cppdepend
report summary
application nameQuantLib-1.9.2report build date03/16/2017 18:06:15analysis duration01:12:03cppdepend
version
2017.1.0.8903 Professional Developer Editionbaseline for comparisonBaseline is same code base snapshot.code coverage data
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The present HTML report is a summary of data gathered by the analysis.
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It is recommended to use the CppDepend interactive UI capabilities
to make the most of CppDepend by mastering all aspects of your code.
Diagrams
Application Metrics
Note: Further Application Statistics are available.
|
Quality Gates summary
803
Some Quality Gates fail. The buildcan be stopped upon quality gate
failure. Online documentation.
Quality Gates that measure diff cannotbe run on the baseline. Hence they
have blank trend and baseline status.
| Name | Trend | Baseline Value | Value | Group | |||
|---|---|---|---|---|---|---|---|
|  N/A because no coverage data | Project Rules \ Quality Gates | |||||
| N/A because no coverage data | Project Rules \ Quality Gates | |||||
| N/A because no coverage data | Project Rules \ Quality Gates | |||||
|  | 0 issues | 0 issues | Project Rules \ Quality Gates | |||
| |  12 issues | 12 issues | Project Rules \ Quality Gates | |||
| 0 issues | Project Rules \ Quality Gates | |||||
| | 3 rules | 3 rules | Project Rules \ Quality Gates | |||
| | 10.12 % | 10.12 % | Project Rules \ Quality Gates | |||
| 0 man-days | Project Rules \ Quality Gates | |||||
| | 41 namespaces | 41 namespaces | Project Rules \ Quality Gates | |||
| 0 man-days | Project Rules \ Quality Gates |
Rules summary
247253- Number of Rules or Queries with Error (syntax error, exception thrown, time-out): 0
- Number of Rules violated: 28
Rules can be checked from withinVisualCppDepend.
Online documentation.
Rules that rely on diff cannot berun on the baseline. Hence they
have blank # Issues Fixed or Added.
| Name | # Issues | Added | Fixed | Elements | Group | |||
|---|---|---|---|---|---|---|---|---|
| 20 | 0 | 0 | types | Project Rules \ Code Smells | |||
| 31 | 0 | 0 | types | Project Rules \ Code Smells | |||
| 54 | 0 | 0 | types | Project Rules \ Code Smells | |||
| 311 | 0 | 0 | methods | Project Rules \ Code Smells | |||
| 181 | 0 | 0 | methods | Project Rules \ Code Smells | |||
| 414 | 0 | 0 | methods | Project Rules \ Code Smells | |||
| 141 | 0 | 0 | methods | Project Rules \ Code Smells | |||
| 433 | 0 | 0 | methods | Project Rules \ Code Smells | |||
| 48 | 0 | 0 | types | Project Rules \ Code Smells | |||
| 351 | 0 | 0 | types | Project Rules \ Object Oriented Design | |||
| 9 | 0 | 0 | methods | Project Rules \ Object Oriented Design | |||
| 14 | 0 | 0 | fields | Project Rules \ Object Oriented Design | |||
| 38 | 0 | 0 | types | Project Rules \ Object Oriented Design | |||
| 287 | 0 | 0 | types | Project Rules \ Object Oriented Design | |||
| 1 | 0 | 0 | project | Project Rules \ Object Oriented Design | |||
| 87 | 0 | 0 | types | Project Rules \ Object Oriented Design | |||
| 12 | 0 | 0 | methods | Project Rules \ CWE Rules | |||
| 609 | 0 | 0 | types | Project Rules \ Dead Code | |||
| 507 | 0 | 0 | methods | Project Rules \ Dead Code | |||
| 918 | 0 | 0 | fields | Project Rules \ Dead Code | |||
| 10 | 0 | 0 | fields | Project Rules \ Naming Conventions | |||
| 10 | 0 | 0 | fields | Project Rules \ Naming Conventions | |||
| 2 | 0 | 0 | types | Project Rules \ Naming Conventions | |||
| 10 | 0 | 0 | types | Project Rules \ Naming Conventions | |||
| 38 | 0 | 0 | types | Project Rules \ Naming Conventions | |||
| 146 | 0 | 0 | methods | Project Rules \ Naming Conventions | |||
| 13 | 0 | 0 | fields | Project Rules \ Naming Conventions | |||
| 1 | 0 | 0 | type | Project Rules \ Naming Conventions |
Application Statistics
| Stat | # Occurences | Avg | StdDev | Max |
|---|---|---|---|---|
| Properties on interfaces | interfaces | 0 | 0 | -1 properties on |
| Methods on interfaces | interfaces | 0 | 0 | -1 methods on |
| Arguments on methods on interfaces | methods | 0 | 0 | -1 arguments on |
| Public properties on classes | 1,896 Classes | 0 | 0 | 0 public properties on Keywords |
| Public methods on classes | 1,896 classes | 6.57 | 7.34 | 225 public methods on QuantLib.__Globals |
| Arguments on public methods on classes | 12,450 methods | 1.05 | 1.5 | 20 arguments on QuantLib.FixedRateBond.FixedRateBond(Natural,constQuantLib::Calendar&,Real,constQuantLib::Date&,constQuantLib::Date&,constQuantLib::Period&,conststd::vector<Rate>&,constQuantLib::DayCounter&,QuantLib::BusinessDayConvention,QuantLib::BusinessDayConvention,Real,constQuantLib::Date&,constQuantLib::Date&,DateGeneration::Rule,bool,constQuantLib::Calendar&,constQuantLib::Period&,constQuantLib::Calendar&,constQuantLib::BusinessDayConvention,bool) |
| IL instructions in non-abstract methods | 13,971 methods | 0.15 | 0.61 | 11 IL instructions in JumpDiffusionTest.testGreeks() |
| Cyclomatic complexity on non abstract Methods | 13,971 Methods | 0.64 | 3.12 | CC = 123 for DateTest.immDates() |
Projects Metrics
If you wish to define thresholds on Projects' Code Metrics, consider writing some Rules.
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| Projects | # lines of code | # IL instruction | # Types | # Abstract Types | # lines of comment | % Comment | % Coverage | Afferent Coupling | Efferent Coupling | Relational Cohesion | Instability | Abstractness | Distance |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| QuantLib v1.0.0.0 | 32222 | 1107 | 1749 | 91 | 18973 | 37,06026 | - | 255 | 194 | 2.28 | 0.43 | 0.05 | 0.36 |
| testsuite v1.0.0.0 | 21676 | 1014 | 304 | 0 | 3859 | 15,11259 | - | 0 | 531 | 0.47 | 1 | 0 | 0 |
| Swap v1.0.0.0 | 209 | 0 | 0 | 0 | 66 | 24 | - | 0 | 27 | 0.33 | 1 | 0 | 0 |
| EquityOption v1.0.0.0 | 76 | 1 | 0 | 0 | 25 | 24,75248 | - | 0 | 15 | 0.33 | 1 | 0 | 0 |
| ConvertibleBonds v1.0.0.0 | 87 | 3 | 0 | 0 | 7 | 7,446808 | - | 0 | 20 | 0.33 | 1 | 0 | 0 |
| FRA v1.0.0.0 | 96 | 1 | 0 | 0 | 28 | 22,58064 | - | 0 | 14 | 0.33 | 1 | 0 | 0 |
| Repo v1.0.0.0 | 55 | 0 | 0 | 0 | 20 | 26,66667 | - | 0 | 21 | 0.33 | 1 | 0 | 0 |
| Replication v1.0.0.0 | 106 | 1 | 0 | 0 | 34 | 24,28572 | - | 0 | 14 | 0.33 | 1 | 0 | 0 |
| BermudanSwaption v1.0.0.0 | 71 | 2 | 0 | 0 | 17 | 19,31818 | - | 0 | 23 | 0.33 | 1 | 0 | 0 |
| DiscreteHedging v1.0.0.0 | 115 | 1 | 2 | 0 | 73 | 38,82979 | - | 0 | 27 | 0.4 | 1 | 0 | 0 |
| FittedBondCurve v1.0.0.0 | 141 | 3 | 0 | 0 | 34 | 19,42857 | - | 0 | 24 | 0.33 | 1 | 0 | 0 |
| CallableBonds v1.0.0.0 | 94 | 1 | 0 | 0 | 23 | 19,65812 | - | 0 | 25 | 0.33 | 1 | 0 | 0 |
| CDS v1.0.0.0 | 60 | 1 | 0 | 0 | 15 | 20 | - | 0 | 17 | 0.33 | 1 | 0 | 0 |
| Bonds v1.0.0.0 | 88 | 1 | 0 | 0 | 89 | 50,28249 | - | 0 | 28 | 0.33 | 1 | 0 | 0 |
| MarketModels v1.0.0.0 | 259 | 6 | 0 | 0 | 60 | 18,80878 | - | 0 | 33 | 0.33 | 1 | 0 | 0 |
| Gaussian1dModels v1.0.0.0 | 177 | 3 | 1 | 0 | 10 | 5,347594 | - | 0 | 20 | 0.5 | 1 | 0 | 0 |
| MultidimIntegral v1.0.0.0 | 22 | 1 | 1 | 0 | 9 | 29,03226 | - | 0 | 3 | 0.25 | 1 | 0 | 0 |
| LatentModel v1.0.0.0 | 76 | 2 | 0 | 0 | 50 | 39,68254 | - | 0 | 16 | 0.33 | 1 | 0 | 0 |
| BasketLosses v1.0.0.0 | 81 | 1 | 0 | 0 | 44 | 35,2 | - | 0 | 16 | 0.33 | 1 | 0 | 0 |
| CVAIRS v1.0.0.0 | 69 | 1 | 0 | 0 | 24 | 25,80645 | - | 0 | 19 | 0.33 | 1 | 0 | 0 |
Types Metrics
If the code base analyzed has too many types, CppDepend doesn't list Types Metrics to avoid a too big report. The section Types Metrics can be activated by unchecking the option: CppDepend Project Properties > Report > Avoid too big report for large code base > Hide section Types Metrics if... It is recommended to use the CppDepend interactive UI capabilities to browse large applications. |
Namespaces Metrics
If you wish to define thresholds on namespaces' Code Metrics, consider writing some Code Rules.
Clicking column header arrows sorts values.
Clicking column header title text redirect to the online Code Metric definition.
Clicking column header arrows sorts values.
Clicking column header title text redirect to the online Code Metric definition.
| Namespaces | # lines of code | # IL instruction | # Types | # lines of comment | % Comment | % Coverage | Afferent Coupling | Efferent Coupling |
|---|---|---|---|---|---|---|---|---|
| QuantLib::GlobalNamespace | 285 | 9 | 0 | 0 | 0 | - | 0 | 6 |
| QuantLib::QuantLib | 28446 | 970 | 1649 | 0 | 0 | - | 149 | 17 |
| QuantLib::QuantLib.MINPACK | 348 | 11 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .ForwardForwardMappings | 45 | 5 | 0 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib.io | 16 | 0 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{hestonrndcalculator .cpp} | 23 | 0 | 2 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{hestonslvfdmmodel .cpp} | 16 | 1 | 2 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{dynprogvppintrinsic valueengine.cpp} | 12 | 0 | 2 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib .anonymous_namespace{fdsimpleextoustorag eengine.cpp} | 5 | 0 | 2 | 0 | 0 | - | 1 | 2 |
| QuantLib::QuantLib .anonymous_namespace{fdsimpleklugeextouv ppengine.cpp} | 2 | 0 | 1 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{vanillavppoption .cpp} | 3 | 0 | 1 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{vanillaswingoption .cpp} | 12 | 1 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{differentialevoluti on.cpp} | 1 | 0 | 1 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{richardsonextrapola tion.cpp} | 6 | 0 | 1 | 0 | 0 | - | 1 | 0 |
| QuantLib::QuantLib .anonymous_namespace{concentrating1dmesh er.cpp} | 7 | 1 | 1 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{fdmmeshercomposite .cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{lsmbasissystem.cpp} | 24 | 4 | 2 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{parametricexercise .cpp} | 20 | 2 | 1 | 0 | 0 | - | 1 | 3 |
| QuantLib::QuantLib .anonymous_namespace{averagebmacoupon .cpp} | 26 | 1 | 1 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{cashflows.cpp} | 108 | 4 | 4 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib.detail | 463 | 23 | 25 | 0 | 0 | - | 3 | 4 |
| QuantLib::QuantLib.detail.NoArbSabrModel | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{conundrumpricer .cpp} | 9 | 1 | 2 | 0 | 0 | - | 1 | 1 |
| QuantLib::QuantLib .anonymous_namespace{couponpricer.cpp} | 0 | 0 | 1 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{overnightindexedcou pon.cpp} | 37 | 1 | 1 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib .anonymous_namespace{bmaindex.cpp} | 6 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{euribor.cpp} | 18 | 0 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{eurlibor.cpp} | 18 | 0 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{libor.cpp} | 18 | 0 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{shibor.cpp} | 9 | 0 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{capfloor.cpp} | 14 | 0 | 1 | 0 | 0 | - | 1 | 3 |
| QuantLib::QuantLib .anonymous_namespace{creditdefaultswap .cpp} | 7 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| QuantLib::QuantLib .anonymous_namespace{impliedvolatility .cpp} | 9 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| QuantLib::QuantLib .anonymous_namespace{swaption.cpp} | 14 | 0 | 1 | 0 | 0 | - | 1 | 3 |
| QuantLib::QuantLib .anonymous_namespace{factorial.cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{modifiedbessel.cpp} | 28 | 2 | 5 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{primenumbers.cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{histogram.cpp} | 16 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{bivariatenormaldist ribution.cpp} | 18 | 0 | 2 | 0 | 0 | - | 1 | 0 |
| QuantLib::QuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp} | 81 | 1 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{basisincompleteorde red.cpp} | 9 | 2 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{pseudosqrt.cpp} | 186 | 16 | 1 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib .anonymous_namespace{svd.cpp} | 5 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{latticerules.cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{sobolrsg.cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{simplex.cpp} | 9 | 1 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{spherecylinder.cpp} | 27 | 1 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{sobolbrowniangenera tor.cpp} | 25 | 5 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{alphafinder.cpp} | 80 | 1 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp} | 114 | 2 | 0 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib .anonymous_namespace{upperboundengine .cpp} | 22 | 2 | 1 | 0 | 0 | - | 1 | 3 |
| QuantLib::QuantLib .anonymous_namespace{swaptionpseudojacob ian.cpp} | 13 | 2 | 1 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{garch.cpp} | 167 | 4 | 6 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib .anonymous_namespace{fixedlocalvolsurfac e.cpp} | 11 | 1 | 0 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib .anonymous_namespace{hestonblackvolsurfa ce.cpp} | 1 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{yieldtermstructure .cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{defaultdensitystruc ture.cpp} | 5 | 0 | 1 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{hazardratestructure .cpp} | 5 | 0 | 1 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{exchangeratemanager .cpp} | 2 | 0 | 1 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{hestonprocess.cpp} | 83 | 2 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{stulzengine.cpp} | 26 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{analyticbsmhullwhit eengine.cpp} | 4 | 0 | 1 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{analyticgjrgarcheng ine.cpp} | 2 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{analytichestonengin e.cpp} | 8 | 0 | 2 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{bjerksundstenslande ngine.cpp} | 17 | 0 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{integralengine.cpp} | 3 | 0 | 1 | 0 | 0 | - | 1 | 0 |
| QuantLib::QuantLib .anonymous_namespace{discretizedswaption .cpp} | 2 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{period.cpp} | 11 | 0 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{schedule.cpp} | 19 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{russia.cpp} | 66 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{saudiarabia.cpp} | 12 | 2 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{unitedstates.cpp} | 14 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{business252.cpp} | 13 | 1 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{simpledaycounter .cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{discretizedcallable fixedratebond.cpp} | 2 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{catrisk.cpp} | 1 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{cdsoption.cpp} | 3 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| QuantLib::QuantLib .anonymous_namespace{issuer.cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{randomdefaultmodel .cpp} | 2 | 0 | 1 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib .anonymous_namespace{syntheticcdo.cpp} | 7 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| QuantLib::QuantLib .anonymous_namespace{extendedornsteinuhl enbeckprocess.cpp} | 1 | 0 | 1 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{generalizedhullwhit e.cpp} | 9 | 1 | 3 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib .anonymous_namespace{irregularswaption .cpp} | 4 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| QuantLib::QuantLib .anonymous_namespace{integralhestonvaria nceoptionengine.cpp} | 115 | 3 | 1 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{analyticvariancegam maengine.cpp} | 11 | 0 | 1 | 0 | 0 | - | 1 | 1 |
| QuantLib::QuantLib .anonymous_namespace{quantity.cpp} | 6 | 0 | 0 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib .anonymous_namespace{unitofmeasureconver sionmanager.cpp} | 3 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::QuantLib .anonymous_namespace{amortizingfixedrate bond.cpp} | 49 | 2 | 0 | 0 | 0 | - | 0 | 2 |
| QuantLib::QuantLib .anonymous_namespace{arithmeticoisratehe lper.cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp} | 729 | 9 | 5 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{analyticcompoundopt ionengine.cpp} | 6 | 0 | 1 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{expm.cpp} | 5 | 1 | 1 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib .anonymous_namespace{numericaldifferenti ation.cpp} | 35 | 4 | 0 | 0 | 0 | - | 0 | 3 |
| QuantLib::QuantLib .anonymous_namespace{zigguratrng.cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| QuantLib::QuantLib .anonymous_namespace{money.cpp} | 5 | 0 | 0 | 0 | 0 | - | 0 | 3 |
| QuantLib::anonymous_namespace{cmsmarketc alibration.cpp} | 87 | 8 | 6 | 0 | 0 | - | 0 | 3 |
| QuantLib::anonymous_namespace{blackformu la.cpp} | 6 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::anonymous_namespace{errors .cpp} | 3 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| QuantLib::boost | 2 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| testsuite::GlobalNamespace | 15593 | 868 | 143 | 0 | 0 | - | 1 | 71 |
| testsuite::anonymous_namespace{americano ption.cpp} | 30 | 7 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{asianopti ons.cpp} | 6 | 0 | 3 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{assetswap .cpp} | 13 | 0 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{barrierop tion.cpp} | 11 | 0 | 3 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{basketopt ion.cpp} | 8 | 0 | 4 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{batesmode l.cpp} | 4 | 1 | 1 | 0 | 0 | - | 0 | 0 |
| testsuite::anonymous_namespace{bermudans waption.cpp} | 12 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{binaryopt ion.cpp} | 11 | 0 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{blackdelt acalculator.cpp} | 1 | 0 | 2 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{bonds .cpp} | 4 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{brownianb ridge.cpp} | 12 | 2 | 0 | 0 | 0 | - | 0 | 0 |
| testsuite::anonymous_namespace{businessd ayconventions.cpp} | 6 | 0 | 1 | 0 | 0 | - | 1 | 1 |
| testsuite::anonymous_namespace{capfloor .cpp} | 20 | 0 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{capfloore dcoupon.cpp} | 25 | 0 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{catbonds .cpp} | 4 | 0 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{cdo.cpp} | 2 | 0 | 1 | 0 | 0 | - | 1 | 0 |
| testsuite::anonymous_namespace{cliquetop tion.cpp} | 37 | 8 | 0 | 0 | 0 | - | 0 | 3 |
| testsuite::anonymous_namespace{cms.cpp} | 121 | 2 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{compoundo ption.cpp} | 1 | 0 | 1 | 0 | 0 | - | 1 | 1 |
| testsuite::anonymous_namespace{convertib lebonds.cpp} | 11 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{covarianc e.cpp} | 5 | 2 | 0 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{curvestat es.cpp} | 37 | 1 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{daycounte rs.cpp} | 12 | 0 | 1 | 0 | 0 | - | 1 | 1 |
| testsuite::anonymous_namespace{defaultpr obabilitycurves.cpp} | 63 | 2 | 0 | 0 | 0 | - | 0 | 3 |
| testsuite::anonymous_namespace{digitalco upon.cpp} | 7 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{digitalop tion.cpp} | 0 | 0 | 1 | 0 | 0 | - | 1 | 1 |
| testsuite::anonymous_namespace{distribut ions.cpp} | 30 | 4 | 2 | 0 | 0 | - | 1 | 0 |
| testsuite::anonymous_namespace{dividendo ption.cpp} | 44 | 7 | 0 | 0 | 0 | - | 0 | 3 |
| testsuite::anonymous_namespace{doublebar rieroption.cpp} | 0 | 0 | 2 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{doublebin aryoption.cpp} | 0 | 0 | 1 | 0 | 0 | - | 1 | 1 |
| testsuite::anonymous_namespace{europeano ption.cpp} | 31 | 8 | 2 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{extendedt rees.cpp} | 30 | 8 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{fdheston .cpp} | 0 | 0 | 2 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{fdmlinear op.cpp} | 25 | 2 | 3 | 0 | 0 | - | 0 | 2 |
| testsuite::anonymous_namespace{forwardop tion.cpp} | 36 | 8 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{garch .cpp} | 5 | 0 | 2 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{gaussianq uadratures.cpp} | 23 | 1 | 0 | 0 | 0 | - | 0 | 2 |
| testsuite::anonymous_namespace{hestonmod el.cpp} | 24 | 2 | 3 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{hestonslv model.cpp} | 146 | 7 | 4 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{hybridhes tonhullwhiteprocess.cpp} | 3 | 0 | 6 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{inflation .cpp} | 0 | 0 | 1 | 0 | 0 | - | 1 | 1 |
| testsuite::anonymous_namespace{inflation capfloor.cpp} | 0 | 0 | 1 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{inflation capflooredcoupon.cpp} | 0 | 0 | 1 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{inflation cpibond.cpp} | 15 | 1 | 2 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{inflation cpicapfloor.cpp} | 0 | 0 | 1 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{inflation cpiswap.cpp} | 0 | 0 | 1 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{inflation volatility.cpp} | 73 | 2 | 0 | 0 | 0 | - | 0 | 3 |
| testsuite::anonymous_namespace{integrals .cpp} | 16 | 0 | 2 | 0 | 0 | - | 0 | 3 |
| testsuite::anonymous_namespace{interestr ates.cpp} | 0 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{interpola tions.cpp} | 47 | 5 | 2 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{jumpdiffu sion.cpp} | 0 | 0 | 1 | 0 | 0 | - | 1 | 1 |
| testsuite::anonymous_namespace{libormark etmodelprocess.cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| testsuite::anonymous_namespace{linearlea stsquaresregression.cpp} | 1 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{lookbacko ptions.cpp} | 0 | 0 | 1 | 0 | 0 | - | 1 | 1 |
| testsuite::anonymous_namespace{lowdiscre pancysequences.cpp} | 79 | 5 | 3 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{margrabeo ption.cpp} | 1 | 0 | 2 | 0 | 0 | - | 1 | 0 |
| testsuite::anonymous_namespace{marketmod el.cpp} | 192 | 5 | 3 | 0 | 0 | - | 1 | 4 |
| testsuite::anonymous_namespace{marketmod el_cms.cpp} | 116 | 2 | 3 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{marketmod el_smm.cpp} | 115 | 2 | 3 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{marketmod el_smmcapletalphacalibration.cpp} | 40 | 1 | 3 | 0 | 0 | - | 0 | 3 |
| testsuite::anonymous_namespace{marketmod el_smmcapletcalibration.cpp} | 40 | 1 | 3 | 0 | 0 | - | 0 | 3 |
| testsuite::anonymous_namespace{marketmod el_smmcaplethomocalibration.cpp} | 40 | 1 | 3 | 0 | 0 | - | 0 | 3 |
| testsuite::anonymous_namespace{markovfun ctional.cpp} | 119 | 7 | 0 | 0 | 0 | - | 0 | 3 |
| testsuite::anonymous_namespace{matrices .cpp} | 99 | 2 | 0 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{mclongsta ffschwartzengine.cpp} | 5 | 1 | 2 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{noarbsabr .cpp} | 4 | 0 | 0 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{nthtodefa ult.cpp} | 0 | 0 | 2 | 0 | 0 | - | 1 | 0 |
| testsuite::anonymous_namespace{numerical differentiation.cpp} | 19 | 2 | 0 | 0 | 0 | - | 0 | 3 |
| testsuite::anonymous_namespace{observabl e.cpp} | 3 | 0 | 1 | 0 | 0 | - | 1 | 1 |
| testsuite::anonymous_namespace{ode.cpp} | 11 | 0 | 4 | 0 | 0 | - | 0 | 3 |
| testsuite::anonymous_namespace{operators .cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| testsuite::anonymous_namespace{optimizer s.cpp} | 108 | 6 | 9 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{optionlet stripper.cpp} | 345 | 4 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{overnight indexedswap.cpp} | 0 | 0 | 4 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{partialti mebarrieroption.cpp} | 0 | 0 | 1 | 0 | 0 | - | 1 | 0 |
| testsuite::anonymous_namespace{pathgener ator.cpp} | 35 | 2 | 0 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{piecewise yieldcurve.cpp} | 122 | 4 | 3 | 0 | 0 | - | 1 | 4 |
| testsuite::anonymous_namespace{piecewise zerospreadedtermstructure.cpp} | 14 | 1 | 2 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{quantoopt ion.cpp} | 0 | 0 | 4 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{quotes .cpp} | 6 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| testsuite::anonymous_namespace{rangeaccr ual.cpp} | 3249 | 2 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{riskneutr aldensitycalculator.cpp} | 24 | 1 | 2 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{rounding .cpp} | 0 | 0 | 1 | 0 | 0 | - | 1 | 0 |
| testsuite::anonymous_namespace{schedule .cpp} | 3 | 1 | 0 | 0 | 0 | - | 0 | 2 |
| testsuite::anonymous_namespace{shortrate models.cpp} | 0 | 0 | 1 | 0 | 0 | - | 1 | 0 |
| testsuite::anonymous_namespace{solvers .cpp} | 48 | 3 | 4 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{stats .cpp} | 75 | 2 | 0 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{swap.cpp} | 0 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{swapforwa rdmappings.cpp} | 29 | 2 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{swaption .cpp} | 0 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{swaptionv olatilitycube.cpp} | 19 | 5 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{swaptionv olatilitymatrix.cpp} | 30 | 2 | 1 | 0 | 0 | - | 1 | 3 |
| testsuite::anonymous_namespace{swingopti on.cpp} | 8 | 0 | 1 | 0 | 0 | - | 0 | 3 |
| testsuite::anonymous_namespace{termstruc tures.cpp} | 10 | 1 | 2 | 0 | 0 | - | 1 | 2 |
| testsuite::boost | 0 | 0 | 1 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{tqreigend ecomposition.cpp} | 0 | 0 | 0 | 0 | 0 | - | 0 | 0 |
| testsuite::anonymous_namespace{tracing .cpp} | 13 | 0 | 1 | 0 | 0 | - | 0 | 1 |
| testsuite::anonymous_namespace{twoassetb arrieroption.cpp} | 0 | 0 | 1 | 0 | 0 | - | 1 | 2 |
| testsuite::QuantLib | 22 | 1 | 3 | 0 | 0 | - | 4 | 3 |
| testsuite::QuantLib.detail | 2 | 0 | 1 | 0 | 0 | - | 0 | 2 |
| testsuite::anonymous_namespace{varianceg amma.cpp} | 0 | 0 | 2 | 0 | 0 | - | 1 | 1 |
| testsuite::anonymous_namespace{variances waps.cpp} | 0 | 0 | 3 | 0 | 0 | - | 1 | 2 |
| testsuite::anonymous_namespace{vpp.cpp} | 14 | 0 | 3 | 0 | 0 | - | 0 | 2 |
| testsuite::anonymous_namespace{quantlibt estsuite.cpp} | 12 | 0 | 0 | 0 | 0 | - | 0 | 3 |
| Swap::GlobalNamespace | 209 | 0 | 0 | 0 | 0 | - | 0 | 3 |
| EquityOption::GlobalNamespace | 76 | 1 | 0 | 0 | 0 | - | 0 | 3 |
| ConvertibleBonds::GlobalNamespace | 87 | 3 | 0 | 0 | 0 | - | 0 | 3 |
| FRA::GlobalNamespace | 96 | 1 | 0 | 0 | 0 | - | 0 | 3 |
| Repo::GlobalNamespace | 55 | 0 | 0 | 0 | 0 | - | 0 | 3 |
| Replication::GlobalNamespace | 106 | 1 | 0 | 0 | 0 | - | 0 | 3 |
| BermudanSwaption::GlobalNamespace | 71 | 2 | 0 | 0 | 0 | - | 0 | 3 |
| DiscreteHedging::GlobalNamespace | 115 | 1 | 2 | 0 | 0 | - | 0 | 3 |
| FittedBondCurve::GlobalNamespace | 141 | 3 | 0 | 0 | 0 | - | 0 | 3 |
| CallableBonds::GlobalNamespace | 94 | 1 | 0 | 0 | 0 | - | 0 | 3 |
| CDS::GlobalNamespace | 60 | 1 | 0 | 0 | 0 | - | 0 | 3 |
| Bonds::GlobalNamespace | 88 | 1 | 0 | 0 | 0 | - | 0 | 3 |
| MarketModels::GlobalNamespace | 259 | 6 | 0 | 0 | 0 | - | 0 | 3 |
| Gaussian1dModels::GlobalNamespace | 177 | 3 | 1 | 0 | 0 | - | 0 | 3 |
| MultidimIntegral::GlobalNamespace | 22 | 1 | 1 | 0 | 0 | - | 0 | 2 |
| LatentModel::GlobalNamespace | 76 | 2 | 0 | 0 | 0 | - | 0 | 3 |
| BasketLosses::GlobalNamespace | 81 | 1 | 0 | 0 | 0 | - | 0 | 3 |
| CVAIRS::GlobalNamespace | 69 | 1 | 0 | 0 | 0 | - | 0 | 3 |
| Project Rules | 803 |
| Quality Gates | 803 |
|
 | Quality Gate Pass: Percentage Code Coverage |
• Quality Gate Description:
Code coverage is a measure used to describe the degree to which the source code of a program is tested by a particular test suite. A program with high code coverage, measured as a percentage, has had more of its source code executed during testing which suggests it has a lower chance of containing undetected software bugs compared to a program with low code coverage.
Code coverage is certainly the most important quality code metric. But coverage is not enough the team needs to ensure that results are checked at test-time. These checks can be done both in test code, and in application code through assertions. The important part is that a test must fail explicitely when a check gets unvalidated during the test execution.
This quality gate define a warn threshold (70%) and a fail threshold (80%). These are indicative thresholds and in practice the more the better. To achieve high coverage and low risk, make sure that new and refactored classes gets 100% covered by tests and that the application and test code contains as many checks/assertions as possible.
Scalar Result: N/A %
| Quality Gate Pass: Percentage Coverage on New Code |
• Quality Gate Description:
New Code is defined as methods added since the baseline.
To achieve high code coverage it is essential that new code gets properly tested and covered by tests. It is advised that all non-UI new classes gets 100% covered.
Typically 90% of a class is easy to cover by tests and 10% is hard to reach through tests. It means that this 10% remaining is not easily testable, which means it is not well designed, which often means that this code is especially error-prone. This is the reason why it is important to reach 100% coverage for a class, to make sure that potentially error-prone code gets tested.
Scalar Result: N/A %
| Quality Gate Pass: Percentage Coverage on Refactored Code |
• Quality Gate Description:
Refactored Code is defined as methods where code was changed since the baseline.
Comment changes and formatting changes are not considerd as refactoring.
To achieve high code coverage it is essential that refactored code gets properly tested and covered by tests. It is advised that when refactoring a class or a method, it is important to also write tests to make sure it gets 100% covered.
Typically 90% of a class is easy to cover by tests and 10% is hard to reach through tests. It means that this 10% remaining is not easily testable, which means it is not well designed, which often means that this code is especially error-prone. This is the reason why it is important to reach 100% coverage for a class, to make sure that potentially error-prone code gets tested.
Scalar Result: N/A %
| Quality Gate Pass: Blocker Issues |
• Quality Gate Description:
An issue with the severity Blocker cannot move to production, it must be fixed.
The severity of an issue is either defined explicitely in the rule source code, either inferred from the issue annual interest and thresholds defined in the NDepend Project Properties > Issue and Debt.
No issue matched
 | Quality Gate Fail: Critical Issues |
• Quality Gate Description:
An issue with a severity level Critical shouldn't move to production. It still can for business imperative needs purposes, but at worst it must be fixed during the next iterations.
The severity of an issue is either defined explicitely in the rule source code, either inferred from the issue annual interest and thresholds defined in the NDepend Project Properties > Issue and Debt.
12 issues matched
| 12 issues | Severity | Debt | Annual Interest | Full Name |
|---|---|---|---|---|
| Critical issue on: anonymous_namespace{rangeaccrual.cpp} .CommonVars | Critical | 1d 2h | 2h 0min | Rule violated: Avoid types too big |
| Critical issue on: MarketModelTest.testPathwiseVegas() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: MarketModelTest .testPathwiseMarketVegas() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: AssetSwapTest .testSpecializedBondVsGenericBondUsingAs w() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: AssetSwapTest.testMASWWithGenericBond() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: QuantLib .AnalyticGJRGARCHEngine.calculate() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: AssetSwapTest .testSpecializedBondVsGenericBond() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: __Globals.main(int,char**) | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: VPPTest.testVPPPricing() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: __Globals.InverseFloater(Real) | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: AssetSwapTest.testGenericBondImplied() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: __Globals.Bermudan() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
Statistics
| Stat | Severity | Debt | Annual Interest |
|---|---|---|---|
| Sum: | - | 9d 4h | 3d 0h |
| Average: | - | 6h 20min | 2h 0min |
| Minimum: | - | 6h 0min | 2h 0min |
| Maximum: | - | 1d 2h | 2h 0min |
| Standard deviation: | - | 1h 6min | 0min 0s |
| Variance: | - | 550d | 0min 0s |
| Quality Gate Pass: New Blocker / Critical / High Issues |
• Quality Gate Description:
An issue with the severity Blocker cannot move to production, it must be fixed.
An issue with a severity level Critical shouldn't move to production. It still can for business imperative needs purposes, but at worth it must be fixed during the next iterations.
An issue with a severity level High should be fixed quickly, but can wait until the next scheduled interval.
The severity of an issue is either defined explicitely in the rule source code, either inferred from the issue annual interest and thresholds defined in the NDepend Project Properties > Issue and Debt.
No issue matched
| Quality Gate Fail: Critical Rules Violated |
• Quality Gate Description:
The concept of critical rule is useful to pinpoint certain rules that should not be violated.
A rule can be made critical just by checking the Critical button in the rule edition control and then saving the rule.
This quality gate fails if any critical rule gets any violations.
When no baseline is available, rules that rely on diff are not counted. If you observe that this quality gate count slightly decreases with no apparent reason, the reason is certainly that rules that rely on diff are not counted because the baseline is not defined.
3 rules matched
| 3 rules | issues | Full Name |
|---|---|---|
| Avoid types too big | 20 issues | Rule |
| Avoid methods too big, too complex | 311 issues | Rule |
| Avoid methods with too many parameters | 181 issues | Rule |
Statistics
| Stat | issues |
|---|---|
| Sum: | 512 |
| Average: | 170.67 |
| Minimum: | 20 |
| Maximum: | 311 |
| Standard deviation: | 119.02 |
| Variance: | 14 167 |
| Quality Gate Pass: Percentage Debt |
• Quality Gate Description:
% Debt total is defined as a percentage on:
• the estimated total effort to develop the code base
• and the the estimated total time to fix all issues (the Debt)
Estimated total effort to develop the code base is inferred from # lines of code of the code base and from the Estimated number of man-dat to develop 1000 logicial lines of code setting found in NDepend Project Properties > Issue and Debt.
Debt documentation: http://www.ndepend.com/Doc_TechnicalDebt#Debt
This quality gates fails if the estimated debt is more than 30% of the estimated effort to develop the code base, and warns if the estimated debt is more than 20% of the estimated effort to develop the code base
Scalar Result: 10.12 %
| Quality Gate Pass: New Debt since Baseline |
• Quality Gate Description:
This Quality Gate fails if the estimated effort to fix new or worsened issues (what is called the New Debt since Baseline) is higher than 2 man-days.
This Quality Gate warns if this estimated effort is positive.
Debt documentation: http://www.ndepend.com/Doc_TechnicalDebt#Debt
Scalar Result: 0 man-days
| Quality Gate Fail: Debt Rating per Namespace |
• Quality Gate Description:
Forbid namespaces with a poor Debt Rating equals to E or D.
The Debt Rating for a code element is estimated by the value of the Debt Ratio and from the various rating thresholds defined in this project Debt Settings.
The Debt Ratio of a code element is a percentage of Debt Amount (in floating man-days) compared to the estimated effort to develop the code element (also in floating man-days).
The estimated effort to develop the code element is inferred from the code elements number of lines of code, and from the project Debt Settings parameters estimated number of man-days to develop 1000 logical lines of code.
The logical lines of code corresponds to the number of debug breakpoints in a method and doesn't depend on code formatting nor comments.
The Quality Gate can be modified to match assemblies, types or methods with a poor Debt Rating, instead of matching namespaces.
41 namespaces matched
| 41 namespaces | debtRating | debtRatio | devTimeInManDay | debtInManDay | issues | Full Name |
|---|---|---|---|---|---|---|
| D | 24.51 | 6d 1h | 1d 4h | 25 issues | ||
| QuantLib.MINPACK | D | 27.42 | 6d 3h | 1d 6h | 10 issues | QuantLib.MINPACK |
| QuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp} | D | 24.27 | 1d 4h | 3h 2min | 2 issues | QuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp} |
| QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp} | D | 43.23 | 2d 0h | 7h 13min | 4 issues | QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp} |
| QuantLib .anonymous_namespace{hestonblackvolsurfa ce.cpp} | E | 231.48 | 25min | 1h 0min | 1 issue | QuantLib .anonymous_namespace{hestonblackvolsurfa ce.cpp} |
| QuantLib.anonymous_namespace{stulzengine .cpp} | E | 74.56 | 4h 10min | 3h 6min | 4 issues | QuantLib.anonymous_namespace{stulzengine .cpp} |
| QuantLib .anonymous_namespace{bjerksundstenslande ngine.cpp} | D | 33.07 | 3h 1min | 1h 0min | 1 issue | QuantLib .anonymous_namespace{bjerksundstenslande ngine.cpp} |
| QuantLib .anonymous_namespace{integralhestonvaria nceoptionengine.cpp} | D | 42.64 | 2d 1h | 7h 25min | 7 issues | QuantLib .anonymous_namespace{integralhestonvaria nceoptionengine.cpp} |
| D | 28.64 | 298d | 85d | 800 issues | ||
| anonymous_namespace{americanoption.cpp} | D | 35.61 | 6h 2min | 2h 9min | 1 issue | anonymous_namespace{americanoption.cpp} |
| anonymous_namespace{capflooredcoupon .cpp} | D | 29.03 | 7h 3min | 2h 2min | 2 issues | anonymous_namespace{capflooredcoupon .cpp} |
| anonymous_namespace{cdo.cpp} | E | 57.87 | 1h 43min | 1h 0min | 1 issue | anonymous_namespace{cdo.cpp} |
| anonymous_namespace{cliquetoption.cpp} | E | 55.28 | 5h 36min | 3h 6min | 3 issues | anonymous_namespace{cliquetoption.cpp} |
| anonymous_namespace{compoundoption.cpp} | D | 36.41 | 2h 52min | 1h 2min | 1 issue | anonymous_namespace{compoundoption.cpp} |
| anonymous_namespace{convertiblebonds .cpp} | D | 23.41 | 4h 53min | 1h 8min | 1 issue | anonymous_namespace{convertiblebonds .cpp} |
| anonymous_namespace{defaultprobabilitycu rves.cpp} | D | 35.84 | 1d 1h | 3h 24min | 4 issues | anonymous_namespace{defaultprobabilitycu rves.cpp} |
| anonymous_namespace{dividendoption.cpp} | D | 29.55 | 6h 46min | 2h 0min | 1 issue | anonymous_namespace{dividendoption.cpp} |
| anonymous_namespace{doublebarrieroption .cpp} | D | 22.76 | 4h 36min | 1h 2min | 1 issue | anonymous_namespace{doublebarrieroption .cpp} |
| anonymous_namespace{europeanoption.cpp} | D | 25.37 | 1d 0h | 2h 7min | 2 issues | anonymous_namespace{europeanoption.cpp} |
| anonymous_namespace{extendedtrees.cpp} | D | 35.88 | 5h 54min | 2h 7min | 2 issues | anonymous_namespace{extendedtrees.cpp} |
| anonymous_namespace{forwardoption.cpp} | D | 42.89 | 7h 3min | 3h 1min | 3 issues | anonymous_namespace{forwardoption.cpp} |
| anonymous_namespace{hestonslvmodel.cpp} | D | 32.88 | 3d 4h | 1d 1h | 6 issues | anonymous_namespace{hestonslvmodel.cpp} |
| anonymous_namespace{inflationvolatility .cpp} | D | 29.46 | 1d 4h | 3h 41min | 2 issues | anonymous_namespace{inflationvolatility .cpp} |
| anonymous_namespace{margrabeoption.cpp} | D | 22.42 | 5h 19min | 1h 11min | 1 issue | anonymous_namespace{margrabeoption.cpp} |
| anonymous_namespace{piecewiseyieldcurve .cpp} | D | 29.71 | 3d 1h | 7h 26min | 6 issues | anonymous_namespace{piecewiseyieldcurve .cpp} |
| anonymous_namespace{swaptionvolatilityma trix.cpp} | D | 21.17 | 6h 20min | 1h 20min | 2 issues | anonymous_namespace{swaptionvolatilityma trix.cpp} |
| D | 24.37 | 3d 6h | 7h 24min | 2 issues | ||
| D | 27.07 | 1d 3h | 3h 2min | 2 issues | ||
| D | 37.85 | 1d 4h | 4h 51min | 3 issues | ||
| D | 34.54 | 1d 6h | 4h 52min | 2 issues | ||
| D | 35.09 | 1d 0h | 2h 52min | 2 issues | ||
| D | 29.14 | 1d 7h | 4h 31min | 2 issues | ||
| D | 28.78 | 1d 3h | 3h 13min | 3 issues | ||
| D | 37.15 | 2d 4h | 7h 45min | 2 issues | ||
| D | 32.71 | 1d 5h | 4h 34min | 3 issues | ||
| D | 30.14 | 1d 0h | 2h 41min | 2 issues | ||
| D | 43.24 | 1d 4h | 5h 36min | 2 issues | ||
| D | 39.54 | 4d 6h | 1d 7h | 5 issues | ||
| D | 47.88 | 1d 3h | 5h 22min | 2 issues | ||
| D | 36.88 | 1d 3h | 4h 24min | 2 issues | ||
| D | 35.18 | 1d 2h | 3h 35min | 2 issues |
Statistics
| Stat | debtRating | debtRatio | devTimeInManDay | debtInManDay | issues |
|---|---|---|---|---|---|
| Sum: | - | 1 615 | 365d | 107d | 929 |
| Average: | - | 39.39 | 8d 7h | 2d 4h | 22.66 |
| Minimum: | - | 21.17 | 25min | 1h 0min | 1 |
| Maximum: | - | 231.48 | 298d | 85d | 800 |
| Standard deviation: | - | 32.1 | 45d | 13d 0h | 122.97 |
| Variance: | - | 1 030 | overflow | 4 940 458d | 15 122 |
| Quality Gate Pass: New Annual Interest since Baseline |
• Quality Gate Description:
This Quality Gate fails if the estimated annual cost to leave all issues unfixed, increased from more than 2 man-days since the baseline.
This Quality Gate warns if this estimated annual cost is positive.
This estimated annual cost is named the Annual-Interest.
Each rule can either provide a formula to compute the Annual-Interest per issue, or assign a Severity level for each issue. Some thresholds defined in Project Properties > Issue and Debt > Annual Interest are used to infer an Annual-Interest value from a Severity level. Annual Interest documentation: http://www.ndepend.com/Doc_TechnicalDebt#AnnualInterest
Scalar Result: 0 man-days
| Project Rules | 247253 |
| Code Smells | 063 |
|
 | Critical Rule Violated: Avoid types too big |
• Rule Description:
This rule matches types with more than 200 lines of code. Only lines of code in JustMyCode methods are taken account.
Types where NbLinesOfCode > 200 are extremely complex to develop and maintain. See the definition of the NbLinesOfCode metric here http://www.cppdepend.com/Metrics.aspx#NbLinesOfCode
Maybe you are facing the God Class phenomenon: A God Class is a class that controls way too many other classes in the system and has grown beyond all logic to become The Class That Does Everything.
• How to Fix Issues: Types with many lines of code should be split in a group of smaller types. To refactor a God Class you'll need patience, and you might even need to recreate everything from scratch. Here are a few refactoring advices: • The logic in the God Class must be splitted in smaller classes. These smaller classes can eventually become private classes nested in the original God Class, whose instances objects become composed of instances of smaller nested classes. • Smaller classes partitioning should be driven by the multiple responsibilities handled by the God Class. To identify these responsibilities it often helps to look for subsets of methods strongly coupled with subsets of fields. • If the God Class contains way more logic than states, a good option can be to define one or several static classes that contains no static field but only pure static methods. A pure static method is a function that computes a result only from inputs parameters, it doesn't read nor assign any static or instance field. The main advantage of pure static methods is that they are easily testable. • Try to maintain the interface of the God Class at first and delegate calls to the new extracted classes. In the end the God Class should be a pure facade without its own logic. Then you can keep it for convenience or throw it away and start to use the new classes only. • Unit Tests can help: write tests for each method before extracting it to ensure you don't break functionality. The estimated Debt, which means the effort to fix such issue, varies linearly from 1 hour for a 200 lines of code type, up to 10 hours for a type with 2.000 or more lines of code. In Debt and Interest computation, this rule takes account of the fact that static types with no mutable fields are just a collection of static methods that can be easily splitted and moved from one type to another.
• How to Fix Issues: Types with many lines of code should be split in a group of smaller types. To refactor a God Class you'll need patience, and you might even need to recreate everything from scratch. Here are a few refactoring advices: • The logic in the God Class must be splitted in smaller classes. These smaller classes can eventually become private classes nested in the original God Class, whose instances objects become composed of instances of smaller nested classes. • Smaller classes partitioning should be driven by the multiple responsibilities handled by the God Class. To identify these responsibilities it often helps to look for subsets of methods strongly coupled with subsets of fields. • If the God Class contains way more logic than states, a good option can be to define one or several static classes that contains no static field but only pure static methods. A pure static method is a function that computes a result only from inputs parameters, it doesn't read nor assign any static or instance field. The main advantage of pure static methods is that they are easily testable. • Try to maintain the interface of the God Class at first and delegate calls to the new extracted classes. In the end the God Class should be a pure facade without its own logic. Then you can keep it for convenience or throw it away and start to use the new classes only. • Unit Tests can help: write tests for each method before extracting it to ensure you don't break functionality. The estimated Debt, which means the effort to fix such issue, varies linearly from 1 hour for a 200 lines of code type, up to 10 hours for a type with 2.000 or more lines of code. In Debt and Interest computation, this rule takes account of the fact that static types with no mutable fields are just a collection of static methods that can be easily splitted and moved from one type to another.
20 types matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 20 types | locJustMyCode | Methods | Fields | Debt | Annual Interest | Full Name |
|---|---|---|---|---|---|---|
| CommonVars | 3 249 | 3 methods | 42 fields | 1d 2h | 2h 0min | anonymous_namespace{rangeaccrual.cpp} .CommonVars |
| MarketModelTest | 1 252 | 21 methods | no field | 6h 15min | 1h 10min | MarketModelTest |
| CalendarTest | 1 190 | 23 methods | no field | 5h 57min | 1h 6min | CalendarTest |
| InterpolationTest | 842 | 21 methods | no field | 4h 12min | 44min | InterpolationTest |
| AssetSwapTest | 777 | 10 methods | no field | 3h 53min | 39min | AssetSwapTest |
| HestonSLVModelTest | 543 | 18 methods | no field | 2h 42min | 24min | HestonSLVModelTest |
| FdmLinearOpTest | 423 | 17 methods | no field | 2h 6min | 16min | FdmLinearOpTest |
| HestonModelTest | 420 | 18 methods | no field | 2h 6min | 16min | HestonModelTest |
| HybridHestonHullWhiteProcessTest | 378 | 14 methods | no field | 1h 53min | 13min | HybridHestonHullWhiteProcessTest |
| BondTest | 359 | 13 methods | no field | 1h 47min | 12min | BondTest |
| CommonVars | 345 | 7 methods | 15 fields | 1h 43min | 11min | anonymous_namespace{optionletstripper .cpp}.CommonVars |
| EuropeanOptionTest | 315 | 21 methods | no field | 1h 34min | 9min | EuropeanOptionTest |
| VPPTest | 278 | 7 methods | no field | 1h 23min | 7min | VPPTest |
| DigitalCouponTest | 275 | 9 methods | no field | 1h 22min | 6min | DigitalCouponTest |
| MarkovFunctional | 270 | 33 methods | 23 fields | 1h 21min | 6min | QuantLib.MarkovFunctional |
| SVD | 258 | 9 methods | 6 fields | 1h 17min | 5min | QuantLib.SVD |
| MarkovFunctionalTest | 258 | 7 methods | no field | 1h 17min | 5min | MarkovFunctionalTest |
| AsianOptionTest | 255 | 13 methods | no field | 1h 16min | 5min | AsianOptionTest |
| DividendOptionTest | 228 | 11 methods | no field | 1h 8min | 3min 50s | DividendOptionTest |
| BlackDeltaCalculatorTest | 203 | 5 methods | no field | 1h 0min | 2min 11s | BlackDeltaCalculatorTest |
 | Rule Violated: Avoid types with too many methods |
• Rule Description:
This rule matches types with more than 20 methods. Such type might be hard to understand and maintain.
Notice that methods like constructors or property and event accessors are not taken account.
Having many methods for a type might be a symptom of too many responsibilities implemented.
Maybe you are facing the God Class phenomenon: A God Class is a class that controls way too many other classes in the system and has grown beyond all logic to become The Class That Does Everything.
• How to Fix Issues: To refactor properly a God Class please read HowToFix advices from the default rule Types to Big. // The estimated Debt, which means the effort to fix such issue, varies linearly from 1 hour for a type with 20 methods, up to 10 hours for a type with 200 or more methods. In Debt and Interest computation, this rule takes account of the fact that static types with no mutable fields are just a collection of static methods that can be easily splitted and moved from one type to another.
• How to Fix Issues: To refactor properly a God Class please read HowToFix advices from the default rule Types to Big. // The estimated Debt, which means the effort to fix such issue, varies linearly from 1 hour for a type with 20 methods, up to 10 hours for a type with 200 or more methods. In Debt and Interest computation, this rule takes account of the fact that static types with no mutable fields are just a collection of static methods that can be easily splitted and moved from one type to another.
31 types matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 31 types | nbMethods | instanceMethods | staticMethods | # lines of code (LOC) | Debt | Annual Interest | Full Name |
|---|---|---|---|---|---|---|---|
| Basket | 51 | 51 methods | no method | 85 | 2h 33min | 22min | QuantLib.Basket |
| BondFunctions | 39 | no method | 39 methods | 113 | 1h 57min | 14min | QuantLib.BondFunctions |
| Matrix | 36 | 36 methods | no method | 64 | 1h 48min | 12min | QuantLib.Matrix |
| MarkovFunctional | 33 | 33 methods | no method | 270 | 1h 39min | 10min | QuantLib.MarkovFunctional |
| Date | 33 | 18 methods | 15 methods | 128 | 1h 39min | 10min | QuantLib.Date |
| AnalyticPartialTimeBarrierOptionEngine | 33 | 33 methods | no method | 97 | 1h 39min | 10min | QuantLib .AnalyticPartialTimeBarrierOptionEngine |
| Bond | 31 | 31 methods | no method | 85 | 1h 33min | 9min | QuantLib.Bond |
| SwaptionVolatilityStructure | 30 | 30 methods | no method | 66 | 1h 30min | 8min | QuantLib.SwaptionVolatilityStructure |
| MakeVanillaSwap | 29 | 29 methods | no method | 57 | 1h 27min | 7min | QuantLib.MakeVanillaSwap |
| AnalyticCompoundOptionEngine | 29 | 29 methods | no method | 69 | 1h 27min | 7min | QuantLib.AnalyticCompoundOptionEngine |
| FdmSquareRootFwdOp | 28 | 28 methods | no method | 95 | 1h 24min | 7min | QuantLib.FdmSquareRootFwdOp |
| AnalyticTwoAssetBarrierEngine | 28 | 28 methods | no method | 40 | 1h 24min | 7min | QuantLib.AnalyticTwoAssetBarrierEngine |
| SampledCurve | 26 | 26 methods | no method | 73 | 1h 18min | 5min | QuantLib.SampledCurve |
| AbcdAtmVolCurve | 26 | 26 methods | no method | 62 | 1h 18min | 5min | QuantLib.AbcdAtmVolCurve |
| CPISwap | 25 | 25 methods | no method | 44 | 1h 15min | 5min | QuantLib.CPISwap |
| MakeCms | 25 | 25 methods | no method | 45 | 1h 15min | 5min | QuantLib.MakeCms |
| CPICapFloorTermPriceSurface | 24 | 24 methods | no method | 66 | 1h 12min | 4min 37s | QuantLib.CPICapFloorTermPriceSurface |
| DigitalCmsLeg | 24 | 24 methods | no method | 46 | 1h 12min | 4min 37s | QuantLib.DigitalCmsLeg |
| DigitalIborLeg | 24 | 24 methods | no method | 46 | 1h 12min | 4min 37s | QuantLib.DigitalIborLeg |
| DigitalCmsSpreadLeg | 24 | 24 methods | no method | 46 | 1h 12min | 4min 37s | QuantLib.DigitalCmsSpreadLeg |
| Distribution | 24 | 24 methods | no method | 168 | 1h 12min | 4min 37s | QuantLib.Distribution |
| ZabrModel | 23 | 23 methods | no method | 136 | 1h 9min | 3min 58s | QuantLib.ZabrModel |
| CalendarTest | 23 | no method | 23 methods | 1 190 | 1h 9min | 3min 58s | CalendarTest |
| Schedule | 22 | 22 methods | no method | 89 | 1h 6min | 3min 18s | QuantLib.Schedule |
| YoYCapFloorTermPriceSurface | 22 | 22 methods | no method | 12 | 1h 6min | 3min 18s | QuantLib.YoYCapFloorTermPriceSurface |
| CreditDefaultSwap | 21 | 21 methods | no method | 59 | 1h 3min | 2min 39s | QuantLib.CreditDefaultSwap |
| YearOnYearInflationSwap | 21 | 21 methods | no method | 46 | 1h 3min | 2min 39s | QuantLib.YearOnYearInflationSwap |
| SmileSection | 21 | 21 methods | no method | 73 | 1h 3min | 2min 39s | QuantLib.SmileSection |
| EuropeanOptionTest | 21 | no method | 21 methods | 315 | 1h 3min | 2min 39s | EuropeanOptionTest |
| InterpolationTest | 21 | no method | 21 methods | 842 | 1h 3min | 2min 39s | InterpolationTest |
| MarketModelTest | 21 | no method | 21 methods | 1 252 | 1h 3min | 2min 39s | MarketModelTest |
| Rule Violated: Avoid types with too many fields |
• Rule Description:
This rule matches types with more than 15 fields. Such type might be hard to understand and maintain.
