    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

        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 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

    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

    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

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