Notice that constant fields and static-readonly fields are not counted. Enumerations types are not counted also.
Having many fields for a type might be a symptom of too many responsibilities implemented.
• How to Fix Issues: To refactor such type and increase code quality and maintainability, certainly you'll have to group subsets of fields into smaller types and dispatch the logic implemented into the methods into these smaller types. More refactoring advices can be found in the default rule Types to Big, HowToFix section. The estimated Debt, which means the effort to fix such issue, varies linearly from 1 hour for a type with 15 fields, to up to 10 hours for a type with 200 or more fields.
• How to Fix Issues: To refactor such type and increase code quality and maintainability, certainly you'll have to group subsets of fields into smaller types and dispatch the logic implemented into the methods into these smaller types. More refactoring advices can be found in the default rule Types to Big, HowToFix section. The estimated Debt, which means the effort to fix such issue, varies linearly from 1 hour for a type with 15 fields, to up to 10 hours for a type with 200 or more fields.
54 types matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 54 types | instanceFields | staticFields | methodsAssigningFields | Debt | Annual Interest | Full Name |
|---|---|---|---|---|---|---|
| CommonVars | 42 fields | no field | 17 methods | 2h 18min | 19min | anonymous_namespace{rangeaccrual.cpp} .CommonVars |
| LognormalCmsSpreadPricer | 37 fields | no field | 17 methods | 2h 4min | 16min | QuantLib.LognormalCmsSpreadPricer |
| PathwiseVegasOuterAccountingEngine | 33 fields | no field | 1 method | 1h 52min | 13min | QuantLib .PathwiseVegasOuterAccountingEngine |
| PathwiseVegasAccountingEngine | 30 fields | no field | 1 method | 1h 43min | 11min | QuantLib.PathwiseVegasAccountingEngine |
| MakeCms | 29 fields | no field | 11 methods | 1h 40min | 10min | QuantLib.MakeCms |
| MakeVanillaSwap | 27 fields | no field | 15 methods | 1h 35min | 9min | QuantLib.MakeVanillaSwap |
| AmericanPayoffAtHit | 25 fields | no field | 6 methods | 1h 29min | 8min | QuantLib.AmericanPayoffAtHit |
| CommonVars | 24 fields | no field | 15 methods | 1h 26min | 7min | anonymous_namespace{piecewiseyieldcurve .cpp}.CommonVars |
| PathwiseAccountingEngine | 23 fields | no field | 1 method | 1h 23min | 7min | QuantLib.PathwiseAccountingEngine |
| LogNormalFwdRateEulerConstrained | 23 fields | no field | 1 method | 1h 23min | 7min | QuantLib .LogNormalFwdRateEulerConstrained |
| SVDDFwdRatePc | 23 fields | no field | 1 method | 1h 23min | 7min | QuantLib.SVDDFwdRatePc |
| MarkovFunctional | 23 fields | no field | 2 methods | 1h 23min | 7min | QuantLib.MarkovFunctional |
| CDO | 23 fields | no field | 19 methods | 1h 23min | 7min | QuantLib.CDO |
| AnalyticGJRGARCHEngine | 22 fields | no field | 22 methods | 1h 20min | 6min | QuantLib.AnalyticGJRGARCHEngine |
| LinearTsrPricer | 21 fields | no field | 5 methods | 1h 17min | 5min | QuantLib.LinearTsrPricer |
| HestonSLVFokkerPlanckFdmParams | 19 fields | no field | no method | 1h 11min | 4min 33s | QuantLib.HestonSLVFokkerPlanckFdmParams |
| LogNormalCmSwapRatePc | 19 fields | no field | 2 methods | 1h 11min | 4min 33s | QuantLib.LogNormalCmSwapRatePc |
| LogNormalFwdRateBalland | 19 fields | no field | 2 methods | 1h 11min | 4min 33s | QuantLib.LogNormalFwdRateBalland |
| LogNormalFwdRateIpc | 19 fields | no field | 2 methods | 1h 11min | 4min 33s | QuantLib.LogNormalFwdRateIpc |
| MarkovFunctional+ModelOutputs | 19 fields | no field | 5 methods | 1h 11min | 4min 33s | QuantLib.MarkovFunctional+ModelOutputs |
| CmsMarket | 19 fields | no field | no method | 1h 11min | 4min 33s | QuantLib.CmsMarket |
| SviInterpolatedSmileSection | 19 fields | no field | no method | 1h 11min | 4min 33s | QuantLib.SviInterpolatedSmileSection |
| MakeArithmeticAverageOIS | 19 fields | no field | 17 methods | 1h 11min | 4min 33s | QuantLib.MakeArithmeticAverageOIS |
| MargrabeOptionTwoData | 19 fields | no field | 6 methods | 1h 11min | 4min 33s | anonymous_namespace{margrabeoption.cpp} .MargrabeOptionTwoData |
| CPISwap | 18 fields | no field | 4 methods | 1h 8min | 3min 54s | QuantLib.CPISwap |
| CPILeg | 18 fields | no field | 5 methods | 1h 8min | 3min 54s | QuantLib.CPILeg |
| LogNormalCotSwapRatePc | 18 fields | no field | 2 methods | 1h 8min | 3min 54s | QuantLib.LogNormalCotSwapRatePc |
| LogNormalFwdRatePc | 18 fields | no field | 2 methods | 1h 8min | 3min 54s | QuantLib.LogNormalFwdRatePc |
| LongstaffSchwartzExerciseStrategy | 18 fields | no field | 13 methods | 1h 8min | 3min 54s | QuantLib .LongstaffSchwartzExerciseStrategy |
| G2+SwaptionPricingFunction | 18 fields | no field | 19 methods | 1h 8min | 3min 54s | QuantLib.G2+SwaptionPricingFunction |
| SabrInterpolatedSmileSection | 18 fields | no field | no method | 1h 8min | 3min 54s | QuantLib.SabrInterpolatedSmileSection |
| BlackCalculator | 18 fields | no field | 17 methods | 1h 8min | 3min 54s | QuantLib.BlackCalculator |
| CreditRiskPlus | 18 fields | no field | 13 methods | 1h 8min | 3min 54s | QuantLib.CreditRiskPlus |
| CommonVars | 18 fields | no field | 7 methods | 1h 8min | 3min 54s | anonymous_namespace{convertiblebonds .cpp}.CommonVars |
| GemanRoncoroniProcess | 17 fields | no field | 17 methods | 1h 5min | 3min 16s | QuantLib.GemanRoncoroniProcess |
| DigitalCoupon | 17 fields | no field | 4 methods | 1h 5min | 3min 16s | QuantLib.DigitalCoupon |
| LogNormalFwdRateEuler | 17 fields | no field | 1 method | 1h 5min | 3min 16s | QuantLib.LogNormalFwdRateEuler |
| LogNormalFwdRateiBalland | 17 fields | no field | 2 methods | 1h 5min | 3min 16s | QuantLib.LogNormalFwdRateiBalland |
| CTSMMCapletCalibration | 17 fields | no field | 7 methods | 1h 5min | 3min 16s | QuantLib.CTSMMCapletCalibration |
| NoArbSabrInterpolatedSmileSection | 17 fields | no field | no method | 1h 5min | 3min 16s | QuantLib .NoArbSabrInterpolatedSmileSection |
| FokkerPlanckFwdTestCase | 17 fields | no field | no method | 1h 5min | 3min 16s | anonymous_namespace{hestonslvmodel.cpp} .FokkerPlanckFwdTestCase |
| CommonVars | 17 fields | no field | no method | 1h 5min | 3min 16s | anonymous_namespace{overnightindexedswap .cpp}.CommonVars |
| DigitalCmsLeg | 16 fields | no field | 6 methods | 1h 2min | 2min 38s | QuantLib.DigitalCmsLeg |
| DigitalIborLeg | 16 fields | no field | 6 methods | 1h 2min | 2min 38s | QuantLib.DigitalIborLeg |
| UpperBoundEngine | 16 fields | no field | no method | 1h 2min | 2min 38s | QuantLib.UpperBoundEngine |
| AnalyticHestonEngine+Fj_Helper | 16 fields | no field | 33 methods | 1h 2min | 2min 38s | QuantLib.AnalyticHestonEngine+Fj_Helper |
| DigitalCmsSpreadLeg | 16 fields | no field | 6 methods | 1h 2min | 2min 38s | QuantLib.DigitalCmsSpreadLeg |
| Basket | 16 fields | no field | 4 methods | 1h 2min | 2min 38s | QuantLib.Basket |
| RiskyAssetSwap | 16 fields | no field | 15 methods | 1h 2min | 2min 38s | QuantLib.RiskyAssetSwap |
| NonstandardSwap+arguments | 16 fields | no field | 2 methods | 1h 2min | 2min 38s | QuantLib.NonstandardSwap+arguments |
| CommonVars | 16 fields | no field | 7 methods | 1h 2min | 2min 38s | anonymous_namespace{capflooredcoupon .cpp}.CommonVars |
| CompoundOptionData | 16 fields | no field | 1 method | 1h 2min | 2min 38s | anonymous_namespace{compoundoption.cpp} .CompoundOptionData |
| DoubleBarrierFxOptionData | 16 fields | no field | 1 method | 1h 2min | 2min 38s | anonymous_namespace{doublebarrieroption .cpp}.DoubleBarrierFxOptionData |
| QuantoDoubleBarrierOptionData | 16 fields | no field | no method | 1h 2min | 2min 38s | anonymous_namespace{quantooption.cpp} .QuantoDoubleBarrierOptionData |
| Critical Rule Violated: Avoid methods too big, too complex |
• Rule Description:
This rule matches methods where ILNestingDepth > 2 and (NbLinesOfCode > 35 or CyclomaticComplexity > 20 Such method is typically hard to understand and maintain.
Maybe you are facing the God Method phenomenon. A "God Method" is a method that does way too many processes in the system and has grown beyond all logic to become The Method That Does Everything. When need for new processes increases suddenly some programmers realize: why should I create a new method for each processe if I can only add an if.
See the definition of the CyclomaticComplexity metric here: http://www.cppdepend.com/Metrics.aspx#CC
• How to Fix Issues: A large and complex method should be split in smaller methods, or even one or several classes can be created for that. During this process it is important to question the scope of each variable local to the method. This can be an indication if such local variable will become an instance field of the newly created class(es). Large switch…case structures might be refactored through the help of a set of types that implement a common interface, the interface polymorphism playing the role of the switch cases tests. Unit Tests can help: write tests for each method before extracting it to ensure you don't break functionality. The estimated Debt, which means the effort to fix such issue, varies from 40 minutes to 8 hours, linearly from a weighted complexity score.
• How to Fix Issues: A large and complex method should be split in smaller methods, or even one or several classes can be created for that. During this process it is important to question the scope of each variable local to the method. This can be an indication if such local variable will become an instance field of the newly created class(es). Large switch…case structures might be refactored through the help of a set of types that implement a common interface, the interface polymorphism playing the role of the switch cases tests. Unit Tests can help: write tests for each method before extracting it to ensure you don't break functionality. The estimated Debt, which means the effort to fix such issue, varies from 40 minutes to 8 hours, linearly from a weighted complexity score.
311 methods matched
- The following list of methods is truncated and contains only the first 100 methods of the 311 methods matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 311 methods | # lines of code (LOC) | Cyclomatic Complexity (CC) | complexityScore | Debt | Annual Interest | Full Name |
|---|---|---|---|---|---|---|
| applyTo(QuantLib::Array&,Time) | 4 294 967 295 | 2 | 2 147 483 649 | 1d 0h | 40min | QuantLib.FdmStepConditionComposite .applyTo(QuantLib::Array&,Time) |
| createSmileSections() | 3 002 | 1 | 1 502 | 1d 0h | 40min | anonymous_namespace{rangeaccrual.cpp} .CommonVars.createSmileSections() |
| isBusinessDay(constQuantLib::Date&) | 7 | 1 104 | 1 107 | 1d 0h | 40min | QuantLib.Israel+TelAvivImpl .isBusinessDay(constQuantLib::Date&) |
| isBusinessDay(constQuantLib::Date&) | 7 | 431 | 434 | 1d 0h | 40min | QuantLib.SouthKorea+SettlementImpl .isBusinessDay(constQuantLib::Date&) |
| testRussia() | 573 | 2 | 288 | 5h 46min | 40min | CalendarTest.testRussia() |
| testPathwiseVegas() | 381 | 95 | 285 | 5h 43min | 40min | MarketModelTest.testPathwiseVegas() |
| isBusinessDay(constQuantLib::Date&) | 7 | 266 | 269 | 5h 24min | 40min | QuantLib.China+SseImpl.isBusinessDay (constQuantLib::Date&) |
| isBusinessDay(constQuantLib::Date&) | 39 | 213 | 232 | 4h 40min | 40min | QuantLib.Indonesia+BejImpl.isBusinessDay (constQuantLib::Date&) |
| isBusinessDay(constQuantLib::Date&) | 39 | 205 | 224 | 4h 30min | 40min | QuantLib.India+NseImpl.isBusinessDay (constQuantLib::Date&) |
| isBusinessDay(constQuantLib::Date&) | 44 | 196 | 218 | 4h 23min | 40min | QuantLib.HongKong+HkexImpl.isBusinessDay (constQuantLib::Date&) |
| SVD(constQuantLib::Matrix&) | 233 | 82 | 198 | 3h 59min | 39min | QuantLib.SVD.SVD(constQuantLib::Matrix&) |
| isBusinessDay(constQuantLib::Date&) | 8 | 179 | 183 | 3h 41min | 36min | QuantLib.Singapore+SgxImpl.isBusinessDay (constQuantLib::Date&) |
| isBusinessDay(constQuantLib::Date&) | 46 | 159 | 182 | 3h 40min | 35min | QuantLib.Taiwan+TsecImpl.isBusinessDay (constQuantLib::Date&) |
| testPathwiseMarketVegas() | 218 | 56 | 165 | 3h 20min | 32min | MarketModelTest.testPathwiseMarketVegas( ) |
| SobolRsg(Size,unsignedlong ,QuantLib::SobolRsg::DirectionIntegers) | 152 | 52 | 128 | 2h 36min | 23min | QuantLib.SobolRsg.SobolRsg(Size ,unsignedlong ,QuantLib::SobolRsg::DirectionIntegers) |
| isBusinessDay(constQuantLib::Date&) | 14 | 114 | 121 | 2h 28min | 22min | QuantLib.Japan+Impl.isBusinessDay (constQuantLib::Date&) |
| setCapFloorTermVolSurface() | 241 | 1 | 121 | 2h 28min | 22min | anonymous_namespace{optionletstripper .cpp}.CommonVars .setCapFloorTermVolSurface() |
| isBusinessDay(constQuantLib::Date&) | 40 | 98 | 118 | 2h 24min | 21min | QuantLib.Turkey+Impl.isBusinessDay (constQuantLib::Date&) |
| main(int,char**) | 209 | 6 | 110 | 2h 15min | 19min | __Globals.main(int,char**) |
| isBusinessDay(constQuantLib::Date&) | 14 | 98 | 105 | 2h 9min | 18min | QuantLib.UnitedStates+NyseImpl .isBusinessDay(constQuantLib::Date&) |
| testSpecializedBondVsGenericBondUsingAsw () | 166 | 17 | 100 | 2h 3min | 17min | AssetSwapTest .testSpecializedBondVsGenericBondUsingAs w() |
| lmpar(int,Real*,int,int*,Real*,Real* ,Real,Real*,Real*,Real*,Real*,Real*) | 115 | 39 | 96 | 1h 58min | 16min | QuantLib.MINPACK.__Globals.lmpar(int ,Real*,int,int*,Real*,Real*,Real,Real* ,Real*,Real*,Real*,Real*) |
| npvs(constQuantLib::Date&,constReal ,constbool,constbool) | 109 | 38 | 92 | 1h 53min | 15min | QuantLib .Gaussian1dFloatFloatSwaptionEngine.npvs (constQuantLib::Date&,constReal ,constbool,constbool) |
| testVPPPricing() | 123 | 31 | 92 | 1h 53min | 15min | VPPTest.testVPPPricing() |
| singlePathValues(std::vector<Real>&) | 103 | 40 | 91 | 1h 52min | 15min | QuantLib .PathwiseVegasOuterAccountingEngine .singlePathValues(std::vector<Real>&) |
| singlePathValues(std::vector<Real>&) | 101 | 39 | 89 | 1h 50min | 15min | QuantLib.PathwiseVegasAccountingEngine .singlePathValues(std::vector<Real>&) |
| calculate() | 145 | 15 | 87 | 1h 47min | 14min | QuantLib.AnalyticGJRGARCHEngine .calculate() |
| hypersphereOptimize (constQuantLib::Matrix& ,constQuantLib::Matrix&,constbool) | 88 | 41 | 85 | 1h 45min | 14min | QuantLib.anonymous_namespace{pseudosqrt .cpp}.__Globals.hypersphereOptimize (constQuantLib::Matrix& ,constQuantLib::Matrix&,constbool) |
| main(int,char**) | 131 | 20 | 85 | 1h 45min | 14min | __Globals.main(int,char**) |
| main(int,char**) | 157 | 5 | 83 | 1h 43min | 13min | __Globals.main(int,char**) |
| payoffAtExpiry(Real,Real,Real) | 107 | 26 | 79 | 1h 38min | 12min | QuantLib .AnalyticBinaryBarrierEngine_helper .payoffAtExpiry(Real,Real,Real) |
| intersect() | 109 | 25 | 79 | 1h 38min | 12min | QuantLib .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D> .intersect() |
| singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&) | 114 | 20 | 77 | 1h 35min | 12min | QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}.__Globals .singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&) |
| SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool) | 83 | 34 | 75 | 1h 33min | 12min | QuantLib.SmileSectionUtils .SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool) |
| singlePathValues(std::vector<Real>&) | 85 | 32 | 74 | 1h 32min | 11min | QuantLib.PathwiseAccountingEngine .singlePathValues(std::vector<Real>&) |
| testKernelInterpolation2D() | 127 | 10 | 73 | 1h 31min | 11min | InterpolationTest .testKernelInterpolation2D() |
| createVolatilityStructures() | 128 | 8 | 72 | 1h 29min | 11min | anonymous_namespace{rangeaccrual.cpp} .CommonVars.createVolatilityStructures() |
| testSpecializedBondVsGenericBond() | 108 | 17 | 71 | 1h 28min | 11min | AssetSwapTest .testSpecializedBondVsGenericBond() |
| testHW(unsignedint) | 112 | 14 | 70 | 1h 27min | 10min | CdoTest.testHW(unsignedint) |
| InverseFloater(Real) | 120 | 10 | 70 | 1h 27min | 10min | __Globals.InverseFloater(Real) |
| Bermudan() | 116 | 10 | 68 | 1h 25min | 10min | __Globals.Bermudan() |
| calculate() | 78 | 28 | 67 | 1h 24min | 10min | QuantLib .Gaussian1dNonstandardSwaptionEngine .calculate() |
| ND2(Real,Real,Real) | 102 | 16 | 67 | 1h 24min | 10min | QuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp}.__Globals.ND2(Real ,Real,Real) |
| SymmetricSchurDecomposition (constQuantLib::Matrix&) | 81 | 26 | 66 | 1h 22min | 10min | QuantLib.SymmetricSchurDecomposition .SymmetricSchurDecomposition (constQuantLib::Matrix&) |
| operator()(constQuantLib::Path&) | 84 | 24 | 66 | 1h 22min | 10min | QuantLib.BarrierPathPricer.operator() (constQuantLib::Path&) |
| testSabrInterpolation() | 108 | 12 | 66 | 1h 22min | 10min | InterpolationTest.testSabrInterpolation( ) |
| testNoArbSabrInterpolation() | 109 | 12 | 66 | 1h 22min | 10min | InterpolationTest .testNoArbSabrInterpolation() |
| CommonVars() | 121 | 5 | 65 | 1h 21min | 9min | anonymous_namespace{cms.cpp}.CommonVars .CommonVars() |
| calculate() | 72 | 28 | 64 | 1h 20min | 9min | QuantLib.Gaussian1dSwaptionEngine .calculate() |
| testPathwiseGreeks() | 85 | 22 | 64 | 1h 20min | 9min | MarketModelTest.testPathwiseGreeks() |
| BarrierUPD(Real,Real,Real,Real,Real,int ,int,int,int,int,int,int) | 110 | 9 | 64 | 1h 20min | 9min | QuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp}.__Globals.BarrierUPD (Real,Real,Real,Real,Real,int,int,int ,int,int,int,int) |
| main(int,char**) | 76 | 24 | 62 | 1h 18min | 9min | __Globals.main(int,char**) |
| main(int,char**) | 106 | 9 | 62 | 1h 18min | 9min | __Globals.main(int,char**) |
| qrsolv(int,Real*,int,int*,Real*,Real* ,Real*,Real*,Real*) | 76 | 23 | 61 | 1h 16min | 8min | QuantLib.MINPACK.__Globals.qrsolv(int ,Real*,int,int*,Real*,Real*,Real*,Real* ,Real*) |
| collectNodeData (QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue& ,Size,std::vector<std::vector<NodeData> >&) | 89 | 17 | 61 | 1h 16min | 8min | QuantLib.__Globals.collectNodeData (QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue& ,Size,std::vector<std::vector<NodeData> >&) |
| compute() | 89 | 17 | 61 | 1h 16min | 8min | QuantLib.KahaleSmileSection.compute() |
| testResults() | 92 | 15 | 61 | 1h 16min | 8min | RiskStatisticsTest.testResults() |
| qrfac(int,int,Real*,int,int,int*,int ,Real*,Real*,Real*) | 77 | 22 | 60 | 1h 15min | 8min | QuantLib.MINPACK.__Globals.qrfac(int,int ,Real*,int,int,int*,int,Real*,Real* ,Real*) |
| evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) | 80 | 18 | 58 | 1h 13min | 8min | QuantLib.HestonProcess.evolve(Time ,constQuantLib::Array&,Time ,constQuantLib::Array&) |
| isExtraHoliday(Day,QuantLib::Month,Year) | 45 | 35 | 57 | 1h 12min | 8min | QuantLib.anonymous_namespace{russia.cpp} .__Globals.isExtraHoliday(Day ,QuantLib::Month,Year) |
| compute() | 71 | 22 | 57 | 1h 12min | 8min | QuantLib.CreditRiskPlus.compute() |
| testEngines() | 102 | 6 | 57 | 1h 12min | 8min | GJRGARCHModelTest.testEngines() |
| operator+=(constQuantLib::Period&) | 64 | 24 | 56 | 1h 10min | 7min | QuantLib.Period.operator+= (constQuantLib::Period&) |
| TqrEigenDecomposition (constQuantLib::Array& ,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenV ectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftS trategy) | 66 | 23 | 56 | 1h 10min | 7min | QuantLib.TqrEigenDecomposition .TqrEigenDecomposition (constQuantLib::Array& ,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenV ectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftS trategy) |
| calculateNextGeneration(std::vector <Candidate>& ,constQuantLib::CostFunction&) | 70 | 21 | 56 | 1h 10min | 7min | QuantLib.DifferentialEvolution .calculateNextGeneration(std::vector <Candidate>& ,constQuantLib::CostFunction&) |
| minimize(QuantLib::Problem& ,constQuantLib::EndCriteria&) | 71 | 21 | 56 | 1h 10min | 7min | QuantLib.Simplex.minimize (QuantLib::Problem& ,constQuantLib::EndCriteria&) |
| main(int,char**) | 96 | 8 | 56 | 1h 10min | 7min | __Globals.main(int,char**) |
| isBusinessDay(constQuantLib::Date&) | 8 | 51 | 55 | 1h 9min | 7min | QuantLib.SouthAfrica+Impl.isBusinessDay (constQuantLib::Date&) |
| hestonFokkerPlanckFwdEquationTest(const (anonymousnamespace )::FokkerPlanckFwdTestCase&) | 87 | 12 | 55 | 1h 9min | 7min | anonymous_namespace{hestonslvmodel.cpp} .__Globals .hestonFokkerPlanckFwdEquationTest(const (anonymousnamespace )::FokkerPlanckFwdTestCase&) |
| testGenericBondImplied() | 91 | 10 | 55 | 1h 9min | 7min | AssetSwapTest.testGenericBondImplied() |
| main(int,char**) | 88 | 10 | 54 | 1h 8min | 7min | __Globals.main(int,char**) |
| main(int,char**) | 94 | 7 | 54 | 1h 8min | 7min | __Globals.main(int,char**) |
| operator()(constQuantLib::Path&) | 58 | 24 | 53 | 1h 7min | 7min | QuantLib.BiasedBarrierPathPricer .operator()(constQuantLib::Path&) |
| performCalculations() | 72 | 17 | 53 | 1h 7min | 7min | __Globals.performCalculations() |
| testZeroTermStructure() | 78 | 13 | 52 | 1h 6min | 6min | InflationTest.testZeroTermStructure() |
| main(int,char**) | 87 | 9 | 52 | 1h 6min | 6min | __Globals.main(int,char**) |
| testMASWWithGenericBond() | 103 | 1 | 52 | 1h 6min | 6min | AssetSwapTest.testMASWWithGenericBond() |
| testKernelInterpolation() | 86 | 8 | 51 | 1h 4min | 6min | InterpolationTest .testKernelInterpolation() |
| isBusinessDay(constQuantLib::Date&) | 8 | 46 | 50 | 1h 3min | 6min | QuantLib.Canada+SettlementImpl .isBusinessDay(constQuantLib::Date&) |
| initialGuess1(constQuantLib::Array&,Real ,Real&,Real&,Real&) | 62 | 19 | 50 | 1h 3min | 6min | QuantLib.anonymous_namespace{garch.cpp} .__Globals.initialGuess1 (constQuantLib::Array&,Real,Real&,Real& ,Real&) |
| testZSpreadWithGenericBond() | 82 | 9 | 50 | 1h 3min | 6min | AssetSwapTest.testZSpreadWithGenericBond () |
| testCalibration() | 53 | 23 | 49 | 1h 2min | 6min | GARCHTest.testCalibration() |
| updateNumeraireTabulation() | 63 | 18 | 49 | 1h 2min | 6min | QuantLib.MarkovFunctional .updateNumeraireTabulation() |
| performCalculations() | 65 | 17 | 49 | 1h 2min | 6min | QuantLib.HestonSLVFDMModel .performCalculations() |
| isBusinessDay(constQuantLib::Date&) | 8 | 44 | 48 | 1h 1min | 6min | QuantLib.UnitedKingdom+SettlementImpl .isBusinessDay(constQuantLib::Date&) |
| isBusinessDay(constQuantLib::Date&) | 8 | 44 | 48 | 1h 1min | 6min | QuantLib.UnitedKingdom+ExchangeImpl .isBusinessDay(constQuantLib::Date&) |
| isBusinessDay(constQuantLib::Date&) | 8 | 44 | 48 | 1h 1min | 6min | QuantLib.UnitedKingdom+MetalsImpl .isBusinessDay(constQuantLib::Date&) |
| testGreeks() | 73 | 12 | 48 | 1h 1min | 6min | MarketModelTest.testGreeks() |
| testMarketASWSpread() | 79 | 9 | 48 | 1h 1min | 6min | AssetSwapTest.testMarketASWSpread() |
| main(int,char**) | 81 | 8 | 48 | 1h 1min | 6min | __Globals.main(int,char**) |
| createYieldCurve() | 94 | 1 | 48 | 1h 1min | 6min | anonymous_namespace{rangeaccrual.cpp} .CommonVars.createYieldCurve() |
| performCalculations() | 58 | 18 | 47 | 1h 0min | 5min | __Globals.performCalculations() |
| setup() | 93 | 1 | 47 | 1h 0min | 5min | anonymous_namespace{matrices.cpp} .__Globals.setup() |
| calculate() | 71 | 11 | 46 | 59min | 5min | QuantLib .ContinuousArithmeticAsianVecerEngine .calculate() |
| BVTL(int,Real,Real,Real) | 73 | 10 | 46 | 59min | 5min | QuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp}.__Globals.BVTL(int ,Real,Real,Real) |
| isBusinessDay(constQuantLib::Date&) | 8 | 41 | 45 | 57min | 5min | QuantLib.Canada+TsxImpl.isBusinessDay (constQuantLib::Date&) |
| checkBarrier(QuantLib::Array& ,constQuantLib::Array&) | 47 | 22 | 45 | 57min | 5min | QuantLib.DiscretizedDoubleBarrierOption .checkBarrier(QuantLib::Array& ,constQuantLib::Array&) |
| P_n(Real,Real,Natural,Real) | 72 | 9 | 45 | 57min | 5min | QuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp}.__Globals.P_n(Real,Real ,Natural,Real) |
| main(int,char**) | 76 | 7 | 45 | 57min | 5min | __Globals.main(int,char**) |
| testCachedMarketValue() | 87 | 2 | 45 | 57min | 5min | CreditDefaultSwapTest .testCachedMarketValue() |
| Critical Rule Violated: Avoid methods with too many parameters |
• Rule Description:
This rule matches methods with more than 8 parameters. Such method is painful to call and might degrade performance. See the definition of the NbParameters metric here: http://www.cppdepend.com/Metrics.aspx#NbParameters
• How to Fix Issues: More properties/fields can be added to the declaring type to handle numerous states. An alternative is to provide a class or a structure dedicated to handle arguments passing. The estimated Debt, which means the effort to fix such issue, varies linearly from 1 hour for a method with 7 parameters, up to 6 hours for a methods with 40 or more parameters.
• How to Fix Issues: More properties/fields can be added to the declaring type to handle numerous states. An alternative is to provide a class or a structure dedicated to handle arguments passing. The estimated Debt, which means the effort to fix such issue, varies linearly from 1 hour for a method with 7 parameters, up to 6 hours for a methods with 40 or more parameters.
181 methods matched
- The following list of methods is truncated and contains only the first 100 methods of the 181 methods matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 181 methods | # Parameters | Debt | Annual Interest | Full Name |
|---|---|---|---|---|
| FixedRateBond(Natural ,constQuantLib::Calendar&,Real ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Period&,conststd::vector <Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Date& ,DateGeneration::Rule,bool ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool) | 20 | 2h 58min | 48min | QuantLib.FixedRateBond.FixedRateBond (Natural,constQuantLib::Calendar&,Real ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Period&,conststd::vector <Rate>&,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Date& ,DateGeneration::Rule,bool ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool) |
| SviInterpolatedSmileSection (constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate >&,bool,constHandle<QuantLib::Quote>& ,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,Real,bool,bool,bool,bool ,bool,bool,constint) | 18 | 2h 40min | 41min | QuantLib.SviInterpolatedSmileSection .SviInterpolatedSmileSection (constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate >&,bool,constHandle<QuantLib::Quote>& ,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,Real,bool,bool,bool,bool ,bool,bool,constint) |
| GemanRoncoroniProcess(Real,Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real ,Real,Real,Real,Real,Real,Real) | 17 | 2h 30min | 37min | QuantLib.GemanRoncoroniProcess .GemanRoncoroniProcess(Real,Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real ,Real,Real,Real,Real,Real,Real) |
| solve(Real,Integer,conststd::vector <Volatility>&,conststd::vector <Volatility>&,conststd::vector<Real>& ,Real,Real,Real,Real,Real,Real,Integer ,Real&,Real&,Real&,std::vector <Volatility>&) | 16 | 2h 21min | 34min | QuantLib.AlphaFinder.solve(Real,Integer ,conststd::vector<Volatility>& ,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real& ,Real&,std::vector<Volatility>&) |
| solveWithMaxHomogeneity(Real,Integer ,conststd::vector<Volatility>& ,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real& ,Real&,std::vector<Volatility>&) | 16 | 2h 21min | 34min | QuantLib.AlphaFinder .solveWithMaxHomogeneity(Real,Integer ,conststd::vector<Volatility>& ,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real& ,Real&,std::vector<Volatility>&) |
| SabrInterpolatedSmileSection (constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate >&,bool,constHandle<QuantLib::Quote>& ,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool ,constint) | 16 | 2h 21min | 34min | QuantLib.SabrInterpolatedSmileSection .SabrInterpolatedSmileSection (constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate >&,bool,constHandle<QuantLib::Quote>& ,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool ,constint) |
| doCalculation(Real,Real,Real,Real,Real ,Real,Real,Real,Real,Real ,constQuantLib::TypePayoff& ,constQuantLib::AnalyticHestonEngine::In tegration& ,constQuantLib::AnalyticHestonEngine::Co mplexLogFormula ,constQuantLib::AnalyticHestonEngine*con st,Real&,Size&) | 16 | 2h 21min | 34min | QuantLib.AnalyticHestonEngine .doCalculation(Real,Real,Real,Real,Real ,Real,Real,Real,Real,Real ,constQuantLib::TypePayoff& ,constQuantLib::AnalyticHestonEngine::In tegration& ,constQuantLib::AnalyticHestonEngine::Co mplexLogFormula ,constQuantLib::AnalyticHestonEngine*con st,Real&,Size&) |
| NoArbSabrInterpolatedSmileSection (constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate >&,bool,constHandle<QuantLib::Quote>& ,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool ,constint) | 16 | 2h 21min | 34min | QuantLib .NoArbSabrInterpolatedSmileSection .NoArbSabrInterpolatedSmileSection (constQuantLib::Date&,constHandle <QuantLib::Quote>&,conststd::vector<Rate >&,bool,constHandle<QuantLib::Quote>& ,conststd::vector<Handle<Quote>>&,Real ,Real,Real,Real,bool,bool,bool,bool,bool ,constint) |
| FixedRateBondHelper(constHandle <QuantLib::Quote>&,Natural,Real ,constQuantLib::Schedule& ,conststd::vector<Rate>& ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool,constbool) | 15 | 2h 12min | 30min | QuantLib.FixedRateBondHelper .FixedRateBondHelper(constHandle <QuantLib::Quote>&,Natural,Real ,constQuantLib::Schedule& ,conststd::vector<Rate>& ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool,constbool) |
| InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>(Real,Rate ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle <QuantLib::ZeroInflationIndex>& ,constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Rate>& ,conststd::vector<Rate>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::Matrix& ,constInterpolator2D&) | 14 | 2h 3min | 27min | QuantLib .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D> .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>(Real,Rate ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle <QuantLib::ZeroInflationIndex>& ,constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Rate>& ,conststd::vector<Rate>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::Matrix& ,constInterpolator2D&) |
| UpfrontCdsHelper(constHandle <QuantLib::Quote>&,Rate ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,Natural ,bool,bool) | 14 | 2h 3min | 27min | QuantLib.UpfrontCdsHelper .UpfrontCdsHelper(constHandle <QuantLib::Quote>&,Rate ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,Natural ,bool,bool) |
| UpfrontCdsHelper(Rate,Rate ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,Natural ,bool,bool) | 14 | 2h 3min | 27min | QuantLib.UpfrontCdsHelper .UpfrontCdsHelper(Rate,Rate ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,Natural ,bool,bool) |
| CDO(Real,Real,conststd::vector<Real>& ,conststd::vector<Handle <DefaultProbabilityTermStructure>>& ,constHandle<QuantLib::OneFactorCopula>& ,bool,constQuantLib::Schedule&,Rate ,constQuantLib::DayCounter&,Rate,Rate ,constHandle <QuantLib::YieldTermStructure>&,Size ,constQuantLib::Period&) | 14 | 2h 3min | 27min | QuantLib.CDO.CDO(Real,Real ,conststd::vector<Real>& ,conststd::vector<Handle <DefaultProbabilityTermStructure>>& ,constHandle<QuantLib::OneFactorCopula>& ,bool,constQuantLib::Schedule&,Rate ,constQuantLib::DayCounter&,Rate,Rate ,constHandle <QuantLib::YieldTermStructure>&,Size ,constQuantLib::Period&) |
| singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&) | 14 | 2h 3min | 27min | QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}.__Globals .singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&) |
| CPICapFloorTermPriceSurface(Real,Real ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle <QuantLib::ZeroInflationIndex>& ,constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Rate>& ,conststd::vector<Rate>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::Matrix&) | 13 | 1h 54min | 23min | QuantLib.CPICapFloorTermPriceSurface .CPICapFloorTermPriceSurface(Real,Real ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle <QuantLib::ZeroInflationIndex>& ,constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Rate>& ,conststd::vector<Rate>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::Matrix&) |
| CPICapFloor(Option::Type,Real ,constQuantLib::Date&,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,Rate ,constHandle <QuantLib::ZeroInflationIndex>& ,constQuantLib::Period& ,CPI::InterpolationType) | 13 | 1h 54min | 23min | QuantLib.CPICapFloor.CPICapFloor (Option::Type,Real,constQuantLib::Date& ,Real,constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,Rate ,constHandle <QuantLib::ZeroInflationIndex>& ,constQuantLib::Period& ,CPI::InterpolationType) |
| FixedRateBond(Natural,Real ,constQuantLib::Schedule& ,conststd::vector<Rate>& ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool) | 13 | 1h 54min | 23min | QuantLib.FixedRateBond.FixedRateBond (Natural,Real,constQuantLib::Schedule& ,conststd::vector<Rate>& ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool) |
| AssetSwapHelper(constHandle <QuantLib::Quote>& ,constQuantLib::Period&,Natural ,constQuantLib::Calendar& ,constQuantLib::Period& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter& ,constQuantLib::Period& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,Real ,constRelinkableHandle <QuantLib::YieldTermStructure>& ,constQuantLib::Period&) | 13 | 1h 54min | 23min | QuantLib.AssetSwapHelper.AssetSwapHelper (constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Natural ,constQuantLib::Calendar& ,constQuantLib::Period& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter& ,constQuantLib::Period& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,Real ,constRelinkableHandle <QuantLib::YieldTermStructure>& ,constQuantLib::Period&) |
| FixedRateBond(Natural,Real ,constQuantLib::Schedule& ,conststd::vector<InterestRate>& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool) | 12 | 1h 45min | 19min | QuantLib.FixedRateBond.FixedRateBond (Natural,Real,constQuantLib::Schedule& ,conststd::vector<InterestRate>& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date& ,constQuantLib::Calendar& ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention ,bool) |
| zerobondOption(constOption::Type& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date&,constRate ,constQuantLib::Date&,constReal ,constHandle <QuantLib::YieldTermStructure>& ,constReal,constSize,constbool,constbool ) | 12 | 1h 45min | 19min | QuantLib.Gaussian1dModel.zerobondOption (constOption::Type&,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date&,constRate ,constQuantLib::Date&,constReal ,constHandle <QuantLib::YieldTermStructure>& ,constReal,constSize,constbool,constbool ) |
| CdsHelper(constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool) | 12 | 1h 45min | 19min | QuantLib.CdsHelper.CdsHelper(constHandle <QuantLib::Quote>& ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool) |
| CdsHelper(Rate,constQuantLib::Period& ,Integer,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool) | 12 | 1h 45min | 19min | QuantLib.CdsHelper.CdsHelper(Rate ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool) |
| SpreadCdsHelper(constHandle <QuantLib::Quote>& ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool) | 12 | 1h 45min | 19min | QuantLib.SpreadCdsHelper.SpreadCdsHelper (constHandle<QuantLib::Quote>& ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool) |
| SpreadCdsHelper(Rate ,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool) | 12 | 1h 45min | 19min | QuantLib.SpreadCdsHelper.SpreadCdsHelper (Rate,constQuantLib::Period&,Integer ,constQuantLib::Calendar& ,QuantLib::Frequency ,QuantLib::BusinessDayConvention ,DateGeneration::Rule ,constQuantLib::DayCounter&,Real ,constHandle <QuantLib::YieldTermStructure>&,bool ,bool) |
| BatesProcess(constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle<QuantLib::Quote>&,Real,Real ,Real,Real,Real,Real,Real,Real ,HestonProcess::Discretization) | 12 | 1h 45min | 19min | QuantLib.BatesProcess.BatesProcess (constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle<QuantLib::Quote>&,Real,Real ,Real,Real,Real,Real,Real,Real ,HestonProcess::Discretization) |
| Fj_Helper(Real,Real,Real,Real,Real,Real ,constQuantLib::AnalyticHestonEngine*con st ,QuantLib::AnalyticHestonEngine::Complex LogFormula,Time,Real,Real,Size) | 12 | 1h 45min | 19min | QuantLib.AnalyticHestonEngine+Fj_Helper .Fj_Helper(Real,Real,Real,Real,Real,Real ,constQuantLib::AnalyticHestonEngine*con st ,QuantLib::AnalyticHestonEngine::Complex LogFormula,Time,Real,Real,Size) |
| lmpar(int,Real*,int,int*,Real*,Real* ,Real,Real*,Real*,Real*,Real*,Real*) | 12 | 1h 45min | 19min | QuantLib.MINPACK.__Globals.lmpar(int ,Real*,int,int*,Real*,Real*,Real,Real* ,Real*,Real*,Real*,Real*) |
| BarrierUPD(Real,Real,Real,Real,Real,int ,int,int,int,int,int,int) | 12 | 1h 45min | 19min | QuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp}.__Globals.BarrierUPD (Real,Real,Real,Real,Real,int,int,int ,int,int,int,int) |
| DoubleStickyRatchetPayoff(Real,Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real ) | 11 | 1h 36min | 16min | QuantLib.DoubleStickyRatchetPayoff .DoubleStickyRatchetPayoff(Real,Real ,Real,Real,Real,Real,Real,Real,Real,Real ,Real) |
| GJRGARCHProcess(constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle<QuantLib::Quote>&,Real,Real ,Real,Real,Real,Real,Real ,QuantLib::GJRGARCHProcess::Discretizati on) | 11 | 1h 36min | 16min | QuantLib.GJRGARCHProcess.GJRGARCHProcess (constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle<QuantLib::Quote>&,Real,Real ,Real,Real,Real,Real,Real ,QuantLib::GJRGARCHProcess::Discretizati on) |
| Fj_Helper(Real,Real,Real,Real,Real,Real ,QuantLib::AnalyticHestonEngine::Complex LogFormula,Time,Real,Real,Size) | 11 | 1h 36min | 16min | QuantLib.AnalyticHestonEngine+Fj_Helper .Fj_Helper(Real,Real,Real,Real,Real,Real ,QuantLib::AnalyticHestonEngine::Complex LogFormula,Time,Real,Real,Size) |
| RiskyAssetSwap(bool,Real ,constQuantLib::Schedule& ,constQuantLib::Schedule& ,constQuantLib::DayCounter& ,constQuantLib::DayCounter&,Rate,Rate ,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::DefaultProbabilityTermStructu re>&,Rate) | 11 | 1h 36min | 16min | QuantLib.RiskyAssetSwap.RiskyAssetSwap (bool,Real,constQuantLib::Schedule& ,constQuantLib::Schedule& ,constQuantLib::DayCounter& ,constQuantLib::DayCounter&,Rate,Rate ,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::DefaultProbabilityTermStructu re>&,Rate) |
| CreditDefaultSwap(Protection::Side,Real ,Rate,constQuantLib::Schedule& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool ,constQuantLib::Date&,constint) | 10 | 1h 27min | 12min | QuantLib.CreditDefaultSwap .CreditDefaultSwap(Protection::Side,Real ,Rate,constQuantLib::Schedule& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,bool,bool ,constQuantLib::Date&,constint) |
| finalPart(Real,Integer,conststd::vector <Volatility>&,Real,Real,Real,Real&,Real& ,Real&,std::vector<Volatility>&) | 10 | 1h 27min | 12min | QuantLib.AlphaFinder.finalPart(Real ,Integer,conststd::vector<Volatility>& ,Real,Real,Real,Real&,Real&,Real& ,std::vector<Volatility>&) |
| SwaptionPricingFunction(Real,Real,Real ,Real,Real,Real,Real,conststd::vector <Time>&,Rate,constQuantLib::G2&) | 10 | 1h 27min | 12min | QuantLib.G2+SwaptionPricingFunction .SwaptionPricingFunction(Real,Real,Real ,Real,Real,Real,Real,conststd::vector <Time>&,Rate,constQuantLib::G2&) |
| SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,constQuantLib::VolatilityType ,conststd::vector<std::vector<Real>>&) | 10 | 1h 27min | 12min | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,constQuantLib::VolatilityType ,conststd::vector<std::vector<Real>>&) |
| SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&) | 10 | 1h 27min | 12min | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&) |
| ConstantYoYOptionletVolatility (constVolatility,Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter& ,constQuantLib::Period& ,QuantLib::Frequency,bool,Rate,Rate) | 10 | 1h 27min | 12min | QuantLib.ConstantYoYOptionletVolatility .ConstantYoYOptionletVolatility (constVolatility,Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter& ,constQuantLib::Period& ,QuantLib::Frequency,bool,Rate,Rate) |
| FraRateHelper(constHandle <QuantLib::Quote>&,Natural,Natural ,Natural,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter& ,Pillar::Choice,QuantLib::Date) | 10 | 1h 27min | 12min | QuantLib.FraRateHelper.FraRateHelper (constHandle<QuantLib::Quote>&,Natural ,Natural,Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter& ,Pillar::Choice,QuantLib::Date) |
| FraRateHelper(Rate,Natural,Natural ,Natural,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter& ,Pillar::Choice,QuantLib::Date) | 10 | 1h 27min | 12min | QuantLib.FraRateHelper.FraRateHelper (Rate,Natural,Natural,Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter& ,Pillar::Choice,QuantLib::Date) |
| FraRateHelper(constHandle <QuantLib::Quote>&,QuantLib::Period ,Natural,Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter& ,Pillar::Choice,QuantLib::Date) | 10 | 1h 27min | 12min | QuantLib.FraRateHelper.FraRateHelper (constHandle<QuantLib::Quote>& ,QuantLib::Period,Natural,Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter& ,Pillar::Choice,QuantLib::Date) |
| FraRateHelper(Rate,QuantLib::Period ,Natural,Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter& ,Pillar::Choice,QuantLib::Date) | 10 | 1h 27min | 12min | QuantLib.FraRateHelper.FraRateHelper (Rate,QuantLib::Period,Natural,Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter& ,Pillar::Choice,QuantLib::Date) |
| Schedule(QuantLib::Date ,constQuantLib::Date& ,constQuantLib::Period& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,QuantLib::BusinessDayConvention ,DateGeneration::Rule,bool ,constQuantLib::Date& ,constQuantLib::Date&) | 10 | 1h 27min | 12min | QuantLib.Schedule.Schedule (QuantLib::Date,constQuantLib::Date& ,constQuantLib::Period& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,QuantLib::BusinessDayConvention ,DateGeneration::Rule,bool ,constQuantLib::Date& ,constQuantLib::Date&) |
| RiskyFixedBond(std::string ,QuantLib::Currency,Real,Handle <QuantLib::DefaultProbabilityTermStructu re>,QuantLib::Schedule,Real ,QuantLib::DayCounter ,QuantLib::BusinessDayConvention ,std::vector<Real>,Handle <QuantLib::YieldTermStructure>) | 10 | 1h 27min | 12min | QuantLib.RiskyFixedBond.RiskyFixedBond (std::string,QuantLib::Currency,Real ,Handle <QuantLib::DefaultProbabilityTermStructu re>,QuantLib::Schedule,Real ,QuantLib::DayCounter ,QuantLib::BusinessDayConvention ,std::vector<Real>,Handle <QuantLib::YieldTermStructure>) |
| VegaStressedBlackScholesProcess (constHandle<QuantLib::Quote>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::BlackVolTermStructure>&,Time ,Time,Real,Real,Real,constint) | 10 | 1h 27min | 12min | QuantLib.VegaStressedBlackScholesProcess .VegaStressedBlackScholesProcess (constHandle<QuantLib::Quote>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::BlackVolTermStructure>&,Time ,Time,Real,Real,Real,constint) |
| AmortizingFixedRateBond(Natural ,constQuantLib::Calendar&,Real ,constQuantLib::Date& ,constQuantLib::Period& ,constQuantLib::Frequency&,constRate ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention ,constQuantLib::Date&) | 10 | 1h 27min | 12min | QuantLib.AmortizingFixedRateBond .AmortizingFixedRateBond(Natural ,constQuantLib::Calendar&,Real ,constQuantLib::Date& ,constQuantLib::Period& ,constQuantLib::Frequency&,constRate ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention ,constQuantLib::Date&) |
| qrfac(int,int,Real*,int,int,int*,int ,Real*,Real*,Real*) | 10 | 1h 27min | 12min | QuantLib.MINPACK.__Globals.qrfac(int,int ,Real*,int,int,int*,int,Real*,Real* ,Real*) |
| fdjac2(int,int,Real*,Real*,Real*,int ,int*,Real,Real*,constint&) | 10 | 1h 27min | 12min | QuantLib.MINPACK.__Globals.fdjac2(int ,int,Real*,Real*,Real*,int,int*,Real ,Real*,constint&) |
| TVTMFN(Real,Real,Real,Real,Real,Real ,Real,Real,Real,int) | 10 | 1h 27min | 12min | QuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp}.__Globals.TVTMFN(Real ,Real,Real,Real,Real,Real,Real,Real,Real ,int) |
| impliedVolatility(Real,constHandle <QuantLib::YieldTermStructure>& ,Volatility,Real,Natural,Volatility ,Volatility,QuantLib::VolatilityType ,Real) | 9 | 1h 18min | 9min | __Globals.impliedVolatility(Real ,constHandle <QuantLib::YieldTermStructure>& ,Volatility,Real,Natural,Volatility ,Volatility,QuantLib::VolatilityType ,Real) |
| CPISwap(QuantLib::CPISwap::Type,Real ,bool,Spread,constQuantLib::DayCounter& ,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention& ,Natural,constint) | 9 | 1h 18min | 9min | QuantLib.CPISwap.CPISwap (QuantLib::CPISwap::Type,Real,bool ,Spread,constQuantLib::DayCounter& ,constQuantLib::Schedule& ,constQuantLib::BusinessDayConvention& ,Natural,constint) |
| sphereCylinderOptimizerClosest(Real,Real ,Real,Real,Real,Real,Natural,Real,Real) | 9 | 1h 18min | 9min | QuantLib.__Globals .sphereCylinderOptimizerClosest(Real ,Real,Real,Real,Real,Real,Natural,Real ,Real) |
| blackFormulaImpliedStdDev(Option::Type ,Real,Real,Real,Real,Real,Real,Real ,Natural) | 9 | 1h 18min | 9min | QuantLib.__Globals .blackFormulaImpliedStdDev(Option::Type ,Real,Real,Real,Real,Real,Real,Real ,Natural) |
| FixedRateCoupon(constQuantLib::Date& ,Real,Rate,constQuantLib::DayCounter& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date&) | 9 | 1h 18min | 9min | QuantLib.FixedRateCoupon.FixedRateCoupon (constQuantLib::Date&,Real,Rate ,constQuantLib::DayCounter& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date&) |
| IborIndex(conststd::string& ,constQuantLib::Period&,Natural ,constQuantLib::Currency& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&,constHandle <QuantLib::YieldTermStructure>&) | 9 | 1h 18min | 9min | QuantLib.IborIndex.IborIndex (conststd::string& ,constQuantLib::Period&,Natural ,constQuantLib::Currency& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&,constHandle <QuantLib::YieldTermStructure>&) |
| YoYInflationIndex(conststd::string& ,constQuantLib::Region&,bool,bool,bool ,QuantLib::Frequency ,constQuantLib::Period& ,constQuantLib::Currency&,constHandle <QuantLib::YoYInflationTermStructure>&) | 9 | 1h 18min | 9min | QuantLib.YoYInflationIndex .YoYInflationIndex(conststd::string& ,constQuantLib::Region&,bool,bool,bool ,QuantLib::Frequency ,constQuantLib::Period& ,constQuantLib::Currency&,constHandle <QuantLib::YoYInflationTermStructure>&) |
| SwapIndex(conststd::string& ,constQuantLib::Period&,Natural ,QuantLib::Currency ,constQuantLib::Calendar& ,constQuantLib::Period& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constint) | 9 | 1h 18min | 9min | QuantLib.SwapIndex.SwapIndex (conststd::string& ,constQuantLib::Period&,Natural ,QuantLib::Currency ,constQuantLib::Calendar& ,constQuantLib::Period& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,constint) |
| impliedVolatility(Real,constHandle <QuantLib::YieldTermStructure>& ,Volatility,Real,Natural,Volatility ,Volatility,QuantLib::VolatilityType ,Real) | 9 | 1h 18min | 9min | QuantLib.CapFloor.impliedVolatility(Real ,constHandle <QuantLib::YieldTermStructure>& ,Volatility,Real,Natural,Volatility ,Volatility,QuantLib::VolatilityType ,Real) |
| impliedVolatility(Real,constHandle <QuantLib::YieldTermStructure>& ,Volatility,Real,Natural,Volatility ,Volatility,Real ,QuantLib::VolatilityType) | 9 | 1h 18min | 9min | QuantLib.CapFloor.impliedVolatility(Real ,constHandle <QuantLib::YieldTermStructure>& ,Volatility,Real,Natural,Volatility ,Volatility,Real ,QuantLib::VolatilityType) |
| FixedRateBondForward (constQuantLib::Date& ,constQuantLib::Date&,Position::Type ,Real,Natural,constQuantLib::DayCounter& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constint) | 9 | 1h 18min | 9min | QuantLib.FixedRateBondForward .FixedRateBondForward (constQuantLib::Date& ,constQuantLib::Date&,Position::Type ,Real,Natural,constQuantLib::DayCounter& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constint) |
| RatchetMaxPayoff(Real,Real,Real,Real ,Real,Real,Real,Real,Real) | 9 | 1h 18min | 9min | QuantLib.RatchetMaxPayoff .RatchetMaxPayoff(Real,Real,Real,Real ,Real,Real,Real,Real,Real) |
| RatchetMinPayoff(Real,Real,Real,Real ,Real,Real,Real,Real,Real) | 9 | 1h 18min | 9min | QuantLib.RatchetMinPayoff .RatchetMinPayoff(Real,Real,Real,Real ,Real,Real,Real,Real,Real) |
| StickyMaxPayoff(Real,Real,Real,Real,Real ,Real,Real,Real,Real) | 9 | 1h 18min | 9min | QuantLib.StickyMaxPayoff.StickyMaxPayoff (Real,Real,Real,Real,Real,Real,Real,Real ,Real) |
| StickyMinPayoff(Real,Real,Real,Real,Real ,Real,Real,Real,Real) | 9 | 1h 18min | 9min | QuantLib.StickyMinPayoff.StickyMinPayoff (Real,Real,Real,Real,Real,Real,Real,Real ,Real) |
| impliedVolatility(Real,constHandle <QuantLib::YieldTermStructure>& ,Volatility,Real,Natural,Volatility ,Volatility,Real ,QuantLib::VolatilityType) | 9 | 1h 18min | 9min | QuantLib.Swaption.impliedVolatility(Real ,constHandle <QuantLib::YieldTermStructure>& ,Volatility,Real,Natural,Volatility ,Volatility,Real ,QuantLib::VolatilityType) |
| ZeroCouponInflationSwap (QuantLib::ZeroCouponInflationSwap::Type ,Real,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,Rate ,constint) | 9 | 1h 18min | 9min | QuantLib.ZeroCouponInflationSwap .ZeroCouponInflationSwap (QuantLib::ZeroCouponInflationSwap::Type ,Real,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constQuantLib::DayCounter&,Rate ,constint) |
| SquareRootAndersen(Real,Real,Real,Real ,conststd::vector<Real>&,Size,Real,Real ,Real) | 9 | 1h 18min | 9min | QuantLib.SquareRootAndersen .SquareRootAndersen(Real,Real,Real,Real ,conststd::vector<Real>&,Size,Real,Real ,Real) |
| MultiStepRatchet(conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Real,Real,Rate ,Rate,Real,bool) | 9 | 1h 18min | 9min | QuantLib.MultiStepRatchet .MultiStepRatchet(conststd::vector<Time >&,conststd::vector<Real>& ,conststd::vector<Time>&,Real,Real,Rate ,Rate,Real,bool) |
| MultiStepTarn(conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Time>& ,conststd::vector<Time>&,Real ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>&) | 9 | 1h 18min | 9min | QuantLib.MultiStepTarn.MultiStepTarn (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Time>& ,conststd::vector<Time>&,Real ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>&) |
| PiecewiseTimeDependentHestonModel (constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle<QuantLib::Quote>&,Real ,constQuantLib::Parameter& ,constQuantLib::Parameter& ,constQuantLib::Parameter& ,constQuantLib::Parameter& ,constQuantLib::TimeGrid&) | 9 | 1h 18min | 9min | QuantLib .PiecewiseTimeDependentHestonModel .PiecewiseTimeDependentHestonModel (constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle<QuantLib::Quote>&,Real ,constQuantLib::Parameter& ,constQuantLib::Parameter& ,constQuantLib::Parameter& ,constQuantLib::Parameter& ,constQuantLib::TimeGrid&) |
| SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,constQuantLib::VolatilityType ,conststd::vector<std::vector<Real>>&) | 9 | 1h 18min | 9min | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,constQuantLib::VolatilityType ,conststd::vector<std::vector<Real>>&) |
| SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&) | 9 | 1h 18min | 9min | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&) |
| SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&) | 9 | 1h 18min | 9min | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&) |
| SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&) | 9 | 1h 18min | 9min | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&) |
| FuturesRateHelper(constHandle <QuantLib::Quote>&,constQuantLib::Date& ,Natural,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&,constHandle <QuantLib::Quote>&,Futures::Type) | 9 | 1h 18min | 9min | QuantLib.FuturesRateHelper .FuturesRateHelper(constHandle <QuantLib::Quote>&,constQuantLib::Date& ,Natural,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&,constHandle <QuantLib::Quote>&,Futures::Type) |
| FuturesRateHelper(Real ,constQuantLib::Date&,Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&,Rate ,Futures::Type) | 9 | 1h 18min | 9min | QuantLib.FuturesRateHelper .FuturesRateHelper(Real ,constQuantLib::Date&,Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,constQuantLib::DayCounter&,Rate ,Futures::Type) |
| FxSwapRateHelper(constHandle <QuantLib::Quote>&,constHandle <QuantLib::Quote>& ,constQuantLib::Period&,Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,bool,constHandle <QuantLib::YieldTermStructure>&) | 9 | 1h 18min | 9min | QuantLib.FxSwapRateHelper .FxSwapRateHelper(constHandle <QuantLib::Quote>&,constHandle <QuantLib::Quote>& ,constQuantLib::Period&,Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention,bool ,bool,constHandle <QuantLib::YieldTermStructure>&) |
| HestonProcess(constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle<QuantLib::Quote>&,Real,Real ,Real,Real,Real ,QuantLib::HestonProcess::Discretization ) | 9 | 1h 18min | 9min | QuantLib.HestonProcess.HestonProcess (constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle<QuantLib::Quote>&,Real,Real ,Real,Real,Real ,QuantLib::HestonProcess::Discretization ) |
| yield(constQuantLib::Bond&,Real ,constQuantLib::DayCounter& ,QuantLib::Compounding ,QuantLib::Frequency,QuantLib::Date,Real ,Size,Rate) | 9 | 1h 18min | 9min | QuantLib.BondFunctions.yield (constQuantLib::Bond&,Real ,constQuantLib::DayCounter& ,QuantLib::Compounding ,QuantLib::Frequency,QuantLib::Date,Real ,Size,Rate) |
| CallableFixedRateBond(Natural,Real ,constQuantLib::Schedule& ,conststd::vector<Rate>& ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constint&) | 9 | 1h 18min | 9min | QuantLib.CallableFixedRateBond .CallableFixedRateBond(Natural,Real ,constQuantLib::Schedule& ,conststd::vector<Rate>& ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constint&) |
| CallableZeroCouponBond(Natural,Real ,constQuantLib::Calendar& ,constQuantLib::Date& ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constint&) | 9 | 1h 18min | 9min | QuantLib.CallableZeroCouponBond .CallableZeroCouponBond(Natural,Real ,constQuantLib::Calendar& ,constQuantLib::Date& ,constQuantLib::DayCounter& ,QuantLib::BusinessDayConvention,Real ,constQuantLib::Date&,constint&) |
| Data(conststd::string&,conststd::string& ,Integer,conststd::string& ,conststd::string&,Integer ,constQuantLib::Rounding& ,conststd::string& ,constQuantLib::Currency&) | 9 | 1h 18min | 9min | QuantLib.Currency+Data.Data (conststd::string&,conststd::string& ,Integer,conststd::string& ,conststd::string&,Integer ,constQuantLib::Rounding& ,conststd::string& ,constQuantLib::Currency&) |
| qrsolv(int,Real*,int,int*,Real*,Real* ,Real*,Real*,Real*) | 9 | 1h 18min | 9min | QuantLib.MINPACK.__Globals.qrsolv(int ,Real*,int,int*,Real*,Real*,Real*,Real* ,Real*) |
| VanillaVPPOption(Real,Real,Real,Size ,Size,Real,Real,constint) | 8 | 1h 9min | 5min | QuantLib.VanillaVPPOption .VanillaVPPOption(Real,Real,Real,Size ,Size,Real,Real,constint) |
| unsafeShiftedSabrVolatility(Rate,Rate ,Time,Real,Real,Real,Real,Real) | 8 | 1h 9min | 5min | QuantLib.__Globals .unsafeShiftedSabrVolatility(Rate,Rate ,Time,Real,Real,Real,Real,Real) |
| shiftedSabrVolatility(Rate,Rate,Time ,Real,Real,Real,Real,Real) | 8 | 1h 9min | 5min | QuantLib.__Globals.shiftedSabrVolatility (Rate,Rate,Time,Real,Real,Real,Real,Real ) |
| FixedRateCoupon(constQuantLib::Date& ,Real,constQuantLib::InterestRate& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date&) | 8 | 1h 9min | 5min | QuantLib.FixedRateCoupon.FixedRateCoupon (constQuantLib::Date&,Real ,constQuantLib::InterestRate& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date& ,constQuantLib::Date&) |
| ZeroInflationIndex(conststd::string& ,constQuantLib::Region&,bool,bool ,QuantLib::Frequency ,constQuantLib::Period& ,constQuantLib::Currency&,constHandle <QuantLib::ZeroInflationTermStructure>&) | 8 | 1h 9min | 5min | QuantLib.ZeroInflationIndex .ZeroInflationIndex(conststd::string& ,constQuantLib::Region&,bool,bool ,QuantLib::Frequency ,constQuantLib::Period& ,constQuantLib::Currency&,constHandle <QuantLib::ZeroInflationTermStructure>&) |
| operator()(constSize,Size&,constbool ,constReal,constReal,constReal,constReal ,EndCriteria::Type&) | 8 | 1h 9min | 5min | QuantLib.EndCriteria.operator() (constSize,Size&,constbool,constReal ,constReal,constReal,constReal ,EndCriteria::Type&) |
| MultiStepInverseFloater(conststd::vector <Time>&,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Time>&,bool) | 8 | 1h 9min | 5min | QuantLib.MultiStepInverseFloater .MultiStepInverseFloater (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Time>&,bool) |
| MarketModelPathwiseInverseFloater (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Time>&,bool) | 8 | 1h 9min | 5min | QuantLib .MarketModelPathwiseInverseFloater .MarketModelPathwiseInverseFloater (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Real>& ,conststd::vector<Time>&,bool) |
| gaussianShiftedPolynomialIntegral (constReal,constReal,constReal,constReal ,constReal,constReal,constReal,constReal ) | 8 | 1h 9min | 5min | QuantLib.Gaussian1dModel .gaussianShiftedPolynomialIntegral (constReal,constReal,constReal,constReal ,constReal,constReal,constReal,constReal ) |
| MarkovFunctional(constHandle <QuantLib::YieldTermStructure>& ,constReal,conststd::vector<Date>& ,conststd::vector<Real>&,constHandle <QuantLib::SwaptionVolatilityStructure>& ,conststd::vector<Date>& ,conststd::vector<Period>&,constint) | 8 | 1h 9min | 5min | QuantLib.MarkovFunctional .MarkovFunctional(constHandle <QuantLib::YieldTermStructure>& ,constReal,conststd::vector<Date>& ,conststd::vector<Real>&,constHandle <QuantLib::SwaptionVolatilityStructure>& ,conststd::vector<Date>& ,conststd::vector<Period>&,constint) |
| swaptionPriceInternal(constOption::Type& ,constQuantLib::Date& ,constQuantLib::Period&,constRate ,constQuantLib::Date&,constReal ,constbool,int) | 8 | 1h 9min | 5min | QuantLib.MarkovFunctional .swaptionPriceInternal (constOption::Type&,constQuantLib::Date& ,constQuantLib::Period&,constRate ,constQuantLib::Date&,constReal ,constbool,int) |
| HestonModelHelper(constQuantLib::Period& ,constQuantLib::Calendar&,constReal ,constReal,constHandle<QuantLib::Quote>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,CalibrationHelper::CalibrationErrorType ) | 8 | 1h 9min | 5min | QuantLib.HestonModelHelper .HestonModelHelper (constQuantLib::Period& ,constQuantLib::Calendar&,constReal ,constReal,constHandle<QuantLib::Quote>& ,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,CalibrationHelper::CalibrationErrorType ) |
| HestonModelHelper(constQuantLib::Period& ,constQuantLib::Calendar&,constHandle <QuantLib::Quote>&,constReal,constHandle <QuantLib::Quote>&,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,CalibrationHelper::CalibrationErrorType ) | 8 | 1h 9min | 5min | QuantLib.HestonModelHelper .HestonModelHelper (constQuantLib::Period& ,constQuantLib::Calendar&,constHandle <QuantLib::Quote>&,constReal,constHandle <QuantLib::Quote>&,constHandle <QuantLib::YieldTermStructure>& ,constHandle <QuantLib::YieldTermStructure>& ,CalibrationHelper::CalibrationErrorType ) |
| BlackVarianceSurface (constQuantLib::Date& ,constQuantLib::Calendar& ,conststd::vector<Date>& ,conststd::vector<Real>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter& ,QuantLib::BlackVarianceSurface::Extrapo lation ,QuantLib::BlackVarianceSurface::Extrapo lation) | 8 | 1h 9min | 5min | QuantLib.BlackVarianceSurface .BlackVarianceSurface (constQuantLib::Date& ,constQuantLib::Calendar& ,conststd::vector<Date>& ,conststd::vector<Real>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter& ,QuantLib::BlackVarianceSurface::Extrapo lation ,QuantLib::BlackVarianceSurface::Extrapo lation) |
| SwaptionVolatilityMatrix (constQuantLib::Date&,conststd::vector <Date>&,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&) | 8 | 1h 9min | 5min | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date&,conststd::vector <Date>&,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&) |
| SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&) | 8 | 1h 9min | 5min | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&) |
| SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&) | 8 | 1h 9min | 5min | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&) |
| Rule Violated: Avoid methods with too many local variables |
• Rule Description:
This rule matches methods with more than 15 variables.
Methods where NbVariables > 8 are hard to understand and maintain. Methods where NbVariables > 15 are extremely complex and must be refactored.
See the definition of the Nbvariables metric here: http://www.cppdepend.com/Metrics.aspx#Nbvariables
• How to Fix Issues: To refactor such method and increase code quality and maintainability, certainly you'll have to split the method into several smaller methods or even create one or several classes to implement the logic. During this process it is important to question the scope of each variable local to the method. This can be an indication if such local variable will become an instance field of the newly created class(es). The estimated Debt, which means the effort to fix such issue, varies linearly from 10 minutes for a method with 15 variables, up to 2 hours for a methods with 80 or more variables.
• How to Fix Issues: To refactor such method and increase code quality and maintainability, certainly you'll have to split the method into several smaller methods or even create one or several classes to implement the logic. During this process it is important to question the scope of each variable local to the method. This can be an indication if such local variable will become an instance field of the newly created class(es). The estimated Debt, which means the effort to fix such issue, varies linearly from 10 minutes for a method with 15 variables, up to 2 hours for a methods with 80 or more variables.
414 methods matched
- The following list of methods is truncated and contains only the first 100 methods of the 414 methods matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 414 methods | # Variables | Debt | Annual Interest | Full Name |
|---|---|---|---|---|
| testPathwiseVegas() | 274 | 6h 0min | 2h 0min | MarketModelTest.testPathwiseVegas() |
| testPathwiseMarketVegas() | 157 | 6h 0min | 2h 0min | MarketModelTest.testPathwiseMarketVegas( ) |
| testSpecializedBondVsGenericBondUsingAsw () | 150 | 6h 0min | 2h 0min | AssetSwapTest .testSpecializedBondVsGenericBondUsingAs w() |
| testMASWWithGenericBond() | 103 | 6h 0min | 2h 0min | AssetSwapTest.testMASWWithGenericBond() |
| calculate() | 93 | 6h 0min | 2h 0min | QuantLib.AnalyticGJRGARCHEngine .calculate() |
| testSpecializedBondVsGenericBond() | 92 | 6h 0min | 2h 0min | AssetSwapTest .testSpecializedBondVsGenericBond() |
| main(int,char**) | 90 | 6h 0min | 2h 0min | __Globals.main(int,char**) |
| testVPPPricing() | 86 | 6h 0min | 2h 0min | VPPTest.testVPPPricing() |
| InverseFloater(Real) | 84 | 6h 0min | 2h 0min | __Globals.InverseFloater(Real) |
| testGenericBondImplied() | 82 | 6h 0min | 2h 0min | AssetSwapTest.testGenericBondImplied() |
| Bermudan() | 82 | 6h 0min | 2h 0min | __Globals.Bermudan() |
| testZSpreadWithGenericBond() | 74 | 5h 32min | 1h 49min | AssetSwapTest.testZSpreadWithGenericBond () |
| testMarketASWSpread() | 71 | 5h 18min | 1h 43min | AssetSwapTest.testMarketASWSpread() |
| main(int,char**) | 69 | 5h 9min | 1h 40min | __Globals.main(int,char**) |
| npvs(constQuantLib::Date&,constReal ,constbool,constbool) | 66 | 4h 55min | 1h 34min | QuantLib .Gaussian1dFloatFloatSwaptionEngine.npvs (constQuantLib::Date&,constReal ,constbool,constbool) |
| hestonFokkerPlanckFwdEquationTest(const (anonymousnamespace )::FokkerPlanckFwdTestCase&) | 64 | 4h 46min | 1h 30min | anonymous_namespace{hestonslvmodel.cpp} .__Globals .hestonFokkerPlanckFwdEquationTest(const (anonymousnamespace )::FokkerPlanckFwdTestCase&) |
| main(int,char**) | 60 | 4h 27min | 1h 23min | __Globals.main(int,char**) |
| testZeroTermStructure() | 59 | 4h 23min | 1h 21min | InflationTest.testZeroTermStructure() |
| singlePathValues(std::vector<Real>&) | 58 | 4h 18min | 1h 20min | QuantLib .PathwiseVegasOuterAccountingEngine .singlePathValues(std::vector<Real>&) |
| testPathwiseGreeks() | 57 | 4h 13min | 1h 18min | MarketModelTest.testPathwiseGreeks() |
| testDecomposition() | 55 | 4h 4min | 1h 14min | InflationCapFlooredCouponTest .testDecomposition() |
| main(int,char**) | 55 | 4h 4min | 1h 14min | __Globals.main(int,char**) |
| singlePathValues(std::vector<Real>&) | 54 | 4h 0min | 1h 12min | QuantLib.PathwiseVegasAccountingEngine .singlePathValues(std::vector<Real>&) |
| testDecomposition() | 54 | 4h 0min | 1h 12min | CapFlooredCouponTest.testDecomposition() |
| testHestonFokkerPlanckFwdEquationLogLVLe verage() | 54 | 4h 0min | 1h 12min | HestonSLVModelTest .testHestonFokkerPlanckFwdEquationLogLVL everage() |
| testForwardSkewSLV() | 54 | 4h 0min | 1h 12min | HestonSLVModelTest.testForwardSkewSLV() |
| testGemanRoncoroniProcess() | 53 | 3h 55min | 1h 10min | VPPTest.testGemanRoncoroniProcess() |
| calculate() | 51 | 3h 46min | 1h 7min | QuantLib .Gaussian1dNonstandardSwaptionEngine .calculate() |
| testImpliedValue() | 50 | 3h 41min | 1h 5min | AssetSwapTest.testImpliedValue() |
| testGreeks() | 50 | 3h 41min | 1h 5min | MarketModelTest.testGreeks() |
| main(int,char**) | 50 | 3h 41min | 1h 5min | __Globals.main(int,char**) |
| performCalculations() | 49 | 3h 36min | 1h 3min | QuantLib.HestonSLVFDMModel .performCalculations() |
| testLocalVolatilityRND() | 49 | 3h 36min | 1h 3min | RiskNeutralDensityCalculatorTest .testLocalVolatilityRND() |
| main(int,char**) | 49 | 3h 36min | 1h 3min | __Globals.main(int,char**) |
| singlePathValues(std::vector<Real>&) | 47 | 3h 27min | 1h 0min | QuantLib.PathwiseAccountingEngine .singlePathValues(std::vector<Real>&) |
| performCalculations() | 46 | 3h 23min | 58min | __Globals.performCalculations() |
| singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&) | 46 | 3h 23min | 58min | QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}.__Globals .singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&) |
| main(int,char**) | 46 | 3h 23min | 58min | __Globals.main(int,char**) |
| calculate() | 45 | 3h 18min | 56min | QuantLib.Gaussian1dSwaptionEngine .calculate() |
| testStochVolForwardsAndOptionlets() | 45 | 3h 18min | 56min | MarketModelTest .testStochVolForwardsAndOptionlets() |
| main(int,char**) | 45 | 3h 18min | 56min | __Globals.main(int,char**) |
| main(int,char**) | 45 | 3h 18min | 56min | __Globals.main(int,char**) |
| testVanillaEngines() | 44 | 3h 13min | 54min | MarkovFunctionalTest.testVanillaEngines( ) |
| main(int,char**) | 44 | 3h 13min | 54min | __Globals.main(int,char**) |
| SVD(constQuantLib::Matrix&) | 43 | 3h 9min | 52min | QuantLib.SVD.SVD(constQuantLib::Matrix&) |
| calculate() | 43 | 3h 9min | 52min | QuantLib.AnalyticCompoundOptionEngine .calculate() |
| testCashAtHitOrNothingAmericanGreeks() | 43 | 3h 9min | 52min | DigitalOptionTest .testCashAtHitOrNothingAmericanGreeks() |
| testCashSettledSwaptions() | 43 | 3h 9min | 52min | SwaptionTest.testCashSettledSwaptions() |
| calculate() | 42 | 3h 4min | 51min | QuantLib .ContinuousArithmeticAsianVecerEngine .calculate() |
| calculate() | 42 | 3h 4min | 51min | QuantLib.WulinYongDoubleBarrierEngine .calculate() |
| testZSpread() | 42 | 3h 4min | 51min | AssetSwapTest.testZSpread() |
| testAssetOrNothing() | 42 | 3h 4min | 51min | DigitalCouponTest.testAssetOrNothing() |
| testCallableSwapLS() | 42 | 3h 4min | 51min | MarketModelTest.testCallableSwapLS() |
| testForwardGreeks() | 42 | 3h 4min | 51min | QuantoOptionTest.testForwardGreeks() |
| testMonteCarloCapletPricing() | 41 | 3h 0min | 49min | LiborMarketModelProcessTest .testMonteCarloCapletPricing() |
| testCallableSwapNaif() | 41 | 3h 0min | 49min | MarketModelTest.testCallableSwapNaif() |
| testCallableSwapAnderson (MarketModelTest::MarketModelType ,unsignedint) | 41 | 3h 0min | 49min | MarketModelTest.testCallableSwapAnderson (MarketModelTest::MarketModelType ,unsignedint) |
| performCalculations() | 40 | 2h 55min | 47min | __Globals.performCalculations() |
| intersect() | 40 | 2h 55min | 47min | QuantLib .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D> .intersect() |
| BarrierUPD(Real,Real,Real,Real,Real,int ,int,int,int,int,int,int) | 40 | 2h 55min | 47min | QuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp}.__Globals.BarrierUPD (Real,Real,Real,Real,Real,int,int,int ,int,int,int,int) |
| testZeroBondPricing() | 39 | 2h 50min | 45min | HybridHestonHullWhiteProcessTest .testZeroBondPricing() |
| testGreeks() | 39 | 2h 50min | 45min | QuantoOptionTest.testGreeks() |
| setup() | 39 | 2h 50min | 45min | anonymous_namespace{inflationvolatility .cpp}.__Globals.setup() |
| testHestonHullWhiteCalibration() | 38 | 2h 46min | 43min | HybridHestonHullWhiteProcessTest .testHestonHullWhiteCalibration() |
| testExtOUJumpSwingOption() | 38 | 2h 46min | 43min | SwingOptionTest.testExtOUJumpSwingOption () |
| collectNodeData (QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue& ,Size,std::vector<std::vector<NodeData> >&) | 37 | 2h 41min | 41min | QuantLib.__Globals.collectNodeData (QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue& ,Size,std::vector<std::vector<NodeData> >&) |
| calculate() | 37 | 2h 41min | 41min | QuantLib .AnalyticDiscreteGeometricAveragePriceAs ianEngine.calculate() |
| testHW(unsignedint) | 37 | 2h 41min | 41min | CdoTest.testHW(unsignedint) |
| testGreeks() | 37 | 2h 41min | 41min | JumpDiffusionTest.testGreeks() |
| testPeriodFunction() | 37 | 2h 41min | 41min | MarketModelSmmCapletHomoCalibrationTest .testPeriodFunction() |
| testCurveConsistency<T,I,C>( (anonymousnamespace)::CommonVars& ,constI&,Real) | 37 | 2h 41min | 41min | anonymous_namespace{piecewiseyieldcurve .cpp}.__Globals.testCurveConsistency<T,I ,C>((anonymousnamespace)::CommonVars& ,constI&,Real) |
| main(int,char**) | 37 | 2h 41min | 41min | __Globals.main(int,char**) |
| testFdmHestonHullWhiteOp() | 36 | 2h 36min | 40min | FdmLinearOpTest.testFdmHestonHullWhiteOp () |
| testNoArbSabrInterpolation() | 36 | 2h 36min | 40min | InterpolationTest .testNoArbSabrInterpolation() |
| testCashOrNothing() | 35 | 2h 32min | 38min | DigitalCouponTest.testCashOrNothing() |
| testMonteCarloCalibration() | 35 | 2h 32min | 38min | HestonSLVModelTest .testMonteCarloCalibration() |
| testMoustacheGraph() | 35 | 2h 32min | 38min | HestonSLVModelTest.testMoustacheGraph() |
| testGauss() | 35 | 2h 32min | 38min | NthToDefaultTest.testGauss() |
| testBSMagainstHestonRND() | 35 | 2h 32min | 38min | RiskNeutralDensityCalculatorTest .testBSMagainstHestonRND() |
| testForwardSwapJacobians() | 35 | 2h 32min | 38min | SwapForwardMappingsTest .testForwardSwapJacobians() |
| evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) | 34 | 2h 27min | 36min | QuantLib.HybridHestonHullWhiteProcess .evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) |
| testDAXCalibration() | 34 | 2h 27min | 36min | BatesModelTest.testDAXCalibration() |
| testMcPerformance() | 34 | 2h 27min | 36min | CliquetOptionTest.testMcPerformance() |
| testEuropeanValues() | 34 | 2h 27min | 36min | DividendOptionTest.testEuropeanValues() |
| testEuropeanStartLimit() | 34 | 2h 27min | 36min | DividendOptionTest .testEuropeanStartLimit() |
| testEuropeanEndLimit() | 34 | 2h 27min | 36min | DividendOptionTest.testEuropeanEndLimit( ) |
| testFdEuropeanValues() | 34 | 2h 27min | 36min | DividendOptionTest.testFdEuropeanValues( ) |
| testLocalVolsvSLVPropDensity() | 34 | 2h 27min | 36min | HestonSLVModelTest .testLocalVolsvSLVPropDensity() |
| testSabrInterpolation() | 34 | 2h 27min | 36min | InterpolationTest.testSabrInterpolation( ) |
| testSwaptionPricing() | 34 | 2h 27min | 36min | LiborMarketModelTest.testSwaptionPricing () |
| testGaussStudent() | 34 | 2h 27min | 36min | NthToDefaultTest.testGaussStudent() |
| evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) | 33 | 2h 23min | 34min | QuantLib.HestonProcess.evolve(Time ,constQuantLib::Array&,Time ,constQuantLib::Array&) |
| testAnalyticDiscreteGeometricAveragePric eGreeks() | 33 | 2h 23min | 34min | AsianOptionTest .testAnalyticDiscreteGeometricAveragePri ceGreeks() |
| testLocalVolAndHestonComparison() | 33 | 2h 23min | 34min | BarrierOptionTest .testLocalVolAndHestonComparison() |
| testCached() | 33 | 2h 23min | 34min | BondTest.testCached() |
| testReplicationType() | 33 | 2h 23min | 34min | DigitalCouponTest.testReplicationType() |
| testEuropeanGreeks() | 33 | 2h 23min | 34min | DividendOptionTest.testEuropeanGreeks() |
| testBarrierPricingMixedModels() | 33 | 2h 23min | 34min | HestonSLVModelTest .testBarrierPricingMixedModels() |
| testGreeks() | 33 | 2h 23min | 34min | MargrabeOptionTest.testGreeks() |
| testInverseFloater() | 33 | 2h 23min | 34min | MarketModelTest.testInverseFloater() |
| Rule Violated: Avoid methods with too many overloads |
• Rule Description:
Method overloading is the ability to create multiple methods of the same name with different implementations, and various set of parameters.
This rule matches sets of methods with 6 overloads or more.
Such method set might be a problem to maintain and provokes coupling higher than necessary.
See the definition of the NbOverloads metric here http://www.cppdepend.com/Metrics.aspx#NbOverloads
• How to Fix Issues: Typically the too many overloads phenomenon appears when an algorithm takes a various set of in-parameters. Each overload is presented as a facility to provide a various set of in-parameters. In such situation, the C# and VB.NET language feature named Named and Optional arguments should be used. The too many overloads phenomenon can also be a consequence of the usage of the visitor design pattern http://en.wikipedia.org/wiki/Visitor_pattern since a method named Visit() must be provided for each sub type. In such situation there is no need for fix. Sometime too many overloads phenomenon is not the symptom of a problem, for example when a numeric to something conversion method applies to all numeric and nullable numeric types. The estimated Debt, which means the effort to fix such issue, is of 2 minutes per method overload.
• How to Fix Issues: Typically the too many overloads phenomenon appears when an algorithm takes a various set of in-parameters. Each overload is presented as a facility to provide a various set of in-parameters. In such situation, the C# and VB.NET language feature named Named and Optional arguments should be used. The too many overloads phenomenon can also be a consequence of the usage of the visitor design pattern http://en.wikipedia.org/wiki/Visitor_pattern since a method named Visit() must be provided for each sub type. In such situation there is no need for fix. Sometime too many overloads phenomenon is not the symptom of a problem, for example when a numeric to something conversion method applies to all numeric and nullable numeric types. The estimated Debt, which means the effort to fix such issue, is of 2 minutes per method overload.
141 methods matched
- The following list of methods is truncated and contains only the first 100 methods of the 141 methods matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 141 methods | overloads | Debt | Severity | Full Name |
|---|---|---|---|---|
| visit(QuantLib::CashFlow&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit(QuantLib::CashFlow&) |
| visit(QuantLib::Coupon&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit(QuantLib::Coupon&) |
| visit(QuantLib::FloatingRateCoupon&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::FloatingRateCoupon&) |
| visit(QuantLib::CappedFlooredCoupon&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::CappedFlooredCoupon&) |
| visit(QuantLib::IborCoupon&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::IborCoupon&) |
| visit(QuantLib::CappedFlooredIborCoupon& ) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::CappedFlooredIborCoupon&) |
| visit(QuantLib::DigitalIborCoupon&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::DigitalIborCoupon&) |
| visit(QuantLib::CmsCoupon&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit(QuantLib::CmsCoupon& ) |
| visit(QuantLib::CmsSpreadCoupon&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::CmsSpreadCoupon&) |
| visit(QuantLib::CappedFlooredCmsCoupon&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::CappedFlooredCmsCoupon&) |
| visit (QuantLib::CappedFlooredCmsSpreadCoupon& ) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::CappedFlooredCmsSpreadCoupon& ) |
| visit(QuantLib::DigitalCmsCoupon&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::DigitalCmsCoupon&) |
| visit(QuantLib::DigitalCmsSpreadCoupon&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::DigitalCmsSpreadCoupon&) |
| visit (QuantLib::RangeAccrualFloatersCoupon&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::RangeAccrualFloatersCoupon&) |
| visit(QuantLib::SubPeriodsCoupon&) | 15 methods | 2min 0s | Medium | QuantLib .anonymous_namespace{couponpricer.cpp} .PricerSetter.visit (QuantLib::SubPeriodsCoupon&) |
| SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,constQuantLib::VolatilityType ,conststd::vector<std::vector<Real>>&) | 12 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,constQuantLib::VolatilityType ,conststd::vector<std::vector<Real>>&) |
| SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,constQuantLib::VolatilityType ,conststd::vector<std::vector<Real>>&) | 12 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,constQuantLib::VolatilityType ,conststd::vector<std::vector<Real>>&) |
| SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&) | 12 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&) |
| SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&) | 12 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&) |
| SwaptionVolatilityMatrix (constQuantLib::Date&,conststd::vector <Date>&,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&) | 12 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date&,conststd::vector <Date>&,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::VolatilityType ,constQuantLib::Matrix&) |
| SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&) | 12 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&) |
| SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&) | 12 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter& ,constbool,conststd::vector<std::vector <Real>>&) |
| SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&) | 12 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&) |
| SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&) | 12 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&) |
| SwaptionVolatilityMatrix (constQuantLib::Date&,conststd::vector <Date>&,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&) | 12 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::Date&,conststd::vector <Date>&,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&,constbool ,constQuantLib::Matrix&) |
| SwaptionVolatilityMatrix (constQuantLib::SwaptionVolatilityMatrix &) | 12 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (constQuantLib::SwaptionVolatilityMatrix &) |
| SwaptionVolatilityMatrix (QuantLib::SwaptionVolatilityMatrix&&) | 12 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityMatrix .SwaptionVolatilityMatrix (QuantLib::SwaptionVolatilityMatrix&&) |
| Matrix() | 6 methods | 2min 0s | Medium | QuantLib.Matrix.Matrix() |
| Matrix(Size,Size) | 6 methods | 2min 0s | Medium | QuantLib.Matrix.Matrix(Size,Size) |
| Matrix(Size,Size,Real) | 6 methods | 2min 0s | Medium | QuantLib.Matrix.Matrix(Size,Size,Real) |
| Matrix<Iterator>(Size,Size,Iterator ,Iterator) | 6 methods | 2min 0s | Medium | QuantLib.Matrix.Matrix<Iterator>(Size ,Size,Iterator,Iterator) |
| Matrix(constQuantLib::Matrix&) | 6 methods | 2min 0s | Medium | QuantLib.Matrix.Matrix (constQuantLib::Matrix&) |
| Matrix(constDisposable<QuantLib::Matrix >&) | 6 methods | 2min 0s | Medium | QuantLib.Matrix.Matrix(constDisposable <QuantLib::Matrix>&) |
| Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Real>&,constReal ,constReal) | 6 methods | 2min 0s | Medium | QuantLib.Gsr.Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Real>&,constReal ,constReal) |
| Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Real>& ,conststd::vector<Real>&,constReal) | 6 methods | 2min 0s | Medium | QuantLib.Gsr.Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Real>& ,conststd::vector<Real>&,constReal) |
| Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Handle<Quote>>& ,constHandle<QuantLib::Quote>,constReal) | 6 methods | 2min 0s | Medium | QuantLib.Gsr.Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Handle<Quote>>& ,constHandle<QuantLib::Quote>,constReal) |
| Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Handle<Quote>>& ,conststd::vector<Handle<Quote>>& ,constReal) | 6 methods | 2min 0s | Medium | QuantLib.Gsr.Gsr(constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Date>& ,conststd::vector<Handle<Quote>>& ,conststd::vector<Handle<Quote>>& ,constReal) |
| Gsr(constQuantLib::Gsr&) | 6 methods | 2min 0s | Medium | QuantLib.Gsr.Gsr(constQuantLib::Gsr&) |
| Gsr(QuantLib::Gsr&&) | 6 methods | 2min 0s | Medium | QuantLib.Gsr.Gsr(QuantLib::Gsr&&) |
| calibrate(consttime_series&) | 6 methods | 2min 0s | Medium | QuantLib.Garch11.calibrate (consttime_series&) |
| calibrate(consttime_series& ,QuantLib::OptimizationMethod& ,constQuantLib::EndCriteria&) | 6 methods | 2min 0s | Medium | QuantLib.Garch11.calibrate (consttime_series& ,QuantLib::OptimizationMethod& ,constQuantLib::EndCriteria&) |
| calibrate(consttime_series& ,QuantLib::OptimizationMethod& ,constQuantLib::EndCriteria& ,constQuantLib::Array&) | 6 methods | 2min 0s | Medium | QuantLib.Garch11.calibrate (consttime_series& ,QuantLib::OptimizationMethod& ,constQuantLib::EndCriteria& ,constQuantLib::Array&) |
| calibrate<ForwardIterator> (ForwardIterator,ForwardIterator) | 6 methods | 2min 0s | Medium | QuantLib.Garch11.calibrate <ForwardIterator>(ForwardIterator ,ForwardIterator) |
| calibrate<ForwardIterator> (ForwardIterator,ForwardIterator ,QuantLib::OptimizationMethod& ,QuantLib::EndCriteria) | 6 methods | 2min 0s | Medium | QuantLib.Garch11.calibrate <ForwardIterator>(ForwardIterator ,ForwardIterator ,QuantLib::OptimizationMethod& ,QuantLib::EndCriteria) |
| calibrate<ForwardIterator> (ForwardIterator,ForwardIterator ,QuantLib::OptimizationMethod& ,QuantLib::EndCriteria ,constQuantLib::Array&) | 6 methods | 2min 0s | Medium | QuantLib.Garch11.calibrate <ForwardIterator>(ForwardIterator ,ForwardIterator ,QuantLib::OptimizationMethod& ,QuantLib::EndCriteria ,constQuantLib::Array&) |
| FlatSmileSection(constQuantLib::Date& ,Volatility,constQuantLib::DayCounter& ,constQuantLib::Date&,Real ,QuantLib::VolatilityType,Real) | 6 methods | 2min 0s | Medium | QuantLib.FlatSmileSection .FlatSmileSection(constQuantLib::Date& ,Volatility,constQuantLib::DayCounter& ,constQuantLib::Date&,Real ,QuantLib::VolatilityType,Real) |
| FlatSmileSection(Time,Volatility ,constQuantLib::DayCounter&,Real ,QuantLib::VolatilityType,Real) | 6 methods | 2min 0s | Medium | QuantLib.FlatSmileSection .FlatSmileSection(Time,Volatility ,constQuantLib::DayCounter&,Real ,QuantLib::VolatilityType,Real) |
| FlatSmileSection(constQuantLib::Date& ,Volatility,constQuantLib::DayCounter& ,constQuantLib::Date&,Real,Real) | 6 methods | 2min 0s | Medium | QuantLib.FlatSmileSection .FlatSmileSection(constQuantLib::Date& ,Volatility,constQuantLib::DayCounter& ,constQuantLib::Date&,Real,Real) |
| FlatSmileSection(Time,Volatility ,constQuantLib::DayCounter&,Real,Real) | 6 methods | 2min 0s | Medium | QuantLib.FlatSmileSection .FlatSmileSection(Time,Volatility ,constQuantLib::DayCounter&,Real,Real) |
| FlatSmileSection (constQuantLib::FlatSmileSection&) | 6 methods | 2min 0s | Medium | QuantLib.FlatSmileSection .FlatSmileSection (constQuantLib::FlatSmileSection&) |
| FlatSmileSection (QuantLib::FlatSmileSection&&) | 6 methods | 2min 0s | Medium | QuantLib.FlatSmileSection .FlatSmileSection (QuantLib::FlatSmileSection&&) |
| CapFloorTermVolCurve(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Handle<Quote>>& ,constQuantLib::DayCounter&) | 6 methods | 2min 0s | Medium | QuantLib.CapFloorTermVolCurve .CapFloorTermVolCurve(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Handle<Quote>>& ,constQuantLib::DayCounter&) |
| CapFloorTermVolCurve (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Handle<Quote>>& ,constQuantLib::DayCounter&) | 6 methods | 2min 0s | Medium | QuantLib.CapFloorTermVolCurve .CapFloorTermVolCurve (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Handle<Quote>>& ,constQuantLib::DayCounter&) |
| CapFloorTermVolCurve (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Volatility>& ,constQuantLib::DayCounter&) | 6 methods | 2min 0s | Medium | QuantLib.CapFloorTermVolCurve .CapFloorTermVolCurve (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Volatility>& ,constQuantLib::DayCounter&) |
| CapFloorTermVolCurve(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Volatility>& ,constQuantLib::DayCounter&) | 6 methods | 2min 0s | Medium | QuantLib.CapFloorTermVolCurve .CapFloorTermVolCurve(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Volatility>& ,constQuantLib::DayCounter&) |
| CapFloorTermVolCurve (constQuantLib::CapFloorTermVolCurve&) | 6 methods | 2min 0s | Medium | QuantLib.CapFloorTermVolCurve .CapFloorTermVolCurve (constQuantLib::CapFloorTermVolCurve&) |
| CapFloorTermVolCurve (QuantLib::CapFloorTermVolCurve&&) | 6 methods | 2min 0s | Medium | QuantLib.CapFloorTermVolCurve .CapFloorTermVolCurve (QuantLib::CapFloorTermVolCurve&&) |
| CapFloorTermVolSurface(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter&) | 6 methods | 2min 0s | Medium | QuantLib.CapFloorTermVolSurface .CapFloorTermVolSurface(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter&) |
| CapFloorTermVolSurface (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter&) | 6 methods | 2min 0s | Medium | QuantLib.CapFloorTermVolSurface .CapFloorTermVolSurface (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,conststd::vector<std::vector<Handle <Quote>>>&,constQuantLib::DayCounter&) |
| CapFloorTermVolSurface (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&) | 6 methods | 2min 0s | Medium | QuantLib.CapFloorTermVolSurface .CapFloorTermVolSurface (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&) |
| CapFloorTermVolSurface(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&) | 6 methods | 2min 0s | Medium | QuantLib.CapFloorTermVolSurface .CapFloorTermVolSurface(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,conststd::vector<Period>& ,conststd::vector<Rate>& ,constQuantLib::Matrix& ,constQuantLib::DayCounter&) |
| CapFloorTermVolSurface (constQuantLib::CapFloorTermVolSurface&) | 6 methods | 2min 0s | Medium | QuantLib.CapFloorTermVolSurface .CapFloorTermVolSurface (constQuantLib::CapFloorTermVolSurface&) |
| CapFloorTermVolSurface (QuantLib::CapFloorTermVolSurface&&) | 6 methods | 2min 0s | Medium | QuantLib.CapFloorTermVolSurface .CapFloorTermVolSurface (QuantLib::CapFloorTermVolSurface&&) |
| ConstantCapFloorTermVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter&) | 6 methods | 2min 0s | Medium | QuantLib.ConstantCapFloorTermVolatility .ConstantCapFloorTermVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter&) |
| ConstantCapFloorTermVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter&) | 6 methods | 2min 0s | Medium | QuantLib.ConstantCapFloorTermVolatility .ConstantCapFloorTermVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter&) |
| ConstantCapFloorTermVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter&) | 6 methods | 2min 0s | Medium | QuantLib.ConstantCapFloorTermVolatility .ConstantCapFloorTermVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter&) |
| ConstantCapFloorTermVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter&) | 6 methods | 2min 0s | Medium | QuantLib.ConstantCapFloorTermVolatility .ConstantCapFloorTermVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter&) |
| ConstantCapFloorTermVolatility (constQuantLib::ConstantCapFloorTermVola tility&) | 6 methods | 2min 0s | Medium | QuantLib.ConstantCapFloorTermVolatility .ConstantCapFloorTermVolatility (constQuantLib::ConstantCapFloorTermVola tility&) |
| ConstantCapFloorTermVolatility (QuantLib::ConstantCapFloorTermVolatilit y&&) | 6 methods | 2min 0s | Medium | QuantLib.ConstantCapFloorTermVolatility .ConstantCapFloorTermVolatility (QuantLib::ConstantCapFloorTermVolatilit y&&) |
| ConstantOptionletVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real) | 6 methods | 2min 0s | Medium | QuantLib.ConstantOptionletVolatility .ConstantOptionletVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real) |
| ConstantOptionletVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real) | 6 methods | 2min 0s | Medium | QuantLib.ConstantOptionletVolatility .ConstantOptionletVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real) |
| ConstantOptionletVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real) | 6 methods | 2min 0s | Medium | QuantLib.ConstantOptionletVolatility .ConstantOptionletVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real) |
| ConstantOptionletVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real) | 6 methods | 2min 0s | Medium | QuantLib.ConstantOptionletVolatility .ConstantOptionletVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,QuantLib::VolatilityType,Real) |
| ConstantOptionletVolatility (constQuantLib::ConstantOptionletVolatil ity&) | 6 methods | 2min 0s | Medium | QuantLib.ConstantOptionletVolatility .ConstantOptionletVolatility (constQuantLib::ConstantOptionletVolatil ity&) |
| ConstantOptionletVolatility (QuantLib::ConstantOptionletVolatility&& ) | 6 methods | 2min 0s | Medium | QuantLib.ConstantOptionletVolatility .ConstantOptionletVolatility (QuantLib::ConstantOptionletVolatility&& ) |
| ConstantSwaptionVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal ) | 6 methods | 2min 0s | Medium | QuantLib.ConstantSwaptionVolatility .ConstantSwaptionVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal ) |
| ConstantSwaptionVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal ) | 6 methods | 2min 0s | Medium | QuantLib.ConstantSwaptionVolatility .ConstantSwaptionVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal ) |
| ConstantSwaptionVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal ) | 6 methods | 2min 0s | Medium | QuantLib.ConstantSwaptionVolatility .ConstantSwaptionVolatility(Natural ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal ) |
| ConstantSwaptionVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal ) | 6 methods | 2min 0s | Medium | QuantLib.ConstantSwaptionVolatility .ConstantSwaptionVolatility (constQuantLib::Date& ,constQuantLib::Calendar& ,QuantLib::BusinessDayConvention ,Volatility,constQuantLib::DayCounter& ,constQuantLib::VolatilityType,constReal ) |
| ConstantSwaptionVolatility (constQuantLib::ConstantSwaptionVolatili ty&) | 6 methods | 2min 0s | Medium | QuantLib.ConstantSwaptionVolatility .ConstantSwaptionVolatility (constQuantLib::ConstantSwaptionVolatili ty&) |
| ConstantSwaptionVolatility (QuantLib::ConstantSwaptionVolatility&&) | 6 methods | 2min 0s | Medium | QuantLib.ConstantSwaptionVolatility .ConstantSwaptionVolatility (QuantLib::ConstantSwaptionVolatility&&) |
| volatility(constQuantLib::Period& ,constQuantLib::Period&,Rate,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .volatility(constQuantLib::Period& ,constQuantLib::Period&,Rate,bool) |
| volatility(constQuantLib::Date& ,constQuantLib::Period&,Rate,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .volatility(constQuantLib::Date& ,constQuantLib::Period&,Rate,bool) |
| volatility(Time,constQuantLib::Period& ,Rate,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .volatility(Time,constQuantLib::Period& ,Rate,bool) |
| volatility(constQuantLib::Period&,Time ,Rate,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .volatility(constQuantLib::Period&,Time ,Rate,bool) |
| volatility(constQuantLib::Date&,Time ,Rate,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .volatility(constQuantLib::Date&,Time ,Rate,bool) |
| volatility(Time,Time,Rate,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .volatility(Time,Time,Rate,bool) |
| blackVariance(constQuantLib::Period& ,constQuantLib::Period&,Rate,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .blackVariance(constQuantLib::Period& ,constQuantLib::Period&,Rate,bool) |
| blackVariance(constQuantLib::Date& ,constQuantLib::Period&,Rate,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .blackVariance(constQuantLib::Date& ,constQuantLib::Period&,Rate,bool) |
| blackVariance(Time ,constQuantLib::Period&,Rate,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .blackVariance(Time ,constQuantLib::Period&,Rate,bool) |
| blackVariance(constQuantLib::Period& ,Time,Rate,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .blackVariance(constQuantLib::Period& ,Time,Rate,bool) |
| blackVariance(constQuantLib::Date&,Time ,Rate,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .blackVariance(constQuantLib::Date&,Time ,Rate,bool) |
| blackVariance(Time,Time,Rate,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .blackVariance(Time,Time,Rate,bool) |
| shift(constQuantLib::Period& ,constQuantLib::Period&,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .shift(constQuantLib::Period& ,constQuantLib::Period&,bool) |
| shift(constQuantLib::Date& ,constQuantLib::Period&,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .shift(constQuantLib::Date& ,constQuantLib::Period&,bool) |
| shift(Time,constQuantLib::Period&,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .shift(Time,constQuantLib::Period&,bool) |
| shift(constQuantLib::Period&,Time,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .shift(constQuantLib::Period&,Time,bool) |
| shift(constQuantLib::Date&,Time,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .shift(constQuantLib::Date&,Time,bool) |
| shift(Time,Time,bool) | 6 methods | 2min 0s | Medium | QuantLib.SwaptionVolatilityStructure .shift(Time,Time,bool) |
| FlatForward(constQuantLib::Date& ,constHandle<QuantLib::Quote>& ,constQuantLib::DayCounter& ,QuantLib::Compounding ,QuantLib::Frequency) | 6 methods | 2min 0s | Medium | QuantLib.FlatForward.FlatForward (constQuantLib::Date&,constHandle <QuantLib::Quote>& ,constQuantLib::DayCounter& ,QuantLib::Compounding ,QuantLib::Frequency) |
| Rule Violated: Avoid methods potentially poorly commented |
• Rule Description:
This rule matches methods with less than 20% of comment lines and that have at least 20 lines of code. Such method might need to be more commented.
See the definitions of the Comments metric here: http://www.cppdepend.com/Metrics.aspx#PercentageComment http://www.cppdepend.com/Metrics.aspx#NbLinesOfComment
Notice that only comments about the method implementation (comments in method body) are taken account.
• How to Fix Issues: Typically add more comment. But code commenting is subject to controversy. While poorly written and designed code would needs a lot of comment to be understood, clean code doesn't need that much comment, especially if variables and methods are properly named and convey enough information. Unit-Test code can also play the role of code commenting. However, even when writing clean and well-tested code, one will have to write hacks at a point, usually to circumvent some API limitations or bugs. A hack is a non-trivial piece of code, that doesn't make sense at first glance, and that took time and web research to be found. In such situation comments must absolutely be used to express the intention, the need for the hacks and the source where the solution has been found. The estimated Debt, which means the effort to comment such method, varies linearly from 2 minutes for 10 lines of code not commented, up to 20 minutes for 200 or more, lines of code not commented.
• How to Fix Issues: Typically add more comment. But code commenting is subject to controversy. While poorly written and designed code would needs a lot of comment to be understood, clean code doesn't need that much comment, especially if variables and methods are properly named and convey enough information. Unit-Test code can also play the role of code commenting. However, even when writing clean and well-tested code, one will have to write hacks at a point, usually to circumvent some API limitations or bugs. A hack is a non-trivial piece of code, that doesn't make sense at first glance, and that took time and web research to be found. In such situation comments must absolutely be used to express the intention, the need for the hacks and the source where the solution has been found. The estimated Debt, which means the effort to comment such method, varies linearly from 2 minutes for 10 lines of code not commented, up to 20 minutes for 200 or more, lines of code not commented.
433 methods matched
- The following list of methods is truncated and contains only the first 100 methods of the 433 methods matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 433 methods | Percentage Comment | # lines of code (LOC) | # lines of comment | nbLinesOfCodeNotCommented | Debt | Annual Interest | Full Name |
|---|---|---|---|---|---|---|---|
| applyTo(QuantLib::Array&,Time) | 0 | 4 294 967 295 | 0 | 4 294 967 295 | 20min | 16min | QuantLib.FdmStepConditionComposite .applyTo(QuantLib::Array&,Time) |
| createSmileSections() | 0.27 | 3 002 | 8 | 2 994 | 20min | 15min | anonymous_namespace{rangeaccrual.cpp} .CommonVars.createSmileSections() |
| testRussia() | 1.21 | 573 | 7 | 566 | 20min | 15min | CalendarTest.testRussia() |
| testPathwiseVegas() | 16.26 | 381 | 74 | 307 | 20min | 4min 36s | MarketModelTest.testPathwiseVegas() |
| setCapFloorTermVolSurface() | 0.41 | 241 | 1 | 240 | 20min | 15min | anonymous_namespace{optionletstripper .cpp}.CommonVars .setCapFloorTermVolSurface() |
| SVD(constQuantLib::Matrix&) | 19.1 | 233 | 55 | 178 | 17min | 2min 37s | QuantLib.SVD.SVD(constQuantLib::Matrix&) |
| main(int,char**) | 3.68 | 157 | 6 | 151 | 15min | 13min | __Globals.main(int,char**) |
| testSpecializedBondVsGenericBondUsingAsw () | 19.42 | 166 | 40 | 126 | 12min | 2min 24s | AssetSwapTest .testSpecializedBondVsGenericBondUsingAs w() |
| testKernelInterpolation2D() | 4.51 | 127 | 6 | 121 | 12min | 12min | InterpolationTest .testKernelInterpolation2D() |
| CommonVars() | 3.97 | 121 | 5 | 116 | 11min | 13min | anonymous_namespace{cms.cpp}.CommonVars .CommonVars() |
| createVolatilityStructures() | 9.22 | 128 | 13 | 115 | 11min | 9min | anonymous_namespace{rangeaccrual.cpp} .CommonVars.createVolatilityStructures() |
| testVPPPricing() | 8.21 | 123 | 11 | 112 | 11min | 10min | VPPTest.testVPPPricing() |
| singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&) | 5.79 | 114 | 7 | 107 | 10min | 11min | QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp}.__Globals .singleRateClosestPointFinder(Size ,conststd::vector<Volatility>& ,conststd::vector<Volatility>&,Real ,conststd::vector<Real>&,Real,Real,Real ,Size,Real,std::vector<Volatility>&,Real ,Real&,Real&) |
| testEngines() | 2.86 | 102 | 3 | 99 | 9min | 14min | GJRGARCHModelTest.testEngines() |
| intersect() | 12.1 | 109 | 15 | 94 | 9min | 7min | QuantLib .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D> .intersect() |
| createYieldCurve() | 1.05 | 94 | 1 | 93 | 9min | 15min | anonymous_namespace{rangeaccrual.cpp} .CommonVars.createYieldCurve() |
| InverseFloater(Real) | 18.92 | 120 | 28 | 92 | 9min | 2min 45s | __Globals.InverseFloater(Real) |
| setup() | 2.11 | 93 | 2 | 91 | 9min | 14min | anonymous_namespace{matrices.cpp} .__Globals.setup() |
| testNoArbSabrInterpolation() | 15.5 | 109 | 20 | 89 | 8min | 5min | InterpolationTest .testNoArbSabrInterpolation() |
| hypersphereOptimize (constQuantLib::Matrix& ,constQuantLib::Matrix&,constbool) | 2.22 | 88 | 2 | 86 | 8min | 14min | QuantLib.anonymous_namespace{pseudosqrt .cpp}.__Globals.hypersphereOptimize (constQuantLib::Matrix& ,constQuantLib::Matrix&,constbool) |
| hestonFokkerPlanckFwdEquationTest(const (anonymousnamespace )::FokkerPlanckFwdTestCase&) | 2.25 | 87 | 2 | 85 | 8min | 14min | anonymous_namespace{hestonslvmodel.cpp} .__Globals .hestonFokkerPlanckFwdEquationTest(const (anonymousnamespace )::FokkerPlanckFwdTestCase&) |
| collectNodeData (QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue& ,Size,std::vector<std::vector<NodeData> >&) | 6.32 | 89 | 6 | 83 | 8min | 11min | QuantLib.__Globals.collectNodeData (QuantLib::MarketModelEvolver& ,QuantLib::MarketModelMultiProduct& ,QuantLib::MarketModelNodeDataProvider& ,QuantLib::MarketModelExerciseValue& ,QuantLib::MarketModelExerciseValue& ,Size,std::vector<std::vector<NodeData> >&) |
| testSabrInterpolation() | 18.8 | 108 | 25 | 83 | 8min | 2min 50s | InterpolationTest.testSabrInterpolation( ) |
| testCachedMarketValue() | 5.43 | 87 | 5 | 82 | 8min | 12min | CreditDefaultSwapTest .testCachedMarketValue() |
| operator()(constQuantLib::Path&) | 4.55 | 84 | 4 | 80 | 8min | 12min | QuantLib.BarrierPathPricer.operator() (constQuantLib::Path&) |
| main(int,char**) | 7.45 | 87 | 7 | 80 | 8min | 10min | __Globals.main(int,char**) |
| SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool) | 5.68 | 83 | 5 | 78 | 7min | 12min | QuantLib.SmileSectionUtils .SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool) |
| testPathwiseGreeks() | 9.57 | 85 | 9 | 76 | 7min | 9min | MarketModelTest.testPathwiseGreeks() |
| SymmetricSchurDecomposition (constQuantLib::Matrix&) | 7.95 | 81 | 7 | 74 | 7min | 10min | QuantLib.SymmetricSchurDecomposition .SymmetricSchurDecomposition (constQuantLib::Matrix&) |
| testGenericBondImplied() | 15.74 | 91 | 17 | 74 | 7min | 4min 58s | AssetSwapTest.testGenericBondImplied() |
| testKernelInterpolation() | 12.24 | 86 | 12 | 74 | 7min | 7min | InterpolationTest .testKernelInterpolation() |
| singlePathValues(std::vector<Real>&) | 14.14 | 85 | 14 | 71 | 7min | 6min | QuantLib.PathwiseAccountingEngine .singlePathValues(std::vector<Real>&) |
| compute() | 16.82 | 89 | 18 | 71 | 7min | 4min 13s | QuantLib.KahaleSmileSection.compute() |
| main(int,char**) | 19.66 | 94 | 23 | 71 | 7min | 2min 14s | __Globals.main(int,char**) |
| performCalculations() | 2.7 | 72 | 2 | 70 | 7min | 14min | __Globals.performCalculations() |
| testRegression() | 6.25 | 75 | 5 | 70 | 7min | 11min | ConvertibleBondTest.testRegression() |
| testResults() | 19.3 | 92 | 22 | 70 | 7min | 2min 29s | RiskStatisticsTest.testResults() |
| calculateNextGeneration(std::vector <Candidate>& ,constQuantLib::CostFunction&) | 2.78 | 70 | 2 | 68 | 6min | 14min | QuantLib.DifferentialEvolution .calculateNextGeneration(std::vector <Candidate>& ,constQuantLib::CostFunction&) |
| testThirty360_EurobondBasis() | 7.5 | 74 | 6 | 68 | 6min | 10min | DayCounterTest .testThirty360_EurobondBasis() |
| testAtmCalcs() | 6.49 | 72 | 5 | 67 | 6min | 11min | BlackDeltaCalculatorTest.testAtmCalcs() |
| evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) | 15.79 | 80 | 15 | 65 | 6min | 4min 56s | QuantLib.HestonProcess.evolve(Time ,constQuantLib::Array&,Time ,constQuantLib::Array&) |
| testGreeks() | 9.88 | 73 | 8 | 65 | 6min | 9min | MarketModelTest.testGreeks() |
| updateNumeraireTabulation() | 1.56 | 63 | 1 | 62 | 6min | 14min | QuantLib.MarkovFunctional .updateNumeraireTabulation() |
| operator+=(constQuantLib::Period&) | 3.03 | 64 | 2 | 62 | 6min | 13min | QuantLib.Period.operator+= (constQuantLib::Period&) |
| calculate() | 17.02 | 78 | 16 | 62 | 6min | 4min 5s | QuantLib .Gaussian1dNonstandardSwaptionEngine .calculate() |
| performCalculations() | 7.14 | 65 | 5 | 60 | 6min | 11min | QuantLib.HestonSLVFDMModel .performCalculations() |
| testVariates() | 3.17 | 61 | 2 | 59 | 5min | 13min | BrownianBridgeTest.testVariates() |
| testForwardSkewSLV() | 4.62 | 62 | 3 | 59 | 5min | 12min | HestonSLVModelTest.testForwardSkewSLV() |
| operator()(constQuantLib::Path&) | 0 | 58 | 0 | 58 | 5min | 16min | QuantLib.BiasedBarrierPathPricer .operator()(constQuantLib::Path&) |
| testSmartLookup() | 6.06 | 62 | 4 | 58 | 5min | 11min | ExchangeRateTest.testSmartLookup() |
| performCalculations() | 3.33 | 58 | 2 | 56 | 5min | 13min | __Globals.performCalculations() |
| TqrEigenDecomposition (constQuantLib::Array& ,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenV ectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftS trategy) | 13.16 | 66 | 10 | 56 | 5min | 6min | QuantLib.TqrEigenDecomposition .TqrEigenDecomposition (constQuantLib::Array& ,constQuantLib::Array& ,QuantLib::TqrEigenDecomposition::EigenV ectorCalculation ,QuantLib::TqrEigenDecomposition::ShiftS trategy) |
| compute() | 17.44 | 71 | 15 | 56 | 5min | 3min 47s | QuantLib.CreditRiskPlus.compute() |
| initialGuess1(constQuantLib::Array&,Real ,Real&,Real&,Real&) | 8.82 | 62 | 6 | 56 | 5min | 9min | QuantLib.anonymous_namespace{garch.cpp} .__Globals.initialGuess1 (constQuantLib::Array&,Real,Real&,Real& ,Real&) |
| testPutCallParity() | 12.16 | 65 | 9 | 56 | 5min | 7min | BlackDeltaCalculatorTest .testPutCallParity() |
| testThirty360_BondBasis() | 8.82 | 62 | 6 | 56 | 5min | 9min | DayCounterTest.testThirty360_BondBasis() |
| testHestonFokkerPlanckFwdEquationLogLVLe verage() | 1.75 | 56 | 1 | 55 | 5min | 14min | HestonSLVModelTest .testHestonFokkerPlanckFwdEquationLogLVL everage() |
| testLocalVolatilityRND() | 0 | 53 | 0 | 53 | 5min | 16min | RiskNeutralDensityCalculatorTest .testLocalVolatilityRND() |
| testGemanRoncoroniProcess() | 9.23 | 59 | 6 | 53 | 5min | 9min | VPPTest.testGemanRoncoroniProcess() |
| testPathGeneration() | 0 | 52 | 0 | 52 | 5min | 16min | BrownianBridgeTest.testPathGeneration() |
| testChinaSSE() | 5.26 | 54 | 3 | 51 | 5min | 12min | CalendarTest.testChinaSSE() |
| testCovariance() | 0 | 51 | 0 | 51 | 5min | 16min | CovarianceTest.testCovariance() |
| testForwardSwapJacobians() | 0 | 51 | 0 | 51 | 5min | 16min | SwapForwardMappingsTest .testForwardSwapJacobians() |
| testZeroBondPricing() | 8.62 | 53 | 5 | 48 | 4min 48s | 9min | HybridHestonHullWhiteProcessTest .testZeroBondPricing() |
| testMultiSpline() | 12.5 | 56 | 8 | 48 | 4min 48s | 7min | InterpolationTest.testMultiSpline() |
| testCovariance() | 0 | 48 | 0 | 48 | 4min 48s | 16min | MarketModelTest.testCovariance() |
| main(int,char**) | 19.23 | 63 | 15 | 48 | 4min 48s | 2min 32s | __Globals.main(int,char**) |
| performCalculations() | 2.04 | 48 | 1 | 47 | 4min 42s | 14min | QuantLib.LocalVolRNDCalculator .performCalculations() |
| initialize() | 3.92 | 49 | 2 | 47 | 4min 42s | 13min | QuantLib.MarkovFunctional.initialize() |
| get(Time ,QuantLib::FdmHestonGreensFct::Algorithm ) | 0 | 46 | 0 | 46 | 4min 36s | 16min | QuantLib.FdmHestonGreensFct.get(Time ,QuantLib::FdmHestonGreensFct::Algorithm ) |
| testExtOUJumpSwingOption() | 2.08 | 47 | 1 | 46 | 4min 36s | 14min | SwingOptionTest.testExtOUJumpSwingOption () |
| solveWithMaxHomogeneity(Real,Integer ,conststd::vector<Volatility>& ,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real& ,Real&,std::vector<Volatility>&) | 15.38 | 55 | 10 | 45 | 4min 30s | 5min | QuantLib.AlphaFinder .solveWithMaxHomogeneity(Real,Integer ,conststd::vector<Volatility>& ,conststd::vector<Volatility>& ,conststd::vector<Real>&,Real,Real,Real ,Real,Real,Real,Integer,Real&,Real& ,Real&,std::vector<Volatility>&) |
| calculate() | 10.53 | 51 | 6 | 45 | 4min 30s | 8min | QuantLib.AnalyticCompoundOptionEngine .calculate() |
| isExtraHoliday(Day,QuantLib::Month,Year) | 0 | 45 | 0 | 45 | 4min 30s | 16min | QuantLib.anonymous_namespace{russia.cpp} .__Globals.isExtraHoliday(Day ,QuantLib::Month,Year) |
| testCalibration() | 13.11 | 53 | 8 | 45 | 4min 30s | 6min | GARCHTest.testCalibration() |
| code(constQuantLib::Date&) | 10.71 | 50 | 6 | 44 | 4min 24s | 8min | QuantLib.ECB.code(constQuantLib::Date&) |
| testFdmHestonHullWhiteOp() | 6 | 47 | 3 | 44 | 4min 24s | 11min | FdmLinearOpTest.testFdmHestonHullWhiteOp () |
| testGaussStudent() | 14.52 | 53 | 9 | 44 | 4min 24s | 5min | NthToDefaultTest.testGaussStudent() |
| testForwardGreeks() | 13.33 | 52 | 8 | 44 | 4min 24s | 6min | QuantoOptionTest.testForwardGreeks() |
| calculate() | 12.28 | 50 | 7 | 43 | 4min 18s | 7min | QuantLib.Histogram.calculate() |
| evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) | 6.12 | 46 | 3 | 43 | 4min 18s | 11min | QuantLib.JointStochasticProcess.evolve (Time,constQuantLib::Array&,Time ,constQuantLib::Array&) |
| calculate() | 6.12 | 46 | 3 | 43 | 4min 18s | 11min | QuantLib.WulinYongDoubleBarrierEngine .calculate() |
| testSettings() | 18.84 | 56 | 13 | 43 | 4min 18s | 2min 48s | CashFlowsTest.testSettings() |
| testDifferentIntegrals() | 0 | 43 | 0 | 43 | 4min 18s | 16min | HestonModelTest.testDifferentIntegrals() |
| localVolImpl(Time,Real) | 6.25 | 45 | 3 | 42 | 4min 12s | 11min | QuantLib.LocalVolSurface.localVolImpl (Time,Real) |
| evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) | 6.25 | 45 | 3 | 42 | 4min 12s | 11min | QuantLib.HybridHestonHullWhiteProcess .evolve(Time,constQuantLib::Array&,Time ,constQuantLib::Array&) |
| calculate() | 8 | 46 | 4 | 42 | 4min 12s | 10min | QuantLib.Gaussian1dCapFloorEngine .calculate() |
| Minimize<T>(Real,Real,Real,T&,Real(T::*) (Real)__attribute__((thiscall)),bool (T::*)(Real)__attribute__((thiscall)) ,bool&) | 9.62 | 47 | 5 | 42 | 4min 12s | 9min | QuantLib.anonymous_namespace{alphafinder .cpp}.__Globals.Minimize<T>(Real,Real ,Real,T&,Real(T::*)(Real)__attribute__( (thiscall)),bool(T::*)(Real )__attribute__((thiscall)),bool&) |
| testSecondDerivativesMapApply() | 0 | 42 | 0 | 42 | 4min 12s | 16min | FdmLinearOpTest .testSecondDerivativesMapApply() |
| setup() | 18.18 | 54 | 12 | 42 | 4min 12s | 3min 16s | anonymous_namespace{marketmodel.cpp} .__Globals.setup() |
| CommonVars() | 13.79 | 50 | 8 | 42 | 4min 12s | 6min | anonymous_namespace{piecewiseyieldcurve .cpp}.CommonVars.CommonVars() |
| FaureRsg(Size) | 12.73 | 48 | 7 | 41 | 4min 6s | 7min | QuantLib.FaureRsg.FaureRsg(Size) |
| code(constQuantLib::Date&) | 11.32 | 47 | 6 | 41 | 4min 6s | 8min | QuantLib.ASX.code(constQuantLib::Date&) |
| A(Real) | 2.33 | 42 | 1 | 41 | 4min 6s | 14min | QuantLib .AnalyticContinuousPartialFloatingLookba ckEngine.A(Real) |
| code(constQuantLib::Date&) | 11.32 | 47 | 6 | 41 | 4min 6s | 8min | QuantLib.IMM.code(constQuantLib::Date&) |
| init() | 6.38 | 44 | 3 | 41 | 4min 6s | 11min | QuantLib.NonstandardSwap.init() |
| testTARGET() | 0 | 41 | 0 | 41 | 4min 6s | 16min | CalendarTest.testTARGET() |
| testMonteCarloCalibration() | 2.33 | 42 | 1 | 41 | 4min 6s | 14min | HestonSLVModelTest .testMonteCarloCalibration() |
| testMonteCarloCapletPricing() | 16.39 | 51 | 10 | 41 | 4min 6s | 4min 31s | LiborMarketModelProcessTest .testMonteCarloCapletPricing() |
| testPeriodAdapter() | 0 | 41 | 0 | 41 | 4min 6s | 16min | MarketModelTest.testPeriodAdapter() |
| Rule Violated: Avoid types with poor cohesion |
• Rule Description:
This rule is based on the LCOM code metric, LCOM stands for Lack Of Cohesion of Methods. See the definition of the LCOM metric here http://www.cppdepend.com/Metrics.aspx#LCOM
The LCOM metric measures the fact that most methods are using most fields. A class is considered utterly cohesive (which is good) if all its methods use all its instance fields.
Only types with enough methods and fields are taken account to avoid bias. The LCOM takes its values in the range [0-1].
This rule matches types with LCOM higher than 0.8. Such value generally pinpoints a poorly cohesive class.
• How to Fix Issues: To refactor a poorly cohesive type and increase code quality and maintainability, certainly you'll have to split the type into several smaller and more cohesive types that together, implement the same logic. The estimated Debt, which means the effort to fix such issue, varies linearly from 5 minutes for a type with a low poorCohesionScore, up to 4 hours for a type with high poorCohesionScore.
• How to Fix Issues: To refactor a poorly cohesive type and increase code quality and maintainability, certainly you'll have to split the type into several smaller and more cohesive types that together, implement the same logic. The estimated Debt, which means the effort to fix such issue, varies linearly from 5 minutes for a type with a low poorCohesionScore, up to 4 hours for a type with high poorCohesionScore.
48 types matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 48 types | Lack of Cohesion Of Methods (LCOM) | # Methods | # Fields | poorCohesionScore | Debt | Annual Interest | Full Name |
|---|---|---|---|---|---|---|---|
| MakeMCAmericanEngine<RNG,S ,RNG_Calibration,> | 1 | 14 | 12 | 100 | 4h 0min | 1h 20min | QuantLib.MakeMCAmericanEngine<RNG,S ,RNG_Calibration,> |
| SviInterpolatedSmileSection | 0.98 | 20 | 19 | 34.99 | 2h 41min | 53min | QuantLib.SviInterpolatedSmileSection |
| SabrInterpolatedSmileSection | 0.98 | 19 | 18 | 32.43 | 2h 28min | 49min | QuantLib.SabrInterpolatedSmileSection |
| NoArbSabrInterpolatedSmileSection | 0.98 | 19 | 17 | 31.19 | 2h 21min | 47min | QuantLib .NoArbSabrInterpolatedSmileSection |
| YoYCapFloorTermPriceSurface | 0.98 | 26 | 11 | 29.66 | 2h 13min | 44min | QuantLib.YoYCapFloorTermPriceSurface |
| SabrVolSurface | 0.96 | 21 | 11 | 22.05 | 1h 34min | 31min | QuantLib.SabrVolSurface |
| ZeroCouponInflationSwap | 0.96 | 18 | 14 | 20.79 | 1h 27min | 29min | QuantLib.ZeroCouponInflationSwap |
| MakeCms | 0.96 | 29 | 29 | 18.6 | 1h 16min | 25min | QuantLib.MakeCms |
| OptionletStripper | 0.95 | 19 | 14 | 16.92 | 1h 7min | 22min | QuantLib.OptionletStripper |
| MakeVanillaSwap | 0.95 | 33 | 27 | 15.55 | 1h 0min | 20min | QuantLib.MakeVanillaSwap |
| Basket | 0.94 | 54 | 16 | 14.52 | 54min | 18min | QuantLib.Basket |
| CPISwap | 0.93 | 29 | 18 | 12.76 | 45min | 15min | QuantLib.CPISwap |
| DigitalCmsLeg | 0.93 | 30 | 16 | 12.12 | 42min | 14min | QuantLib.DigitalCmsLeg |
| DigitalIborLeg | 0.93 | 30 | 16 | 12.12 | 42min | 14min | QuantLib.DigitalIborLeg |
| DigitalCmsSpreadLeg | 0.93 | 30 | 16 | 12.12 | 42min | 14min | QuantLib.DigitalCmsSpreadLeg |
| MarkovFunctional | 0.93 | 37 | 23 | 12.06 | 41min | 14min | QuantLib.MarkovFunctional |
| StrippedOptionlet | 0.92 | 19 | 14 | 11.64 | 39min | 13min | QuantLib.StrippedOptionlet |
| CPILeg | 0.92 | 24 | 18 | 11.62 | 39min | 13min | QuantLib.CPILeg |
| MakeYoYInflationCapFloor | 0.92 | 13 | 13 | 11.5 | 38min | 13min | QuantLib.MakeYoYInflationCapFloor |
| yoyInflationLeg | 0.91 | 20 | 11 | 9.91 | 30min | 10min | QuantLib.yoyInflationLeg |
| LinearTsrPricer | 0.91 | 19 | 21 | 9.78 | 29min | 10min | QuantLib.LinearTsrPricer |
| RangeAccrualLeg | 0.9 | 22 | 11 | 9.41 | 28min | 9min | QuantLib.RangeAccrualLeg |
| YearOnYearInflationSwap | 0.9 | 24 | 13 | 8.98 | 25min | 8min | QuantLib.YearOnYearInflationSwap |
| CmsLeg | 0.9 | 22 | 11 | 8.96 | 25min | 8min | QuantLib.CmsLeg |
| IborLeg | 0.9 | 22 | 11 | 8.96 | 25min | 8min | QuantLib.IborLeg |
| CmsSpreadLeg | 0.9 | 22 | 11 | 8.96 | 25min | 8min | QuantLib.CmsSpreadLeg |
| AbcdAtmVolCurve | 0.89 | 29 | 11 | 8.49 | 23min | 8min | QuantLib.AbcdAtmVolCurve |
| DigitalCoupon | 0.89 | 21 | 17 | 8.04 | 20min | 7min | QuantLib.DigitalCoupon |
| VanillaSwap | 0.88 | 24 | 11 | 7.88 | 20min | 6min | QuantLib.VanillaSwap |
| MakeOIS | 0.88 | 18 | 15 | 7.69 | 19min | 6min | QuantLib.MakeOIS |
| MakeArithmeticAverageOIS | 0.88 | 20 | 19 | 7.65 | 18min | 6min | QuantLib.MakeArithmeticAverageOIS |
| NonstandardSwap | 0.86 | 22 | 14 | 6.86 | 14min | 5min | QuantLib.NonstandardSwap |
| HaganPricer | 0.86 | 13 | 14 | 6.83 | 14min | 5min | QuantLib.HaganPricer |
| GsrProcessCore | 0.86 | 23 | 11 | 6.83 | 14min | 5min | QuantLib.detail.GsrProcessCore |
| CmsMarket | 0.86 | 20 | 19 | 6.7 | 13min | 4min 56s | QuantLib.CmsMarket |
| KahaleSmileSection | 0.86 | 20 | 11 | 6.48 | 12min | 4min 33s | QuantLib.KahaleSmileSection |
| CDO | 0.85 | 17 | 23 | 6.22 | 11min | 4min 7s | QuantLib.CDO |
| CreditDefaultSwap | 0.85 | 25 | 14 | 6.15 | 11min | 3min 59s | QuantLib.CreditDefaultSwap |
| SVDDFwdRatePc | 0.83 | 14 | 23 | 5.6 | 8min | 3min 2s | QuantLib.SVDDFwdRatePc |
| NthToDefault | 0.83 | 18 | 14 | 5.51 | 7min | 2min 53s | QuantLib.NthToDefault |
| CTSMMCapletCalibration | 0.82 | 23 | 17 | 5.36 | 6min | 2min 37s | QuantLib.CTSMMCapletCalibration |
| LogNormalFwdRateEuler | 0.82 | 15 | 17 | 5.18 | 5min | 2min 18s | QuantLib.LogNormalFwdRateEuler |
| LogNormalFwdRateEulerConstrained | 0.81 | 16 | 23 | 5.08 | 5min | 2min 8s | QuantLib .LogNormalFwdRateEulerConstrained |
| MarketModelPathwiseInverseFloater | 0.8 | 13 | 12 | 4.83 | 5min | 2min 0s | QuantLib .MarketModelPathwiseInverseFloater |
| GJRGARCHProcess | 0.8 | 20 | 11 | 4.83 | 5min | 2min 0s | QuantLib.GJRGARCHProcess |
| RiskyAssetSwap | 0.8 | 15 | 16 | 4.83 | 5min | 2min 0s | QuantLib.RiskyAssetSwap |
| LogNormalFwdRateIpc | 0.8 | 14 | 19 | 4.82 | 5min | 2min 0s | QuantLib.LogNormalFwdRateIpc |
| LogNormalFwdRateiBalland | 0.8 | 14 | 17 | 4.8 | 5min | 2min 0s | QuantLib.LogNormalFwdRateiBalland |
| Object Oriented Design | 2570 |
| Rule Violated: Class shouldn't be too deep in inheritance tree |
• Rule Description:
This rule warns about classes having 3 or more base classes. Notice that third-party base classes are not counted because this rule is about your code design, not third-party libraries consumed design.
In theory, there is nothing wrong having a long inheritance chain, if the modelization has been well thought out, if each base class is a well-designed refinement of the domain.
In practice, modeling properly a domain demands a lot of effort and experience and more often than not, a long inheritance chain is a sign of confused design, that will be hard to work with and maintain.
• How to Fix Issues: In Object-Oriented Programming, a well-known motto is Favor Composition over Inheritance. This is because inheritance comes with pitfalls. In general, the implementation of a derived class is very bound up with the base class implementation. Also a base class exposes implementation details to its derived classes, that's why it's often said that inheritance breaks encapsulation. On the other hands, Composition favors binding with interfaces over binding with implementations. Hence, not only the encapsulation is preserved, but the design is clearer, because interfaces make it explicit and less coupled. Hence, to break a long inheritance chain, Composition is often a powerful way to enhance the design of the refactored underlying logic. You can also read: http://en.wikipedia.org/wiki/Composition_over_inheritance and http://stackoverflow.com/questions/49002/prefer-composition-over-inheritance The estimated Debt, which means the effort to fix such issue, depends linearly upon the depth of inheritance.
• How to Fix Issues: In Object-Oriented Programming, a well-known motto is Favor Composition over Inheritance. This is because inheritance comes with pitfalls. In general, the implementation of a derived class is very bound up with the base class implementation. Also a base class exposes implementation details to its derived classes, that's why it's often said that inheritance breaks encapsulation. On the other hands, Composition favors binding with interfaces over binding with implementations. Hence, not only the encapsulation is preserved, but the design is clearer, because interfaces make it explicit and less coupled. Hence, to break a long inheritance chain, Composition is often a powerful way to enhance the design of the refactored underlying logic. You can also read: http://en.wikipedia.org/wiki/Composition_over_inheritance and http://stackoverflow.com/questions/49002/prefer-composition-over-inheritance The estimated Debt, which means the effort to fix such issue, depends linearly upon the depth of inheritance.
351 types matched
- The following list of types is truncated and contains only the first 100 types of the 351 types matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 351 types | baseClasses | Depth of inheritance | Debt | Severity | Full Name |
|---|---|---|---|---|---|
| ExtendedCoxIngersollRoss | 9 types | 6 | 21min | Medium | QuantLib.ExtendedCoxIngersollRoss |
| HullWhite | 9 types | 6 | 21min | Medium | QuantLib.HullWhite |
| GeneralizedHullWhite | 8 types | 5 | 18min | Medium | QuantLib.GeneralizedHullWhite |
| CappedFlooredIborCoupon | 7 types | 6 | 15min | Medium | QuantLib.CappedFlooredIborCoupon |
| CappedFlooredCmsCoupon | 7 types | 6 | 15min | Medium | QuantLib.CappedFlooredCmsCoupon |
| CappedFlooredYoYInflationCoupon | 7 types | 6 | 15min | Medium | QuantLib.CappedFlooredYoYInflationCoupon |
| DigitalCmsCoupon | 7 types | 6 | 15min | Medium | QuantLib.DigitalCmsCoupon |
| DigitalIborCoupon | 7 types | 6 | 15min | Medium | QuantLib.DigitalIborCoupon |
| CoxIngersollRoss | 7 types | 5 | 15min | Medium | QuantLib.CoxIngersollRoss |
| Vasicek | 7 types | 5 | 15min | Medium | QuantLib.Vasicek |
| G2 | 7 types | 4 | 15min | Medium | QuantLib.G2 |
| SwaptionVolCube2 | 7 types | 6 | 15min | Medium | QuantLib.SwaptionVolCube2 |
| SabrVolSurface | 7 types | 6 | 15min | Medium | QuantLib.SabrVolSurface |
| CappedFlooredCmsSpreadCoupon | 7 types | 6 | 15min | Medium | QuantLib.CappedFlooredCmsSpreadCoupon |
| DigitalCmsSpreadCoupon | 7 types | 6 | 15min | Medium | QuantLib.DigitalCmsSpreadCoupon |
| AverageBMACoupon | 6 types | 5 | 12min | Medium | QuantLib.AverageBMACoupon |
| CappedFlooredCoupon | 6 types | 5 | 12min | Medium | QuantLib.CappedFlooredCoupon |
| CmsCoupon | 6 types | 5 | 12min | Medium | QuantLib.CmsCoupon |
| NumericHaganPricer | 6 types | 4 | 12min | Medium | QuantLib.NumericHaganPricer |
| AnalyticHaganPricer | 6 types | 4 | 12min | Medium | QuantLib.AnalyticHaganPricer |
| CPICoupon | 6 types | 5 | 12min | Medium | QuantLib.CPICoupon |
| DigitalCoupon | 6 types | 5 | 12min | Medium | QuantLib.DigitalCoupon |
| IborCoupon | 6 types | 5 | 12min | Medium | QuantLib.IborCoupon |
| OvernightIndexedCoupon | 6 types | 5 | 12min | Medium | QuantLib.OvernightIndexedCoupon |
| RangeAccrualFloatersCoupon | 6 types | 5 | 12min | Medium | QuantLib.RangeAccrualFloatersCoupon |
| YoYInflationCoupon | 6 types | 5 | 12min | Medium | QuantLib.YoYInflationCoupon |
| Eonia | 6 types | 5 | 12min | Medium | QuantLib.Eonia |
| EuriborSW | 6 types | 5 | 12min | Medium | QuantLib.EuriborSW |
| Euribor2W | 6 types | 5 | 12min | Medium | QuantLib.Euribor2W |
| Euribor3W | 6 types | 5 | 12min | Medium | QuantLib.Euribor3W |
| Euribor1M | 6 types | 5 | 12min | Medium | QuantLib.Euribor1M |
| Euribor2M | 6 types | 5 | 12min | Medium | QuantLib.Euribor2M |
| Euribor3M | 6 types | 5 | 12min | Medium | QuantLib.Euribor3M |
| Euribor4M | 6 types | 5 | 12min | Medium | QuantLib.Euribor4M |
| Euribor5M | 6 types | 5 | 12min | Medium | QuantLib.Euribor5M |
| Euribor6M | 6 types | 5 | 12min | Medium | QuantLib.Euribor6M |
| Euribor7M | 6 types | 5 | 12min | Medium | QuantLib.Euribor7M |
| Euribor8M | 6 types | 5 | 12min | Medium | QuantLib.Euribor8M |
| Euribor9M | 6 types | 5 | 12min | Medium | QuantLib.Euribor9M |
| Euribor10M | 6 types | 5 | 12min | Medium | QuantLib.Euribor10M |
| Euribor11M | 6 types | 5 | 12min | Medium | QuantLib.Euribor11M |
| Euribor1Y | 6 types | 5 | 12min | Medium | QuantLib.Euribor1Y |
| Euribor365_SW | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_SW |
| Euribor365_2W | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_2W |
| Euribor365_3W | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_3W |
| Euribor365_1M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_1M |
| Euribor365_2M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_2M |
| Euribor365_3M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_3M |
| Euribor365_4M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_4M |
| Euribor365_5M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_5M |
| Euribor365_6M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_6M |
| Euribor365_7M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_7M |
| Euribor365_8M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_8M |
| Euribor365_9M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_9M |
| Euribor365_10M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_10M |
| Euribor365_11M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_11M |
| Euribor365_1Y | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_1Y |
| EURLiborON | 6 types | 5 | 12min | Medium | QuantLib.EURLiborON |
| EURLiborSW | 6 types | 5 | 12min | Medium | QuantLib.EURLiborSW |
| EURLibor2W | 6 types | 5 | 12min | Medium | QuantLib.EURLibor2W |
| EURLibor1M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor1M |
| EURLibor2M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor2M |
| EURLibor3M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor3M |
| EURLibor4M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor4M |
| EURLibor5M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor5M |
| EURLibor6M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor6M |
| EURLibor7M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor7M |
| EURLibor8M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor8M |
| EURLibor9M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor9M |
| EURLibor10M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor10M |
| EURLibor11M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor11M |
| EURLibor1Y | 6 types | 5 | 12min | Medium | QuantLib.EURLibor1Y |
| FedFunds | 6 types | 5 | 12min | Medium | QuantLib.FedFunds |
| Sonia | 6 types | 5 | 12min | Medium | QuantLib.Sonia |
| OneFactorAffineModel | 6 types | 4 | 12min | Medium | QuantLib.OneFactorAffineModel |
| BlackKarasinski | 6 types | 4 | 12min | Medium | QuantLib.BlackKarasinski |
| GridModelLocalVolSurface | 6 types | 4 | 12min | Medium | QuantLib.GridModelLocalVolSurface |
| BlackVarianceCurve | 6 types | 5 | 12min | Medium | QuantLib.BlackVarianceCurve |
| BlackVarianceSurface | 6 types | 5 | 12min | Medium | QuantLib.BlackVarianceSurface |
| SwaptionVolatilityCube | 6 types | 5 | 12min | Medium | QuantLib.SwaptionVolatilityCube |
| SwaptionVolatilityMatrix | 6 types | 5 | 12min | Medium | QuantLib.SwaptionVolatilityMatrix |
| EquityFXVolSurface | 6 types | 5 | 12min | Medium | QuantLib.EquityFXVolSurface |
| ExtendedBlackVarianceCurve | 6 types | 5 | 12min | Medium | QuantLib.ExtendedBlackVarianceCurve |
| ExtendedBlackVarianceSurface | 6 types | 5 | 12min | Medium | QuantLib.ExtendedBlackVarianceSurface |
| InterestRateVolSurface | 6 types | 5 | 12min | Medium | QuantLib.InterestRateVolSurface |
| CmsSpreadCoupon | 6 types | 5 | 12min | Medium | QuantLib.CmsSpreadCoupon |
| StrippedCappedFlooredCoupon | 6 types | 5 | 12min | Medium | QuantLib.StrippedCappedFlooredCoupon |
| SubPeriodsCoupon | 6 types | 5 | 12min | Medium | QuantLib.SubPeriodsCoupon |
| DumasParametricVolSurface | 6 types | 5 | 12min | Medium | anonymous_namespace{riskneutraldensityca lculator.cpp}.DumasParametricVolSurface |
| InterpolatedCPICapFloorTermPriceSurface <Interpolator2D> | 5 types | 4 | 9min | Medium | QuantLib .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D> |
| HaganPricer | 5 types | 3 | 9min | Medium | QuantLib.HaganPricer |
| FloatingRateCoupon | 5 types | 4 | 9min | Medium | QuantLib.FloatingRateCoupon |
| InflationCoupon | 5 types | 4 | 9min | Medium | QuantLib.InflationCoupon |
| OvernightIndex | 5 types | 4 | 9min | Medium | QuantLib.OvernightIndex |
| OvernightIndexedSwapIndex | 5 types | 4 | 9min | Medium | QuantLib.OvernightIndexedSwapIndex |
| Euribor | 5 types | 4 | 9min | Medium | QuantLib.Euribor |
| Euribor365 | 5 types | 4 | 9min | Medium | QuantLib.Euribor365 |
| EURLibor | 5 types | 4 | 9min | Medium | QuantLib.EURLibor |
| DailyTenorEURLibor | 5 types | 4 | 9min | Medium | QuantLib.DailyTenorEURLibor |
| Libor | 5 types | 4 | 9min | Medium | QuantLib.Libor |
Statistics
| Stat | baseClasses | Depth of inheritance | Debt | Severity |
|---|---|---|---|---|
| Sum: | 1 540 | 1 362 | 5d 1h | - |
| Average: | 4.39 | 3.88 | 7min | - |
| Minimum: | 3 | 2 | 3min 0s | - |
| Maximum: | 9 | 6 | 21min | - |
| Standard deviation: | 1.31 | 1.16 | 3min 56s | - |
| Variance: | 1.72 | 1.35 | 1d 7h | - |
| Rule Violated: Constructor should not call a virtual methods |
• Rule Description:
This rule matches constructors of a non-sealed class that call one or several virtual methods.
When an object written in C# is constructed, what happens is that constructors run in order from the base class to the most derived class.
Also objects do not change type as they are constructed, but start out as the most derived type, with the method table being for the most derived type. This means that virtual method calls always run on the most derived type, even when calls are made from the constructor.
When you combine these two facts you are left with the problem that if you make a virtual method call in a constructor, and it is not the most derived type in its inheritance hierarchy, then it will be called on a class whose constructor has not been run, and therefore may not be in a suitable state to have that method called.
Hence this situation makes the class fragile to derive from.
• How to Fix Issues: Violations reported can be solved by re-designing object initialisation or by declaring the parent class as sealed, if possible.
• How to Fix Issues: Violations reported can be solved by re-designing object initialisation or by declaring the parent class as sealed, if possible.
9 methods matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 9 methods | virtualMethodsCalled | DerivedTypes | Debt | Severity | Full Name |
|---|---|---|---|---|---|
| CPICashFlow(Real,constint) | 3 methods | no type | 18min | High | QuantLib.CPICashFlow.CPICashFlow(Real ,constint) |
| GaussianQuadrature(Size ,constQuantLib::GaussianOrthogonalPolyno mial&) | 4 methods | 9 types | 24min | High | QuantLib.GaussianQuadrature .GaussianQuadrature(Size ,constQuantLib::GaussianOrthogonalPolyno mial&) |
| MarketModelPathwiseMultiDeflatedCap (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Rate ,conststd::vector<std::pair<Size,Size>>& ) | 1 method | no type | 6min | High | QuantLib .MarketModelPathwiseMultiDeflatedCap .MarketModelPathwiseMultiDeflatedCap (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Rate ,conststd::vector<std::pair<Size,Size>>& ) |
| ParametricExerciseAdapter (constQuantLib::MarketModelParametricExe rcise&,conststd::vector<std::vector<Real >>&) | 1 method | no type | 6min | High | QuantLib.ParametricExerciseAdapter .ParametricExerciseAdapter (constQuantLib::MarketModelParametricExe rcise&,conststd::vector<std::vector<Real >>&) |
| SmileSection(constQuantLib::Date& ,constQuantLib::DayCounter& ,constQuantLib::Date& ,constQuantLib::VolatilityType,constRate ) | 1 method | 12 types | 6min | High | QuantLib.SmileSection.SmileSection (constQuantLib::Date& ,constQuantLib::DayCounter& ,constQuantLib::Date& ,constQuantLib::VolatilityType,constRate ) |
| MultiplicativePriceSeasonality (constQuantLib::Date& ,constQuantLib::Frequency ,conststd::vector<Rate>) | 1 method | 1 type | 6min | High | QuantLib.MultiplicativePriceSeasonality .MultiplicativePriceSeasonality (constQuantLib::Date& ,constQuantLib::Frequency ,conststd::vector<Rate>) |
| SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool) | 5 methods | no type | 30min | High | QuantLib.SmileSectionUtils .SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool) |
| ValueEstimate(conststd::vector<NodeData >&,constQuantLib::ParametricExercise& ,Size) | 1 method | no type | 6min | High | QuantLib .anonymous_namespace{parametricexercise .cpp}.ValueEstimate.ValueEstimate (conststd::vector<NodeData>& ,constQuantLib::ParametricExercise&,Size ) |
| ReplicationError(Option::Type,Time,Real ,Real,Volatility,Rate) | 1 method | no type | 6min | High | ReplicationError.ReplicationError (Option::Type,Time,Real,Real,Volatility ,Rate) |
Statistics
| Stat | virtualMethodsCalled | DerivedTypes | Debt | Severity |
|---|---|---|---|---|
| Sum: | 18 | 22 | 1h 48min | - |
| Average: | 2 | 2.44 | 12min | - |
| Minimum: | 1 | 0 | 6min | - |
| Maximum: | 5 | 12 | 30min | - |
| Standard deviation: | 1.49 | 4.37 | 8min | - |
| Variance: | 2.22 | 19.14 | 10d 0h | - |
| Rule Violated: Don't assign static fields from instance methods |
• Rule Description:
Assigning static fields from instance methods leads to poorly maintainable and non-thread-safe code.
More discussion on the topic can be found here: http://codebetter.com/patricksmacchia/2011/05/04/back-to-basics-usage-of-static-members/
• How to Fix Issues: If the static field is just assigned once in the program lifetime, make sure to declare it as readonly and assign it inline, or from the static constructor. In Object-Oriented-Programming the natural artifact to hold states that can be modified is instance fields. Hence to fix violations of this rule, make sure to hold assignable states through instance fields, not through static fields.
• How to Fix Issues: If the static field is just assigned once in the program lifetime, make sure to declare it as readonly and assign it inline, or from the static constructor. In Object-Oriented-Programming the natural artifact to hold states that can be modified is instance fields. Hence to fix violations of this rule, make sure to hold assignable states through instance fields, not through static fields.
14 fields matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 14 fields | assignedBy | Debt | Severity | Full Name |
|---|---|---|---|---|
| PI | 1 method | 5min | Medium | QuantLib.__Globals.PI |
| one | 1 method | 5min | Medium | QuantLib.ErrorFunction.one |
| pp0 | 1 method | 5min | Medium | QuantLib.ErrorFunction.pp0 |
| pa0 | 1 method | 5min | Medium | QuantLib.ErrorFunction.pa0 |
| ra0 | 1 method | 5min | Medium | QuantLib.ErrorFunction.ra0 |
| rb0 | 1 method | 5min | Medium | QuantLib.ErrorFunction.rb0 |
| a3_ | 1 method | 5min | Medium | QuantLib.MoroInverseCumulativeNormal.a3_ |
| c0_ | 1 method | 5min | Medium | QuantLib.MoroInverseCumulativeNormal.c0_ |
| KK | 2 methods | 5min | Medium | QuantLib.KnuthUniformRng.KK |
| LL | 2 methods | 5min | Medium | QuantLib.KnuthUniformRng.LL |
| TT | 1 method | 5min | Medium | QuantLib.KnuthUniformRng.TT |
| maxRandom | 1 method | 5min | Medium | QuantLib.LecuyerUniformRng.maxRandom |
| N | 2 methods | 5min | Medium | QuantLib.MersenneTwisterUniformRng.N |
| bits_ | 1 method | 5min | Medium | QuantLib.SobolRsg.bits_ |
Statistics
| Stat | assignedBy | Debt | Severity |
|---|---|---|---|
| Sum: | 17 | 1h 10min | - |
| Average: | 1.21 | 5min | - |
| Minimum: | 1 | 5min | - |
| Maximum: | 2 | 5min | - |
| Standard deviation: | 0.41 | 0min 0s | - |
| Variance: | 0.17 | 0min 0s | - |
| Rule Violated: Avoid Abstract Classes with too many methods |
• Rule Description:
This rule matches abstract classes with more than 10 methods. Abstract clases are abstractions and are meant to simplify the code structure. An interface should represent a single responsibility. Making an interface too large, too complex, necessarily means that the interface has too many responsibilities.
A property with getter or setter or both count as one method. An event count as one method.
• How to Fix Issues: Typically to fix such issue, the interface must be refactored in a grape of smaller single-responsibility interfaces. A classic example is a ISession large interface, responsible for holding states, run commands and offer various accesses and facilities. The classic problem for a large public interface is that it has many clients that consume it. As a consequence splitting it in smaller interfaces has an important impact and it is not always feasible. The estimated Debt, which means the effort to fix such issue, varies linearly from 20 minutes for an interface with 10 methods, up to 7 hours for an interface with 100 or more methods. The Debt is divided by two if the interface is not publicly visible, because in such situation only the current project is impacted by the refactoring.
• How to Fix Issues: Typically to fix such issue, the interface must be refactored in a grape of smaller single-responsibility interfaces. A classic example is a ISession large interface, responsible for holding states, run commands and offer various accesses and facilities. The classic problem for a large public interface is that it has many clients that consume it. As a consequence splitting it in smaller interfaces has an important impact and it is not always feasible. The estimated Debt, which means the effort to fix such issue, varies linearly from 20 minutes for an interface with 10 methods, up to 7 hours for an interface with 100 or more methods. The Debt is divided by two if the interface is not publicly visible, because in such situation only the current project is impacted by the refactoring.
38 types matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 38 types | Methods | Debt | Annual Interest | Full Name |
|---|---|---|---|---|
| SwaptionVolatilityStructure | 30 methods | 1h 48min | 28min | QuantLib.SwaptionVolatilityStructure |
| CPICapFloorTermPriceSurface | 24 methods | 1h 22min | 20min | QuantLib.CPICapFloorTermPriceSurface |
| YoYCapFloorTermPriceSurface | 22 methods | 1h 13min | 17min | QuantLib.YoYCapFloorTermPriceSurface |
| SmileSection | 21 methods | 1h 8min | 16min | QuantLib.SmileSection |
| CTSMMCapletCalibration | 20 methods | 1h 4min | 15min | QuantLib.CTSMMCapletCalibration |
| Coupon | 18 methods | 55min | 12min | QuantLib.Coupon |
| JointStochasticProcess | 18 methods | 55min | 12min | QuantLib.JointStochasticProcess |
| YoYOptionletVolatilitySurface | 17 methods | 51min | 11min | QuantLib.YoYOptionletVolatilitySurface |
| CallableBondVolatilityStructure | 17 methods | 51min | 11min | QuantLib.CallableBondVolatilityStructure |
| DiscretizedAsset | 17 methods | 51min | 11min | QuantLib.DiscretizedAsset |
| StochasticProcess1D | 17 methods | 51min | 11min | QuantLib.StochasticProcess1D |
| CurveState | 16 methods | 46min | 9min | QuantLib.CurveState |
| Gaussian1dModel | 16 methods | 46min | 9min | QuantLib.Gaussian1dModel |
| DefaultProbabilityTermStructure | 16 methods | 46min | 9min | QuantLib.DefaultProbabilityTermStructure |
| InterestRateIndex | 15 methods | 42min | 8min | QuantLib.InterestRateIndex |
| CPIVolatilitySurface | 15 methods | 42min | 8min | QuantLib.CPIVolatilitySurface |
| OneFactorCopula | 15 methods | 42min | 8min | QuantLib.OneFactorCopula |
| Integrator | 14 methods | 37min | 7min | QuantLib.Integrator |
| RiskyBond | 14 methods | 37min | 7min | QuantLib.RiskyBond |
| InflationIndex | 13 methods | 33min | 5min | QuantLib.InflationIndex |
| FittedBondDiscountCurve+FittingMethod | 13 methods | 33min | 5min | QuantLib .FittedBondDiscountCurve+FittingMethod |
| Index | 13 methods | 33min | 5min | QuantLib.Index |
| StochasticProcess | 13 methods | 33min | 5min | QuantLib.StochasticProcess |
| Forward | 12 methods | 28min | 4min 37s | QuantLib.Forward |
| MarketModel | 12 methods | 28min | 4min 37s | QuantLib.MarketModel |
| YieldTermStructure | 12 methods | 28min | 4min 37s | QuantLib.YieldTermStructure |
| BlackVolTermStructure | 12 methods | 28min | 4min 37s | QuantLib.BlackVolTermStructure |
| LineSearch | 11 methods | 24min | 3min 18s | QuantLib.LineSearch |
| InflationTermStructure | 11 methods | 24min | 3min 18s | QuantLib.InflationTermStructure |
| OptionletVolatilityStructure | 11 methods | 24min | 3min 18s | QuantLib.OptionletVolatilityStructure |
| LmCorrelationModel | 11 methods | 24min | 3min 18s | QuantLib.LmCorrelationModel |
| TermStructure | 11 methods | 24min | 3min 18s | QuantLib.TermStructure |
| FdmVPPStepCondition | 10 methods | 20min | 2min 0s | QuantLib.FdmVPPStepCondition |
| HaganPricer | 10 methods | 20min | 2min 0s | QuantLib.HaganPricer |
| InflationCoupon | 10 methods | 20min | 2min 0s | QuantLib.InflationCoupon |
| CalibrationHelper | 10 methods | 20min | 2min 0s | QuantLib.CalibrationHelper |
| BlackAtmVolCurve | 10 methods | 20min | 2min 0s | QuantLib.BlackAtmVolCurve |
| LossDist | 10 methods | 20min | 2min 0s | QuantLib.LossDist |
Statistics
| Stat | Methods | Debt | Annual Interest |
|---|---|---|---|
| Sum: | 557 | 3d 1h | 5h 8min |
| Average: | 14.66 | 40min | 8min |
| Minimum: | 10 | 20min | 2min 0s |
| Maximum: | 30 | 1h 48min | 28min |
| Standard deviation: | 4.39 | 19min | 5min |
| Variance: | 19.28 | 47d | 4d 1h |
| Rule Violated: Nested types should not be visible |
• Rule Description:
This rule warns about nested types not declared as private.
A nested type is a type declared within the scope of another type. Nested types are useful for encapsulating private implementation details of the containing type. Used for this purpose, nested types should not be externally visible.
Do not use externally visible nested types for logical grouping or to avoid name collisions; instead use namespaces.
Nested types include the notion of member accessibility, which some programmers do not understand clearly.
Protected types can be used in subclasses and nested types in advanced customization scenarios.
• How to Fix Issues: If you do not intend the nested type to be externally visible, change the type's accessibility. Otherwise, remove the nested type from its parent and make it non-nested. If the purpose of the nesting is to group some nested types, use a namespace to create the hierarchy instead. The estimated Debt, which means the effort to fix such issue, is 2 minutes per nested type plus 4 minutes per outter type using such nesting type.
• How to Fix Issues: If you do not intend the nested type to be externally visible, change the type's accessibility. Otherwise, remove the nested type from its parent and make it non-nested. If the purpose of the nesting is to group some nested types, use a namespace to create the hierarchy instead. The estimated Debt, which means the effort to fix such issue, is 2 minutes per nested type plus 4 minutes per outter type using such nesting type.
287 types matched
- The following list of types is truncated and contains only the first 100 types of the 287 types matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 287 types | Visibility | typesUser | Debt | Severity | Full Name |
|---|---|---|---|---|---|
| FdmHestonGreensFct+Algorithm | Public | no type | 2min 0s | Medium | QuantLib.FdmHestonGreensFct+Algorithm |
| RiskNeutralDensityCalculator+InvCDFHelpe r | Protected | no type | 2min 0s | Medium | QuantLib .RiskNeutralDensityCalculator+InvCDFHelp er |
| HestonSLVFDMModel+LogEntry | Public | no type | 2min 0s | Medium | QuantLib.HestonSLVFDMModel+LogEntry |
| FdmSquareRootFwdOp+TransformationType | Public | no type | 2min 0s | Medium | QuantLib .FdmSquareRootFwdOp+TransformationType |
| VanillaVPPOption+arguments | Public | no type | 2min 0s | Medium | QuantLib.VanillaVPPOption+arguments |
| CPICapFloor+arguments | Public | no type | 2min 0s | Medium | QuantLib.CPICapFloor+arguments |
| CPICapFloor+results | Public | no type | 2min 0s | Medium | QuantLib.CPICapFloor+results |
| CPICapFloor+engine | Public | no type | 2min 0s | Medium | QuantLib.CPICapFloor+engine |
| CPISwap+Type | Public | no type | 2min 0s | Medium | QuantLib.CPISwap+Type |
| CPISwap+arguments | Public | no type | 2min 0s | Medium | QuantLib.CPISwap+arguments |
| CPISwap+results | Public | no type | 2min 0s | Medium | QuantLib.CPISwap+results |
| CPISwap+engine | Public | no type | 2min 0s | Medium | QuantLib.CPISwap+engine |
| DividendBarrierOption+arguments | Public | no type | 2min 0s | Medium | QuantLib.DividendBarrierOption+arguments |
| DividendBarrierOption+engine | Public | no type | 2min 0s | Medium | QuantLib.DividendBarrierOption+engine |
| Futures+Type | Public | no type | 2min 0s | Medium | QuantLib.Futures+Type |
| VanillaSwingOption+arguments | Public | no type | 2min 0s | Medium | QuantLib.VanillaSwingOption+arguments |
| DifferentialEvolution+Strategy | Public | no type | 2min 0s | Medium | QuantLib.DifferentialEvolution+Strategy |
| DifferentialEvolution+CrossoverType | Public | no type | 2min 0s | Medium | QuantLib .DifferentialEvolution+CrossoverType |
| DifferentialEvolution+Candidate | Public | no type | 2min 0s | Medium | QuantLib.DifferentialEvolution+Candidate |
| DifferentialEvolution+Configuration | Public | no type | 2min 0s | Medium | QuantLib .DifferentialEvolution+Configuration |
| FdmSchemeDesc+FdmSchemeType | Public | no type | 2min 0s | Medium | QuantLib.FdmSchemeDesc+FdmSchemeType |
| BoundaryCondition<Operator>+Side | Public | no type | 2min 0s | Medium | QuantLib.BoundaryCondition<Operator >+Side |
| TridiagonalOperator+TimeSetter | Public | no type | 2min 0s | Medium | QuantLib.TridiagonalOperator+TimeSetter |
| BinomialTree<T>+Branches | Public | no type | 2min 0s | Medium | QuantLib.BinomialTree<T>+Branches |
| GFunctionFactory+YieldCurveModel | Public | no type | 2min 0s | Medium | QuantLib .GFunctionFactory+YieldCurveModel |
| GFunctionFactory+GFunctionWithShifts | Public | no type | 2min 0s | Medium | QuantLib .GFunctionFactory+GFunctionWithShifts |
| NumericHaganPricer+Function | Public | no type | 2min 0s | Medium | QuantLib.NumericHaganPricer+Function |
| NumericHaganPricer+ConundrumIntegrand | Public | no type | 2min 0s | Medium | QuantLib .NumericHaganPricer+ConundrumIntegrand |
| BlackIborCouponPricer+TimingAdjustment | Public | no type | 2min 0s | Medium | QuantLib .BlackIborCouponPricer+TimingAdjustment |
| CPI+InterpolationType | Public | no type | 2min 0s | Medium | QuantLib.CPI+InterpolationType |
| Duration+Type | Public | no type | 2min 0s | Medium | QuantLib.Duration+Type |
| Replication+Type | Public | no type | 2min 0s | Medium | QuantLib.Replication+Type |
| Region+Data | Protected | no type | 2min 0s | Medium | QuantLib.Region+Data |
| DiscreteAveragingAsianOption+arguments | Public | no type | 2min 0s | Medium | QuantLib .DiscreteAveragingAsianOption+arguments |
| ContinuousAveragingAsianOption+arguments | Public | no type | 2min 0s | Medium | QuantLib .ContinuousAveragingAsianOption+argument s |
| DiscreteAveragingAsianOption+engine | Public | no type | 2min 0s | Medium | QuantLib .DiscreteAveragingAsianOption+engine |
| ContinuousAveragingAsianOption+engine | Public | no type | 2min 0s | Medium | QuantLib .ContinuousAveragingAsianOption+engine |
| AssetSwap+arguments | Public | no type | 2min 0s | Medium | QuantLib.AssetSwap+arguments |
| AssetSwap+results | Public | no type | 2min 0s | Medium | QuantLib.AssetSwap+results |
| Average+Type | Public | no type | 2min 0s | Medium | QuantLib.Average+Type |
| BarrierOption+arguments | Public | no type | 2min 0s | Medium | QuantLib.BarrierOption+arguments |
| BarrierOption+engine | Public | no type | 2min 0s | Medium | QuantLib.BarrierOption+engine |
| Barrier+Type | Public | no type | 2min 0s | Medium | QuantLib.Barrier+Type |
| BMASwap+Type | Public | no type | 2min 0s | Medium | QuantLib.BMASwap+Type |
| Bond+arguments | Public | no type | 2min 0s | Medium | QuantLib.Bond+arguments |
| Bond+results | Public | no type | 2min 0s | Medium | QuantLib.Bond+results |
| Bond+engine | Public | no type | 2min 0s | Medium | QuantLib.Bond+engine |
| CapFloor+Type | Public | no type | 2min 0s | Medium | QuantLib.CapFloor+Type |
| CapFloor+arguments | Public | no type | 2min 0s | Medium | QuantLib.CapFloor+arguments |
| CapFloor+engine | Public | no type | 2min 0s | Medium | QuantLib.CapFloor+engine |
| CliquetOption+arguments | Public | no type | 2min 0s | Medium | QuantLib.CliquetOption+arguments |
| CliquetOption+engine | Public | no type | 2min 0s | Medium | QuantLib.CliquetOption+engine |
| CreditDefaultSwap+arguments | Public | no type | 2min 0s | Medium | QuantLib.CreditDefaultSwap+arguments |
| CreditDefaultSwap+results | Public | no type | 2min 0s | Medium | QuantLib.CreditDefaultSwap+results |
| CreditDefaultSwap+engine | Public | no type | 2min 0s | Medium | QuantLib.CreditDefaultSwap+engine |
| DividendVanillaOption+arguments | Public | no type | 2min 0s | Medium | QuantLib.DividendVanillaOption+arguments |
| DividendVanillaOption+engine | Public | no type | 2min 0s | Medium | QuantLib.DividendVanillaOption+engine |
| YoYInflationCapFloor+Type | Public | no type | 2min 0s | Medium | QuantLib.YoYInflationCapFloor+Type |
| YoYInflationCapFloor+arguments | Public | no type | 2min 0s | Medium | QuantLib.YoYInflationCapFloor+arguments |
| YoYInflationCapFloor+engine | Public | no type | 2min 0s | Medium | QuantLib.YoYInflationCapFloor+engine |
| ContinuousFloatingLookbackOption+argumen ts | Public | no type | 2min 0s | Medium | QuantLib .ContinuousFloatingLookbackOption+argume nts |
| ContinuousFixedLookbackOption+arguments | Public | no type | 2min 0s | Medium | QuantLib .ContinuousFixedLookbackOption+arguments |
| ContinuousPartialFloatingLookbackOption+ arguments | Public | no type | 2min 0s | Medium | QuantLib .ContinuousPartialFloatingLookbackOption +arguments |
| ContinuousPartialFixedLookbackOption+arg uments | Public | no type | 2min 0s | Medium | QuantLib .ContinuousPartialFixedLookbackOption+ar guments |
| ContinuousFloatingLookbackOption+engine | Public | no type | 2min 0s | Medium | QuantLib .ContinuousFloatingLookbackOption+engine |
| ContinuousFixedLookbackOption+engine | Public | no type | 2min 0s | Medium | QuantLib .ContinuousFixedLookbackOption+engine |
| ContinuousPartialFloatingLookbackOption+ engine | Public | no type | 2min 0s | Medium | QuantLib .ContinuousPartialFloatingLookbackOption +engine |
| ContinuousPartialFixedLookbackOption+eng ine | Public | no type | 2min 0s | Medium | QuantLib .ContinuousPartialFixedLookbackOption+en gine |
| MultiAssetOption+results | Public | no type | 2min 0s | Medium | QuantLib.MultiAssetOption+results |
| MultiAssetOption+engine | Public | no type | 2min 0s | Medium | QuantLib.MultiAssetOption+engine |
| OneAssetOption+results | Public | no type | 2min 0s | Medium | QuantLib.OneAssetOption+results |
| OneAssetOption+engine | Public | no type | 2min 0s | Medium | QuantLib.OneAssetOption+engine |
| OvernightIndexedSwap+Type | Public | no type | 2min 0s | Medium | QuantLib.OvernightIndexedSwap+Type |
| Swap+arguments | Public | no type | 2min 0s | Medium | QuantLib.Swap+arguments |
| Swap+results | Public | no type | 2min 0s | Medium | QuantLib.Swap+results |
| Swap+engine | Public | no type | 2min 0s | Medium | QuantLib.Swap+engine |
| Settlement+Type | Public | no type | 2min 0s | Medium | QuantLib.Settlement+Type |
| Swaption+arguments | Public | no type | 2min 0s | Medium | QuantLib.Swaption+arguments |
| Swaption+engine | Public | no type | 2min 0s | Medium | QuantLib.Swaption+engine |
| VanillaSwap+Type | Public | no type | 2min 0s | Medium | QuantLib.VanillaSwap+Type |
| VanillaSwap+arguments | Public | no type | 2min 0s | Medium | QuantLib.VanillaSwap+arguments |
| VanillaSwap+results | Public | no type | 2min 0s | Medium | QuantLib.VanillaSwap+results |
| VanillaSwap+engine | Public | no type | 2min 0s | Medium | QuantLib.VanillaSwap+engine |
| VarianceSwap+arguments | Public | no type | 2min 0s | Medium | QuantLib.VarianceSwap+arguments |
| VarianceSwap+results | Public | no type | 2min 0s | Medium | QuantLib.VarianceSwap+results |
| VarianceSwap+engine | Public | no type | 2min 0s | Medium | QuantLib.VarianceSwap+engine |
| YearOnYearInflationSwap+Type | Public | no type | 2min 0s | Medium | QuantLib.YearOnYearInflationSwap+Type |
| YearOnYearInflationSwap+arguments | Public | no type | 2min 0s | Medium | QuantLib .YearOnYearInflationSwap+arguments |
| YearOnYearInflationSwap+results | Public | no type | 2min 0s | Medium | QuantLib.YearOnYearInflationSwap+results |
| YearOnYearInflationSwap+engine | Public | no type | 2min 0s | Medium | QuantLib.YearOnYearInflationSwap+engine |
| ZeroCouponInflationSwap+Type | Public | no type | 2min 0s | Medium | QuantLib.ZeroCouponInflationSwap+Type |
| ZeroCouponInflationSwap+arguments | Public | no type | 2min 0s | Medium | QuantLib .ZeroCouponInflationSwap+arguments |
| ZeroCouponInflationSwap+engine | Public | no type | 2min 0s | Medium | QuantLib.ZeroCouponInflationSwap+engine |
| Rounding+Type | Public | no type | 2min 0s | Medium | QuantLib.Rounding+Type |
| Histogram+Algorithm | Public | no type | 2min 0s | Medium | QuantLib.Histogram+Algorithm |
| FilonIntegral+Type | Public | no type | 2min 0s | Medium | QuantLib.FilonIntegral+Type |
| SalvagingAlgorithm+Type | Public | no type | 2min 0s | Medium | QuantLib.SalvagingAlgorithm+Type |
| TqrEigenDecomposition+EigenVectorCalcula tion | Public | no type | 2min 0s | Medium | QuantLib .TqrEigenDecomposition+EigenVectorCalcul ation |
| TqrEigenDecomposition+ShiftStrategy | Public | no type | 2min 0s | Medium | QuantLib .TqrEigenDecomposition+ShiftStrategy |
| LatticeRule+type | Public | no type | 2min 0s | Medium | QuantLib.LatticeRule+type |
Statistics
| Stat | Visibility | typesUser | Debt | Severity |
|---|---|---|---|---|
| Sum: | - | 0 | 1d 1h | - |
| Average: | - | 0 | 2min 0s | - |
| Minimum: | - | 0 | 2min 0s | - |
| Maximum: | - | 0 | 2min 0s | - |
| Standard deviation: | - | 0 | 0min 0s | - |
| Variance: | - | 0 | 0min 0s | - |
| Rule Violated: Projects with poor cohesion (RelationalCohesion) |
• Rule Description:
This rule computes the Relational Cohesion metric for the application assemblies, and warns about wrong values.
The Relational Cohesion for an assembly, is the total number of relationship between types of the assemblies, divided by the number of types. In other words it is the average number of types in the assembly used by a type in the assembly.
As classes inside an assembly should be strongly related, the cohesion should be high. On the other hand, a value which is too high may indicate over-coupling. A good range for Relational Cohesion is 1.5 to 4.0.
Notice that assemblies with less than 20 types are ignored.
• How to Fix Issues: Matches of this present rule might reveal either assemblies with specific coding constraints (like code generated that have particular structure) either issues in design. In the second case, large refactoring can be planned not to respect this rule in particular, but to increase the overall design and code maintainability. The severity of issues of this rule is Low because the code metric Relational Cohesion is an information about the code structure state but is not actionable, it doesn't tell precisely what to do obtain a better score. Fixing actionable issues of others Architecture and Code Quality default rules will necessarily increase the Relational Cohesion scores.
• How to Fix Issues: Matches of this present rule might reveal either assemblies with specific coding constraints (like code generated that have particular structure) either issues in design. In the second case, large refactoring can be planned not to respect this rule in particular, but to increase the overall design and code maintainability. The severity of issues of this rule is Low because the code metric Relational Cohesion is an information about the code structure state but is not actionable, it doesn't tell precisely what to do obtain a better score. Fixing actionable issues of others Architecture and Code Quality default rules will necessarily increase the Relational Cohesion scores.
1 project matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 1 project | ChildTypes | relationalCohesion | Relational cohesion | Debt | Severity | Full Name |
|---|---|---|---|---|---|---|
| testsuite | 370 types | 0.42 | 0.47 | 10min | Low | testsuite |
Statistics
| Stat | ChildTypes | relationalCohesion | Relational cohesion | Debt | Severity |
|---|---|---|---|---|---|
| Sum: | 370 | 0.42 | 0.47 | 10min | - |
| Average: | 370 | 0.42 | 0.47 | 10min | - |
| Minimum: | 370 | 0.42 | 0.47 | 10min | - |
| Maximum: | 370 | 0.42 | 0.47 | 10min | - |
| Standard deviation: | 0 | 0 | 0 | 0min 0s | - |
| Variance: | 0 | 0 | 0 | 0min 0s | - |
| Rule Violated: Constructors of abstract classes should be declared as protected or private |
// <Name>Constructors of abstract classes should be declared as protected or private</Name>
// Constructors of an abstract class can only be accessed from this class and derived class.
// Declaring such a constructor with another visibility level is useless and potentially misleading.
warnif count > 0
from t in Application.Types where
t.IsClass &&
t.IsAbstract
let ctors = t.Constructors.Where(c => !c.IsProtected && !c.IsPrivate)
where ctors.Count() > 0
select new { t, ctors }
// Notice that if a constructor of an abstract class is declared as private,
// it can only be accessed from derived classes nested in the abstract class.
// Constructors of an abstract class can only be accessed from this class and derived class.
// Declaring such a constructor with another visibility level is useless and potentially misleading.
warnif count > 0
from t in Application.Types where
t.IsClass &&
t.IsAbstract
let ctors = t.Constructors.Where(c => !c.IsProtected && !c.IsPrivate)
where ctors.Count() > 0
select new { t, ctors }
// Notice that if a constructor of an abstract class is declared as private,
// it can only be accessed from derived classes nested in the abstract class.
87 types matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 87 types | ctors | Full Name |
|---|---|---|
| RiskNeutralDensityCalculator | 1 method | QuantLib.RiskNeutralDensityCalculator |
| Observer | 2 methods | QuantLib.Observer |
| FdmVPPStepCondition | 4 methods | QuantLib.FdmVPPStepCondition |
| CPICapFloorTermPriceSurface | 3 methods | QuantLib.CPICapFloorTermPriceSurface |
| FdmInnerValueCalculator | 2 methods | QuantLib.FdmInnerValueCalculator |
| VanillaOptionPricer | 2 methods | QuantLib.VanillaOptionPricer |
| GFunction | 2 methods | QuantLib.GFunction |
| HaganPricer | 2 methods | QuantLib.HaganPricer |
| NumericHaganPricer+Function | 2 methods | QuantLib.NumericHaganPricer+Function |
| Coupon | 3 methods | QuantLib.Coupon |
| FloatingRateCouponPricer | 2 methods | QuantLib.FloatingRateCouponPricer |
| Dividend | 3 methods | QuantLib.Dividend |
| InflationCoupon | 4 methods | QuantLib.InflationCoupon |
| InflationCouponPricer | 1 method | QuantLib.InflationCouponPricer |
| InflationIndex | 3 methods | QuantLib.InflationIndex |
| InterestRateIndex | 3 methods | QuantLib.InterestRateIndex |
| Claim | 1 method | QuantLib.Claim |
| Forward | 3 methods | QuantLib.Forward |
| GaussianOrthogonalPolynomial | 2 methods | QuantLib.GaussianOrthogonalPolynomial |
| Integrator | 2 methods | QuantLib.Integrator |
| Constraint+Impl | 2 methods | QuantLib.Constraint+Impl |
| LeastSquareProblem | 1 method | QuantLib.LeastSquareProblem |
| LineSearch | 1 method | QuantLib.LineSearch |
| LineSearchBasedMethod | 3 methods | QuantLib.LineSearchBasedMethod |
| CalibrationHelper | 3 methods | QuantLib.CalibrationHelper |
| AffineModel | 2 methods | QuantLib.AffineModel |
| CurveState | 2 methods | QuantLib.CurveState |
| MarketModel | 2 methods | QuantLib.MarketModel |
| MarketModelVolProcess | 2 methods | QuantLib.MarketModelVolProcess |
| CTSMMCapletCalibration | 3 methods | QuantLib.CTSMMCapletCalibration |
| PiecewiseConstantVariance | 1 method | QuantLib.PiecewiseConstantVariance |
| VolatilityInterpolationSpecifier | 2 methods | QuantLib .VolatilityInterpolationSpecifier |
| OneFactorModel+ShortRateDynamics | 1 method | QuantLib .OneFactorModel+ShortRateDynamics |
| OneFactorAffineModel | 1 method | QuantLib.OneFactorAffineModel |
| TwoFactorModel+ShortRateDynamics | 1 method | QuantLib .TwoFactorModel+ShortRateDynamics |
| DefaultProbabilityTermStructure | 5 methods | QuantLib.DefaultProbabilityTermStructure |
| InflationTermStructure | 4 methods | QuantLib.InflationTermStructure |
| ZeroInflationTermStructure | 4 methods | QuantLib.ZeroInflationTermStructure |
| YoYInflationTermStructure | 4 methods | QuantLib.YoYInflationTermStructure |
| VolatilityTermStructure | 5 methods | QuantLib.VolatilityTermStructure |
| YieldTermStructure | 5 methods | QuantLib.YieldTermStructure |
| SmileSection | 4 methods | QuantLib.SmileSection |
| CapFloorTermVolatilityStructure | 4 methods | QuantLib.CapFloorTermVolatilityStructure |
| BlackVolTermStructure | 4 methods | QuantLib.BlackVolTermStructure |
| LocalVolTermStructure | 4 methods | QuantLib.LocalVolTermStructure |
| OptionletVolatilityStructure | 4 methods | QuantLib.OptionletVolatilityStructure |
| SwaptionVolatilityStructure | 4 methods | QuantLib.SwaptionVolatilityStructure |
| CPIVolatilitySurface | 3 methods | QuantLib.CPIVolatilitySurface |
| YoYOptionletVolatilitySurface | 2 methods | QuantLib.YoYOptionletVolatilitySurface |
| FittedBondDiscountCurve+FittingMethod | 2 methods | QuantLib .FittedBondDiscountCurve+FittingMethod |
| ForwardRateStructure | 5 methods | QuantLib.ForwardRateStructure |
| ZeroYieldStructure | 5 methods | QuantLib.ZeroYieldStructure |
| Seasonality | 2 methods | QuantLib.Seasonality |
| CdsHelper | 4 methods | QuantLib.CdsHelper |
| HazardRateStructure | 5 methods | QuantLib.HazardRateStructure |
| JointStochasticProcess | 4 methods | QuantLib.JointStochasticProcess |
| HestonExpansion | 2 methods | QuantLib.HestonExpansion |
| YoYInflationCapFloorEngine | 4 methods | QuantLib.YoYInflationCapFloorEngine |
| Calendar+Impl | 2 methods | QuantLib.Calendar+Impl |
| LfmCovarianceParameterization | 2 methods | QuantLib.LfmCovarianceParameterization |
| LmCorrelationModel | 2 methods | QuantLib.LmCorrelationModel |
| LmVolatilityModel | 2 methods | QuantLib.LmVolatilityModel |
| BlackAtmVolCurve | 4 methods | QuantLib.BlackAtmVolCurve |
| CallableBondVolatilityStructure | 4 methods | QuantLib.CallableBondVolatilityStructure |
| CatSimulation | 2 methods | QuantLib.CatSimulation |
| EventPaymentOffset | 1 method | QuantLib.EventPaymentOffset |
| NotionalRisk | 2 methods | QuantLib.NotionalRisk |
| CorrelationTermStructure | 5 methods | QuantLib.CorrelationTermStructure |
| LossDist | 2 methods | QuantLib.LossDist |
| OneFactorCopula | 1 method | QuantLib.OneFactorCopula |
| RandomDefaultModel | 2 methods | QuantLib.RandomDefaultModel |
| RecoveryRateModel | 1 method | QuantLib.RecoveryRateModel |
| RiskyBond | 2 methods | QuantLib.RiskyBond |
| AdaptedPathPayoff | 1 method | QuantLib.AdaptedPathPayoff |
| PathMultiAssetOption | 3 methods | QuantLib.PathMultiAssetOption |
| FFTEngine | 4 methods | QuantLib.FFTEngine |
| ExtendedEqualProbabilitiesBinomialTree<T > | 1 method | QuantLib .ExtendedEqualProbabilitiesBinomialTree <T> |
| ExtendedEqualJumpsBinomialTree<T> | 1 method | QuantLib.ExtendedEqualJumpsBinomialTree <T> |
| EnergyCommodity | 4 methods | QuantLib.EnergyCommodity |
| YoYCapFloorTermPriceSurface | 4 methods | QuantLib.YoYCapFloorTermPriceSurface |
| CashFlow | 1 method | QuantLib.CashFlow |
| DiscretizedAsset | 2 methods | QuantLib.DiscretizedAsset |
| Event | 2 methods | QuantLib.Event |
| Index | 1 method | QuantLib.Index |
| StochasticProcess | 1 method | QuantLib.StochasticProcess |
| StochasticProcess1D | 2 methods | QuantLib.StochasticProcess1D |
| TermStructure | 4 methods | QuantLib.TermStructure |
Statistics
| Stat | ctors |
|---|---|
| Sum: | 228 |
| Average: | 2.62 |
| Minimum: | 1 |
| Maximum: | 5 |
| Standard deviation: | 1.26 |
| Variance: | 1.59 |
| CWE Rules | 1910 |
|
| Rule Violated: Declaration of Catch for Generic Exception |
// <Name>Declaration of Catch for Generic Exception</Name>
warnif count > 0
from m in Methods where !m.IsEntryPoint
&& m.IsUsing("Keywords.generic_catch") select m
warnif count > 0
from m in Methods where !m.IsEntryPoint
&& m.IsUsing("Keywords.generic_catch") select m
12 methods matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 12 methods | Full Name |
|---|---|
| volatilityImpl(Rate) | __Globals.volatilityImpl(Rate) |
| bucketAnalysis(std::vector<Real>& ,std::vector<Real>&,std::vector<Real>& ,Handle<QuantLib::SimpleQuote> ,conststd::vector<Handle<Quote>>&,Real ,QuantLib::SensitivityAnalysis) | QuantLib.__Globals.bucketAnalysis (std::vector<Real>&,std::vector<Real>& ,std::vector<Real>&,Handle <QuantLib::SimpleQuote>,conststd::vector <Handle<Quote>>&,Real ,QuantLib::SensitivityAnalysis) |
| isValid() | QuantLib .RendistatoEquivalentSwapLengthQuote .isValid() |
| isValid() | QuantLib .RendistatoEquivalentSwapSpreadQuote .isValid() |
| volatility(Rate,QuantLib::VolatilityType ,Real) | QuantLib.SmileSection.volatility(Rate ,QuantLib::VolatilityType,Real) |
| isValid() | QuantLib.ForwardSwapQuote.isValid() |
| strikeFromVegaRatio(Real,Option::Type ,Real) | QuantLib.LinearTsrPricer .strikeFromVegaRatio(Real,Option::Type ,Real) |
| strikeFromPrice(Real,Option::Type,Real) | QuantLib.LinearTsrPricer.strikeFromPrice (Real,Option::Type,Real) |
| volatilityImpl(Rate) | QuantLib.Gaussian1dSmileSection .volatilityImpl(Rate) |
| volatilityImpl(Rate) | QuantLib.KahaleSmileSection .volatilityImpl(Rate) |
| compute() | QuantLib.KahaleSmileSection.compute() |
| ~SavedSettings() | QuantLib.SavedSettings.~SavedSettings() |
Statistics
| Stat |
|---|
| Sum: |
| Average: |
| Minimum: |
| Maximum: |
| Standard deviation: |
| Variance: |
| Dead Code | 030 |
|
| Rule Violated: Potentially dead Types |
// <Name>Potentially dead Types</Name>
warnif count > 0
let tt=Types.UsedByAny(Application.Methods).ToHashSet()
// Select types unused
let typesUnused =
from t in JustMyCode.Types where
t.NbTypesUsingMe == 0 && !t.IsGlobal select t
from t in typesUnused where !tt.Contains(t)
select new { t }
warnif count > 0
let tt=Types.UsedByAny(Application.Methods).ToHashSet()
// Select types unused
let typesUnused =
from t in JustMyCode.Types where
t.NbTypesUsingMe == 0 && !t.IsGlobal select t
from t in typesUnused where !tt.Contains(t)
select new { t }
609 types matched
- The following list of types is truncated and contains only the first 100 types of the 609 types matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 609 types | Full Name |
|---|---|
| FdExtOUJumpVanillaEngine | QuantLib.FdExtOUJumpVanillaEngine |
| FdKlugeExtOUSpreadEngine | QuantLib.FdKlugeExtOUSpreadEngine |
| FdHestonDoubleBarrierEngine | QuantLib.FdHestonDoubleBarrierEngine |
| FdmExtOUJumpSolver | QuantLib.FdmExtOUJumpSolver |
| FdmKlugeExtOUOp | QuantLib.FdmKlugeExtOUOp |
| FdSimpleExtOUJumpSwingEngine | QuantLib.FdSimpleExtOUJumpSwingEngine |
| FdSimpleKlugeExtOUVPPEngine | QuantLib.FdSimpleKlugeExtOUVPPEngine |
| InterpolatingCPICapFloorEngine | QuantLib.InterpolatingCPICapFloorEngine |
| HestonSLVProcess | QuantLib.HestonSLVProcess |
| CPICapFloor+results | QuantLib.CPICapFloor+results |
| CPISwap+engine | QuantLib.CPISwap+engine |
| DividendBarrierOption | QuantLib.DividendBarrierOption |
| Futures | QuantLib.Futures |
| Concentrating1dMesher | QuantLib.Concentrating1dMesher |
| FdmMesherComposite | QuantLib.FdmMesherComposite |
| FdmZeroInnerValue | QuantLib.FdmZeroInnerValue |
| FdmMesherIntegral | QuantLib.FdmMesherIntegral |
| TridiagonalOperator+TimeSetter | QuantLib.TridiagonalOperator+TimeSetter |
| BinomialTree<T>+Branches | QuantLib.BinomialTree<T>+Branches |
| EqualProbabilitiesBinomialTree<T> | QuantLib.EqualProbabilitiesBinomialTree <T> |
| JarrowRudd | QuantLib.JarrowRudd |
| CoxRossRubinstein | QuantLib.CoxRossRubinstein |
| AdditiveEQPBinomialTree | QuantLib.AdditiveEQPBinomialTree |
| Trigeorgis | QuantLib.Trigeorgis |
| GFunctionFactory | QuantLib.GFunctionFactory |
| AnalyticHaganPricer | QuantLib.AnalyticHaganPricer |
| CPI | QuantLib.CPI |
| Duration | QuantLib.Duration |
| BlackYoYInflationCouponPricer | QuantLib.BlackYoYInflationCouponPricer |
| UnitDisplacedBlackYoYInflationCouponPric er | QuantLib .UnitDisplacedBlackYoYInflationCouponPri cer |
| BachelierYoYInflationCouponPricer | QuantLib .BachelierYoYInflationCouponPricer |
| Replication | QuantLib.Replication |
| Redemption | QuantLib.Redemption |
| AmortizingPayment | QuantLib.AmortizingPayment |
| CustomRegion | QuantLib.CustomRegion |
| AustraliaRegion | QuantLib.AustraliaRegion |
| EURegion | QuantLib.EURegion |
| FranceRegion | QuantLib.FranceRegion |
| UKRegion | QuantLib.UKRegion |
| USRegion | QuantLib.USRegion |
| ZARegion | QuantLib.ZARegion |
| OvernightIndexedSwapIndex | QuantLib.OvernightIndexedSwapIndex |
| Eonia | QuantLib.Eonia |
| EuriborSW | QuantLib.EuriborSW |
| Euribor2W | QuantLib.Euribor2W |
| Euribor3W | QuantLib.Euribor3W |
| Euribor1M | QuantLib.Euribor1M |
| Euribor2M | QuantLib.Euribor2M |
| Euribor3M | QuantLib.Euribor3M |
| Euribor4M | QuantLib.Euribor4M |
| Euribor5M | QuantLib.Euribor5M |
| Euribor6M | QuantLib.Euribor6M |
| Euribor7M | QuantLib.Euribor7M |
| Euribor8M | QuantLib.Euribor8M |
| Euribor9M | QuantLib.Euribor9M |
| Euribor10M | QuantLib.Euribor10M |
| Euribor11M | QuantLib.Euribor11M |
| Euribor1Y | QuantLib.Euribor1Y |
| Euribor365_SW | QuantLib.Euribor365_SW |
| Euribor365_2W | QuantLib.Euribor365_2W |
| Euribor365_3W | QuantLib.Euribor365_3W |
| Euribor365_1M | QuantLib.Euribor365_1M |
| Euribor365_2M | QuantLib.Euribor365_2M |
| Euribor365_3M | QuantLib.Euribor365_3M |
| Euribor365_4M | QuantLib.Euribor365_4M |
| Euribor365_5M | QuantLib.Euribor365_5M |
| Euribor365_6M | QuantLib.Euribor365_6M |
| Euribor365_7M | QuantLib.Euribor365_7M |
| Euribor365_8M | QuantLib.Euribor365_8M |
| Euribor365_9M | QuantLib.Euribor365_9M |
| Euribor365_10M | QuantLib.Euribor365_10M |
| Euribor365_11M | QuantLib.Euribor365_11M |
| Euribor365_1Y | QuantLib.Euribor365_1Y |
| EURLiborON | QuantLib.EURLiborON |
| EURLiborSW | QuantLib.EURLiborSW |
| EURLibor2W | QuantLib.EURLibor2W |
| EURLibor1M | QuantLib.EURLibor1M |
| EURLibor2M | QuantLib.EURLibor2M |
| EURLibor3M | QuantLib.EURLibor3M |
| EURLibor4M | QuantLib.EURLibor4M |
| EURLibor5M | QuantLib.EURLibor5M |
| EURLibor6M | QuantLib.EURLibor6M |
| EURLibor7M | QuantLib.EURLibor7M |
| EURLibor8M | QuantLib.EURLibor8M |
| EURLibor9M | QuantLib.EURLibor9M |
| EURLibor10M | QuantLib.EURLibor10M |
| EURLibor11M | QuantLib.EURLibor11M |
| EURLibor1Y | QuantLib.EURLibor1Y |
| FedFunds | QuantLib.FedFunds |
| DailyTenorLibor | QuantLib.DailyTenorLibor |
| Shibor | QuantLib.Shibor |
| Sonia | QuantLib.Sonia |
| ChfLiborSwapIsdaFix | QuantLib.ChfLiborSwapIsdaFix |
| EuriborSwapIsdaFixA | QuantLib.EuriborSwapIsdaFixA |
| EuriborSwapIsdaFixB | QuantLib.EuriborSwapIsdaFixB |
| EuriborSwapIfrFix | QuantLib.EuriborSwapIfrFix |
| EurLiborSwapIsdaFixA | QuantLib.EurLiborSwapIsdaFixA |
| EurLiborSwapIsdaFixB | QuantLib.EurLiborSwapIsdaFixB |
| EurLiborSwapIfrFix | QuantLib.EurLiborSwapIfrFix |
| GbpLiborSwapIsdaFix | QuantLib.GbpLiborSwapIsdaFix |
Statistics
| Stat |
|---|
| Sum: |
| Average: |
| Minimum: |
| Maximum: |
| Standard deviation: |
| Variance: |
| Rule Violated: Potentially dead Methods |
// <Name>Potentially dead Methods</Name>
warnif count > 0
// Filter procedure for methods that should'nt be considered as dead
let canMethodBeConsideredAsDeadProc = new Func<IMethod, bool>(
m => !m.IsPublic && // Public methods might be used by client applications of your Projects.
!m.IsEntryPoint && // Main() method is not used by-design.
!m.IsClassConstructor &&
!m.IsVirtual && // Only check for non virtual method that are not seen as used in IL.
!(m.IsConstructor && // Don't take account of protected ctor that might be call by a derived ctors.
m.IsProtected) &&
!m.NameLike (@"^On") && //Exclude Events like MFC ones
!m.IsGeneratedByCompiler
)
// Get methods unused
let methodsUnused =
from m in JustMyCode.Methods where
m.NbMethodsCallingMe == 0 &&
canMethodBeConsideredAsDeadProc(m)
select m
// Dead methods = methods used only by unused methods (recursive)
let deadMethodsMetric = methodsUnused.FillIterative(
methods => // Unique loop, just to let a chance to build the hashset.
from o in new[] { new object() }
// Use a hashet to make Intersect calls much faster!
let hashset = methods.ToHashSet()
from m in codeBase.Application.Methods.UsedByAny(methods).Except(methods)
where canMethodBeConsideredAsDeadProc(m) &&
// Select methods called only by methods already considered as dead
hashset.Intersect(m.MethodsCallingMe).Count() == m.NbMethodsCallingMe
select m)
from m in JustMyCode.Methods.Intersect(deadMethodsMetric.DefinitionDomain)
select new { m, m.MethodsCallingMe, depth = deadMethodsMetric[m] }
warnif count > 0
// Filter procedure for methods that should'nt be considered as dead
let canMethodBeConsideredAsDeadProc = new Func<IMethod, bool>(
m => !m.IsPublic && // Public methods might be used by client applications of your Projects.
!m.IsEntryPoint && // Main() method is not used by-design.
!m.IsClassConstructor &&
!m.IsVirtual && // Only check for non virtual method that are not seen as used in IL.
!(m.IsConstructor && // Don't take account of protected ctor that might be call by a derived ctors.
m.IsProtected) &&
!m.NameLike (@"^On") && //Exclude Events like MFC ones
!m.IsGeneratedByCompiler
)
// Get methods unused
let methodsUnused =
from m in JustMyCode.Methods where
m.NbMethodsCallingMe == 0 &&
canMethodBeConsideredAsDeadProc(m)
select m
// Dead methods = methods used only by unused methods (recursive)
let deadMethodsMetric = methodsUnused.FillIterative(
methods => // Unique loop, just to let a chance to build the hashset.
from o in new[] { new object() }
// Use a hashet to make Intersect calls much faster!
let hashset = methods.ToHashSet()
from m in codeBase.Application.Methods.UsedByAny(methods).Except(methods)
where canMethodBeConsideredAsDeadProc(m) &&
// Select methods called only by methods already considered as dead
hashset.Intersect(m.MethodsCallingMe).Count() == m.NbMethodsCallingMe
select m)
from m in JustMyCode.Methods.Intersect(deadMethodsMetric.DefinitionDomain)
select new { m, m.MethodsCallingMe, depth = deadMethodsMetric[m] }
507 methods matched
- The following list of methods is truncated and contains only the first 100 methods of the 507 methods matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 507 methods | MethodsCallingMe | depth | Full Name |
|---|---|---|---|
| spawnFcts() | no method | 0 | __Globals.spawnFcts() |
| x_t(Real,Time) | no method | 0 | QuantLib.HestonRNDCalculator.x_t(Real ,Time) |
| performCalculations() | no method | 0 | QuantLib.LocalVolRNDCalculator .performCalculations() |
| probabilityInterpolation(Size,Real) | no method | 0 | QuantLib.LocalVolRNDCalculator .probabilityInterpolation(Size,Real) |
| rescalePDF(constQuantLib::Array& ,constQuantLib::Array&) | 1 method | 1 | QuantLib.LocalVolRNDCalculator .rescalePDF(constQuantLib::Array& ,constQuantLib::Array&) |
| performCalculations() | no method | 0 | QuantLib.HestonSLVMCModel .performCalculations() |
| PascalTriangle() | no method | 0 | QuantLib.PascalTriangle.PascalTriangle() |
| ObservableSettings() | no method | 0 | QuantLib.ObservableSettings .ObservableSettings() |
| registerDeferredObservers(constint) | no method | 0 | QuantLib.ObservableSettings .registerDeferredObservers(constint) |
| unregisterDeferredObserver (QuantLib::Observer*) | 1 method | 1 | QuantLib.ObservableSettings .unregisterDeferredObserver (QuantLib::Observer*) |
| registerObserver(QuantLib::Observer*) | no method | 0 | QuantLib.Observable.registerObserver (QuantLib::Observer*) |
| unregisterObserver(QuantLib::Observer*) | no method | 0 | QuantLib.Observable.unregisterObserver (QuantLib::Observer*) |
| performCalculations() | no method | 0 | QuantLib.FdmExtOUJumpSolver .performCalculations() |
| getLeverageFctSlice(Time,Time) | no method | 0 | QuantLib.FdmHestonFwdOp .getLeverageFctSlice(Time,Time) |
| setLowerBC(constint) | no method | 0 | QuantLib.FdmSquareRootFwdOp.setLowerBC (constint) |
| setUpperBC(constint) | no method | 0 | QuantLib.FdmSquareRootFwdOp.setUpperBC (constint) |
| getCoeff(Real&,Real&,Real&,Size) | no method | 0 | QuantLib.FdmSquareRootFwdOp.getCoeff (Real&,Real&,Real&,Size) |
| getCoeffPlain(Real&,Real&,Real&,Size) | 1 method | 1 | QuantLib.FdmSquareRootFwdOp .getCoeffPlain(Real&,Real&,Real&,Size) |
| getCoeffPower(Real&,Real&,Real&,Size) | 1 method | 1 | QuantLib.FdmSquareRootFwdOp .getCoeffPower(Real&,Real&,Real&,Size) |
| getCoeffLog(Real&,Real&,Real&,Size) | 1 method | 1 | QuantLib.FdmSquareRootFwdOp.getCoeffLog (Real&,Real&,Real&,Size) |
| zeta(Size) | 3 methods | 2 | QuantLib.FdmSquareRootFwdOp.zeta(Size) |
| changeState(Real,constQuantLib::Array& ,Time) | no method | 0 | QuantLib.FdmVPPStartLimitStepCondition .changeState(Real,constQuantLib::Array& ,Time) |
| evolveAtPMin(Real) | no method | 0 | QuantLib.FdmVPPStepCondition .evolveAtPMin(Real) |
| evolveAtPMax(Real) | no method | 0 | QuantLib.FdmVPPStepCondition .evolveAtPMax(Real) |
| setupExpired() | no method | 0 | QuantLib.CPISwap.setupExpired() |
| setupArguments(PricingEngine::arguments* ) | no method | 0 | QuantLib.DividendBarrierOption .setupArguments (PricingEngine::arguments*) |
| integro(constQuantLib::Array&) | no method | 0 | QuantLib.FdmBatesOp.integro (constQuantLib::Array&) |
| getLeverageFctSlice(Time,Time) | no method | 0 | QuantLib.FdmHestonEquityPart .getLeverageFctSlice(Time,Time) |
| apply(constQuantLib::Array&) | no method | 0 | QuantLib.ImplicitEulerScheme.apply (constQuantLib::Array&) |
| performCalculations() | no method | 0 | QuantLib.Fdm1DimSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.Fdm2dBlackScholesSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.Fdm2DimSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.FdmBatesSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.FdmBlackScholesSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.FdmG2Solver.performCalculations () |
| performCalculations() | no method | 0 | QuantLib.FdmHestonHullWhiteSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.FdmHestonSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.FdmHullWhiteSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.FdmSimple2dBSSolver .performCalculations() |
| discountImpl(Time) | no method | 0 | QuantLib.FdmAffineModelTermStructure .discountImpl(Time) |
| computeUpProb(Real,Real) | no method | 0 | QuantLib.Joshi4.computeUpProb(Real,Real) |
| GFunctionFactory() | no method | 0 | QuantLib.GFunctionFactory .GFunctionFactory() |
| initialize (constQuantLib::FloatingRateCoupon&) | no method | 0 | QuantLib.HaganPricer.initialize (constQuantLib::FloatingRateCoupon&) |
| functionF(constReal) | no method | 0 | QuantLib .NumericHaganPricer+ConundrumIntegrand .functionF(constReal) |
| firstDerivativeOfF(constReal) | no method | 0 | QuantLib .NumericHaganPricer+ConundrumIntegrand .firstDerivativeOfF(constReal) |
| strike() | no method | 0 | QuantLib .NumericHaganPricer+ConundrumIntegrand .strike() |
| annuity() | no method | 0 | QuantLib .NumericHaganPricer+ConundrumIntegrand .annuity() |
| fixingDate() | no method | 0 | QuantLib .NumericHaganPricer+ConundrumIntegrand .fixingDate() |
| setStrike(Real) | no method | 0 | QuantLib .NumericHaganPricer+ConundrumIntegrand .setStrike(Real) |
| optionletPrice(Option::Type,Real) | no method | 0 | QuantLib.AnalyticHaganPricer .optionletPrice(Option::Type,Real) |
| swapletPrice() | no method | 0 | QuantLib.AnalyticHaganPricer .swapletPrice() |
| checkPricerImpl(constint) | no method | 0 | QuantLib.CPICoupon.checkPricerImpl (constint) |
| optionletPriceImp(Option::Type,Real,Real ,Real) | no method | 0 | QuantLib.BlackYoYInflationCouponPricer .optionletPriceImp(Option::Type,Real ,Real,Real) |
| optionletPriceImp(Option::Type,Real,Real ,Real) | no method | 0 | QuantLib .UnitDisplacedBlackYoYInflationCouponPri cer.optionletPriceImp(Option::Type,Real ,Real,Real) |
| optionletPriceImp(Option::Type,Real,Real ,Real) | no method | 0 | QuantLib .BachelierYoYInflationCouponPricer .optionletPriceImp(Option::Type,Real ,Real,Real) |
| drift(Real,Real,Real,Real) | no method | 0 | QuantLib.RangeAccrualPricerByBgm.drift (Real,Real,Real,Real) |
| derDriftDerLambdaS(Real,Real,Real,Real) | no method | 0 | QuantLib.RangeAccrualPricerByBgm .derDriftDerLambdaS(Real,Real,Real,Real) |
| derDriftDerLambdaT(Real,Real,Real,Real) | no method | 0 | QuantLib.RangeAccrualPricerByBgm .derDriftDerLambdaT(Real,Real,Real,Real) |
| checkPricerImpl(constint) | no method | 0 | QuantLib.YoYInflationCoupon .checkPricerImpl(constint) |
| forecastFixing(constQuantLib::Date&) | no method | 0 | QuantLib.BMAIndex.forecastFixing (constQuantLib::Date&) |
| IndexManager() | no method | 0 | QuantLib.IndexManager.IndexManager() |
| forecastFixing(constQuantLib::Date&) | no method | 0 | QuantLib.YoYInflationIndex .forecastFixing(constQuantLib::Date&) |
| forecastFixing(constQuantLib::Date&) | no method | 0 | QuantLib.SwapIndex.forecastFixing (constQuantLib::Date&) |
| setupExpired() | no method | 0 | QuantLib.AssetSwap.setupExpired() |
| setupExpired() | no method | 0 | QuantLib.Bond.setupExpired() |
| setupArguments(PricingEngine::arguments* ) | no method | 0 | QuantLib.Bond.setupArguments (PricingEngine::arguments*) |
| fetchResults (constPricingEngine::results*) | no method | 0 | QuantLib.Bond.fetchResults (constPricingEngine::results*) |
| addRedemptionsToCashflows (conststd::vector<Real>&) | no method | 0 | QuantLib.Bond.addRedemptionsToCashflows (conststd::vector<Real>&) |
| setSingleRedemption(Real,Real ,constQuantLib::Date&) | no method | 0 | QuantLib.Bond.setSingleRedemption(Real ,Real,constQuantLib::Date&) |
| calculateNotionalsFromCashflows() | 1 method | 1 | QuantLib.Bond .calculateNotionalsFromCashflows() |
| performCalculations() | no method | 0 | QuantLib.CompositeInstrument .performCalculations() |
| setupExpired() | no method | 0 | QuantLib.CreditDefaultSwap.setupExpired( ) |
| setupArguments(PricingEngine::arguments* ) | no method | 0 | QuantLib.DividendVanillaOption .setupArguments (PricingEngine::arguments*) |
| performCalculations() | no method | 0 | QuantLib.FixedRateBondForward .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.Forward.performCalculations() |
| performCalculations() | no method | 0 | QuantLib.ForwardRateAgreement .performCalculations() |
| setupExpired() | no method | 0 | QuantLib.MultiAssetOption.setupExpired() |
| setupExpired() | no method | 0 | QuantLib.OneAssetOption.setupExpired() |
| initialize(constQuantLib::Schedule&) | no method | 0 | QuantLib.OvernightIndexedSwap.initialize (constQuantLib::Schedule&) |
| setupExpired() | no method | 0 | QuantLib.QuantoBarrierOption .setupExpired() |
| setupExpired() | no method | 0 | QuantLib.QuantoForwardVanillaOption .setupExpired() |
| setupExpired() | no method | 0 | QuantLib.QuantoVanillaOption .setupExpired() |
| performCalculations() | no method | 0 | QuantLib.Stock.performCalculations() |
| setupExpired() | no method | 0 | QuantLib.Swap.setupExpired() |
| setupExpired() | no method | 0 | QuantLib.VanillaSwap.setupExpired() |
| setupExpired() | no method | 0 | QuantLib.VarianceSwap.setupExpired() |
| setupExpired() | no method | 0 | QuantLib.YearOnYearInflationSwap .setupExpired() |
| performCalculations() | no method | 0 | QuantLib.RendistatoCalculator .performCalculations() |
| Factorial() | no method | 0 | QuantLib.Factorial.Factorial() |
| PrimeNumbers() | no method | 0 | QuantLib.PrimeNumbers.PrimeNumbers() |
| integrate(constint) | no method | 0 | QuantLib.FilonIntegral.integrate (constint) |
| integrate(constint) | no method | 0 | QuantLib.GaussLobattoIntegral.integrate (constint) |
| adaptivGaussLobattoStep(constint) | no method | 0 | QuantLib.GaussLobattoIntegral .adaptivGaussLobattoStep(constint) |
| calculateAbsTolerance(constint) | no method | 0 | QuantLib.GaussLobattoIntegral .calculateAbsTolerance(constint) |
| setAbsoluteError(Real) | no method | 0 | QuantLib.Integrator.setAbsoluteError (Real) |
| setNumberOfEvaluations(Size) | no method | 0 | QuantLib.Integrator .setNumberOfEvaluations(Size) |
| increaseNumberOfEvaluations(Size) | no method | 0 | QuantLib.Integrator .increaseNumberOfEvaluations(Size) |
| integrate(constint) | no method | 0 | QuantLib.GaussKronrodNonAdaptive .integrate(constint) |
| integrate(constint) | no method | 0 | QuantLib.GaussKronrodAdaptive.integrate (constint) |
| integrateRecursively(constint) | no method | 0 | QuantLib.GaussKronrodAdaptive .integrateRecursively(constint) |
Statistics
| Stat | MethodsCallingMe | depth |
|---|---|---|
| Sum: | 185 | 138 |
| Average: | 0.36 | 0.27 |
| Minimum: | 0 | 0 |
| Maximum: | 6 | 3 |
| Standard deviation: | 0.84 | 0.55 |
| Variance: | 0.7 | 0.3 |
| Rule Violated: Potentially dead Fields |
// <Name>Potentially dead Fields</Name>
warnif count > 0
from f in JustMyCode.Fields where
f.NbMethodsUsingMe == 0 &&
!f.IsPublic && // Although not recommended, public fields might be used by client applications of your Projects.
!f.IsEnumValue
// If you don't want to link CppDepend.API.dll, you can use your own IsNotDeadCodeAttribute and adapt this rule.
select f
warnif count > 0
from f in JustMyCode.Fields where
f.NbMethodsUsingMe == 0 &&
!f.IsPublic && // Although not recommended, public fields might be used by client applications of your Projects.
!f.IsEnumValue
// If you don't want to link CppDepend.API.dll, you can use your own IsNotDeadCodeAttribute and adapt this rule.
select f
918 fields matched
- The following list of fields is truncated and contains only the first 100 fields of the 918 fields matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 918 fields | Full Name |
|---|---|
| density_ | __Globals.density_ |
| cumulative_ | __Globals.cumulative_ |
| x_ | QuantLib.FdmLocalVolFwdOp.x_ |
| x0Density_ | QuantLib.LocalVolRNDCalculator .x0Density_ |
| maxIter_ | QuantLib.LocalVolRNDCalculator.maxIter_ |
| localVol_ | QuantLib.HestonSLVFDMModel.localVol_ |
| hestonModel_ | QuantLib.HestonSLVFDMModel.hestonModel_ |
| localVol_ | QuantLib.HestonSLVMCModel.localVol_ |
| hestonModel_ | QuantLib.HestonSLVMCModel.hestonModel_ |
| endDate_ | QuantLib.HestonSLVMCModel.endDate_ |
| deferredObservers_ | QuantLib.ObservableSettings .deferredObservers_ |
| observables_ | QuantLib.Observer.observables_ |
| fuelPrices_ | QuantLib.DynProgVPPIntrinsicValueEngine .fuelPrices_ |
| fuelCostAddon_ | QuantLib.DynProgVPPIntrinsicValueEngine .fuelCostAddon_ |
| tGrid_ | QuantLib.FdExtOUJumpVanillaEngine.tGrid_ |
| xGrid_ | QuantLib.FdExtOUJumpVanillaEngine.xGrid_ |
| yGrid_ | QuantLib.FdExtOUJumpVanillaEngine.yGrid_ |
| schemeDesc_ | QuantLib.FdExtOUJumpVanillaEngine .schemeDesc_ |
| tGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.tGrid_ |
| xGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.xGrid_ |
| yGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.yGrid_ |
| uGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.uGrid_ |
| schemeDesc_ | QuantLib.FdKlugeExtOUSpreadEngine .schemeDesc_ |
| x_ | QuantLib.FdmBlackScholesFwdOp.x_ |
| dxMap_ | QuantLib.FdmBlackScholesFwdOp.dxMap_ |
| dxxMap_ | QuantLib.FdmBlackScholesFwdOp.dxxMap_ |
| strike_ | QuantLib.FdmBlackScholesFwdOp.strike_ |
| illegalLocalVolOverwrite_ | QuantLib.FdmBlackScholesFwdOp .illegalLocalVolOverwrite_ |
| localVolatility_ | QuantLib.FdmDupire1dOp.localVolatility_ |
| tGrid_ | QuantLib.FdHestonDoubleBarrierEngine .tGrid_ |
| xGrid_ | QuantLib.FdHestonDoubleBarrierEngine .xGrid_ |
| vGrid_ | QuantLib.FdHestonDoubleBarrierEngine .vGrid_ |
| dampingSteps_ | QuantLib.FdHestonDoubleBarrierEngine .dampingSteps_ |
| schemeDesc_ | QuantLib.FdHestonDoubleBarrierEngine .schemeDesc_ |
| bcSet_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp .bcSet_ |
| x_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp .x_ |
| bcSet_ | QuantLib.FdmExtOUJumpOp.bcSet_ |
| gaussLaguerreIntegration_ | QuantLib.FdmExtOUJumpOp .gaussLaguerreIntegration_ |
| x_ | QuantLib.FdmExtOUJumpOp.x_ |
| integroPart_ | QuantLib.FdmExtOUJumpOp.integroPart_ |
| process_ | QuantLib.FdmExtOUJumpSolver.process_ |
| solverDesc_ | QuantLib.FdmExtOUJumpSolver.solverDesc_ |
| schemeDesc_ | QuantLib.FdmExtOUJumpSolver.schemeDesc_ |
| type_ | QuantLib.FdmHestonFwdOp.type_ |
| kappa_ | QuantLib.FdmHestonFwdOp.kappa_ |
| theta_ | QuantLib.FdmHestonFwdOp.theta_ |
| sigma_ | QuantLib.FdmHestonFwdOp.sigma_ |
| rho_ | QuantLib.FdmHestonFwdOp.rho_ |
| v0_ | QuantLib.FdmHestonFwdOp.v0_ |
| varianceValues_ | QuantLib.FdmHestonFwdOp.varianceValues_ |
| L_ | QuantLib.FdmHestonFwdOp.L_ |
| x_ | QuantLib.FdmHestonFwdOp.x_ |
| bcSet_ | QuantLib.FdmKlugeExtOUOp.bcSet_ |
| corrMap_ | QuantLib.FdmKlugeExtOUOp.corrMap_ |
| volatilityValues_ | QuantLib.FdmZabrUnderlyingPart .volatilityValues_ |
| forwardValues_ | QuantLib.FdmZabrUnderlyingPart .forwardValues_ |
| volatilityValues_ | QuantLib.FdmZabrVolatilityPart .volatilityValues_ |
| forwardValues_ | QuantLib.FdmZabrVolatilityPart .forwardValues_ |
| volatilityValues_ | QuantLib.FdmZabrOp.volatilityValues_ |
| forwardValues_ | QuantLib.FdmZabrOp.forwardValues_ |
| tGrid_ | QuantLib.FdSimpleExtOUJumpSwingEngine .tGrid_ |
| xGrid_ | QuantLib.FdSimpleExtOUJumpSwingEngine .xGrid_ |
| yGrid_ | QuantLib.FdSimpleExtOUJumpSwingEngine .yGrid_ |
| schemeDesc_ | QuantLib.FdSimpleExtOUJumpSwingEngine .schemeDesc_ |
| tGrid_ | QuantLib.FdSimpleExtOUStorageEngine .tGrid_ |
| xGrid_ | QuantLib.FdSimpleExtOUStorageEngine .xGrid_ |
| schemeDesc_ | QuantLib.FdSimpleExtOUStorageEngine .schemeDesc_ |
| fuelCostAddon_ | QuantLib.FdSimpleKlugeExtOUVPPEngine .fuelCostAddon_ |
| tGrid_ | QuantLib.FdSimpleKlugeExtOUVPPEngine .tGrid_ |
| xGrid_ | QuantLib.FdSimpleKlugeExtOUVPPEngine .xGrid_ |
| yGrid_ | QuantLib.FdSimpleKlugeExtOUVPPEngine .yGrid_ |
| gGrid_ | QuantLib.FdSimpleKlugeExtOUVPPEngine .gGrid_ |
| schemeDesc_ | QuantLib.FdSimpleKlugeExtOUVPPEngine .schemeDesc_ |
| priceSurf_ | QuantLib.InterpolatingCPICapFloorEngine .priceSurf_ |
| zii_ | QuantLib.CPICapFloorTermPriceSurface .zii_ |
| fixDate_ | QuantLib.CPICapFloor.fixDate_ |
| payDate_ | QuantLib.CPICapFloor.payDate_ |
| infIndex_ | QuantLib.CPICapFloor.infIndex_ |
| cashFlow_ | QuantLib.DividendBarrierOption.cashFlow_ |
| A_ | QuantLib.BiCGstab.A_ |
| M_ | QuantLib.BiCGstab.M_ |
| L_ | QuantLib.SparseILUPreconditioner.L_ |
| U_ | QuantLib.SparseILUPreconditioner.U_ |
| delta_h_ | QuantLib.RichardsonExtrapolation .delta_h_ |
| x_ | QuantLib.Fdm2dBlackScholesOp.x_ |
| y_ | QuantLib.Fdm2dBlackScholesOp.y_ |
| corrMapTemplate_ | QuantLib.Fdm2dBlackScholesOp .corrMapTemplate_ |
| illegalLocalVolOverwrite_ | QuantLib.Fdm2dBlackScholesOp .illegalLocalVolOverwrite_ |
| x_ | QuantLib.FdmBatesOp.x_ |
| weights_ | QuantLib.FdmBatesOp.weights_ |
| delta_ | QuantLib.FdmBatesOp.delta_ |
| nu_ | QuantLib.FdmBatesOp.nu_ |
| m_ | QuantLib.FdmBatesOp.m_ |
| gaussHermiteIntegration_ | QuantLib.FdmBatesOp .gaussHermiteIntegration_ |
| bcSet_ | QuantLib.FdmBatesOp.bcSet_ |
| bcSet_ | QuantLib.FdmBatesOp+IntegroIntegrand .bcSet_ |
| x_ | QuantLib.FdmBlackScholesOp.x_ |
| dxMap_ | QuantLib.FdmBlackScholesOp.dxMap_ |
| dxxMap_ | QuantLib.FdmBlackScholesOp.dxxMap_ |
| strike_ | QuantLib.FdmBlackScholesOp.strike_ |
Statistics
| Stat |
|---|
| Sum: |
| Average: |
| Minimum: |
| Maximum: |
| Standard deviation: |
| Variance: |
| Naming Conventions | 080 |
| Rule Violated: Instance fields should be prefixed with a 'm_' |
// <Name>Instance fields should be prefixed with a 'm_'</Name>
warnif count > 0 (from f in Fields where
!f.NameLike (@"^m_") &&
!f.IsStatic
// Don't hesitate to customize the regex of NameLike to your preference.
&& !f.IsGlobal && !f.IsEnumValue && !f.IsThirdParty
select new { f }).Take(10)
warnif count > 0 (from f in Fields where
!f.NameLike (@"^m_") &&
!f.IsStatic
// Don't hesitate to customize the regex of NameLike to your preference.
&& !f.IsGlobal && !f.IsEnumValue && !f.IsThirdParty
select new { f }).Take(10)
10 fields matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 10 fields | Full Name |
|---|---|
| l0_ | QuantLib.FdmHestonGreensFct.l0_ |
| trafoType_ | QuantLib.FdmHestonGreensFct.trafoType_ |
| x_ | QuantLib.FdmLocalVolFwdOp.x_ |
| dxMap_ | QuantLib.FdmLocalVolFwdOp.dxMap_ |
| dxxMap_ | QuantLib.FdmLocalVolFwdOp.dxxMap_ |
| mapT_ | QuantLib.FdmLocalVolFwdOp.mapT_ |
| direction_ | QuantLib.FdmLocalVolFwdOp.direction_ |
| x0_ | QuantLib.HestonRNDCalculator.x0_ |
| integrationEps_ | QuantLib.HestonRNDCalculator .integrationEps_ |
| maxIntegrationIterations_ | QuantLib.HestonRNDCalculator .maxIntegrationIterations_ |
Statistics
| Stat |
|---|
| Sum: |
| Average: |
| Minimum: |
| Maximum: |
| Standard deviation: |
| Variance: |
| Rule Violated: Static fields should be prefixed with a 's_' |
// <Name>Static fields should be prefixed with a 's_'</Name>
warnif count > 0 (from f in Fields where
!f.NameLike (@"^s_") &&
f.IsStatic && !f.IsThirdParty
select new { f }).Take(10)
// Don't hesitate to customize the regex of NameLike to your preference.
warnif count > 0 (from f in Fields where
!f.NameLike (@"^s_") &&
f.IsStatic && !f.IsThirdParty
select new { f }).Take(10)
// Don't hesitate to customize the regex of NameLike to your preference.
10 fields matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 10 fields | Full Name |
|---|---|
| PrimitivePolynomialDegree01 | __Globals.PrimitivePolynomialDegree01 |
| PrimitivePolynomialDegree02 | __Globals.PrimitivePolynomialDegree02 |
| PrimitivePolynomialDegree03 | __Globals.PrimitivePolynomialDegree03 |
| PrimitivePolynomialDegree04 | __Globals.PrimitivePolynomialDegree04 |
| PrimitivePolynomialDegree05 | __Globals.PrimitivePolynomialDegree05 |
| PrimitivePolynomialDegree06 | __Globals.PrimitivePolynomialDegree06 |
| PrimitivePolynomialDegree07 | __Globals.PrimitivePolynomialDegree07 |
| PrimitivePolynomialDegree08 | __Globals.PrimitivePolynomialDegree08 |
| PrimitivePolynomialDegree09 | __Globals.PrimitivePolynomialDegree09 |
| PrimitivePolynomialDegree10 | __Globals.PrimitivePolynomialDegree10 |
Statistics
| Stat |
|---|
| Sum: |
| Average: |
| Minimum: |
| Maximum: |
| Standard deviation: |
| Variance: |
| Rule Violated: Exception class name should be suffixed with 'Exception' |
// <Name>Exception class name should be suffixed with 'Exception'</Name>
warnif count > 0 (from t in Types where t.IsExceptionClass && !t.NameLike (@"Exception$") && !t.IsThirdParty
select new { t, t.NbLinesOfCode }).Take(10)
warnif count > 0 (from t in Types where t.IsExceptionClass && !t.NameLike (@"Exception$") && !t.IsThirdParty
select new { t, t.NbLinesOfCode }).Take(10)
2 types matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 2 types | # lines of code (LOC) | Full Name |
|---|---|---|
| Error | 0 | QuantLib.Error |
| NotThrown | 0 | anonymous_namespace{interpolations.cpp} .NotThrown |
Statistics
| Stat | # lines of code (LOC) |
|---|---|
| Sum: | 0 |
| Average: | 0 |
| Minimum: | 0 |
| Maximum: | 0 |
| Standard deviation: | 0 |
| Variance: | 0 |
| Rule Violated: Types name should begin with an Upper character |
// <Name>Types name should begin with an Upper character</Name>
warnif count > 0 (from t in Types where
!t.NameLike (@"^[A-Z]") // The name of a type should begin with an Upper letter.
&& // Except if it is generated by compiler or ...
!t.IsThirdParty && !t.IsGlobal
select new { t, t.NbLinesOfCode }).Take(10)
warnif count > 0 (from t in Types where
!t.NameLike (@"^[A-Z]") // The name of a type should begin with an Upper letter.
&& // Except if it is generated by compiler or ...
!t.IsThirdParty && !t.IsGlobal
select new { t, t.NbLinesOfCode }).Take(10)
10 types matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 10 types | # lines of code (LOC) | Full Name |
|---|---|---|
| yoyInflationLeg | 28 | QuantLib.yoyInflationLeg |
| quadratic | 15 | QuantLib.quadratic |
| earlier_than<QuantLib::DefaultEvent> | 1 | QuantLib.earlier_than <QuantLib::DefaultEvent> |
| earlier_than<QuantLib::CashFlow> | 1 | QuantLib.earlier_than<QuantLib::CashFlow > |
| sort_by_cost | 1 | QuantLib .anonymous_namespace{differentialevoluti on.cpp}.sort_by_cost |
| null_checker<T> | 1 | QuantLib.detail.null_checker<T> |
| ordinal_holder | 1 | QuantLib.detail.ordinal_holder |
| power_of_two_holder<T> | 1 | QuantLib.detail.power_of_two_holder<T> |
| percent_holder | 1 | QuantLib.detail.percent_holder |
| sequence_holder<InputIterator> | 2 | QuantLib.detail.sequence_holder <InputIterator> |
Statistics
| Stat | # lines of code (LOC) |
|---|---|
| Sum: | 52 |
| Average: | 5.2 |
| Minimum: | 1 |
| Maximum: | 28 |
| Standard deviation: | 8.66 |
| Variance: | 74.96 |
| Rule Violated: Avoid types with name too long |
// <Name>Avoid types with name too long</Name>
warnif count > 0 from t in Application.Types
where !t.IsGeneratedByCompiler && !t.IsThirdParty
where t.SimpleName.Length > 35
select new { t, t.SimpleName }
warnif count > 0 from t in Application.Types
where !t.IsGeneratedByCompiler && !t.IsThirdParty
where t.SimpleName.Length > 35
select new { t, t.SimpleName }
38 types matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 38 types | SimpleName | Full Name |
|---|---|---|
| InterpolatedCPICapFloorTermPriceSurface <Interpolator2D> | InterpolatedCPICapFloorTermPriceSurface | QuantLib .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D> |
| UnitDisplacedBlackYoYInflationCouponPric er | UnitDisplacedBlackYoYInflationCouponPricer | QuantLib .UnitDisplacedBlackYoYInflationCouponPri cer |
| ContinuousPartialFloatingLookbackOption | ContinuousPartialFloatingLookbackOption | QuantLib .ContinuousPartialFloatingLookbackOption |
| ContinuousPartialFixedLookbackOption | ContinuousPartialFixedLookbackOption | QuantLib .ContinuousPartialFixedLookbackOption |
| BivariateCumulativeNormalDistributionDr7 8 | BivariateCumulativeNormalDistributionDr78 | QuantLib .BivariateCumulativeNormalDistributionDr 78 |
| BivariateCumulativeNormalDistributionWe0 4DP | BivariateCumulativeNormalDistributionWe04DP | QuantLib .BivariateCumulativeNormalDistributionWe 04DP |
| BivariateCumulativeStudentDistribution | BivariateCumulativeStudentDistribution | QuantLib .BivariateCumulativeStudentDistribution |
| InverseNonCentralChiSquareDistribution | InverseNonCentralChiSquareDistribution | QuantLib .InverseNonCentralChiSquareDistribution |
| CTSMMCapletMaxHomogeneityCalibration | CTSMMCapletMaxHomogeneityCalibration | QuantLib .CTSMMCapletMaxHomogeneityCalibration |
| VolatilityInterpolationSpecifierabcd | VolatilityInterpolationSpecifierabcd | QuantLib .VolatilityInterpolationSpecifierabcd |
| MarketModelPathwiseMultiDeflatedCaplet | MarketModelPathwiseMultiDeflatedCaplet | QuantLib .MarketModelPathwiseMultiDeflatedCaplet |
| MarketModelPathwiseCoterminalSwaptionsDe flated | MarketModelPathwiseCoterminalSwaptionsDeflated | QuantLib .MarketModelPathwiseCoterminalSwaptionsD eflated |
| MarketModelPathwiseCoterminalSwaptionsNu mericalDeflated | MarketModelPathwiseCoterminalSwaptionsNumericalDeflated | QuantLib .MarketModelPathwiseCoterminalSwaptionsN umericalDeflated |
| AnalyticContinuousGeometricAveragePriceA sianEngine | AnalyticContinuousGeometricAveragePriceAsianEngine | QuantLib .AnalyticContinuousGeometricAveragePrice AsianEngine |
| AnalyticDiscreteGeometricAveragePriceAsi anEngine | AnalyticDiscreteGeometricAveragePriceAsianEngine | QuantLib .AnalyticDiscreteGeometricAveragePriceAs ianEngine |
| AnalyticDiscreteGeometricAverageStrikeAs ianEngine | AnalyticDiscreteGeometricAverageStrikeAsianEngine | QuantLib .AnalyticDiscreteGeometricAverageStrikeA sianEngine |
| BaroneAdesiWhaleyApproximationEngine | BaroneAdesiWhaleyApproximationEngine | QuantLib .BaroneAdesiWhaleyApproximationEngine |
| BjerksundStenslandApproximationEngine | BjerksundStenslandApproximationEngine | QuantLib .BjerksundStenslandApproximationEngine |
| AnalyticContinuousFixedLookbackEngine | AnalyticContinuousFixedLookbackEngine | QuantLib .AnalyticContinuousFixedLookbackEngine |
| AnalyticContinuousFloatingLookbackEngine | AnalyticContinuousFloatingLookbackEngine | QuantLib .AnalyticContinuousFloatingLookbackEngin e |
| AnalyticContinuousPartialFixedLookbackEn gine | AnalyticContinuousPartialFixedLookbackEngine | QuantLib .AnalyticContinuousPartialFixedLookbackE ngine |
| AnalyticContinuousPartialFloatingLookbac kEngine | AnalyticContinuousPartialFloatingLookbackEngine | QuantLib .AnalyticContinuousPartialFloatingLookba ckEngine |
| YoYInflationUnitDisplacedBlackCapFloorEn gine | YoYInflationUnitDisplacedBlackCapFloorEngine | QuantLib .YoYInflationUnitDisplacedBlackCapFloorE ngine |
| BlackDeltaPremiumAdjustedSolverClass | BlackDeltaPremiumAdjustedSolverClass | QuantLib .BlackDeltaPremiumAdjustedSolverClass |
| BlackDeltaPremiumAdjustedMaxStrikeClass | BlackDeltaPremiumAdjustedMaxStrikeClass | QuantLib .BlackDeltaPremiumAdjustedMaxStrikeClass |
| AnalyticHolderExtensibleOptionEngine | AnalyticHolderExtensibleOptionEngine | QuantLib .AnalyticHolderExtensibleOptionEngine |
| AnalyticPartialTimeBarrierOptionEngine | AnalyticPartialTimeBarrierOptionEngine | QuantLib .AnalyticPartialTimeBarrierOptionEngine |
| AnalyticWriterExtensibleOptionEngine | AnalyticWriterExtensibleOptionEngine | QuantLib .AnalyticWriterExtensibleOptionEngine |
| ContinuousArithmeticAsianVecerEngine | ContinuousArithmeticAsianVecerEngine | QuantLib .ContinuousArithmeticAsianVecerEngine |
| ExtendedEqualProbabilitiesBinomialTree<T > | ExtendedEqualProbabilitiesBinomialTree | QuantLib .ExtendedEqualProbabilitiesBinomialTree <T> |
| ArithmeticAveragedOvernightIndexedCoupon Pricer | ArithmeticAveragedOvernightIndexedCouponPricer | QuantLib .ArithmeticAveragedOvernightIndexedCoupo nPricer |
| AnalyticDoubleBarrierBinaryEngine_helper | AnalyticDoubleBarrierBinaryEngine_helper | QuantLib .AnalyticDoubleBarrierBinaryEngine_helpe r |
| DiscretizedDermanKaniDoubleBarrierOption | DiscretizedDermanKaniDoubleBarrierOption | QuantLib .DiscretizedDermanKaniDoubleBarrierOptio n |
| InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D> | InterpolatedYoYCapFloorTermPriceSurface | QuantLib .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D> |
| MarketModelSmmCapletAlphaCalibrationTest | MarketModelSmmCapletAlphaCalibrationTest | MarketModelSmmCapletAlphaCalibrationTest |
| MarketModelSmmCapletHomoCalibrationTest | MarketModelSmmCapletHomoCalibrationTest | MarketModelSmmCapletHomoCalibrationTest |
| PiecewiseZeroSpreadedTermStructureTest | PiecewiseZeroSpreadedTermStructureTest | PiecewiseZeroSpreadedTermStructureTest |
| HestonHullWhiteCorrelationConstraint | HestonHullWhiteCorrelationConstraint | anonymous_namespace{hybridhestonhullwhit eprocess.cpp} .HestonHullWhiteCorrelationConstraint |
Statistics
| Stat | SimpleName |
|---|---|
| Sum: | - |
| Average: | - |
| Minimum: | - |
| Maximum: | - |
| Standard deviation: | - |
| Variance: | - |
| Rule Violated: Avoid methods with name too long |
// <Name>Avoid methods with name too long</Name>
warnif count > 0 from m in Application.Methods where
!m.IsGeneratedByCompiler
&& m.SimpleName.Length > 35 && !m.IsThirdParty
select new { m, m.SimpleName }
// The regex matches methods with name longer
// than 35 characters.
// Method Name doesn't contain the type and namespace
// prefix, FullName does.
// The regex computes the method name length from
// the beginning until the first open parenthesis
// or first lower than (for generic methods).
warnif count > 0 from m in Application.Methods where
!m.IsGeneratedByCompiler
&& m.SimpleName.Length > 35 && !m.IsThirdParty
select new { m, m.SimpleName }
// The regex matches methods with name longer
// than 35 characters.
// Method Name doesn't contain the type and namespace
// prefix, FullName does.
// The regex computes the method name length from
// the beginning until the first open parenthesis
// or first lower than (for generic methods).
146 methods matched
- The following list of methods is truncated and contains only the first 100 methods of the 146 methods matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 146 methods | SimpleName | Full Name |
|---|---|---|
| InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>(Real,Rate ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle <QuantLib::ZeroInflationIndex>& ,constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Rate>& ,conststd::vector<Rate>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::Matrix& ,constInterpolator2D&) | InterpolatedCPICapFloorTermPriceSurface<Interpolator2D> | QuantLib .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D> .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D>(Real,Rate ,constQuantLib::Period& ,constQuantLib::Calendar& ,constQuantLib::BusinessDayConvention& ,constQuantLib::DayCounter&,constHandle <QuantLib::ZeroInflationIndex>& ,constHandle <QuantLib::YieldTermStructure>& ,conststd::vector<Rate>& ,conststd::vector<Rate>& ,conststd::vector<Period>& ,constQuantLib::Matrix& ,constQuantLib::Matrix& ,constInterpolator2D&) |
| incompleteGammaFunctionContinuedFraction Repr(Real,Real,Real,Integer) | incompleteGammaFunctionContinuedFractionRepr | QuantLib.__Globals .incompleteGammaFunctionContinuedFractio nRepr(Real,Real,Real,Integer) |
| modifiedBesselFunction_i_exponentiallyWe ighted(Real,Real) | modifiedBesselFunction_i_exponentiallyWeighted | QuantLib.__Globals .modifiedBesselFunction_i_exponentiallyW eighted(Real,Real) |
| modifiedBesselFunction_k_exponentiallyWe ighted(Real,Real) | modifiedBesselFunction_k_exponentiallyWeighted | QuantLib.__Globals .modifiedBesselFunction_k_exponentiallyW eighted(Real,Real) |
| modifiedBesselFunction_i_exponentiallyWe ighted(Real,conststd::complex<Real>&) | modifiedBesselFunction_i_exponentiallyWeighted | QuantLib.__Globals .modifiedBesselFunction_i_exponentiallyW eighted(Real,conststd::complex<Real>&) |
| modifiedBesselFunction_k_exponentiallyWe ighted(Real,conststd::complex<Real>&) | modifiedBesselFunction_k_exponentiallyWeighted | QuantLib.__Globals .modifiedBesselFunction_k_exponentiallyW eighted(Real,conststd::complex<Real>&) |
| triangularAnglesParametrizationUnconstra ined(constQuantLib::Array&,Size,Size) | triangularAnglesParametrizationUnconstrained | QuantLib.__Globals .triangularAnglesParametrizationUnconstr ained(constQuantLib::Array&,Size,Size) |
| lmmTriangularAnglesParametrizationUncons trained(constQuantLib::Array&,Size,Size) | lmmTriangularAnglesParametrizationUnconstrained | QuantLib.__Globals .lmmTriangularAnglesParametrizationUncon strained(constQuantLib::Array&,Size,Size ) |
| triangularAnglesParametrizationRankThree (Real,Real,Real,Size) | triangularAnglesParametrizationRankThree | QuantLib.__Globals .triangularAnglesParametrizationRankThre e(Real,Real,Real,Size) |
| triangularAnglesParametrizationRankThree Vectorial(constQuantLib::Array&,Size) | triangularAnglesParametrizationRankThreeVectorial | QuantLib.__Globals .triangularAnglesParametrizationRankThre eVectorial(constQuantLib::Array&,Size) |
| checkIncreasingTimesAndCalculateTaus (conststd::vector<Time>&,std::vector <Time>&) | checkIncreasingTimesAndCalculateTaus | QuantLib.__Globals .checkIncreasingTimesAndCalculateTaus (conststd::vector<Time>&,std::vector <Time>&) |
| blackFormulaImpliedStdDevApproximation (Option::Type,Real,Real,Real,Real,Real) | blackFormulaImpliedStdDevApproximation | QuantLib.__Globals .blackFormulaImpliedStdDevApproximation (Option::Type,Real,Real,Real,Real,Real) |
| bachelierBlackFormulaStdDevDerivative (Real,Real,Real,Real) | bachelierBlackFormulaStdDevDerivative | QuantLib.__Globals .bachelierBlackFormulaStdDevDerivative (Real,Real,Real,Real) |
| UnitDisplacedBlackYoYInflationCouponPric er(constHandle <QuantLib::YoYOptionletVolatilitySurface >&) | UnitDisplacedBlackYoYInflationCouponPricer | QuantLib .UnitDisplacedBlackYoYInflationCouponPri cer .UnitDisplacedBlackYoYInflationCouponPri cer(constHandle <QuantLib::YoYOptionletVolatilitySurface >&) |
| ~UnitDisplacedBlackYoYInflationCouponPri cer() | ~UnitDisplacedBlackYoYInflationCouponPricer | QuantLib .UnitDisplacedBlackYoYInflationCouponPri cer .~UnitDisplacedBlackYoYInflationCouponPr icer() |
| ForwardOptionArguments<ArgumentsType>() | ForwardOptionArguments<ArgumentsType> | QuantLib.ForwardOptionArguments <ArgumentsType>.ForwardOptionArguments <ArgumentsType>() |
| ContinuousPartialFloatingLookbackOption (Real,Real,QuantLib::Date,constint) | ContinuousPartialFloatingLookbackOption | QuantLib .ContinuousPartialFloatingLookbackOption .ContinuousPartialFloatingLookbackOption (Real,Real,QuantLib::Date,constint) |
| ContinuousPartialFixedLookbackOption (QuantLib::Date,constint) | ContinuousPartialFixedLookbackOption | QuantLib .ContinuousPartialFixedLookbackOption .ContinuousPartialFixedLookbackOption (QuantLib::Date,constint) |
| withFloatingLegTerminationDateConvention (QuantLib::BusinessDayConvention) | withFloatingLegTerminationDateConvention | QuantLib.MakeCms .withFloatingLegTerminationDateConventio n(QuantLib::BusinessDayConvention) |
| operatorQuantLib::OvernightIndexedSwap() | operatorQuantLib::OvernightIndexedSwap | QuantLib.MakeOIS .operatorQuantLib::OvernightIndexedSwap( ) |
| withFixedLegTerminationDateConvention (QuantLib::BusinessDayConvention) | withFixedLegTerminationDateConvention | QuantLib.MakeVanillaSwap .withFixedLegTerminationDateConvention (QuantLib::BusinessDayConvention) |
| withFloatingLegTerminationDateConvention (QuantLib::BusinessDayConvention) | withFloatingLegTerminationDateConvention | QuantLib.MakeVanillaSwap .withFloatingLegTerminationDateConventio n(QuantLib::BusinessDayConvention) |
| operatorQuantLib::YoYInflationCapFloor() | operatorQuantLib::YoYInflationCapFloor | QuantLib.MakeYoYInflationCapFloor .operatorQuantLib::YoYInflationCapFloor( ) |
| BivariateCumulativeNormalDistributionDr7 8(Real) | BivariateCumulativeNormalDistributionDr78 | QuantLib .BivariateCumulativeNormalDistributionDr 78 .BivariateCumulativeNormalDistributionDr 78(Real) |
| BivariateCumulativeNormalDistributionWe0 4DP(Real) | BivariateCumulativeNormalDistributionWe04DP | QuantLib .BivariateCumulativeNormalDistributionWe 04DP .BivariateCumulativeNormalDistributionWe 04DP(Real) |
| BivariateCumulativeStudentDistribution (Natural,Real) | BivariateCumulativeStudentDistribution | QuantLib .BivariateCumulativeStudentDistribution .BivariateCumulativeStudentDistribution (Natural,Real) |
| InverseNonCentralChiSquareDistribution (Real,Real,Size,Real) | InverseNonCentralChiSquareDistribution | QuantLib .InverseNonCentralChiSquareDistribution .InverseNonCentralChiSquareDistribution (Real,Real,Size,Real) |
| CTSMMCapletMaxHomogeneityCalibration (constQuantLib::EvolutionDescription& ,constint) | CTSMMCapletMaxHomogeneityCalibration | QuantLib .CTSMMCapletMaxHomogeneityCalibration .CTSMMCapletMaxHomogeneityCalibration (constQuantLib::EvolutionDescription& ,constint) |
| timeDependentUnCalibratedSwaptionVols (Size) | timeDependentUnCalibratedSwaptionVols | QuantLib.CTSMMCapletCalibration .timeDependentUnCalibratedSwaptionVols (Size) |
| VolatilityInterpolationSpecifierabcd (Size,Size,conststd::vector <PiecewiseConstantAbcdVariance>& ,conststd::vector<Time>&,Real) | VolatilityInterpolationSpecifierabcd | QuantLib .VolatilityInterpolationSpecifierabcd .VolatilityInterpolationSpecifierabcd (Size,Size,conststd::vector <PiecewiseConstantAbcdVariance>& ,conststd::vector<Time>&,Real) |
| ~VolatilityInterpolationSpecifierabcd() | ~VolatilityInterpolationSpecifierabcd | QuantLib .VolatilityInterpolationSpecifierabcd .~VolatilityInterpolationSpecifierabcd() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiProductComposite .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.SingleProductComposite .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.CallSpecifiedMultiProduct .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelCashRebate .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.ExerciseAdapter .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepCoinitialSwaps .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepCoterminalSwaps .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepCoterminalSwaptions .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepForwards .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepInverseFloater .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepNothing .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepOptionlets .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiProductPathwiseWrapper .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepPeriodCapletSwaptions .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepRatchet .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepSwap .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepSwaption .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MultiStepTarn .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.OneStepCoinitialSwaps .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.OneStepCoterminalSwaps .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.OneStepForwards .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.OneStepOptionlets .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib .CallSpecifiedPathwiseMultiProduct .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelPathwiseMultiCaplet .maxNumberOfCashFlowsPerProductPerStep() |
| MarketModelPathwiseMultiDeflatedCaplet (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>& ,conststd::vector<Rate>&) | MarketModelPathwiseMultiDeflatedCaplet | QuantLib .MarketModelPathwiseMultiDeflatedCaplet .MarketModelPathwiseMultiDeflatedCaplet (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>& ,conststd::vector<Rate>&) |
| MarketModelPathwiseMultiDeflatedCaplet (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Rate) | MarketModelPathwiseMultiDeflatedCaplet | QuantLib .MarketModelPathwiseMultiDeflatedCaplet .MarketModelPathwiseMultiDeflatedCaplet (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Rate) |
| ~MarketModelPathwiseMultiDeflatedCaplet( ) | ~MarketModelPathwiseMultiDeflatedCaplet | QuantLib .MarketModelPathwiseMultiDeflatedCaplet .~MarketModelPathwiseMultiDeflatedCaplet () |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib .MarketModelPathwiseMultiDeflatedCaplet .maxNumberOfCashFlowsPerProductPerStep() |
| ~MarketModelPathwiseMultiDeflatedCap() | ~MarketModelPathwiseMultiDeflatedCap | QuantLib .MarketModelPathwiseMultiDeflatedCap .~MarketModelPathwiseMultiDeflatedCap() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib .MarketModelPathwiseMultiDeflatedCap .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelPathwiseCashRebate .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib .MarketModelPathwiseInverseFloater .maxNumberOfCashFlowsPerProductPerStep() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib.MarketModelPathwiseSwap .maxNumberOfCashFlowsPerProductPerStep() |
| MarketModelPathwiseCoterminalSwaptionsDe flated(conststd::vector<Time>& ,conststd::vector<Rate>&) | MarketModelPathwiseCoterminalSwaptionsDeflated | QuantLib .MarketModelPathwiseCoterminalSwaptionsD eflated .MarketModelPathwiseCoterminalSwaptionsD eflated(conststd::vector<Time>& ,conststd::vector<Rate>&) |
| ~MarketModelPathwiseCoterminalSwaptionsD eflated() | ~MarketModelPathwiseCoterminalSwaptionsDeflated | QuantLib .MarketModelPathwiseCoterminalSwaptionsD eflated .~MarketModelPathwiseCoterminalSwaptions Deflated() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib .MarketModelPathwiseCoterminalSwaptionsD eflated .maxNumberOfCashFlowsPerProductPerStep() |
| MarketModelPathwiseCoterminalSwaptionsNu mericalDeflated(conststd::vector<Time>& ,conststd::vector<Rate>&,Real) | MarketModelPathwiseCoterminalSwaptionsNumericalDeflated | QuantLib .MarketModelPathwiseCoterminalSwaptionsN umericalDeflated .MarketModelPathwiseCoterminalSwaptionsN umericalDeflated(conststd::vector<Time>& ,conststd::vector<Rate>&,Real) |
| ~MarketModelPathwiseCoterminalSwaptionsN umericalDeflated() | ~MarketModelPathwiseCoterminalSwaptionsNumericalDeflated | QuantLib .MarketModelPathwiseCoterminalSwaptionsN umericalDeflated .~MarketModelPathwiseCoterminalSwaptions NumericalDeflated() |
| maxNumberOfCashFlowsPerProductPerStep() | maxNumberOfCashFlowsPerProductPerStep | QuantLib .MarketModelPathwiseCoterminalSwaptionsN umericalDeflated .maxNumberOfCashFlowsPerProductPerStep() |
| AnalyticContinuousGeometricAveragePriceA sianEngine(constint) | AnalyticContinuousGeometricAveragePriceAsianEngine | QuantLib .AnalyticContinuousGeometricAveragePrice AsianEngine .AnalyticContinuousGeometricAveragePrice AsianEngine(constint) |
| AnalyticDiscreteGeometricAveragePriceAsi anEngine(constint) | AnalyticDiscreteGeometricAveragePriceAsianEngine | QuantLib .AnalyticDiscreteGeometricAveragePriceAs ianEngine .AnalyticDiscreteGeometricAveragePriceAs ianEngine(constint) |
| AnalyticDiscreteGeometricAverageStrikeAs ianEngine(constint) | AnalyticDiscreteGeometricAverageStrikeAsianEngine | QuantLib .AnalyticDiscreteGeometricAverageStrikeA sianEngine .AnalyticDiscreteGeometricAverageStrikeA sianEngine(constint) |
| BaroneAdesiWhaleyApproximationEngine (constint) | BaroneAdesiWhaleyApproximationEngine | QuantLib .BaroneAdesiWhaleyApproximationEngine .BaroneAdesiWhaleyApproximationEngine (constint) |
| BjerksundStenslandApproximationEngine (constint) | BjerksundStenslandApproximationEngine | QuantLib .BjerksundStenslandApproximationEngine .BjerksundStenslandApproximationEngine (constint) |
| MCAmericanEngine<RNG,S,RNG_Calibration> (constint) | MCAmericanEngine<RNG,S,RNG_Calibration> | QuantLib.MCAmericanEngine<RNG,S ,RNG_Calibration,>.MCAmericanEngine<RNG ,S,RNG_Calibration>(constint) |
| MakeMCAmericanEngine<RNG,S ,RNG_Calibration>(constint) | MakeMCAmericanEngine<RNG,S,RNG_Calibration> | QuantLib.MakeMCAmericanEngine<RNG,S ,RNG_Calibration,>.MakeMCAmericanEngine <RNG,S,RNG_Calibration>(constint) |
| MakeMCHullWhiteCapFloorEngine<RNG,S> (constint) | MakeMCHullWhiteCapFloorEngine<RNG,S> | QuantLib.MakeMCHullWhiteCapFloorEngine <RNG,S>.MakeMCHullWhiteCapFloorEngine <RNG,S>(constint) |
| AnalyticContinuousFixedLookbackEngine (constint) | AnalyticContinuousFixedLookbackEngine | QuantLib .AnalyticContinuousFixedLookbackEngine .AnalyticContinuousFixedLookbackEngine (constint) |
| AnalyticContinuousFloatingLookbackEngine (constint) | AnalyticContinuousFloatingLookbackEngine | QuantLib .AnalyticContinuousFloatingLookbackEngin e .AnalyticContinuousFloatingLookbackEngin e(constint) |
| AnalyticContinuousPartialFixedLookbackEn gine(constint) | AnalyticContinuousPartialFixedLookbackEngine | QuantLib .AnalyticContinuousPartialFixedLookbackE ngine .AnalyticContinuousPartialFixedLookbackE ngine(constint) |
| AnalyticContinuousPartialFloatingLookbac kEngine(constint) | AnalyticContinuousPartialFloatingLookbackEngine | QuantLib .AnalyticContinuousPartialFloatingLookba ckEngine .AnalyticContinuousPartialFloatingLookba ckEngine(constint) |
| YoYInflationUnitDisplacedBlackCapFloorEn gine(constint) | YoYInflationUnitDisplacedBlackCapFloorEngine | QuantLib .YoYInflationUnitDisplacedBlackCapFloorE ngine .YoYInflationUnitDisplacedBlackCapFloorE ngine(constint) |
| terminationDateBusinessDayConvention() | terminationDateBusinessDayConvention | QuantLib.Schedule .terminationDateBusinessDayConvention() |
| BlackDeltaPremiumAdjustedSolverClass (Option::Type,DeltaVolQuote::DeltaType ,Real,DiscountFactor,DiscountFactor,Real ,Real) | BlackDeltaPremiumAdjustedSolverClass | QuantLib .BlackDeltaPremiumAdjustedSolverClass .BlackDeltaPremiumAdjustedSolverClass (Option::Type,DeltaVolQuote::DeltaType ,Real,DiscountFactor,DiscountFactor,Real ,Real) |
| BlackDeltaPremiumAdjustedMaxStrikeClass (Option::Type,DeltaVolQuote::DeltaType ,Real,DiscountFactor,DiscountFactor,Real ) | BlackDeltaPremiumAdjustedMaxStrikeClass | QuantLib .BlackDeltaPremiumAdjustedMaxStrikeClass .BlackDeltaPremiumAdjustedMaxStrikeClass (Option::Type,DeltaVolQuote::DeltaType ,Real,DiscountFactor,DiscountFactor,Real ) |
| AnalyticHolderExtensibleOptionEngine (constint) | AnalyticHolderExtensibleOptionEngine | QuantLib .AnalyticHolderExtensibleOptionEngine .AnalyticHolderExtensibleOptionEngine (constint) |
| AnalyticPartialTimeBarrierOptionEngine (constint) | AnalyticPartialTimeBarrierOptionEngine | QuantLib .AnalyticPartialTimeBarrierOptionEngine .AnalyticPartialTimeBarrierOptionEngine (constint) |
| AnalyticWriterExtensibleOptionEngine (constint) | AnalyticWriterExtensibleOptionEngine | QuantLib .AnalyticWriterExtensibleOptionEngine .AnalyticWriterExtensibleOptionEngine (constint) |
| ContinuousArithmeticAsianVecerEngine (constint) | ContinuousArithmeticAsianVecerEngine | QuantLib .ContinuousArithmeticAsianVecerEngine .ContinuousArithmeticAsianVecerEngine (constint) |
| ExtendedEqualProbabilitiesBinomialTree<T >(constint) | ExtendedEqualProbabilitiesBinomialTree<T> | QuantLib .ExtendedEqualProbabilitiesBinomialTree <T> .ExtendedEqualProbabilitiesBinomialTree <T>(constint) |
| ~ExtendedEqualProbabilitiesBinomialTree <T>() | ~ExtendedEqualProbabilitiesBinomialTree<T> | QuantLib .ExtendedEqualProbabilitiesBinomialTree <T> .~ExtendedEqualProbabilitiesBinomialTree <T>() |
| ArithmeticAveragedOvernightIndexedCoupon Pricer(Real,Real,bool) | ArithmeticAveragedOvernightIndexedCouponPricer | QuantLib .ArithmeticAveragedOvernightIndexedCoupo nPricer .ArithmeticAveragedOvernightIndexedCoupo nPricer(Real,Real,bool) |
| operatorQuantLib::ArithmeticAverageOIS() | operatorQuantLib::ArithmeticAverageOIS | QuantLib.MakeArithmeticAverageOIS .operatorQuantLib::ArithmeticAverageOIS( ) |
| AnalyticDoubleBarrierBinaryEngine_helper (constint) | AnalyticDoubleBarrierBinaryEngine_helper | QuantLib .AnalyticDoubleBarrierBinaryEngine_helpe r .AnalyticDoubleBarrierBinaryEngine_helpe r(constint) |
| DiscretizedDermanKaniDoubleBarrierOption (constDoubleBarrierOption::arguments& ,constQuantLib::StochasticProcess& ,constQuantLib::TimeGrid&) | DiscretizedDermanKaniDoubleBarrierOption | QuantLib .DiscretizedDermanKaniDoubleBarrierOptio n .DiscretizedDermanKaniDoubleBarrierOptio n(constDoubleBarrierOption::arguments& ,constQuantLib::StochasticProcess& ,constQuantLib::TimeGrid&) |
| InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D>(Natural ,constQuantLib::Period&,constint) | InterpolatedYoYCapFloorTermPriceSurface<Interpolator2D,Interpolator1D> | QuantLib .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D> .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D>(Natural ,constQuantLib::Period&,constint) |
| switchErrorFunctionOnCalibrationType() | switchErrorFunctionOnCalibrationType | anonymous_namespace{cmsmarketcalibration .cpp}.ObjectiveFunction .switchErrorFunctionOnCalibrationType() |
| switchErrorsFunctionOnCalibrationType() | switchErrorsFunctionOnCalibrationType | anonymous_namespace{cmsmarketcalibration .cpp}.ObjectiveFunction .switchErrorsFunctionOnCalibrationType() |
| testAnalyticContinuousGeometricAveragePr ice() | testAnalyticContinuousGeometricAveragePrice | AsianOptionTest .testAnalyticContinuousGeometricAverageP rice() |
Statistics
| Stat | SimpleName |
|---|---|
| Sum: | - |
| Average: | - |
| Minimum: | - |
| Maximum: | - |
| Standard deviation: | - |
| Variance: | - |
| Rule Violated: Avoid fields with name too long |
// <Name>Avoid fields with name too long</Name>
warnif count > 0 from f in Application.Fields where
!f.IsGeneratedByCompiler &&
f.Name.Length > 35 && !f.IsThirdParty
select f
// The regex matches fields with name longer
// than 35 characters.
// Field Name doesn't contain the type and
// namespace prefix, FullName does.
warnif count > 0 from f in Application.Fields where
!f.IsGeneratedByCompiler &&
f.Name.Length > 35 && !f.IsThirdParty
select f
// The regex matches fields with name longer
// than 35 characters.
// Field Name doesn't contain the type and
// namespace prefix, FullName does.
13 fields matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 13 fields | Full Name |
|---|---|
| timeDependentCalibratedSwaptionVols_ | QuantLib.CTSMMCapletCalibration .timeDependentCalibratedSwaptionVols_ |
| ExponentialCorrelationFlatVolatility | MarketModelTest+MarketModelType .ExponentialCorrelationFlatVolatility |
| ExponentialCorrelationAbcdVolatility | MarketModelTest+MarketModelType .ExponentialCorrelationAbcdVolatility |
| ExponentialCorrelationFlatVolatility | anonymous_namespace{marketmodel_cms.cpp} .MarketModelType .ExponentialCorrelationFlatVolatility |
| ExponentialCorrelationAbcdVolatility | anonymous_namespace{marketmodel_cms.cpp} .MarketModelType .ExponentialCorrelationAbcdVolatility |
| ExponentialCorrelationFlatVolatility | anonymous_namespace{marketmodel_smm.cpp} .MarketModelType .ExponentialCorrelationFlatVolatility |
| ExponentialCorrelationAbcdVolatility | anonymous_namespace{marketmodel_smm.cpp} .MarketModelType .ExponentialCorrelationAbcdVolatility |
| ExponentialCorrelationFlatVolatility | anonymous_namespace{marketmodel_smmcaple talphacalibration.cpp}.MarketModelType .ExponentialCorrelationFlatVolatility |
| ExponentialCorrelationAbcdVolatility | anonymous_namespace{marketmodel_smmcaple talphacalibration.cpp}.MarketModelType .ExponentialCorrelationAbcdVolatility |
| ExponentialCorrelationFlatVolatility | anonymous_namespace{marketmodel_smmcaple tcalibration.cpp}.MarketModelType .ExponentialCorrelationFlatVolatility |
| ExponentialCorrelationAbcdVolatility | anonymous_namespace{marketmodel_smmcaple tcalibration.cpp}.MarketModelType .ExponentialCorrelationAbcdVolatility |
| ExponentialCorrelationFlatVolatility | anonymous_namespace{marketmodel_smmcaple thomocalibration.cpp}.MarketModelType .ExponentialCorrelationFlatVolatility |
| ExponentialCorrelationAbcdVolatility | anonymous_namespace{marketmodel_smmcaple thomocalibration.cpp}.MarketModelType .ExponentialCorrelationAbcdVolatility |
Statistics
| Stat |
|---|
| Sum: |
| Average: |
| Minimum: |
| Maximum: |
| Standard deviation: |
| Variance: |
| Rule Violated: Avoid naming types and namespaces with the same identifier |
// <Name>Avoid naming types and namespaces with the same identifier</Name>
// Not only this can provoke compiler resolution collision,
// but also, this makes code less maintainable because
// concepts are not concisely identified.
warnif count > 0
let hashsetShortNames = Namespaces.Where(n => n.Name.Length > 0).Select(n => n.SimpleName).ToHashSet()
from t in JustMyCode.Types
where hashsetShortNames.Contains(t.Name) && !t.IsThirdParty
select new { t, namespaces = Namespaces.Where(n => n.SimpleName == t.Name) }
// Not only this can provoke compiler resolution collision,
// but also, this makes code less maintainable because
// concepts are not concisely identified.
warnif count > 0
let hashsetShortNames = Namespaces.Where(n => n.Name.Length > 0).Select(n => n.SimpleName).ToHashSet()
from t in JustMyCode.Types
where hashsetShortNames.Contains(t.Name) && !t.IsThirdParty
select new { t, namespaces = Namespaces.Where(n => n.SimpleName == t.Name) }
1 type matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 1 type | namespaces | Full Name |
|---|---|---|
| NoArbSabrModel | 1 namespace | QuantLib.NoArbSabrModel |
Statistics
| Stat | namespaces |
|---|---|
| Sum: | 1 |
| Average: | 1 |
| Minimum: | 1 |
| Maximum: | 1 |
| Standard deviation: | 0 |
| Variance: | 0 |
Quality Gates
|
 | Code Query: Quality Gates Evolution |
• Query Description:
Show quality gates evolution between baseline and now.
When a quality gate relies on diff between now and baseline (like New Debt since Baseline) it is not executed against the baseline and as a consequence its evolution is not available.
Double-click a quality gate for editing.
8 quality gates matched
| 8 quality gates | Evolution | BaselineStatus | Status | BaselineValue | Value | Full Name |
|---|---|---|---|---|---|---|
| Blocker Issues | Pass | Pass | 0 issues | 0 issues | Quality Gate | |
| Critical Issues | Fail | Fail | 12 issues | 12 issues | Quality Gate | |
| New Blocker / Critical / High Issues | N/A | N/A | Pass | null | 0 issues | Quality Gate |
| Critical Rules Violated | Fail | Fail | 3 rules | 3 rules | Quality Gate | |
| Percentage Debt | Pass | Pass | 10.12 % | 10.12 % | Quality Gate | |
| New Debt since Baseline | N/A | N/A | Pass | null | 0 man-days | Quality Gate |
| Debt Rating per Namespace | Fail | Fail | 41 namespaces | 41 namespaces | Quality Gate | |
| New Annual Interest since Baseline | N/A | N/A | Pass | null | 0 man-days | Quality Gate |
Statistics
| Stat | Evolution | BaselineStatus | Status | BaselineValue | Value |
|---|---|---|---|---|---|
| Sum: | - | - | - | - | - |
| Average: | - | - | - | - | - |
| Minimum: | - | - | - | - | - |
| Maximum: | - | - | - | - | - |
| Standard deviation: | - | - | - | - | - |
| Variance: | - | - | - | - | - |
| Quality Gate Pass: Percentage Code Coverage |
• Quality Gate Description:
Code coverage is a measure used to describe the degree to which the source code of a program is tested by a particular test suite. A program with high code coverage, measured as a percentage, has had more of its source code executed during testing which suggests it has a lower chance of containing undetected software bugs compared to a program with low code coverage.
Code coverage is certainly the most important quality code metric. But coverage is not enough the team needs to ensure that results are checked at test-time. These checks can be done both in test code, and in application code through assertions. The important part is that a test must fail explicitely when a check gets unvalidated during the test execution.
This quality gate define a warn threshold (70%) and a fail threshold (80%). These are indicative thresholds and in practice the more the better. To achieve high coverage and low risk, make sure that new and refactored classes gets 100% covered by tests and that the application and test code contains as many checks/assertions as possible.
Scalar Result: N/A %
| Quality Gate Pass: Percentage Coverage on New Code |
• Quality Gate Description:
New Code is defined as methods added since the baseline.
To achieve high code coverage it is essential that new code gets properly tested and covered by tests. It is advised that all non-UI new classes gets 100% covered.
Typically 90% of a class is easy to cover by tests and 10% is hard to reach through tests. It means that this 10% remaining is not easily testable, which means it is not well designed, which often means that this code is especially error-prone. This is the reason why it is important to reach 100% coverage for a class, to make sure that potentially error-prone code gets tested.
Scalar Result: N/A %
| Quality Gate Pass: Percentage Coverage on Refactored Code |
• Quality Gate Description:
Refactored Code is defined as methods where code was changed since the baseline.
Comment changes and formatting changes are not considerd as refactoring.
To achieve high code coverage it is essential that refactored code gets properly tested and covered by tests. It is advised that when refactoring a class or a method, it is important to also write tests to make sure it gets 100% covered.
Typically 90% of a class is easy to cover by tests and 10% is hard to reach through tests. It means that this 10% remaining is not easily testable, which means it is not well designed, which often means that this code is especially error-prone. This is the reason why it is important to reach 100% coverage for a class, to make sure that potentially error-prone code gets tested.
Scalar Result: N/A %
| Quality Gate Pass: Blocker Issues |
• Quality Gate Description:
An issue with the severity Blocker cannot move to production, it must be fixed.
The severity of an issue is either defined explicitely in the rule source code, either inferred from the issue annual interest and thresholds defined in the NDepend Project Properties > Issue and Debt.
No issue matched
| Quality Gate Fail: Critical Issues |
• Quality Gate Description:
An issue with a severity level Critical shouldn't move to production. It still can for business imperative needs purposes, but at worst it must be fixed during the next iterations.
The severity of an issue is either defined explicitely in the rule source code, either inferred from the issue annual interest and thresholds defined in the NDepend Project Properties > Issue and Debt.
12 issues matched
| 12 issues | Severity | Debt | Annual Interest | Full Name |
|---|---|---|---|---|
| Critical issue on: anonymous_namespace{rangeaccrual.cpp} .CommonVars | Critical | 1d 2h | 2h 0min | Rule violated: Avoid types too big |
| Critical issue on: MarketModelTest.testPathwiseVegas() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: MarketModelTest .testPathwiseMarketVegas() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: AssetSwapTest .testSpecializedBondVsGenericBondUsingAs w() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: AssetSwapTest.testMASWWithGenericBond() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: QuantLib .AnalyticGJRGARCHEngine.calculate() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: AssetSwapTest .testSpecializedBondVsGenericBond() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: __Globals.main(int,char**) | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: VPPTest.testVPPPricing() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: __Globals.InverseFloater(Real) | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: AssetSwapTest.testGenericBondImplied() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
| Critical issue on: __Globals.Bermudan() | Critical | 6h 0min | 2h 0min | Rule violated: Avoid methods with too many local variables |
Statistics
| Stat | Severity | Debt | Annual Interest |
|---|---|---|---|
| Sum: | - | 9d 4h | 3d 0h |
| Average: | - | 6h 20min | 2h 0min |
| Minimum: | - | 6h 0min | 2h 0min |
| Maximum: | - | 1d 2h | 2h 0min |
| Standard deviation: | - | 1h 6min | 0min 0s |
| Variance: | - | 550d | 0min 0s |
| Quality Gate Pass: New Blocker / Critical / High Issues |
• Quality Gate Description:
An issue with the severity Blocker cannot move to production, it must be fixed.
An issue with a severity level Critical shouldn't move to production. It still can for business imperative needs purposes, but at worth it must be fixed during the next iterations.
An issue with a severity level High should be fixed quickly, but can wait until the next scheduled interval.
The severity of an issue is either defined explicitely in the rule source code, either inferred from the issue annual interest and thresholds defined in the NDepend Project Properties > Issue and Debt.
No issue matched
| Quality Gate Fail: Critical Rules Violated |
• Quality Gate Description:
The concept of critical rule is useful to pinpoint certain rules that should not be violated.
A rule can be made critical just by checking the Critical button in the rule edition control and then saving the rule.
This quality gate fails if any critical rule gets any violations.
When no baseline is available, rules that rely on diff are not counted. If you observe that this quality gate count slightly decreases with no apparent reason, the reason is certainly that rules that rely on diff are not counted because the baseline is not defined.
3 rules matched
| 3 rules | issues | Full Name |
|---|---|---|
| Avoid types too big | 20 issues | Rule |
| Avoid methods too big, too complex | 311 issues | Rule |
| Avoid methods with too many parameters | 181 issues | Rule |
Statistics
| Stat | issues |
|---|---|
| Sum: | 512 |
| Average: | 170.67 |
| Minimum: | 20 |
| Maximum: | 311 |
| Standard deviation: | 119.02 |
| Variance: | 14 167 |
| Quality Gate Pass: Percentage Debt |
• Quality Gate Description:
% Debt total is defined as a percentage on:
• the estimated total effort to develop the code base
• and the the estimated total time to fix all issues (the Debt)
Estimated total effort to develop the code base is inferred from # lines of code of the code base and from the Estimated number of man-dat to develop 1000 logicial lines of code setting found in NDepend Project Properties > Issue and Debt.
Debt documentation: http://www.ndepend.com/Doc_TechnicalDebt#Debt
This quality gates fails if the estimated debt is more than 30% of the estimated effort to develop the code base, and warns if the estimated debt is more than 20% of the estimated effort to develop the code base
Scalar Result: 10.12 %
| Quality Gate Pass: New Debt since Baseline |
• Quality Gate Description:
This Quality Gate fails if the estimated effort to fix new or worsened issues (what is called the New Debt since Baseline) is higher than 2 man-days.
This Quality Gate warns if this estimated effort is positive.
Debt documentation: http://www.ndepend.com/Doc_TechnicalDebt#Debt
Scalar Result: 0 man-days
| Quality Gate Fail: Debt Rating per Namespace |
• Quality Gate Description:
Forbid namespaces with a poor Debt Rating equals to E or D.
The Debt Rating for a code element is estimated by the value of the Debt Ratio and from the various rating thresholds defined in this project Debt Settings.
The Debt Ratio of a code element is a percentage of Debt Amount (in floating man-days) compared to the estimated effort to develop the code element (also in floating man-days).
The estimated effort to develop the code element is inferred from the code elements number of lines of code, and from the project Debt Settings parameters estimated number of man-days to develop 1000 logical lines of code.
The logical lines of code corresponds to the number of debug breakpoints in a method and doesn't depend on code formatting nor comments.
The Quality Gate can be modified to match assemblies, types or methods with a poor Debt Rating, instead of matching namespaces.
41 namespaces matched
| 41 namespaces | debtRating | debtRatio | devTimeInManDay | debtInManDay | issues | Full Name |
|---|---|---|---|---|---|---|
| D | 24.51 | 6d 1h | 1d 4h | 25 issues | ||
| QuantLib.MINPACK | D | 27.42 | 6d 3h | 1d 6h | 10 issues | QuantLib.MINPACK |
| QuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp} | D | 24.27 | 1d 4h | 3h 2min | 2 issues | QuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp} |
| QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp} | D | 43.23 | 2d 0h | 7h 13min | 4 issues | QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp} |
| QuantLib .anonymous_namespace{hestonblackvolsurfa ce.cpp} | E | 231.48 | 25min | 1h 0min | 1 issue | QuantLib .anonymous_namespace{hestonblackvolsurfa ce.cpp} |
| QuantLib.anonymous_namespace{stulzengine .cpp} | E | 74.56 | 4h 10min | 3h 6min | 4 issues | QuantLib.anonymous_namespace{stulzengine .cpp} |
| QuantLib .anonymous_namespace{bjerksundstenslande ngine.cpp} | D | 33.07 | 3h 1min | 1h 0min | 1 issue | QuantLib .anonymous_namespace{bjerksundstenslande ngine.cpp} |
| QuantLib .anonymous_namespace{integralhestonvaria nceoptionengine.cpp} | D | 42.64 | 2d 1h | 7h 25min | 7 issues | QuantLib .anonymous_namespace{integralhestonvaria nceoptionengine.cpp} |
| D | 28.64 | 298d | 85d | 800 issues | ||
| anonymous_namespace{americanoption.cpp} | D | 35.61 | 6h 2min | 2h 9min | 1 issue | anonymous_namespace{americanoption.cpp} |
| anonymous_namespace{capflooredcoupon .cpp} | D | 29.03 | 7h 3min | 2h 2min | 2 issues | anonymous_namespace{capflooredcoupon .cpp} |
| anonymous_namespace{cdo.cpp} | E | 57.87 | 1h 43min | 1h 0min | 1 issue | anonymous_namespace{cdo.cpp} |
| anonymous_namespace{cliquetoption.cpp} | E | 55.28 | 5h 36min | 3h 6min | 3 issues | anonymous_namespace{cliquetoption.cpp} |
| anonymous_namespace{compoundoption.cpp} | D | 36.41 | 2h 52min | 1h 2min | 1 issue | anonymous_namespace{compoundoption.cpp} |
| anonymous_namespace{convertiblebonds .cpp} | D | 23.41 | 4h 53min | 1h 8min | 1 issue | anonymous_namespace{convertiblebonds .cpp} |
| anonymous_namespace{defaultprobabilitycu rves.cpp} | D | 35.84 | 1d 1h | 3h 24min | 4 issues | anonymous_namespace{defaultprobabilitycu rves.cpp} |
| anonymous_namespace{dividendoption.cpp} | D | 29.55 | 6h 46min | 2h 0min | 1 issue | anonymous_namespace{dividendoption.cpp} |
| anonymous_namespace{doublebarrieroption .cpp} | D | 22.76 | 4h 36min | 1h 2min | 1 issue | anonymous_namespace{doublebarrieroption .cpp} |
| anonymous_namespace{europeanoption.cpp} | D | 25.37 | 1d 0h | 2h 7min | 2 issues | anonymous_namespace{europeanoption.cpp} |
| anonymous_namespace{extendedtrees.cpp} | D | 35.88 | 5h 54min | 2h 7min | 2 issues | anonymous_namespace{extendedtrees.cpp} |
| anonymous_namespace{forwardoption.cpp} | D | 42.89 | 7h 3min | 3h 1min | 3 issues | anonymous_namespace{forwardoption.cpp} |
| anonymous_namespace{hestonslvmodel.cpp} | D | 32.88 | 3d 4h | 1d 1h | 6 issues | anonymous_namespace{hestonslvmodel.cpp} |
| anonymous_namespace{inflationvolatility .cpp} | D | 29.46 | 1d 4h | 3h 41min | 2 issues | anonymous_namespace{inflationvolatility .cpp} |
| anonymous_namespace{margrabeoption.cpp} | D | 22.42 | 5h 19min | 1h 11min | 1 issue | anonymous_namespace{margrabeoption.cpp} |
| anonymous_namespace{piecewiseyieldcurve .cpp} | D | 29.71 | 3d 1h | 7h 26min | 6 issues | anonymous_namespace{piecewiseyieldcurve .cpp} |
| anonymous_namespace{swaptionvolatilityma trix.cpp} | D | 21.17 | 6h 20min | 1h 20min | 2 issues | anonymous_namespace{swaptionvolatilityma trix.cpp} |
| D | 24.37 | 3d 6h | 7h 24min | 2 issues | ||
| D | 27.07 | 1d 3h | 3h 2min | 2 issues | ||
| D | 37.85 | 1d 4h | 4h 51min | 3 issues | ||
| D | 34.54 | 1d 6h | 4h 52min | 2 issues | ||
| D | 35.09 | 1d 0h | 2h 52min | 2 issues | ||
| D | 29.14 | 1d 7h | 4h 31min | 2 issues | ||
| D | 28.78 | 1d 3h | 3h 13min | 3 issues | ||
| D | 37.15 | 2d 4h | 7h 45min | 2 issues | ||
| D | 32.71 | 1d 5h | 4h 34min | 3 issues | ||
| D | 30.14 | 1d 0h | 2h 41min | 2 issues | ||
| D | 43.24 | 1d 4h | 5h 36min | 2 issues | ||
| D | 39.54 | 4d 6h | 1d 7h | 5 issues | ||
| D | 47.88 | 1d 3h | 5h 22min | 2 issues | ||
| D | 36.88 | 1d 3h | 4h 24min | 2 issues | ||
| D | 35.18 | 1d 2h | 3h 35min | 2 issues |
Statistics
| Stat | debtRating | debtRatio | devTimeInManDay | debtInManDay | issues |
|---|---|---|---|---|---|
| Sum: | - | 1 615 | 365d | 107d | 929 |
| Average: | - | 39.39 | 8d 7h | 2d 4h | 22.66 |
| Minimum: | - | 21.17 | 25min | 1h 0min | 1 |
| Maximum: | - | 231.48 | 298d | 85d | 800 |
| Standard deviation: | - | 32.1 | 45d | 13d 0h | 122.97 |
| Variance: | - | 1 030 | overflow | 4 940 458d | 15 122 |
| Quality Gate Pass: New Annual Interest since Baseline |
• Quality Gate Description:
This Quality Gate fails if the estimated annual cost to leave all issues unfixed, increased from more than 2 man-days since the baseline.
This Quality Gate warns if this estimated annual cost is positive.
This estimated annual cost is named the Annual-Interest.
Each rule can either provide a formula to compute the Annual-Interest per issue, or assign a Severity level for each issue. Some thresholds defined in Project Properties > Issue and Debt > Annual Interest are used to infer an Annual-Interest value from a Severity level. Annual Interest documentation: http://www.ndepend.com/Doc_TechnicalDebt#AnnualInterest
Scalar Result: 0 man-days
Object Oriented Design
| Validated Rule: Base class should not use derivatives |
• Rule Description:
In Object-Oriented Programming, the open/closed principle states: software entities (components, classes, methods, etc.) should be open for extension, but closed for modification. http://en.wikipedia.org/wiki/Open/closed_principle
Hence a base class should be designed properly to make it easy to derive from, this is extension. But creating a new derived class, or modifying an existing one, shouldn't provoke any modification in the base class. And if a base class is using some derivative classes somehow, there are good chances that such modification will be needed.
Extending the base class is not anymore a simple operation, this is not good design.
• How to Fix Issues: Understand the need for using derivatives, then imagine a new design, and then refactor. Typically an algorithm in the base class needs to access something from derived classes. You can try to encapsulate this access behind an abstract or a virtual method. If you see in the base class some conditions on typeof(DerivedClass) not only urgent refactoring is needed. Such condition can easily be replaced through an abstract or a virtual method. Sometime you'll see a base class that creates instance of some derived classes. In such situation, certainly using the factory method pattern http://en.wikipedia.org/wiki/Factory_method_pattern or the abstract factory pattern http://en.wikipedia.org/wiki/Abstract_factory_pattern will improve the design. The estimated Debt, which means the effort to fix such issue, is equal to 3 minutes per derived class used by the base class + 3 minutes per member of a derived class used by the base class.
• How to Fix Issues: Understand the need for using derivatives, then imagine a new design, and then refactor. Typically an algorithm in the base class needs to access something from derived classes. You can try to encapsulate this access behind an abstract or a virtual method. If you see in the base class some conditions on typeof(DerivedClass) not only urgent refactoring is needed. Such condition can easily be replaced through an abstract or a virtual method. Sometime you'll see a base class that creates instance of some derived classes. In such situation, certainly using the factory method pattern http://en.wikipedia.org/wiki/Factory_method_pattern or the abstract factory pattern http://en.wikipedia.org/wiki/Abstract_factory_pattern will improve the design. The estimated Debt, which means the effort to fix such issue, is equal to 3 minutes per derived class used by the base class + 3 minutes per member of a derived class used by the base class.
No type matched
| Rule Violated: Class shouldn't be too deep in inheritance tree |
• Rule Description:
This rule warns about classes having 3 or more base classes. Notice that third-party base classes are not counted because this rule is about your code design, not third-party libraries consumed design.
In theory, there is nothing wrong having a long inheritance chain, if the modelization has been well thought out, if each base class is a well-designed refinement of the domain.
In practice, modeling properly a domain demands a lot of effort and experience and more often than not, a long inheritance chain is a sign of confused design, that will be hard to work with and maintain.
• How to Fix Issues: In Object-Oriented Programming, a well-known motto is Favor Composition over Inheritance. This is because inheritance comes with pitfalls. In general, the implementation of a derived class is very bound up with the base class implementation. Also a base class exposes implementation details to its derived classes, that's why it's often said that inheritance breaks encapsulation. On the other hands, Composition favors binding with interfaces over binding with implementations. Hence, not only the encapsulation is preserved, but the design is clearer, because interfaces make it explicit and less coupled. Hence, to break a long inheritance chain, Composition is often a powerful way to enhance the design of the refactored underlying logic. You can also read: http://en.wikipedia.org/wiki/Composition_over_inheritance and http://stackoverflow.com/questions/49002/prefer-composition-over-inheritance The estimated Debt, which means the effort to fix such issue, depends linearly upon the depth of inheritance.
• How to Fix Issues: In Object-Oriented Programming, a well-known motto is Favor Composition over Inheritance. This is because inheritance comes with pitfalls. In general, the implementation of a derived class is very bound up with the base class implementation. Also a base class exposes implementation details to its derived classes, that's why it's often said that inheritance breaks encapsulation. On the other hands, Composition favors binding with interfaces over binding with implementations. Hence, not only the encapsulation is preserved, but the design is clearer, because interfaces make it explicit and less coupled. Hence, to break a long inheritance chain, Composition is often a powerful way to enhance the design of the refactored underlying logic. You can also read: http://en.wikipedia.org/wiki/Composition_over_inheritance and http://stackoverflow.com/questions/49002/prefer-composition-over-inheritance The estimated Debt, which means the effort to fix such issue, depends linearly upon the depth of inheritance.
351 types matched
- The following list of types is truncated and contains only the first 100 types of the 351 types matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 351 types | baseClasses | Depth of inheritance | Debt | Severity | Full Name |
|---|---|---|---|---|---|
| ExtendedCoxIngersollRoss | 9 types | 6 | 21min | Medium | QuantLib.ExtendedCoxIngersollRoss |
| HullWhite | 9 types | 6 | 21min | Medium | QuantLib.HullWhite |
| GeneralizedHullWhite | 8 types | 5 | 18min | Medium | QuantLib.GeneralizedHullWhite |
| CappedFlooredIborCoupon | 7 types | 6 | 15min | Medium | QuantLib.CappedFlooredIborCoupon |
| CappedFlooredCmsCoupon | 7 types | 6 | 15min | Medium | QuantLib.CappedFlooredCmsCoupon |
| CappedFlooredYoYInflationCoupon | 7 types | 6 | 15min | Medium | QuantLib.CappedFlooredYoYInflationCoupon |
| DigitalCmsCoupon | 7 types | 6 | 15min | Medium | QuantLib.DigitalCmsCoupon |
| DigitalIborCoupon | 7 types | 6 | 15min | Medium | QuantLib.DigitalIborCoupon |
| CoxIngersollRoss | 7 types | 5 | 15min | Medium | QuantLib.CoxIngersollRoss |
| Vasicek | 7 types | 5 | 15min | Medium | QuantLib.Vasicek |
| G2 | 7 types | 4 | 15min | Medium | QuantLib.G2 |
| SwaptionVolCube2 | 7 types | 6 | 15min | Medium | QuantLib.SwaptionVolCube2 |
| SabrVolSurface | 7 types | 6 | 15min | Medium | QuantLib.SabrVolSurface |
| CappedFlooredCmsSpreadCoupon | 7 types | 6 | 15min | Medium | QuantLib.CappedFlooredCmsSpreadCoupon |
| DigitalCmsSpreadCoupon | 7 types | 6 | 15min | Medium | QuantLib.DigitalCmsSpreadCoupon |
| AverageBMACoupon | 6 types | 5 | 12min | Medium | QuantLib.AverageBMACoupon |
| CappedFlooredCoupon | 6 types | 5 | 12min | Medium | QuantLib.CappedFlooredCoupon |
| CmsCoupon | 6 types | 5 | 12min | Medium | QuantLib.CmsCoupon |
| NumericHaganPricer | 6 types | 4 | 12min | Medium | QuantLib.NumericHaganPricer |
| AnalyticHaganPricer | 6 types | 4 | 12min | Medium | QuantLib.AnalyticHaganPricer |
| CPICoupon | 6 types | 5 | 12min | Medium | QuantLib.CPICoupon |
| DigitalCoupon | 6 types | 5 | 12min | Medium | QuantLib.DigitalCoupon |
| IborCoupon | 6 types | 5 | 12min | Medium | QuantLib.IborCoupon |
| OvernightIndexedCoupon | 6 types | 5 | 12min | Medium | QuantLib.OvernightIndexedCoupon |
| RangeAccrualFloatersCoupon | 6 types | 5 | 12min | Medium | QuantLib.RangeAccrualFloatersCoupon |
| YoYInflationCoupon | 6 types | 5 | 12min | Medium | QuantLib.YoYInflationCoupon |
| Eonia | 6 types | 5 | 12min | Medium | QuantLib.Eonia |
| EuriborSW | 6 types | 5 | 12min | Medium | QuantLib.EuriborSW |
| Euribor2W | 6 types | 5 | 12min | Medium | QuantLib.Euribor2W |
| Euribor3W | 6 types | 5 | 12min | Medium | QuantLib.Euribor3W |
| Euribor1M | 6 types | 5 | 12min | Medium | QuantLib.Euribor1M |
| Euribor2M | 6 types | 5 | 12min | Medium | QuantLib.Euribor2M |
| Euribor3M | 6 types | 5 | 12min | Medium | QuantLib.Euribor3M |
| Euribor4M | 6 types | 5 | 12min | Medium | QuantLib.Euribor4M |
| Euribor5M | 6 types | 5 | 12min | Medium | QuantLib.Euribor5M |
| Euribor6M | 6 types | 5 | 12min | Medium | QuantLib.Euribor6M |
| Euribor7M | 6 types | 5 | 12min | Medium | QuantLib.Euribor7M |
| Euribor8M | 6 types | 5 | 12min | Medium | QuantLib.Euribor8M |
| Euribor9M | 6 types | 5 | 12min | Medium | QuantLib.Euribor9M |
| Euribor10M | 6 types | 5 | 12min | Medium | QuantLib.Euribor10M |
| Euribor11M | 6 types | 5 | 12min | Medium | QuantLib.Euribor11M |
| Euribor1Y | 6 types | 5 | 12min | Medium | QuantLib.Euribor1Y |
| Euribor365_SW | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_SW |
| Euribor365_2W | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_2W |
| Euribor365_3W | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_3W |
| Euribor365_1M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_1M |
| Euribor365_2M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_2M |
| Euribor365_3M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_3M |
| Euribor365_4M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_4M |
| Euribor365_5M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_5M |
| Euribor365_6M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_6M |
| Euribor365_7M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_7M |
| Euribor365_8M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_8M |
| Euribor365_9M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_9M |
| Euribor365_10M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_10M |
| Euribor365_11M | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_11M |
| Euribor365_1Y | 6 types | 5 | 12min | Medium | QuantLib.Euribor365_1Y |
| EURLiborON | 6 types | 5 | 12min | Medium | QuantLib.EURLiborON |
| EURLiborSW | 6 types | 5 | 12min | Medium | QuantLib.EURLiborSW |
| EURLibor2W | 6 types | 5 | 12min | Medium | QuantLib.EURLibor2W |
| EURLibor1M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor1M |
| EURLibor2M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor2M |
| EURLibor3M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor3M |
| EURLibor4M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor4M |
| EURLibor5M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor5M |
| EURLibor6M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor6M |
| EURLibor7M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor7M |
| EURLibor8M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor8M |
| EURLibor9M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor9M |
| EURLibor10M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor10M |
| EURLibor11M | 6 types | 5 | 12min | Medium | QuantLib.EURLibor11M |
| EURLibor1Y | 6 types | 5 | 12min | Medium | QuantLib.EURLibor1Y |
| FedFunds | 6 types | 5 | 12min | Medium | QuantLib.FedFunds |
| Sonia | 6 types | 5 | 12min | Medium | QuantLib.Sonia |
| OneFactorAffineModel | 6 types | 4 | 12min | Medium | QuantLib.OneFactorAffineModel |
| BlackKarasinski | 6 types | 4 | 12min | Medium | QuantLib.BlackKarasinski |
| GridModelLocalVolSurface | 6 types | 4 | 12min | Medium | QuantLib.GridModelLocalVolSurface |
| BlackVarianceCurve | 6 types | 5 | 12min | Medium | QuantLib.BlackVarianceCurve |
| BlackVarianceSurface | 6 types | 5 | 12min | Medium | QuantLib.BlackVarianceSurface |
| SwaptionVolatilityCube | 6 types | 5 | 12min | Medium | QuantLib.SwaptionVolatilityCube |
| SwaptionVolatilityMatrix | 6 types | 5 | 12min | Medium | QuantLib.SwaptionVolatilityMatrix |
| EquityFXVolSurface | 6 types | 5 | 12min | Medium | QuantLib.EquityFXVolSurface |
| ExtendedBlackVarianceCurve | 6 types | 5 | 12min | Medium | QuantLib.ExtendedBlackVarianceCurve |
| ExtendedBlackVarianceSurface | 6 types | 5 | 12min | Medium | QuantLib.ExtendedBlackVarianceSurface |
| InterestRateVolSurface | 6 types | 5 | 12min | Medium | QuantLib.InterestRateVolSurface |
| CmsSpreadCoupon | 6 types | 5 | 12min | Medium | QuantLib.CmsSpreadCoupon |
| StrippedCappedFlooredCoupon | 6 types | 5 | 12min | Medium | QuantLib.StrippedCappedFlooredCoupon |
| SubPeriodsCoupon | 6 types | 5 | 12min | Medium | QuantLib.SubPeriodsCoupon |
| DumasParametricVolSurface | 6 types | 5 | 12min | Medium | anonymous_namespace{riskneutraldensityca lculator.cpp}.DumasParametricVolSurface |
| InterpolatedCPICapFloorTermPriceSurface <Interpolator2D> | 5 types | 4 | 9min | Medium | QuantLib .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D> |
| HaganPricer | 5 types | 3 | 9min | Medium | QuantLib.HaganPricer |
| FloatingRateCoupon | 5 types | 4 | 9min | Medium | QuantLib.FloatingRateCoupon |
| InflationCoupon | 5 types | 4 | 9min | Medium | QuantLib.InflationCoupon |
| OvernightIndex | 5 types | 4 | 9min | Medium | QuantLib.OvernightIndex |
| OvernightIndexedSwapIndex | 5 types | 4 | 9min | Medium | QuantLib.OvernightIndexedSwapIndex |
| Euribor | 5 types | 4 | 9min | Medium | QuantLib.Euribor |
| Euribor365 | 5 types | 4 | 9min | Medium | QuantLib.Euribor365 |
| EURLibor | 5 types | 4 | 9min | Medium | QuantLib.EURLibor |
| DailyTenorEURLibor | 5 types | 4 | 9min | Medium | QuantLib.DailyTenorEURLibor |
| Libor | 5 types | 4 | 9min | Medium | QuantLib.Libor |
Statistics
| Stat | baseClasses | Depth of inheritance | Debt | Severity |
|---|---|---|---|---|
| Sum: | 1 540 | 1 362 | 5d 1h | - |
| Average: | 4.39 | 3.88 | 7min | - |
| Minimum: | 3 | 2 | 3min 0s | - |
| Maximum: | 9 | 6 | 21min | - |
| Standard deviation: | 1.31 | 1.16 | 3min 56s | - |
| Variance: | 1.72 | 1.35 | 1d 7h | - |
| Rule Violated: Constructor should not call a virtual methods |
• Rule Description:
This rule matches constructors of a non-sealed class that call one or several virtual methods.
When an object written in C# is constructed, what happens is that constructors run in order from the base class to the most derived class.
Also objects do not change type as they are constructed, but start out as the most derived type, with the method table being for the most derived type. This means that virtual method calls always run on the most derived type, even when calls are made from the constructor.
When you combine these two facts you are left with the problem that if you make a virtual method call in a constructor, and it is not the most derived type in its inheritance hierarchy, then it will be called on a class whose constructor has not been run, and therefore may not be in a suitable state to have that method called.
Hence this situation makes the class fragile to derive from.
• How to Fix Issues: Violations reported can be solved by re-designing object initialisation or by declaring the parent class as sealed, if possible.
• How to Fix Issues: Violations reported can be solved by re-designing object initialisation or by declaring the parent class as sealed, if possible.
9 methods matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 9 methods | virtualMethodsCalled | DerivedTypes | Debt | Severity | Full Name |
|---|---|---|---|---|---|
| CPICashFlow(Real,constint) | 3 methods | no type | 18min | High | QuantLib.CPICashFlow.CPICashFlow(Real ,constint) |
| GaussianQuadrature(Size ,constQuantLib::GaussianOrthogonalPolyno mial&) | 4 methods | 9 types | 24min | High | QuantLib.GaussianQuadrature .GaussianQuadrature(Size ,constQuantLib::GaussianOrthogonalPolyno mial&) |
| MarketModelPathwiseMultiDeflatedCap (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Rate ,conststd::vector<std::pair<Size,Size>>& ) | 1 method | no type | 6min | High | QuantLib .MarketModelPathwiseMultiDeflatedCap .MarketModelPathwiseMultiDeflatedCap (conststd::vector<Time>& ,conststd::vector<Real>& ,conststd::vector<Time>&,Rate ,conststd::vector<std::pair<Size,Size>>& ) |
| ParametricExerciseAdapter (constQuantLib::MarketModelParametricExe rcise&,conststd::vector<std::vector<Real >>&) | 1 method | no type | 6min | High | QuantLib.ParametricExerciseAdapter .ParametricExerciseAdapter (constQuantLib::MarketModelParametricExe rcise&,conststd::vector<std::vector<Real >>&) |
| SmileSection(constQuantLib::Date& ,constQuantLib::DayCounter& ,constQuantLib::Date& ,constQuantLib::VolatilityType,constRate ) | 1 method | 12 types | 6min | High | QuantLib.SmileSection.SmileSection (constQuantLib::Date& ,constQuantLib::DayCounter& ,constQuantLib::Date& ,constQuantLib::VolatilityType,constRate ) |
| MultiplicativePriceSeasonality (constQuantLib::Date& ,constQuantLib::Frequency ,conststd::vector<Rate>) | 1 method | 1 type | 6min | High | QuantLib.MultiplicativePriceSeasonality .MultiplicativePriceSeasonality (constQuantLib::Date& ,constQuantLib::Frequency ,conststd::vector<Rate>) |
| SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool) | 5 methods | no type | 30min | High | QuantLib.SmileSectionUtils .SmileSectionUtils (constQuantLib::SmileSection& ,conststd::vector<Real>&,constReal ,constbool) |
| ValueEstimate(conststd::vector<NodeData >&,constQuantLib::ParametricExercise& ,Size) | 1 method | no type | 6min | High | QuantLib .anonymous_namespace{parametricexercise .cpp}.ValueEstimate.ValueEstimate (conststd::vector<NodeData>& ,constQuantLib::ParametricExercise&,Size ) |
| ReplicationError(Option::Type,Time,Real ,Real,Volatility,Rate) | 1 method | no type | 6min | High | ReplicationError.ReplicationError (Option::Type,Time,Real,Real,Volatility ,Rate) |
Statistics
| Stat | virtualMethodsCalled | DerivedTypes | Debt | Severity |
|---|---|---|---|---|
| Sum: | 18 | 22 | 1h 48min | - |
| Average: | 2 | 2.44 | 12min | - |
| Minimum: | 1 | 0 | 6min | - |
| Maximum: | 5 | 12 | 30min | - |
| Standard deviation: | 1.49 | 4.37 | 8min | - |
| Variance: | 2.22 | 19.14 | 10d 0h | - |
| Rule Violated: Don't assign static fields from instance methods |
• Rule Description:
Assigning static fields from instance methods leads to poorly maintainable and non-thread-safe code.
More discussion on the topic can be found here: http://codebetter.com/patricksmacchia/2011/05/04/back-to-basics-usage-of-static-members/
• How to Fix Issues: If the static field is just assigned once in the program lifetime, make sure to declare it as readonly and assign it inline, or from the static constructor. In Object-Oriented-Programming the natural artifact to hold states that can be modified is instance fields. Hence to fix violations of this rule, make sure to hold assignable states through instance fields, not through static fields.
• How to Fix Issues: If the static field is just assigned once in the program lifetime, make sure to declare it as readonly and assign it inline, or from the static constructor. In Object-Oriented-Programming the natural artifact to hold states that can be modified is instance fields. Hence to fix violations of this rule, make sure to hold assignable states through instance fields, not through static fields.
14 fields matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 14 fields | assignedBy | Debt | Severity | Full Name |
|---|---|---|---|---|
| PI | 1 method | 5min | Medium | QuantLib.__Globals.PI |
| one | 1 method | 5min | Medium | QuantLib.ErrorFunction.one |
| pp0 | 1 method | 5min | Medium | QuantLib.ErrorFunction.pp0 |
| pa0 | 1 method | 5min | Medium | QuantLib.ErrorFunction.pa0 |
| ra0 | 1 method | 5min | Medium | QuantLib.ErrorFunction.ra0 |
| rb0 | 1 method | 5min | Medium | QuantLib.ErrorFunction.rb0 |
| a3_ | 1 method | 5min | Medium | QuantLib.MoroInverseCumulativeNormal.a3_ |
| c0_ | 1 method | 5min | Medium | QuantLib.MoroInverseCumulativeNormal.c0_ |
| KK | 2 methods | 5min | Medium | QuantLib.KnuthUniformRng.KK |
| LL | 2 methods | 5min | Medium | QuantLib.KnuthUniformRng.LL |
| TT | 1 method | 5min | Medium | QuantLib.KnuthUniformRng.TT |
| maxRandom | 1 method | 5min | Medium | QuantLib.LecuyerUniformRng.maxRandom |
| N | 2 methods | 5min | Medium | QuantLib.MersenneTwisterUniformRng.N |
| bits_ | 1 method | 5min | Medium | QuantLib.SobolRsg.bits_ |
Statistics
| Stat | assignedBy | Debt | Severity |
|---|---|---|---|
| Sum: | 17 | 1h 10min | - |
| Average: | 1.21 | 5min | - |
| Minimum: | 1 | 5min | - |
| Maximum: | 2 | 5min | - |
| Standard deviation: | 0.41 | 0min 0s | - |
| Variance: | 0.17 | 0min 0s | - |
| Rule Violated: Avoid Abstract Classes with too many methods |
• Rule Description:
This rule matches abstract classes with more than 10 methods. Abstract clases are abstractions and are meant to simplify the code structure. An interface should represent a single responsibility. Making an interface too large, too complex, necessarily means that the interface has too many responsibilities.
A property with getter or setter or both count as one method. An event count as one method.
• How to Fix Issues: Typically to fix such issue, the interface must be refactored in a grape of smaller single-responsibility interfaces. A classic example is a ISession large interface, responsible for holding states, run commands and offer various accesses and facilities. The classic problem for a large public interface is that it has many clients that consume it. As a consequence splitting it in smaller interfaces has an important impact and it is not always feasible. The estimated Debt, which means the effort to fix such issue, varies linearly from 20 minutes for an interface with 10 methods, up to 7 hours for an interface with 100 or more methods. The Debt is divided by two if the interface is not publicly visible, because in such situation only the current project is impacted by the refactoring.
• How to Fix Issues: Typically to fix such issue, the interface must be refactored in a grape of smaller single-responsibility interfaces. A classic example is a ISession large interface, responsible for holding states, run commands and offer various accesses and facilities. The classic problem for a large public interface is that it has many clients that consume it. As a consequence splitting it in smaller interfaces has an important impact and it is not always feasible. The estimated Debt, which means the effort to fix such issue, varies linearly from 20 minutes for an interface with 10 methods, up to 7 hours for an interface with 100 or more methods. The Debt is divided by two if the interface is not publicly visible, because in such situation only the current project is impacted by the refactoring.
38 types matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 38 types | Methods | Debt | Annual Interest | Full Name |
|---|---|---|---|---|
| SwaptionVolatilityStructure | 30 methods | 1h 48min | 28min | QuantLib.SwaptionVolatilityStructure |
| CPICapFloorTermPriceSurface | 24 methods | 1h 22min | 20min | QuantLib.CPICapFloorTermPriceSurface |
| YoYCapFloorTermPriceSurface | 22 methods | 1h 13min | 17min | QuantLib.YoYCapFloorTermPriceSurface |
| SmileSection | 21 methods | 1h 8min | 16min | QuantLib.SmileSection |
| CTSMMCapletCalibration | 20 methods | 1h 4min | 15min | QuantLib.CTSMMCapletCalibration |
| Coupon | 18 methods | 55min | 12min | QuantLib.Coupon |
| JointStochasticProcess | 18 methods | 55min | 12min | QuantLib.JointStochasticProcess |
| YoYOptionletVolatilitySurface | 17 methods | 51min | 11min | QuantLib.YoYOptionletVolatilitySurface |
| CallableBondVolatilityStructure | 17 methods | 51min | 11min | QuantLib.CallableBondVolatilityStructure |
| DiscretizedAsset | 17 methods | 51min | 11min | QuantLib.DiscretizedAsset |
| StochasticProcess1D | 17 methods | 51min | 11min | QuantLib.StochasticProcess1D |
| CurveState | 16 methods | 46min | 9min | QuantLib.CurveState |
| Gaussian1dModel | 16 methods | 46min | 9min | QuantLib.Gaussian1dModel |
| DefaultProbabilityTermStructure | 16 methods | 46min | 9min | QuantLib.DefaultProbabilityTermStructure |
| InterestRateIndex | 15 methods | 42min | 8min | QuantLib.InterestRateIndex |
| CPIVolatilitySurface | 15 methods | 42min | 8min | QuantLib.CPIVolatilitySurface |
| OneFactorCopula | 15 methods | 42min | 8min | QuantLib.OneFactorCopula |
| Integrator | 14 methods | 37min | 7min | QuantLib.Integrator |
| RiskyBond | 14 methods | 37min | 7min | QuantLib.RiskyBond |
| InflationIndex | 13 methods | 33min | 5min | QuantLib.InflationIndex |
| FittedBondDiscountCurve+FittingMethod | 13 methods | 33min | 5min | QuantLib .FittedBondDiscountCurve+FittingMethod |
| Index | 13 methods | 33min | 5min | QuantLib.Index |
| StochasticProcess | 13 methods | 33min | 5min | QuantLib.StochasticProcess |
| Forward | 12 methods | 28min | 4min 37s | QuantLib.Forward |
| MarketModel | 12 methods | 28min | 4min 37s | QuantLib.MarketModel |
| YieldTermStructure | 12 methods | 28min | 4min 37s | QuantLib.YieldTermStructure |
| BlackVolTermStructure | 12 methods | 28min | 4min 37s | QuantLib.BlackVolTermStructure |
| LineSearch | 11 methods | 24min | 3min 18s | QuantLib.LineSearch |
| InflationTermStructure | 11 methods | 24min | 3min 18s | QuantLib.InflationTermStructure |
| OptionletVolatilityStructure | 11 methods | 24min | 3min 18s | QuantLib.OptionletVolatilityStructure |
| LmCorrelationModel | 11 methods | 24min | 3min 18s | QuantLib.LmCorrelationModel |
| TermStructure | 11 methods | 24min | 3min 18s | QuantLib.TermStructure |
| FdmVPPStepCondition | 10 methods | 20min | 2min 0s | QuantLib.FdmVPPStepCondition |
| HaganPricer | 10 methods | 20min | 2min 0s | QuantLib.HaganPricer |
| InflationCoupon | 10 methods | 20min | 2min 0s | QuantLib.InflationCoupon |
| CalibrationHelper | 10 methods | 20min | 2min 0s | QuantLib.CalibrationHelper |
| BlackAtmVolCurve | 10 methods | 20min | 2min 0s | QuantLib.BlackAtmVolCurve |
| LossDist | 10 methods | 20min | 2min 0s | QuantLib.LossDist |
Statistics
| Stat | Methods | Debt | Annual Interest |
|---|---|---|---|
| Sum: | 557 | 3d 1h | 5h 8min |
| Average: | 14.66 | 40min | 8min |
| Minimum: | 10 | 20min | 2min 0s |
| Maximum: | 30 | 1h 48min | 28min |
| Standard deviation: | 4.39 | 19min | 5min |
| Variance: | 19.28 | 47d | 4d 1h |
| Validated Rule: Type should not have too many responsibilities |
// <Name>Type should not have too many responsibilities</Name>
// Types using more than 8 different application namespaces
// are considered as having too many responsabilities.
warnif count > 0
from t in JustMyCode.Types
let applicationTypesUsed = t.TypesUsed.ExceptThirdParty().ToList()
let applicationNamespacesUsed = applicationTypesUsed.ParentNamespaces().ToList()
where applicationNamespacesUsed.Count > 8
// Use an empiric formula to sort by degree of responsabilities
let responsabilitiesMetric = (10 * applicationNamespacesUsed.Count + applicationTypesUsed.Count)/10
orderby responsabilitiesMetric descending
select new { t, applicationNamespacesUsed, applicationTypesUsed, responsabilitiesMetric }
// Types using more than 8 different application namespaces
// are considered as having too many responsabilities.
warnif count > 0
from t in JustMyCode.Types
let applicationTypesUsed = t.TypesUsed.ExceptThirdParty().ToList()
let applicationNamespacesUsed = applicationTypesUsed.ParentNamespaces().ToList()
where applicationNamespacesUsed.Count > 8
// Use an empiric formula to sort by degree of responsabilities
let responsabilitiesMetric = (10 * applicationNamespacesUsed.Count + applicationTypesUsed.Count)/10
orderby responsabilitiesMetric descending
select new { t, applicationNamespacesUsed, applicationTypesUsed, responsabilitiesMetric }
No type matched
| Rule Violated: Nested types should not be visible |
• Rule Description:
This rule warns about nested types not declared as private.
A nested type is a type declared within the scope of another type. Nested types are useful for encapsulating private implementation details of the containing type. Used for this purpose, nested types should not be externally visible.
Do not use externally visible nested types for logical grouping or to avoid name collisions; instead use namespaces.
Nested types include the notion of member accessibility, which some programmers do not understand clearly.
Protected types can be used in subclasses and nested types in advanced customization scenarios.
• How to Fix Issues: If you do not intend the nested type to be externally visible, change the type's accessibility. Otherwise, remove the nested type from its parent and make it non-nested. If the purpose of the nesting is to group some nested types, use a namespace to create the hierarchy instead. The estimated Debt, which means the effort to fix such issue, is 2 minutes per nested type plus 4 minutes per outter type using such nesting type.
• How to Fix Issues: If you do not intend the nested type to be externally visible, change the type's accessibility. Otherwise, remove the nested type from its parent and make it non-nested. If the purpose of the nesting is to group some nested types, use a namespace to create the hierarchy instead. The estimated Debt, which means the effort to fix such issue, is 2 minutes per nested type plus 4 minutes per outter type using such nesting type.
287 types matched
- The following list of types is truncated and contains only the first 100 types of the 287 types matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 287 types | Visibility | typesUser | Debt | Severity | Full Name |
|---|---|---|---|---|---|
| FdmHestonGreensFct+Algorithm | Public | no type | 2min 0s | Medium | QuantLib.FdmHestonGreensFct+Algorithm |
| RiskNeutralDensityCalculator+InvCDFHelpe r | Protected | no type | 2min 0s | Medium | QuantLib .RiskNeutralDensityCalculator+InvCDFHelp er |
| HestonSLVFDMModel+LogEntry | Public | no type | 2min 0s | Medium | QuantLib.HestonSLVFDMModel+LogEntry |
| FdmSquareRootFwdOp+TransformationType | Public | no type | 2min 0s | Medium | QuantLib .FdmSquareRootFwdOp+TransformationType |
| VanillaVPPOption+arguments | Public | no type | 2min 0s | Medium | QuantLib.VanillaVPPOption+arguments |
| CPICapFloor+arguments | Public | no type | 2min 0s | Medium | QuantLib.CPICapFloor+arguments |
| CPICapFloor+results | Public | no type | 2min 0s | Medium | QuantLib.CPICapFloor+results |
| CPICapFloor+engine | Public | no type | 2min 0s | Medium | QuantLib.CPICapFloor+engine |
| CPISwap+Type | Public | no type | 2min 0s | Medium | QuantLib.CPISwap+Type |
| CPISwap+arguments | Public | no type | 2min 0s | Medium | QuantLib.CPISwap+arguments |
| CPISwap+results | Public | no type | 2min 0s | Medium | QuantLib.CPISwap+results |
| CPISwap+engine | Public | no type | 2min 0s | Medium | QuantLib.CPISwap+engine |
| DividendBarrierOption+arguments | Public | no type | 2min 0s | Medium | QuantLib.DividendBarrierOption+arguments |
| DividendBarrierOption+engine | Public | no type | 2min 0s | Medium | QuantLib.DividendBarrierOption+engine |
| Futures+Type | Public | no type | 2min 0s | Medium | QuantLib.Futures+Type |
| VanillaSwingOption+arguments | Public | no type | 2min 0s | Medium | QuantLib.VanillaSwingOption+arguments |
| DifferentialEvolution+Strategy | Public | no type | 2min 0s | Medium | QuantLib.DifferentialEvolution+Strategy |
| DifferentialEvolution+CrossoverType | Public | no type | 2min 0s | Medium | QuantLib .DifferentialEvolution+CrossoverType |
| DifferentialEvolution+Candidate | Public | no type | 2min 0s | Medium | QuantLib.DifferentialEvolution+Candidate |
| DifferentialEvolution+Configuration | Public | no type | 2min 0s | Medium | QuantLib .DifferentialEvolution+Configuration |
| FdmSchemeDesc+FdmSchemeType | Public | no type | 2min 0s | Medium | QuantLib.FdmSchemeDesc+FdmSchemeType |
| BoundaryCondition<Operator>+Side | Public | no type | 2min 0s | Medium | QuantLib.BoundaryCondition<Operator >+Side |
| TridiagonalOperator+TimeSetter | Public | no type | 2min 0s | Medium | QuantLib.TridiagonalOperator+TimeSetter |
| BinomialTree<T>+Branches | Public | no type | 2min 0s | Medium | QuantLib.BinomialTree<T>+Branches |
| GFunctionFactory+YieldCurveModel | Public | no type | 2min 0s | Medium | QuantLib .GFunctionFactory+YieldCurveModel |
| GFunctionFactory+GFunctionWithShifts | Public | no type | 2min 0s | Medium | QuantLib .GFunctionFactory+GFunctionWithShifts |
| NumericHaganPricer+Function | Public | no type | 2min 0s | Medium | QuantLib.NumericHaganPricer+Function |
| NumericHaganPricer+ConundrumIntegrand | Public | no type | 2min 0s | Medium | QuantLib .NumericHaganPricer+ConundrumIntegrand |
| BlackIborCouponPricer+TimingAdjustment | Public | no type | 2min 0s | Medium | QuantLib .BlackIborCouponPricer+TimingAdjustment |
| CPI+InterpolationType | Public | no type | 2min 0s | Medium | QuantLib.CPI+InterpolationType |
| Duration+Type | Public | no type | 2min 0s | Medium | QuantLib.Duration+Type |
| Replication+Type | Public | no type | 2min 0s | Medium | QuantLib.Replication+Type |
| Region+Data | Protected | no type | 2min 0s | Medium | QuantLib.Region+Data |
| DiscreteAveragingAsianOption+arguments | Public | no type | 2min 0s | Medium | QuantLib .DiscreteAveragingAsianOption+arguments |
| ContinuousAveragingAsianOption+arguments | Public | no type | 2min 0s | Medium | QuantLib .ContinuousAveragingAsianOption+argument s |
| DiscreteAveragingAsianOption+engine | Public | no type | 2min 0s | Medium | QuantLib .DiscreteAveragingAsianOption+engine |
| ContinuousAveragingAsianOption+engine | Public | no type | 2min 0s | Medium | QuantLib .ContinuousAveragingAsianOption+engine |
| AssetSwap+arguments | Public | no type | 2min 0s | Medium | QuantLib.AssetSwap+arguments |
| AssetSwap+results | Public | no type | 2min 0s | Medium | QuantLib.AssetSwap+results |
| Average+Type | Public | no type | 2min 0s | Medium | QuantLib.Average+Type |
| BarrierOption+arguments | Public | no type | 2min 0s | Medium | QuantLib.BarrierOption+arguments |
| BarrierOption+engine | Public | no type | 2min 0s | Medium | QuantLib.BarrierOption+engine |
| Barrier+Type | Public | no type | 2min 0s | Medium | QuantLib.Barrier+Type |
| BMASwap+Type | Public | no type | 2min 0s | Medium | QuantLib.BMASwap+Type |
| Bond+arguments | Public | no type | 2min 0s | Medium | QuantLib.Bond+arguments |
| Bond+results | Public | no type | 2min 0s | Medium | QuantLib.Bond+results |
| Bond+engine | Public | no type | 2min 0s | Medium | QuantLib.Bond+engine |
| CapFloor+Type | Public | no type | 2min 0s | Medium | QuantLib.CapFloor+Type |
| CapFloor+arguments | Public | no type | 2min 0s | Medium | QuantLib.CapFloor+arguments |
| CapFloor+engine | Public | no type | 2min 0s | Medium | QuantLib.CapFloor+engine |
| CliquetOption+arguments | Public | no type | 2min 0s | Medium | QuantLib.CliquetOption+arguments |
| CliquetOption+engine | Public | no type | 2min 0s | Medium | QuantLib.CliquetOption+engine |
| CreditDefaultSwap+arguments | Public | no type | 2min 0s | Medium | QuantLib.CreditDefaultSwap+arguments |
| CreditDefaultSwap+results | Public | no type | 2min 0s | Medium | QuantLib.CreditDefaultSwap+results |
| CreditDefaultSwap+engine | Public | no type | 2min 0s | Medium | QuantLib.CreditDefaultSwap+engine |
| DividendVanillaOption+arguments | Public | no type | 2min 0s | Medium | QuantLib.DividendVanillaOption+arguments |
| DividendVanillaOption+engine | Public | no type | 2min 0s | Medium | QuantLib.DividendVanillaOption+engine |
| YoYInflationCapFloor+Type | Public | no type | 2min 0s | Medium | QuantLib.YoYInflationCapFloor+Type |
| YoYInflationCapFloor+arguments | Public | no type | 2min 0s | Medium | QuantLib.YoYInflationCapFloor+arguments |
| YoYInflationCapFloor+engine | Public | no type | 2min 0s | Medium | QuantLib.YoYInflationCapFloor+engine |
| ContinuousFloatingLookbackOption+argumen ts | Public | no type | 2min 0s | Medium | QuantLib .ContinuousFloatingLookbackOption+argume nts |
| ContinuousFixedLookbackOption+arguments | Public | no type | 2min 0s | Medium | QuantLib .ContinuousFixedLookbackOption+arguments |
| ContinuousPartialFloatingLookbackOption+ arguments | Public | no type | 2min 0s | Medium | QuantLib .ContinuousPartialFloatingLookbackOption +arguments |
| ContinuousPartialFixedLookbackOption+arg uments | Public | no type | 2min 0s | Medium | QuantLib .ContinuousPartialFixedLookbackOption+ar guments |
| ContinuousFloatingLookbackOption+engine | Public | no type | 2min 0s | Medium | QuantLib .ContinuousFloatingLookbackOption+engine |
| ContinuousFixedLookbackOption+engine | Public | no type | 2min 0s | Medium | QuantLib .ContinuousFixedLookbackOption+engine |
| ContinuousPartialFloatingLookbackOption+ engine | Public | no type | 2min 0s | Medium | QuantLib .ContinuousPartialFloatingLookbackOption +engine |
| ContinuousPartialFixedLookbackOption+eng ine | Public | no type | 2min 0s | Medium | QuantLib .ContinuousPartialFixedLookbackOption+en gine |
| MultiAssetOption+results | Public | no type | 2min 0s | Medium | QuantLib.MultiAssetOption+results |
| MultiAssetOption+engine | Public | no type | 2min 0s | Medium | QuantLib.MultiAssetOption+engine |
| OneAssetOption+results | Public | no type | 2min 0s | Medium | QuantLib.OneAssetOption+results |
| OneAssetOption+engine | Public | no type | 2min 0s | Medium | QuantLib.OneAssetOption+engine |
| OvernightIndexedSwap+Type | Public | no type | 2min 0s | Medium | QuantLib.OvernightIndexedSwap+Type |
| Swap+arguments | Public | no type | 2min 0s | Medium | QuantLib.Swap+arguments |
| Swap+results | Public | no type | 2min 0s | Medium | QuantLib.Swap+results |
| Swap+engine | Public | no type | 2min 0s | Medium | QuantLib.Swap+engine |
| Settlement+Type | Public | no type | 2min 0s | Medium | QuantLib.Settlement+Type |
| Swaption+arguments | Public | no type | 2min 0s | Medium | QuantLib.Swaption+arguments |
| Swaption+engine | Public | no type | 2min 0s | Medium | QuantLib.Swaption+engine |
| VanillaSwap+Type | Public | no type | 2min 0s | Medium | QuantLib.VanillaSwap+Type |
| VanillaSwap+arguments | Public | no type | 2min 0s | Medium | QuantLib.VanillaSwap+arguments |
| VanillaSwap+results | Public | no type | 2min 0s | Medium | QuantLib.VanillaSwap+results |
| VanillaSwap+engine | Public | no type | 2min 0s | Medium | QuantLib.VanillaSwap+engine |
| VarianceSwap+arguments | Public | no type | 2min 0s | Medium | QuantLib.VarianceSwap+arguments |
| VarianceSwap+results | Public | no type | 2min 0s | Medium | QuantLib.VarianceSwap+results |
| VarianceSwap+engine | Public | no type | 2min 0s | Medium | QuantLib.VarianceSwap+engine |
| YearOnYearInflationSwap+Type | Public | no type | 2min 0s | Medium | QuantLib.YearOnYearInflationSwap+Type |
| YearOnYearInflationSwap+arguments | Public | no type | 2min 0s | Medium | QuantLib .YearOnYearInflationSwap+arguments |
| YearOnYearInflationSwap+results | Public | no type | 2min 0s | Medium | QuantLib.YearOnYearInflationSwap+results |
| YearOnYearInflationSwap+engine | Public | no type | 2min 0s | Medium | QuantLib.YearOnYearInflationSwap+engine |
| ZeroCouponInflationSwap+Type | Public | no type | 2min 0s | Medium | QuantLib.ZeroCouponInflationSwap+Type |
| ZeroCouponInflationSwap+arguments | Public | no type | 2min 0s | Medium | QuantLib .ZeroCouponInflationSwap+arguments |
| ZeroCouponInflationSwap+engine | Public | no type | 2min 0s | Medium | QuantLib.ZeroCouponInflationSwap+engine |
| Rounding+Type | Public | no type | 2min 0s | Medium | QuantLib.Rounding+Type |
| Histogram+Algorithm | Public | no type | 2min 0s | Medium | QuantLib.Histogram+Algorithm |
| FilonIntegral+Type | Public | no type | 2min 0s | Medium | QuantLib.FilonIntegral+Type |
| SalvagingAlgorithm+Type | Public | no type | 2min 0s | Medium | QuantLib.SalvagingAlgorithm+Type |
| TqrEigenDecomposition+EigenVectorCalcula tion | Public | no type | 2min 0s | Medium | QuantLib .TqrEigenDecomposition+EigenVectorCalcul ation |
| TqrEigenDecomposition+ShiftStrategy | Public | no type | 2min 0s | Medium | QuantLib .TqrEigenDecomposition+ShiftStrategy |
| LatticeRule+type | Public | no type | 2min 0s | Medium | QuantLib.LatticeRule+type |
Statistics
| Stat | Visibility | typesUser | Debt | Severity |
|---|---|---|---|---|
| Sum: | - | 0 | 1d 1h | - |
| Average: | - | 0 | 2min 0s | - |
| Minimum: | - | 0 | 2min 0s | - |
| Maximum: | - | 0 | 2min 0s | - |
| Standard deviation: | - | 0 | 0min 0s | - |
| Variance: | - | 0 | 0min 0s | - |
| Rule Violated: Projects with poor cohesion (RelationalCohesion) |
• Rule Description:
This rule computes the Relational Cohesion metric for the application assemblies, and warns about wrong values.
The Relational Cohesion for an assembly, is the total number of relationship between types of the assemblies, divided by the number of types. In other words it is the average number of types in the assembly used by a type in the assembly.
As classes inside an assembly should be strongly related, the cohesion should be high. On the other hand, a value which is too high may indicate over-coupling. A good range for Relational Cohesion is 1.5 to 4.0.
Notice that assemblies with less than 20 types are ignored.
• How to Fix Issues: Matches of this present rule might reveal either assemblies with specific coding constraints (like code generated that have particular structure) either issues in design. In the second case, large refactoring can be planned not to respect this rule in particular, but to increase the overall design and code maintainability. The severity of issues of this rule is Low because the code metric Relational Cohesion is an information about the code structure state but is not actionable, it doesn't tell precisely what to do obtain a better score. Fixing actionable issues of others Architecture and Code Quality default rules will necessarily increase the Relational Cohesion scores.
• How to Fix Issues: Matches of this present rule might reveal either assemblies with specific coding constraints (like code generated that have particular structure) either issues in design. In the second case, large refactoring can be planned not to respect this rule in particular, but to increase the overall design and code maintainability. The severity of issues of this rule is Low because the code metric Relational Cohesion is an information about the code structure state but is not actionable, it doesn't tell precisely what to do obtain a better score. Fixing actionable issues of others Architecture and Code Quality default rules will necessarily increase the Relational Cohesion scores.
1 project matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 1 project | ChildTypes | relationalCohesion | Relational cohesion | Debt | Severity | Full Name |
|---|---|---|---|---|---|---|
| testsuite | 370 types | 0.42 | 0.47 | 10min | Low | testsuite |
Statistics
| Stat | ChildTypes | relationalCohesion | Relational cohesion | Debt | Severity |
|---|---|---|---|---|---|
| Sum: | 370 | 0.42 | 0.47 | 10min | - |
| Average: | 370 | 0.42 | 0.47 | 10min | - |
| Minimum: | 370 | 0.42 | 0.47 | 10min | - |
| Maximum: | 370 | 0.42 | 0.47 | 10min | - |
| Standard deviation: | 0 | 0 | 0 | 0min 0s | - |
| Variance: | 0 | 0 | 0 | 0min 0s | - |
| Validated Rule: Projects that don't satisfy the Abstractness/Instability principle |
• Rule Description:
The Abstractness versus Instability Diagram that is shown in the NDepend report helps to assess which assemblies are potentially painful to maintain (i.e concrete and stable) and which assemblies are potentially useless (i.e abstract and instable).
• Abstractness: If an assembly contains many abstract types (i.e interfaces and abstract classes) and few concrete types, it is considered as abstract.
• Stability: An assembly is considered stable if its types are used by a lot of types from other assemblies. In this context stable means painful to modify.
From these metrics, we define the perpendicular normalized distance of an assembly from the idealized line A + I = 1 (called main sequence). This metric is an indicator of the assembly's balance between abstractness and stability. We precise that the word normalized means that the range of values is [0.0 … 1.0].
This rule warns about assemblies with a normalized distance greater than than 0.7.
This rules use the default code metric on assembly Normalized Distance from the Main Sequence explained here: http://www.ndepend.com/Metrics#DitFromMainSeq
These concepts have been originally introduced by Robert C. Martin in 1994 in this paper: http://www.objectmentor.com/resources/articles/oodmetrc.pdf
• How to Fix Issues: Violations of this rule indicate assemblies with an improper abstractness / stability balance. • Either the assembly is potentially painful to maintain (i.e is massively used and contains mostly concrete types). This can be fixed by creating abstractions to avoid too high coupling with concrete implementations. • Either the assembly is potentially useless (i.e contains mostly abstractions and is not used enough). In such situation, the design must be reviewed to see if it can be enhanced. The severity of issues of this rule is Low because the Abstractness/Instability principle is an information about the code structure state but is not actionable, it doesn't tell precisely what to do obtain a better score. Fixing actionable issues of others Architecture and Code Quality default rules will necessarily push the Abstractness/Instability principle scores in the right direction.
• How to Fix Issues: Violations of this rule indicate assemblies with an improper abstractness / stability balance. • Either the assembly is potentially painful to maintain (i.e is massively used and contains mostly concrete types). This can be fixed by creating abstractions to avoid too high coupling with concrete implementations. • Either the assembly is potentially useless (i.e contains mostly abstractions and is not used enough). In such situation, the design must be reviewed to see if it can be enhanced. The severity of issues of this rule is Low because the Abstractness/Instability principle is an information about the code structure state but is not actionable, it doesn't tell precisely what to do obtain a better score. Fixing actionable issues of others Architecture and Code Quality default rules will necessarily push the Abstractness/Instability principle scores in the right direction.
No project matched
| Code Query: Higher cohesion - lower coupling |
// <Name>Higher cohesion - lower coupling</Name>
// It is deemed as a good software architecture practice to clearly separate
// 'abstract' namespaces containing only abstractions (interfaces, enumerations, delegates)
// from other 'concrete' namespaces, that contains classes and structures.
//
// Typically, the more concrete namespaces rely on abstract namespaces *only*,
// the more Decoupled is the architecture, and the more Cohesive are
// classes inside concrete namespaces.
//
// The following code query, define sets of abstract and concrete namespaces
// and shows for each concrete namespaces, which concrete and abstract namespaces are used.
//
// This query can be adapted to a rule, depending on how much you want
// your code architecture being decoupled.
//
let abstractNamespaces = JustMyCode.Namespaces.Where(
n => n.ChildTypes.Where(t => !t.IsInterface && !t.IsEnumeration ).Count() == 0
).ToHashSet()
let concreteNamespaces = JustMyCode.Namespaces.Except(abstractNamespaces).ToHashSet()
from n in concreteNamespaces
let namespacesUsed = n.NamespacesUsed.ExceptThirdParty()
let concreteNamespacesUsed = namespacesUsed.Except(abstractNamespaces)
let abstractNamespacesUsed = namespacesUsed.Except(concreteNamespaces)
select new { n, concreteNamespacesUsed , abstractNamespacesUsed }
// It is deemed as a good software architecture practice to clearly separate
// 'abstract' namespaces containing only abstractions (interfaces, enumerations, delegates)
// from other 'concrete' namespaces, that contains classes and structures.
//
// Typically, the more concrete namespaces rely on abstract namespaces *only*,
// the more Decoupled is the architecture, and the more Cohesive are
// classes inside concrete namespaces.
//
// The following code query, define sets of abstract and concrete namespaces
// and shows for each concrete namespaces, which concrete and abstract namespaces are used.
//
// This query can be adapted to a rule, depending on how much you want
// your code architecture being decoupled.
//
let abstractNamespaces = JustMyCode.Namespaces.Where(
n => n.ChildTypes.Where(t => !t.IsInterface && !t.IsEnumeration ).Count() == 0
).ToHashSet()
let concreteNamespaces = JustMyCode.Namespaces.Except(abstractNamespaces).ToHashSet()
from n in concreteNamespaces
let namespacesUsed = n.NamespacesUsed.ExceptThirdParty()
let concreteNamespacesUsed = namespacesUsed.Except(abstractNamespaces)
let abstractNamespacesUsed = namespacesUsed.Except(concreteNamespaces)
select new { n, concreteNamespacesUsed , abstractNamespacesUsed }
222 namespaces matched
| 222 namespaces | concreteNamespacesUsed | abstractNamespacesUsed | Full Name |
|---|---|---|---|
| 3 namespaces | no namespace | ||
| QuantLib | 13 namespaces | no namespace | QuantLib |
| QuantLib.MINPACK | no namespace | no namespace | QuantLib.MINPACK |
| QuantLib.ForwardForwardMappings | 1 namespace | no namespace | QuantLib.ForwardForwardMappings |
| QuantLib.io | 2 namespaces | no namespace | QuantLib.io |
| QuantLib .anonymous_namespace{hestonrndcalculator .cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{hestonrndcalculator .cpp} |
| QuantLib .anonymous_namespace{hestonslvfdmmodel .cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{hestonslvfdmmodel .cpp} |
| QuantLib .anonymous_namespace{dynprogvppintrinsic valueengine.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{dynprogvppintrinsic valueengine.cpp} |
| QuantLib .anonymous_namespace{fdsimpleextoustorag eengine.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{fdsimpleextoustorag eengine.cpp} |
| QuantLib .anonymous_namespace{fdsimpleklugeextouv ppengine.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{fdsimpleklugeextouv ppengine.cpp} |
| QuantLib .anonymous_namespace{vanillavppoption .cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{vanillavppoption .cpp} |
| QuantLib .anonymous_namespace{vanillaswingoption .cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{vanillaswingoption .cpp} |
| QuantLib .anonymous_namespace{differentialevoluti on.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{differentialevoluti on.cpp} |
| QuantLib .anonymous_namespace{richardsonextrapola tion.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{richardsonextrapola tion.cpp} |
| QuantLib .anonymous_namespace{concentrating1dmesh er.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{concentrating1dmesh er.cpp} |
| QuantLib .anonymous_namespace{fdmmeshercomposite .cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{fdmmeshercomposite .cpp} |
| QuantLib .anonymous_namespace{lsmbasissystem.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{lsmbasissystem.cpp} |
| QuantLib .anonymous_namespace{parametricexercise .cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{parametricexercise .cpp} |
| QuantLib .anonymous_namespace{averagebmacoupon .cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{averagebmacoupon .cpp} |
| QuantLib.anonymous_namespace{cashflows .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{cashflows .cpp} |
| QuantLib.detail | 2 namespaces | no namespace | QuantLib.detail |
| QuantLib.detail.NoArbSabrModel | no namespace | no namespace | QuantLib.detail.NoArbSabrModel |
| QuantLib .anonymous_namespace{conundrumpricer .cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{conundrumpricer .cpp} |
| QuantLib .anonymous_namespace{couponpricer.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{couponpricer.cpp} |
| QuantLib .anonymous_namespace{overnightindexedcou pon.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{overnightindexedcou pon.cpp} |
| QuantLib.anonymous_namespace{bmaindex .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{bmaindex .cpp} |
| QuantLib.anonymous_namespace{euribor .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{euribor .cpp} |
| QuantLib.anonymous_namespace{eurlibor .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{eurlibor .cpp} |
| QuantLib.anonymous_namespace{libor.cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{libor.cpp} |
| QuantLib.anonymous_namespace{shibor.cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{shibor.cpp} |
| QuantLib.anonymous_namespace{capfloor .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{capfloor .cpp} |
| QuantLib .anonymous_namespace{creditdefaultswap .cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{creditdefaultswap .cpp} |
| QuantLib .anonymous_namespace{impliedvolatility .cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{impliedvolatility .cpp} |
| QuantLib.anonymous_namespace{swaption .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{swaption .cpp} |
| QuantLib.anonymous_namespace{factorial .cpp} | no namespace | no namespace | QuantLib.anonymous_namespace{factorial .cpp} |
| QuantLib .anonymous_namespace{modifiedbessel.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{modifiedbessel.cpp} |
| QuantLib .anonymous_namespace{primenumbers.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{primenumbers.cpp} |
| QuantLib.anonymous_namespace{histogram .cpp} | no namespace | no namespace | QuantLib.anonymous_namespace{histogram .cpp} |
| QuantLib .anonymous_namespace{bivariatenormaldist ribution.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{bivariatenormaldist ribution.cpp} |
| QuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{bivariatestudenttdi stribution.cpp} |
| QuantLib .anonymous_namespace{basisincompleteorde red.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{basisincompleteorde red.cpp} |
| QuantLib.anonymous_namespace{pseudosqrt .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{pseudosqrt .cpp} |
| QuantLib.anonymous_namespace{svd.cpp} | no namespace | no namespace | QuantLib.anonymous_namespace{svd.cpp} |
| QuantLib .anonymous_namespace{latticerules.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{latticerules.cpp} |
| QuantLib.anonymous_namespace{sobolrsg .cpp} | no namespace | no namespace | QuantLib.anonymous_namespace{sobolrsg .cpp} |
| QuantLib.anonymous_namespace{simplex .cpp} | no namespace | no namespace | QuantLib.anonymous_namespace{simplex .cpp} |
| QuantLib .anonymous_namespace{spherecylinder.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{spherecylinder.cpp} |
| QuantLib .anonymous_namespace{sobolbrowniangenera tor.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{sobolbrowniangenera tor.cpp} |
| QuantLib.anonymous_namespace{alphafinder .cpp} | no namespace | no namespace | QuantLib.anonymous_namespace{alphafinder .cpp} |
| QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{capletcoterminalmax homogeneity.cpp} |
| QuantLib .anonymous_namespace{upperboundengine .cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{upperboundengine .cpp} |
| QuantLib .anonymous_namespace{swaptionpseudojacob ian.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{swaptionpseudojacob ian.cpp} |
| QuantLib.anonymous_namespace{garch.cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{garch.cpp} |
| QuantLib .anonymous_namespace{fixedlocalvolsurfac e.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{fixedlocalvolsurfac e.cpp} |
| QuantLib .anonymous_namespace{hestonblackvolsurfa ce.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{hestonblackvolsurfa ce.cpp} |
| QuantLib .anonymous_namespace{yieldtermstructure .cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{yieldtermstructure .cpp} |
| QuantLib .anonymous_namespace{defaultdensitystruc ture.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{defaultdensitystruc ture.cpp} |
| QuantLib .anonymous_namespace{hazardratestructure .cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{hazardratestructure .cpp} |
| QuantLib .anonymous_namespace{exchangeratemanager .cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{exchangeratemanager .cpp} |
| QuantLib .anonymous_namespace{hestonprocess.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{hestonprocess.cpp} |
| QuantLib.anonymous_namespace{stulzengine .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{stulzengine .cpp} |
| QuantLib .anonymous_namespace{analyticbsmhullwhit eengine.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{analyticbsmhullwhit eengine.cpp} |
| QuantLib .anonymous_namespace{analyticgjrgarcheng ine.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{analyticgjrgarcheng ine.cpp} |
| QuantLib .anonymous_namespace{analytichestonengin e.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{analytichestonengin e.cpp} |
| QuantLib .anonymous_namespace{bjerksundstenslande ngine.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{bjerksundstenslande ngine.cpp} |
| QuantLib .anonymous_namespace{integralengine.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{integralengine.cpp} |
| QuantLib .anonymous_namespace{discretizedswaption .cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{discretizedswaption .cpp} |
| QuantLib.anonymous_namespace{period.cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{period.cpp} |
| QuantLib.anonymous_namespace{schedule .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{schedule .cpp} |
| QuantLib.anonymous_namespace{russia.cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{russia.cpp} |
| QuantLib.anonymous_namespace{saudiarabia .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{saudiarabia .cpp} |
| QuantLib .anonymous_namespace{unitedstates.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{unitedstates.cpp} |
| QuantLib.anonymous_namespace{business252 .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{business252 .cpp} |
| QuantLib .anonymous_namespace{simpledaycounter .cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{simpledaycounter .cpp} |
| QuantLib .anonymous_namespace{discretizedcallable fixedratebond.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{discretizedcallable fixedratebond.cpp} |
| QuantLib.anonymous_namespace{catrisk .cpp} | no namespace | no namespace | QuantLib.anonymous_namespace{catrisk .cpp} |
| QuantLib.anonymous_namespace{cdsoption .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{cdsoption .cpp} |
| QuantLib.anonymous_namespace{issuer.cpp} | no namespace | no namespace | QuantLib.anonymous_namespace{issuer.cpp} |
| QuantLib .anonymous_namespace{randomdefaultmodel .cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{randomdefaultmodel .cpp} |
| QuantLib .anonymous_namespace{syntheticcdo.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{syntheticcdo.cpp} |
| QuantLib .anonymous_namespace{extendedornsteinuhl enbeckprocess.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{extendedornsteinuhl enbeckprocess.cpp} |
| QuantLib .anonymous_namespace{generalizedhullwhit e.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{generalizedhullwhit e.cpp} |
| QuantLib .anonymous_namespace{irregularswaption .cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{irregularswaption .cpp} |
| QuantLib .anonymous_namespace{integralhestonvaria nceoptionengine.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{integralhestonvaria nceoptionengine.cpp} |
| QuantLib .anonymous_namespace{analyticvariancegam maengine.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{analyticvariancegam maengine.cpp} |
| QuantLib.anonymous_namespace{quantity .cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{quantity .cpp} |
| QuantLib .anonymous_namespace{unitofmeasureconver sionmanager.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{unitofmeasureconver sionmanager.cpp} |
| QuantLib .anonymous_namespace{amortizingfixedrate bond.cpp} | 1 namespace | no namespace | QuantLib .anonymous_namespace{amortizingfixedrate bond.cpp} |
| QuantLib .anonymous_namespace{arithmeticoisratehe lper.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{arithmeticoisratehe lper.cpp} |
| QuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{perturbativebarrier optionengine.cpp} |
| QuantLib .anonymous_namespace{analyticcompoundopt ionengine.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{analyticcompoundopt ionengine.cpp} |
| QuantLib.anonymous_namespace{expm.cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{expm.cpp} |
| QuantLib .anonymous_namespace{numericaldifferenti ation.cpp} | no namespace | no namespace | QuantLib .anonymous_namespace{numericaldifferenti ation.cpp} |
| QuantLib.anonymous_namespace{zigguratrng .cpp} | no namespace | no namespace | QuantLib.anonymous_namespace{zigguratrng .cpp} |
| QuantLib.anonymous_namespace{money.cpp} | 1 namespace | no namespace | QuantLib.anonymous_namespace{money.cpp} |
| anonymous_namespace{cmsmarketcalibration .cpp} | 1 namespace | no namespace | anonymous_namespace{cmsmarketcalibration .cpp} |
| anonymous_namespace{blackformula.cpp} | no namespace | no namespace | anonymous_namespace{blackformula.cpp} |
| anonymous_namespace{errors.cpp} | no namespace | no namespace | anonymous_namespace{errors.cpp} |
| boost | no namespace | no namespace | boost |
| 67 namespaces | no namespace |
Statistics
| Stat | concreteNamespacesUsed | abstractNamespacesUsed |
|---|---|---|
| Sum: | 237 | 0 |
| Average: | 1.07 | 0 |
| Minimum: | 0 | 0 |
| Maximum: | 67 | 0 |
| Standard deviation: | 4.54 | 0 |
| Variance: | 20.63 | 0 |
| Rule Violated: Constructors of abstract classes should be declared as protected or private |
// <Name>Constructors of abstract classes should be declared as protected or private</Name>
// Constructors of an abstract class can only be accessed from this class and derived class.
// Declaring such a constructor with another visibility level is useless and potentially misleading.
warnif count > 0
from t in Application.Types where
t.IsClass &&
t.IsAbstract
let ctors = t.Constructors.Where(c => !c.IsProtected && !c.IsPrivate)
where ctors.Count() > 0
select new { t, ctors }
// Notice that if a constructor of an abstract class is declared as private,
// it can only be accessed from derived classes nested in the abstract class.
// Constructors of an abstract class can only be accessed from this class and derived class.
// Declaring such a constructor with another visibility level is useless and potentially misleading.
warnif count > 0
from t in Application.Types where
t.IsClass &&
t.IsAbstract
let ctors = t.Constructors.Where(c => !c.IsProtected && !c.IsPrivate)
where ctors.Count() > 0
select new { t, ctors }
// Notice that if a constructor of an abstract class is declared as private,
// it can only be accessed from derived classes nested in the abstract class.
87 types matched
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 87 types | ctors | Full Name |
|---|---|---|
| RiskNeutralDensityCalculator | 1 method | QuantLib.RiskNeutralDensityCalculator |
| Observer | 2 methods | QuantLib.Observer |
| FdmVPPStepCondition | 4 methods | QuantLib.FdmVPPStepCondition |
| CPICapFloorTermPriceSurface | 3 methods | QuantLib.CPICapFloorTermPriceSurface |
| FdmInnerValueCalculator | 2 methods | QuantLib.FdmInnerValueCalculator |
| VanillaOptionPricer | 2 methods | QuantLib.VanillaOptionPricer |
| GFunction | 2 methods | QuantLib.GFunction |
| HaganPricer | 2 methods | QuantLib.HaganPricer |
| NumericHaganPricer+Function | 2 methods | QuantLib.NumericHaganPricer+Function |
| Coupon | 3 methods | QuantLib.Coupon |
| FloatingRateCouponPricer | 2 methods | QuantLib.FloatingRateCouponPricer |
| Dividend | 3 methods | QuantLib.Dividend |
| InflationCoupon | 4 methods | QuantLib.InflationCoupon |
| InflationCouponPricer | 1 method | QuantLib.InflationCouponPricer |
| InflationIndex | 3 methods | QuantLib.InflationIndex |
| InterestRateIndex | 3 methods | QuantLib.InterestRateIndex |
| Claim | 1 method | QuantLib.Claim |
| Forward | 3 methods | QuantLib.Forward |
| GaussianOrthogonalPolynomial | 2 methods | QuantLib.GaussianOrthogonalPolynomial |
| Integrator | 2 methods | QuantLib.Integrator |
| Constraint+Impl | 2 methods | QuantLib.Constraint+Impl |
| LeastSquareProblem | 1 method | QuantLib.LeastSquareProblem |
| LineSearch | 1 method | QuantLib.LineSearch |
| LineSearchBasedMethod | 3 methods | QuantLib.LineSearchBasedMethod |
| CalibrationHelper | 3 methods | QuantLib.CalibrationHelper |
| AffineModel | 2 methods | QuantLib.AffineModel |
| CurveState | 2 methods | QuantLib.CurveState |
| MarketModel | 2 methods | QuantLib.MarketModel |
| MarketModelVolProcess | 2 methods | QuantLib.MarketModelVolProcess |
| CTSMMCapletCalibration | 3 methods | QuantLib.CTSMMCapletCalibration |
| PiecewiseConstantVariance | 1 method | QuantLib.PiecewiseConstantVariance |
| VolatilityInterpolationSpecifier | 2 methods | QuantLib .VolatilityInterpolationSpecifier |
| OneFactorModel+ShortRateDynamics | 1 method | QuantLib .OneFactorModel+ShortRateDynamics |
| OneFactorAffineModel | 1 method | QuantLib.OneFactorAffineModel |
| TwoFactorModel+ShortRateDynamics | 1 method | QuantLib .TwoFactorModel+ShortRateDynamics |
| DefaultProbabilityTermStructure | 5 methods | QuantLib.DefaultProbabilityTermStructure |
| InflationTermStructure | 4 methods | QuantLib.InflationTermStructure |
| ZeroInflationTermStructure | 4 methods | QuantLib.ZeroInflationTermStructure |
| YoYInflationTermStructure | 4 methods | QuantLib.YoYInflationTermStructure |
| VolatilityTermStructure | 5 methods | QuantLib.VolatilityTermStructure |
| YieldTermStructure | 5 methods | QuantLib.YieldTermStructure |
| SmileSection | 4 methods | QuantLib.SmileSection |
| CapFloorTermVolatilityStructure | 4 methods | QuantLib.CapFloorTermVolatilityStructure |
| BlackVolTermStructure | 4 methods | QuantLib.BlackVolTermStructure |
| LocalVolTermStructure | 4 methods | QuantLib.LocalVolTermStructure |
| OptionletVolatilityStructure | 4 methods | QuantLib.OptionletVolatilityStructure |
| SwaptionVolatilityStructure | 4 methods | QuantLib.SwaptionVolatilityStructure |
| CPIVolatilitySurface | 3 methods | QuantLib.CPIVolatilitySurface |
| YoYOptionletVolatilitySurface | 2 methods | QuantLib.YoYOptionletVolatilitySurface |
| FittedBondDiscountCurve+FittingMethod | 2 methods | QuantLib .FittedBondDiscountCurve+FittingMethod |
| ForwardRateStructure | 5 methods | QuantLib.ForwardRateStructure |
| ZeroYieldStructure | 5 methods | QuantLib.ZeroYieldStructure |
| Seasonality | 2 methods | QuantLib.Seasonality |
| CdsHelper | 4 methods | QuantLib.CdsHelper |
| HazardRateStructure | 5 methods | QuantLib.HazardRateStructure |
| JointStochasticProcess | 4 methods | QuantLib.JointStochasticProcess |
| HestonExpansion | 2 methods | QuantLib.HestonExpansion |
| YoYInflationCapFloorEngine | 4 methods | QuantLib.YoYInflationCapFloorEngine |
| Calendar+Impl | 2 methods | QuantLib.Calendar+Impl |
| LfmCovarianceParameterization | 2 methods | QuantLib.LfmCovarianceParameterization |
| LmCorrelationModel | 2 methods | QuantLib.LmCorrelationModel |
| LmVolatilityModel | 2 methods | QuantLib.LmVolatilityModel |
| BlackAtmVolCurve | 4 methods | QuantLib.BlackAtmVolCurve |
| CallableBondVolatilityStructure | 4 methods | QuantLib.CallableBondVolatilityStructure |
| CatSimulation | 2 methods | QuantLib.CatSimulation |
| EventPaymentOffset | 1 method | QuantLib.EventPaymentOffset |
| NotionalRisk | 2 methods | QuantLib.NotionalRisk |
| CorrelationTermStructure | 5 methods | QuantLib.CorrelationTermStructure |
| LossDist | 2 methods | QuantLib.LossDist |
| OneFactorCopula | 1 method | QuantLib.OneFactorCopula |
| RandomDefaultModel | 2 methods | QuantLib.RandomDefaultModel |
| RecoveryRateModel | 1 method | QuantLib.RecoveryRateModel |
| RiskyBond | 2 methods | QuantLib.RiskyBond |
| AdaptedPathPayoff | 1 method | QuantLib.AdaptedPathPayoff |
| PathMultiAssetOption | 3 methods | QuantLib.PathMultiAssetOption |
| FFTEngine | 4 methods | QuantLib.FFTEngine |
| ExtendedEqualProbabilitiesBinomialTree<T > | 1 method | QuantLib .ExtendedEqualProbabilitiesBinomialTree <T> |
| ExtendedEqualJumpsBinomialTree<T> | 1 method | QuantLib.ExtendedEqualJumpsBinomialTree <T> |
| EnergyCommodity | 4 methods | QuantLib.EnergyCommodity |
| YoYCapFloorTermPriceSurface | 4 methods | QuantLib.YoYCapFloorTermPriceSurface |
| CashFlow | 1 method | QuantLib.CashFlow |
| DiscretizedAsset | 2 methods | QuantLib.DiscretizedAsset |
| Event | 2 methods | QuantLib.Event |
| Index | 1 method | QuantLib.Index |
| StochasticProcess | 1 method | QuantLib.StochasticProcess |
| StochasticProcess1D | 2 methods | QuantLib.StochasticProcess1D |
| TermStructure | 4 methods | QuantLib.TermStructure |
Statistics
| Stat | ctors |
|---|---|
| Sum: | 228 |
| Average: | 2.62 |
| Minimum: | 1 |
| Maximum: | 5 |
| Standard deviation: | 1.26 |
| Variance: | 1.59 |
| Validated Rule: The class does not have a constructor. |
//<Name>The class does not have a constructor.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="noConstructor"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.Medium
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="noConstructor"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.Medium
}
No field matched
| Validated Rule: Class has a constructor with 1 argument that is not explicit. |
//<Name>Class has a constructor with 1 argument that is not explicit.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="noExplicitConstructor"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.Medium
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="noExplicitConstructor"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.Medium
}
No field matched
| Validated Rule: Value of pointer var, which points to allocated memory, is copied in copy constructor instead of allocating new memory. |
//<Name>Value of pointer var, which points to allocated memory, is copied in copy constructor instead of allocating new memory.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="copyCtorPointerCopying"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.Medium
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="copyCtorPointerCopying"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.Medium
}
No field matched
| Validated Rule: class class does not have a copy constructor which is recommended since the class contains a pointer to allocated memory. |
//<Name>class class does not have a copy constructor which is recommended since the class contains a pointer to allocated memory.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="noCopyConstructor"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.Medium
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="noCopyConstructor"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.Medium
}
No field matched
| Validated Rule: Member variable is not initialized in the constructor. |
//<Name>Member variable is not initialized in the constructor.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="uninitMemberVar"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="uninitMemberVar"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: Member variable is not assigned a value in classname::operator=. |
//<Name>Member variable is not assigned a value in classname::operator=.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="operatorEqVarError"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="operatorEqVarError"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: Unused private function: classname::funcname |
//<Name>Unused private function: classname::funcname</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="unusedPrivateFunction"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.Medium
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="unusedPrivateFunction"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.Medium
}
No field matched
| Validated Rule: Using memfunc on class that contains a classname. |
//<Name>Using memfunc on class that contains a classname.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="memsetClass"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 10.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="memsetClass"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 10.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: Using memfunc on class that contains a reference. |
//<Name>Using memfunc on class that contains a reference.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="memsetClassReference"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 10.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="memsetClassReference"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 10.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: Using memset() on class which contains a floating point number. |
//<Name>Using memset() on class which contains a floating point number.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="memsetClassFloat"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="memsetClassFloat"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: Memory for class instance allocated with malloc(), but class provides constructors. |
//<Name>Memory for class instance allocated with malloc(), but class provides constructors.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="mallocOnClassWarning"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="mallocOnClassWarning"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: Memory for class instance allocated with malloc(), but class contains a std::string. |
//<Name>Memory for class instance allocated with malloc(), but class contains a std::string.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="mallocOnClassError"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 10.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="mallocOnClassError"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 10.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: class::operator= should return class &. |
//<Name>class::operator= should return class &.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="operatorEq"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="operatorEq"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: Class Base which is inherited by class Derived does not have a virtual destructor. |
//<Name>Class Base which is inherited by class Derived does not have a virtual destructor.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="virtualDestructor"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 10.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="virtualDestructor"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 10.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: Suspicious pointer subtraction. Did you intend to write ->? |
//<Name>Suspicious pointer subtraction. Did you intend to write ->?</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="thisSubtraction"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="thisSubtraction"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: operator= should return reference to this instance. |
//<Name>operator= should return reference to this instance.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="operatorEqRetRefThis"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="operatorEqRetRefThis"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: No return statement in non-void function causes undefined behavior. |
//<Name>No return statement in non-void function causes undefined behavior.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="operatorEqMissingReturnStatement"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 10.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="operatorEqMissingReturnStatement"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 10.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: operator= should either return reference to this instance or be declared private and left unimplemented. |
//<Name>operator= should either return reference to this instance or be declared private and left unimplemented.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="operatorEqShouldBeLeftUnimplemented"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="operatorEqShouldBeLeftUnimplemented"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: operator= should check for assignment to self to avoid problems with dynamic memory. |
//<Name>operator= should check for assignment to self to avoid problems with dynamic memory.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="operatorEqToSelf"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="operatorEqToSelf"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: Variable is assigned in constructor body. Consider performing initialization in initialization list. |
//<Name>Variable is assigned in constructor body. Consider performing initialization in initialization list.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="useInitializationList"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="useInitializationList"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: Member variable is initialized by itself. |
//<Name>Member variable is initialized by itself.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="selfInitialization"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 10.ToMinutes().ToDebt(),
Severity =Severity.High
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="selfInitialization"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 10.ToMinutes().ToDebt(),
Severity =Severity.High
}
No field matched
| Validated Rule: The class class defines member variable with name variable also defined in its parent class class. |
//<Name>The class class defines member variable with name variable also defined in its parent class class.</Name>
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="duplInheritedMember"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.Low
}
warnif count > 0 from issue in ImportedIssues where issue.ToolName=="CppCheck" && issue.Type=="duplInheritedMember"
select new { issue, issue.FilePath, Line = issue.BeginLine ,
Debt = 2.ToMinutes().ToDebt(),
Severity =Severity.Low
}
No field matched
API Breaking Changes
| Validated Rule: API Breaking Changes: Types |
// <Name>API Breaking Changes: Types</Name>
// This rule warns if a publicly visible type is
// not publicly visible anymore or if it has been removed.
// Such type can break the code of your clients.
warnif count > 0 from t in codeBase.OlderVersion().Application.Types
where t.IsPublic &&
// The type has been removed and its parent project hasn't been removed ...
( (t.WasRemoved() && !t.ParentProject.WasRemoved()) ||
// ... or the type is not publicly visible anymore
!t.WasRemoved() && !t.NewerVersion().IsPublic)
select new { t,
NewVisibility = (t.WasRemoved() ? " " : t.NewerVersion().Visibility.ToString()) }
// This rule warns if a publicly visible type is
// not publicly visible anymore or if it has been removed.
// Such type can break the code of your clients.
warnif count > 0 from t in codeBase.OlderVersion().Application.Types
where t.IsPublic &&
// The type has been removed and its parent project hasn't been removed ...
( (t.WasRemoved() && !t.ParentProject.WasRemoved()) ||
// ... or the type is not publicly visible anymore
!t.WasRemoved() && !t.NewerVersion().IsPublic)
select new { t,
NewVisibility = (t.WasRemoved() ? " " : t.NewerVersion().Visibility.ToString()) }
No type matched
| Validated Rule: API Breaking Changes: Methods |
// <Name>API Breaking Changes: Methods</Name>
// This rule warns if a publicly visible method is
// not publicly visible anymore or if it has been removed.
// Such method can break the code of your clients.
warnif count > 0 from m in codeBase.OlderVersion().Application.Methods
where m.IsPublic &&
// The method has been removed and its parent type hasn't been removed ...
( (m.WasRemoved() && !m.ParentType.WasRemoved()) ||
// ... or the method is not publicly visible anymore
!m.WasRemoved() && !m.NewerVersion().IsPublic)
select new { m,
NewVisibility = (m.WasRemoved() ? " " : m.NewerVersion().Visibility.ToString()) }
// This rule warns if a publicly visible method is
// not publicly visible anymore or if it has been removed.
// Such method can break the code of your clients.
warnif count > 0 from m in codeBase.OlderVersion().Application.Methods
where m.IsPublic &&
// The method has been removed and its parent type hasn't been removed ...
( (m.WasRemoved() && !m.ParentType.WasRemoved()) ||
// ... or the method is not publicly visible anymore
!m.WasRemoved() && !m.NewerVersion().IsPublic)
select new { m,
NewVisibility = (m.WasRemoved() ? " " : m.NewerVersion().Visibility.ToString()) }
No method matched
| Validated Rule: API Breaking Changes: Fields |
// <Name>API Breaking Changes: Fields</Name>
// This rule warns if a publicly visible field is
// not publicly visible anymore or if it has been removed.
// Such field can break the code of your clients.
warnif count > 0 from f in codeBase.OlderVersion().Application.Fields
where f.IsPublic &&
// The field has been removed and its parent type hasn't been removed ...
( (f.WasRemoved() && !f.ParentType.WasRemoved()) ||
// ... or the field is not publicly visible anymore
!f.WasRemoved() && !f.NewerVersion().IsPublic)
select new { f,
NewVisibility = (f.WasRemoved() ? " " : f.NewerVersion().Visibility.ToString()) }
// This rule warns if a publicly visible field is
// not publicly visible anymore or if it has been removed.
// Such field can break the code of your clients.
warnif count > 0 from f in codeBase.OlderVersion().Application.Fields
where f.IsPublic &&
// The field has been removed and its parent type hasn't been removed ...
( (f.WasRemoved() && !f.ParentType.WasRemoved()) ||
// ... or the field is not publicly visible anymore
!f.WasRemoved() && !f.NewerVersion().IsPublic)
select new { f,
NewVisibility = (f.WasRemoved() ? " " : f.NewerVersion().Visibility.ToString()) }
No field matched
| Validated Rule: API Breaking Changes: Interfaces and Abstract Classes |
// <Name>API Breaking Changes: Interfaces and Abstract Classes</Name>
// This rule warns if a publicly visible interface or abstract class
// has been changed and contains new abstract methods or
// if some abstract methods have been removed.
// This can break the code of clients
// that implement such interface or derive from such abstract class.
warnif count > 0 from tNewer in Application.Types where
(tNewer.IsInterface || tNewer.IsClass && tNewer.IsAbstract) &&
tNewer.IsPublic &&
tNewer.IsPresentInBothBuilds()
let tOlder = tNewer.OlderVersion() where tOlder.IsPublic
let methodsRemoved = tOlder.Methods.Where(m => m.IsAbstract && m.WasRemoved())
let methodsAdded = tNewer.Methods.Where(m => m.IsAbstract && m.WasAdded())
where methodsAdded.Count() > 0 || methodsRemoved.Count() > 0
select new { tNewer, methodsAdded, methodsRemoved }
// This rule warns if a publicly visible interface or abstract class
// has been changed and contains new abstract methods or
// if some abstract methods have been removed.
// This can break the code of clients
// that implement such interface or derive from such abstract class.
warnif count > 0 from tNewer in Application.Types where
(tNewer.IsInterface || tNewer.IsClass && tNewer.IsAbstract) &&
tNewer.IsPublic &&
tNewer.IsPresentInBothBuilds()
let tOlder = tNewer.OlderVersion() where tOlder.IsPublic
let methodsRemoved = tOlder.Methods.Where(m => m.IsAbstract && m.WasRemoved())
let methodsAdded = tNewer.Methods.Where(m => m.IsAbstract && m.WasAdded())
where methodsAdded.Count() > 0 || methodsRemoved.Count() > 0
select new { tNewer, methodsAdded, methodsRemoved }
No type matched
| Validated Rule: Avoid transforming immutable types into mutable types |
// <Name>Avoid transforming immutable types into mutable types</Name>
// Immutability is a strong property on a type.
// Breaking immutability can result in serious problem for an algorithm consummer
// that has been written taking account of the type immutability.
// To visualize changes in code, right-click a matched type and select:
// - Compare older and newer versions of source file
// - Compare older and newer versions disassembled with Reflector
warnif count > 0
from t in Application.Types where
t.IsPresentInBothBuilds() &&
!t.IsStatic &&
!t.IsImmutable &&
t.OlderVersion().IsImmutable
let mutableFields = from f in t.InstanceFields where !f.IsImmutable select f
select new { t, mutableFields }
// Immutability is a strong property on a type.
// Breaking immutability can result in serious problem for an algorithm consummer
// that has been written taking account of the type immutability.
// To visualize changes in code, right-click a matched type and select:
// - Compare older and newer versions of source file
// - Compare older and newer versions disassembled with Reflector
warnif count > 0
from t in Application.Types where
t.IsPresentInBothBuilds() &&
!t.IsStatic &&
!t.IsImmutable &&
t.OlderVersion().IsImmutable
let mutableFields = from f in t.InstanceFields where !f.IsImmutable select f
select new { t, mutableFields }
No type matched
Code Diff Summary
| Code Query: New Projects |
// <Name>New Projects</Name>
from a in Application.Projects where a.WasAdded()
select new { a, a.NbLinesOfCode }
from a in Application.Projects where a.WasAdded()
select new { a, a.NbLinesOfCode }
No project matched
| Code Query: Projects removed |
// <Name>Projects removed</Name>
from a in codeBase.OlderVersion().Application.Projects where a.WasRemoved()
select new { a, a.NbLinesOfCode }
from a in codeBase.OlderVersion().Application.Projects where a.WasRemoved()
select new { a, a.NbLinesOfCode }
No project matched
| Code Query: Projects where code was changed |
// <Name>Projects where code was changed</Name>
from a in Application.Projects where a.CodeWasChanged()
select new { a, a.NbLinesOfCode,
oldNbLinesOfCode = a.OlderVersion().NbLinesOfCode ,
delta = (int) a.NbLinesOfCode - a.OlderVersion().NbLinesOfCode }
from a in Application.Projects where a.CodeWasChanged()
select new { a, a.NbLinesOfCode,
oldNbLinesOfCode = a.OlderVersion().NbLinesOfCode ,
delta = (int) a.NbLinesOfCode - a.OlderVersion().NbLinesOfCode }
No project matched
| Code Query: New namespaces |
// <Name>New namespaces</Name>
from n in Application.Namespaces where
!n.ParentProject.WasAdded() &&
n.WasAdded()
select new { n, n.NbLinesOfCode }
from n in Application.Namespaces where
!n.ParentProject.WasAdded() &&
n.WasAdded()
select new { n, n.NbLinesOfCode }
No namespace matched
| Code Query: Namespaces removed |
// <Name>Namespaces removed</Name>
from n in codeBase.OlderVersion().Application.Namespaces where
!n.ParentProject.WasRemoved() &&
n.WasRemoved()
select new { n, n.NbLinesOfCode }
from n in codeBase.OlderVersion().Application.Namespaces where
!n.ParentProject.WasRemoved() &&
n.WasRemoved()
select new { n, n.NbLinesOfCode }
No namespace matched
| Code Query: Namespaces where code was changed |
// <Name>Namespaces where code was changed</Name>
from n in Application.Namespaces where n.CodeWasChanged()
select new { n, n.NbLinesOfCode,
oldNbLinesOfCode = n.OlderVersion().NbLinesOfCode ,
delta = (int) n.NbLinesOfCode - n.OlderVersion().NbLinesOfCode }
from n in Application.Namespaces where n.CodeWasChanged()
select new { n, n.NbLinesOfCode,
oldNbLinesOfCode = n.OlderVersion().NbLinesOfCode ,
delta = (int) n.NbLinesOfCode - n.OlderVersion().NbLinesOfCode }
No namespace matched
| Code Query: New types |
// <Name>New types</Name>
from t in Application.Types where
!t.ParentNamespace.WasAdded() &&
t.WasAdded()
select new { t, t.NbLinesOfCode }
from t in Application.Types where
!t.ParentNamespace.WasAdded() &&
t.WasAdded()
select new { t, t.NbLinesOfCode }
No type matched
| Code Query: Types removed |
// <Name>Types removed</Name>
from t in codeBase.OlderVersion().Application.Types where
!t.ParentNamespace.WasRemoved() &&
t.WasRemoved()
select new { t, t.NbLinesOfCode }
from t in codeBase.OlderVersion().Application.Types where
!t.ParentNamespace.WasRemoved() &&
t.WasRemoved()
select new { t, t.NbLinesOfCode }
No type matched
| Code Query: Types where code was changed |
// <Name>Types where code was changed</Name>
// To visualize changes in code, right-click a matched type and select:
// - Compare older and newer versions of source file
// - Compare older and newer versions disassembled with Reflector
from t in Application.Types where t.CodeWasChanged()
//select new { t, t.NbLinesOfCode }
select new { t, t.NbLinesOfCode,
oldNbLinesOfCode = t.OlderVersion().NbLinesOfCode ,
delta = (int?) t.NbLinesOfCode - t.OlderVersion().NbLinesOfCode }
/*from t in Application.Types where t.CodeWasChanged() && t.IsPresentInBothBuild
select new { t, t.NbLinesOfCode,
oldNbLinesOfCode = t.OlderVersion().NbLinesOfCode ,
delta = (int) t.NbLinesOfCode - t.OlderVersion().NbLinesOfCode }*/
// To visualize changes in code, right-click a matched type and select:
// - Compare older and newer versions of source file
// - Compare older and newer versions disassembled with Reflector
from t in Application.Types where t.CodeWasChanged()
//select new { t, t.NbLinesOfCode }
select new { t, t.NbLinesOfCode,
oldNbLinesOfCode = t.OlderVersion().NbLinesOfCode ,
delta = (int?) t.NbLinesOfCode - t.OlderVersion().NbLinesOfCode }
/*from t in Application.Types where t.CodeWasChanged() && t.IsPresentInBothBuild
select new { t, t.NbLinesOfCode,
oldNbLinesOfCode = t.OlderVersion().NbLinesOfCode ,
delta = (int) t.NbLinesOfCode - t.OlderVersion().NbLinesOfCode }*/
No type matched
| Code Query: Heuristic to find types moved from one namespace or project to another |
// <Name>Heuristic to find types moved from one namespace or project to another</Name>
let typesRemoved = codeBase.OlderVersion().Types.Where(t => t.WasRemoved())
let typesAdded = Types.Where(t => t.WasAdded())
from tMoved in typesAdded.Join(
typesRemoved,
t => t.Name,
t => t.Name,
(tNewer, tOlder) => new { tNewer,
OlderParentNamespace = tOlder.ParentNamespace,
OlderParentproject = tOlder.ParentProject } )
select tMoved
let typesRemoved = codeBase.OlderVersion().Types.Where(t => t.WasRemoved())
let typesAdded = Types.Where(t => t.WasAdded())
from tMoved in typesAdded.Join(
typesRemoved,
t => t.Name,
t => t.Name,
(tNewer, tOlder) => new { tNewer,
OlderParentNamespace = tOlder.ParentNamespace,
OlderParentproject = tOlder.ParentProject } )
select tMoved
No type matched
| Code Query: Types directly using one or several types changed |
// <Name>Types directly using one or several types changed</Name>
let typesChanged = Application.Types.Where(t => t.CodeWasChanged()).ToHashSet()
from t in JustMyCode.Types.UsingAny(typesChanged) where
!t.CodeWasChanged() &&
!t.WasAdded()
let typesChangedUsed = t.TypesUsed.Intersect(typesChanged)
select new { t, typesChangedUsed }
let typesChanged = Application.Types.Where(t => t.CodeWasChanged()).ToHashSet()
from t in JustMyCode.Types.UsingAny(typesChanged) where
!t.CodeWasChanged() &&
!t.WasAdded()
let typesChangedUsed = t.TypesUsed.Intersect(typesChanged)
select new { t, typesChangedUsed }
No type matched
| Code Query: Types indirectly using one or several types changed |
// <Name>Types indirectly using one or several types changed</Name>
let typesChanged = Application.Types.Where(t => t.CodeWasChanged()).ToHashSet()
// 'depth' represents a code metric defined on types using
// directly or indirectly any type where code was changed.
let depth = JustMyCode.Types.DepthOfIsUsingAny(typesChanged)
from t in depth.DefinitionDomain where
!t.CodeWasChanged() &&
!t.WasAdded()
let typesChangedDirectlyUsed = t.TypesUsed.Intersect(typesChanged)
let depthOfUsingTypesChanged = depth[t]
orderby depthOfUsingTypesChanged
select new { t, depthOfUsingTypesChanged, typesChangedDirectlyUsed }
let typesChanged = Application.Types.Where(t => t.CodeWasChanged()).ToHashSet()
// 'depth' represents a code metric defined on types using
// directly or indirectly any type where code was changed.
let depth = JustMyCode.Types.DepthOfIsUsingAny(typesChanged)
from t in depth.DefinitionDomain where
!t.CodeWasChanged() &&
!t.WasAdded()
let typesChangedDirectlyUsed = t.TypesUsed.Intersect(typesChanged)
let depthOfUsingTypesChanged = depth[t]
orderby depthOfUsingTypesChanged
select new { t, depthOfUsingTypesChanged, typesChangedDirectlyUsed }
No type matched
| Code Query: New methods |
// <Name>New methods</Name>
from m in Application.Methods where
!m.ParentType.WasAdded() &&
m.WasAdded()
select new { m, m.NbLinesOfCode }
from m in Application.Methods where
!m.ParentType.WasAdded() &&
m.WasAdded()
select new { m, m.NbLinesOfCode }
No method matched
| Code Query: Methods removed |
// <Name>Methods removed</Name>
from m in codeBase.OlderVersion().Application.Methods where
!m.ParentType.WasRemoved() &&
m.WasRemoved()
select new { m, m.NbLinesOfCode }
from m in codeBase.OlderVersion().Application.Methods where
!m.ParentType.WasRemoved() &&
m.WasRemoved()
select new { m, m.NbLinesOfCode }
No method matched
| Code Query: Methods where code was changed |
// <Name>Methods where code was changed</Name>
// To visualize changes in code, right-click a matched method and select:
// - Compare older and newer versions of source file
// - Compare older and newer versions disassembled with Reflector
from m in Application.Methods where m.CodeWasChanged()
select new { m, m.NbLinesOfCode,
oldNbLinesOfCode = m.OlderVersion().NbLinesOfCode ,
delta = (int?) m.NbLinesOfCode - m.OlderVersion().NbLinesOfCode }
// To visualize changes in code, right-click a matched method and select:
// - Compare older and newer versions of source file
// - Compare older and newer versions disassembled with Reflector
from m in Application.Methods where m.CodeWasChanged()
select new { m, m.NbLinesOfCode,
oldNbLinesOfCode = m.OlderVersion().NbLinesOfCode ,
delta = (int?) m.NbLinesOfCode - m.OlderVersion().NbLinesOfCode }
No method matched
| Code Query: Methods directly calling one or several methods changed |
// <Name>Methods directly calling one or several methods changed</Name>
let methodsChanged = Application.Methods.Where(m => m.CodeWasChanged()).ToHashSet()
from m in JustMyCode.Methods.UsingAny(methodsChanged ) where
!m.CodeWasChanged() &&
!m.WasAdded()
let methodsChangedCalled = m.MethodsCalled.Intersect(methodsChanged)
select new { m, methodsChangedCalled }
let methodsChanged = Application.Methods.Where(m => m.CodeWasChanged()).ToHashSet()
from m in JustMyCode.Methods.UsingAny(methodsChanged ) where
!m.CodeWasChanged() &&
!m.WasAdded()
let methodsChangedCalled = m.MethodsCalled.Intersect(methodsChanged)
select new { m, methodsChangedCalled }
No method matched
| Code Query: Methods indirectly calling one or several methods changed |
// <Name>Methods indirectly calling one or several methods changed</Name>
let methodsChanged = Application.Methods.Where(m => m.CodeWasChanged()).ToHashSet()
// 'depth' represents a code metric defined on methods using
// directly or indirectly any method where code was changed.
let depth = JustMyCode.Methods.DepthOfIsUsingAny(methodsChanged)
from m in depth.DefinitionDomain where
!m.CodeWasChanged() &&
!m.WasAdded()
let methodsChangedDirectlyUsed = m.MethodsCalled.Intersect(methodsChanged)
let depthOfUsingMethodsChanged = depth[m]
orderby depthOfUsingMethodsChanged
select new { m, depthOfUsingMethodsChanged, methodsChangedDirectlyUsed }
let methodsChanged = Application.Methods.Where(m => m.CodeWasChanged()).ToHashSet()
// 'depth' represents a code metric defined on methods using
// directly or indirectly any method where code was changed.
let depth = JustMyCode.Methods.DepthOfIsUsingAny(methodsChanged)
from m in depth.DefinitionDomain where
!m.CodeWasChanged() &&
!m.WasAdded()
let methodsChangedDirectlyUsed = m.MethodsCalled.Intersect(methodsChanged)
let depthOfUsingMethodsChanged = depth[m]
orderby depthOfUsingMethodsChanged
select new { m, depthOfUsingMethodsChanged, methodsChangedDirectlyUsed }
No method matched
| Code Query: New fields |
// <Name>New fields</Name>
from f in Application.Fields where
!f.ParentType.WasAdded() &&
f.WasAdded()
select new { f }
from f in Application.Fields where
!f.ParentType.WasAdded() &&
f.WasAdded()
select new { f }
No field matched
| Code Query: Fields removed |
// <Name>Fields removed</Name>
from f in codeBase.OlderVersion().Application.Fields where
!f.ParentType.WasRemoved() &&
f.WasRemoved()
select new { f }
from f in codeBase.OlderVersion().Application.Fields where
!f.ParentType.WasRemoved() &&
f.WasRemoved()
select new { f }
No field matched
| Code Query: Third party types that were not used and that are now used |
// <Name>Third party types that were not used and that are now used</Name>
from t in ThirdParty.Types where t.IsUsedRecently()
select new { t, t.Methods, t.Fields }
from t in ThirdParty.Types where t.IsUsedRecently()
select new { t, t.Methods, t.Fields }
No type matched
| Code Query: Third party types that were used and that are not used anymore |
// <Name>Third party types that were used and that are not used anymore</Name>
from t in codeBase.OlderVersion().Types where t.IsNotUsedAnymore()
select new { t, t.Methods, t.Fields }
from t in codeBase.OlderVersion().Types where t.IsNotUsedAnymore()
select new { t, t.Methods, t.Fields }
No type matched
| Code Query: Third party methods that were not used and that are now used |
// <Name>Third party methods that were not used and that are now used</Name>
from m in ThirdParty.Methods where
m.IsUsedRecently() &&
!m.ParentType.IsUsedRecently()
select m
from m in ThirdParty.Methods where
m.IsUsedRecently() &&
!m.ParentType.IsUsedRecently()
select m
No method matched
| Code Query: Third party methods that were used and that are not used anymore |
// <Name>Third party methods that were used and that are not used anymore</Name>
from m in codeBase.OlderVersion().Methods where
m.IsNotUsedAnymore() &&
!m.ParentType.IsNotUsedAnymore()
select m
from m in codeBase.OlderVersion().Methods where
m.IsNotUsedAnymore() &&
!m.ParentType.IsNotUsedAnymore()
select m
No method matched
| Code Query: Third party fields that were not used and that are now used |
// <Name>Third party fields that were not used and that are now used</Name>
from f in ThirdParty.Fields where
f.IsUsedRecently() &&
!f.ParentType.IsUsedRecently()
select f
from f in ThirdParty.Fields where
f.IsUsedRecently() &&
!f.ParentType.IsUsedRecently()
select f
No field matched
| Code Query: Third party fields that were used and that are not used anymore |
// <Name>Third party fields that were used and that are not used anymore</Name>
from f in codeBase.OlderVersion().Fields where
f.IsNotUsedAnymore() &&
!f.ParentType.IsNotUsedAnymore()
select f
from f in codeBase.OlderVersion().Fields where
f.IsNotUsedAnymore() &&
!f.ParentType.IsNotUsedAnymore()
select f
No field matched
Code Coverage
| Validated Rule: Code should be tested |
• Rule Description:
This rule lists methods not covered at all by test or partially covered by tests.
For each match, the rules estimates the technical debt, i.e the effort to write unit and integration tests for the method. The estimation is based on the effort to develop the code element multiplied by factors in the range ]0,1.3] based on
• the method code size and complexity
• the actual percentage coverage
• the abstracness of types used, because relying on classes instead of interfaces makes the code more difficult to test
• the method visibility because testing private or protected methods is more difficult than testing public and internal ones
• the fields used by the method, because is is more complicated to write tests for methods that read mutable static fields whose changing state is shared across tests executions.
• whether the method is considered JustMyCode or not because NotMyCode is often generated easier to get tested since tests can be generated as well.
This rule is necessarily a large source of technical debt, since the code left untested is by definition part of the technical debt.
This rule also estimates the annual interest, i.e the annual cost to let the code uncovered, based on the effort to develop the code element, multiplied by factors based on usage of the code element.
• How to Fix Issues: Write unit tests to test and cover the methods and their parent classes matched by this rule.
• How to Fix Issues: Write unit tests to test and cover the methods and their parent classes matched by this rule.
No method matched
| Validated Rule: New Methods should be tested |
• Rule Description:
This rule is executed only if a baseline for comparison is defined (diff mode). This rule operates only on methods added or refactored since the baseline.
This rule is executed only if some code coverage data is imported from some code coverage files.
It is important to write code mostly covered by tests to achieve maintainable and non-error-prone code.
In real-world, many code bases are poorly covered by tests. However it is not practicable to stop the development for months to refactor and write tests to achieve high code coverage ratio.
Hence it is recommended that each time a method (or a type) gets added, the developer takes the time to write associated unit-tests to cover it.
Doing so will help to increase significantly the maintainability of the code base. You'll notice that quickly, refactoring will also be driven by testability, and as a consequence, the overall code structure and design will increase as well.
Issues of this rule have a High severity because they reflect an actual trend to not care about writing tests on refactored code.
• How to Fix Issues: Write unit-tests to cover the code of most methods and classes added.
• How to Fix Issues: Write unit-tests to cover the code of most methods and classes added.
No method matched
| Validated Rule: Methods refactored should be tested |
• Rule Description:
This rule is executed only if a baseline for comparison is defined (diff mode). This rule operates only on methods added or refactored since the baseline.
This rule is executed only if some code coverage data is imported from some code coverage files.
It is important to write code mostly covered by tests to achieve maintainable and non-error-prone code.
In real-world, many code bases are poorly covered by tests. However it is not practicable to stop the development for months to refactor and write tests to achieve high code coverage ratio.
Hence it is recommended that each time a method (or a type) gets refactored, the developer takes the time to write associated unit-tests to cover it.
Doing so will help to increase significantly the maintainability of the code base. You'll notice that quickly, refactoring will also be driven by testability, and as a consequence, the overall code structure and design will increase as well.
Issues of this rule have a High severity because they reflect an actual trend to not care about writing tests on refactored code.
• How to Fix Issues: Write unit-tests to cover the code of most methods and classes refactored.
• How to Fix Issues: Write unit-tests to cover the code of most methods and classes refactored.
No method matched
| Validated Rule: Types almost 100% tested should be 100% tested |
• Rule Description:
This rule is executed only if some code coverage data is imported from some code coverage files.
Often covering the few percents of remaining uncovered code of a class, requires as much work as covering the first 90%. For this reason, often teams estimate that 90% coverage is enough. However untestable code usually means poorly written code which usually leads to error prone code. So it might be worth refactoring and making sure to cover the few uncovered lines of code because most tricky bugs might come from this small portion of hard-to-test code.
Not all classes should be 100% covered by tests (like UI code can be hard to test) but you should make sure that most of the logic of your application is defined in some easy-to-test classes, 100% covered by tests.
Issues of this rule have a High severity because as explained, such situation is bug-prone.
• How to Fix Issues: Write more unit-tests dedicated to cover code not covered yet. If you find some hard-to-test code, it is certainly a sign that this code is not well designed and hence, needs refactoring.
• How to Fix Issues: Write more unit-tests dedicated to cover code not covered yet. If you find some hard-to-test code, it is certainly a sign that this code is not well designed and hence, needs refactoring.
No type matched
| Validated Rule: Namespaces almost 100% tested should be 100% tested |
• Rule Description:
This rule is executed only if some code coverage data is imported from some code coverage files.
Often covering the few percents of remaining uncovered code of one or several classes in a namespace requires as much work as covering the first 90%. For this reason, often teams estimate that 90% coverage is enough. However untestable code usually means poorly written code which usually leads to error prone code. So it might be worth refactoring and making sure to cover the few uncovered lines of code because most tricky bugs might come from this small portion of hard-to-test code.
Not all classes should be 100% covered by tests (like UI code can be hard to test) but you should make sure that most of the logic of your application is defined in some easy-to-test classes, 100% covered by tests.
Issues of this rule have a High severity because as explained, such situation is bug-prone.
• How to Fix Issues: Write more unit-tests dedicated to cover code not covered yet in the namespace. If you find some hard-to-test code, it is certainly a sign that this code is not well designed and hence, needs refactoring.
• How to Fix Issues: Write more unit-tests dedicated to cover code not covered yet in the namespace. If you find some hard-to-test code, it is certainly a sign that this code is not well designed and hence, needs refactoring.
No namespace matched
| Validated Rule: Types that used to be 100% covered by tests should still be 100% covered |
• Rule Description:
This rule is executed only if a baseline for comparison is defined (diff mode).
This rule is executed only if some code coverage data is imported from some code coverage files.
Often covering 10% of remaining uncovered code of a class, requires as much work as covering the first 90%. For this reason, typically teams estimate that 90% coverage is enough. However untestable code usually means poorly written code which usually leads to error prone code. So it might be worth refactoring and making sure to cover the 10% remaining code because most tricky bugs might come from this small portion of hard-to-test code.
Not all classes should be 100% covered by tests (like UI code can be hard to test) but you should make sure that most of the logic of your application is defined in some easy-to-test classes, 100% covered by tests.
In this context, this rule warns when a type fully covered by tests is now only partially covered.
Issues of this rule have a High severity because often, a type that used to be 100% and is not covered anymore is a bug-prone situation that should be carefully handled.
• How to Fix Issues: Write more unit-tests dedicated to cover code not covered anymore. If you find some hard-to-test code, it is certainly a sign that this code is not well designed and hence, needs refactoring. You'll find code impossible to cover by unit-tests, like calls to MessageBox.Show(). An infrastructure must be defined to be able to mock such code at test-time.
• How to Fix Issues: Write more unit-tests dedicated to cover code not covered anymore. If you find some hard-to-test code, it is certainly a sign that this code is not well designed and hence, needs refactoring. You'll find code impossible to cover by unit-tests, like calls to MessageBox.Show(). An infrastructure must be defined to be able to mock such code at test-time.
No method matched
| Validated Rule: Types tagged with FullCoveredAttribute should be 100% covered |
• Rule Description:
This rule lists methods partially covered by tests, of types tagged with FullCoveredAttribute.
This rule is executed only if some code coverage data is imported from some code coverage files.
By using a FullCoveredAttribute, you can express in source code the intention that a class is 100% covered by tests, and should remain 100% covered in the future. If you don't want to link NDepend.API.dll, you can use your own attribute and adapt the source code of this rule.
Benefits of using a FullCoveredAttribute are twofold: Not only the intention is expressed in source code, but it is also continuously checked by the present rule.
Often covering 10% of remaining uncovered code of a class, requires as much work as covering the first 90%. For this reason, often teams estimate that 90% coverage is enough. However untestable code usually means poorly written code which usually means error prone code. So it might be worth refactoring and making sure to cover the 10% remaining code because most tricky bugs might come from this small portion of hard-to-test code.
Not all classes should be 100% covered by tests (like UI code can be hard to test) but you should make sure that most of the logic of your application is defined in some easy-to-test classes, 100% covered by tests.
Issues of this rule have a High severity because often, a type that used to be 100% and is not covered anymore is a bug-prone situation that should be carefully handled.
• How to Fix Issues: Write more unit-tests dedicated to cover code of matched classes not covered yet. If you find some hard-to-test code, it is certainly a sign that this code is not well designed and hence, needs refactoring.
• How to Fix Issues: Write more unit-tests dedicated to cover code of matched classes not covered yet. If you find some hard-to-test code, it is certainly a sign that this code is not well designed and hence, needs refactoring.
No method matched
| Validated Rule: Types 100% covered should be tagged with FullCoveredAttribute |
• Rule Description:
This rule is executed only if some code coverage data is imported from some code coverage files.
By using a FullCoveredAttribute, you can express in source code the intention that a class is 100% covered by tests, and should remain 100% covered in the future.
Benefits of using a FullCoveredAttribute are twofold: Not only the intention is expressed in source code, but it is also continuously checked by the present rule.
Issues of this rule have an Low severity because they don't reflect a problem, but provide an advice for potential improvement.
• How to Fix Issues: Just tag types 100% covered by tests with the FullCoveredAttribute that can be found in NDepend.API.dll, or by an attribute of yours defined in your own code (in which case this rule must be adapted).
• How to Fix Issues: Just tag types 100% covered by tests with the FullCoveredAttribute that can be found in NDepend.API.dll, or by an attribute of yours defined in your own code (in which case this rule must be adapted).
No type matched
| Validated Rule: Methods should have a low C.R.A.P score |
• Rule Description:
This rule is executed only if some code coverage data is imported from some code coverage files.
So far this rule is disabled because other code coverage rules assess properly code coverage issues.
Change Risk Analyzer and Predictor (i.e. CRAP) is a code metric that helps in pinpointing overly both complex and untested code. Is has been first defined here: http://www.artima.com/weblogs/viewpost.jsp?thread=215899
The Formula is: CRAP(m) = CC(m)^2 * (1 – cov(m)/100)^3 + CC(m)
• where CC(m) is the cyclomatic complexity of the method m
• and cov(m) is the percentage coverage by tests of the method m
Matched methods cumulates two highly error prone code smells:
• A complex method, difficult to develop and maintain.
• Non 100% covered code, difficult to refactor without introducing any regression bug.
The higher the CRAP score, the more painful to maintain and error prone is the method.
An arbitrary threshold of 30 is fixed for this code rule as suggested by inventors.
Notice that no amount of testing will keep methods with a Cyclomatic Complexity higher than 30, out of CRAP territory.
Notice that this rule doesn't match too short method with less than 10 lines of code.
• How to Fix Issues: In such situation, it is recommended to both refactor the complex method logic into several smaller and less complex methods (that might belong to some new types especially created), and also write unit-tests to full cover the refactored logic. You'll find code impossible to cover by unit-tests, like calls to MessageBox.Show(). An infrastructure must be defined to be able to mock such code at test-time.
• How to Fix Issues: In such situation, it is recommended to both refactor the complex method logic into several smaller and less complex methods (that might belong to some new types especially created), and also write unit-tests to full cover the refactored logic. You'll find code impossible to cover by unit-tests, like calls to MessageBox.Show(). An infrastructure must be defined to be able to mock such code at test-time.
No method matched
Dead Code
|
| Rule Violated: Potentially dead Types |
// <Name>Potentially dead Types</Name>
warnif count > 0
let tt=Types.UsedByAny(Application.Methods).ToHashSet()
// Select types unused
let typesUnused =
from t in JustMyCode.Types where
t.NbTypesUsingMe == 0 && !t.IsGlobal select t
from t in typesUnused where !tt.Contains(t)
select new { t }
warnif count > 0
let tt=Types.UsedByAny(Application.Methods).ToHashSet()
// Select types unused
let typesUnused =
from t in JustMyCode.Types where
t.NbTypesUsingMe == 0 && !t.IsGlobal select t
from t in typesUnused where !tt.Contains(t)
select new { t }
609 types matched
- The following list of types is truncated and contains only the first 100 types of the 609 types matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 609 types | Full Name |
|---|---|
| FdExtOUJumpVanillaEngine | QuantLib.FdExtOUJumpVanillaEngine |
| FdKlugeExtOUSpreadEngine | QuantLib.FdKlugeExtOUSpreadEngine |
| FdHestonDoubleBarrierEngine | QuantLib.FdHestonDoubleBarrierEngine |
| FdmExtOUJumpSolver | QuantLib.FdmExtOUJumpSolver |
| FdmKlugeExtOUOp | QuantLib.FdmKlugeExtOUOp |
| FdSimpleExtOUJumpSwingEngine | QuantLib.FdSimpleExtOUJumpSwingEngine |
| FdSimpleKlugeExtOUVPPEngine | QuantLib.FdSimpleKlugeExtOUVPPEngine |
| InterpolatingCPICapFloorEngine | QuantLib.InterpolatingCPICapFloorEngine |
| HestonSLVProcess | QuantLib.HestonSLVProcess |
| CPICapFloor+results | QuantLib.CPICapFloor+results |
| CPISwap+engine | QuantLib.CPISwap+engine |
| DividendBarrierOption | QuantLib.DividendBarrierOption |
| Futures | QuantLib.Futures |
| Concentrating1dMesher | QuantLib.Concentrating1dMesher |
| FdmMesherComposite | QuantLib.FdmMesherComposite |
| FdmZeroInnerValue | QuantLib.FdmZeroInnerValue |
| FdmMesherIntegral | QuantLib.FdmMesherIntegral |
| TridiagonalOperator+TimeSetter | QuantLib.TridiagonalOperator+TimeSetter |
| BinomialTree<T>+Branches | QuantLib.BinomialTree<T>+Branches |
| EqualProbabilitiesBinomialTree<T> | QuantLib.EqualProbabilitiesBinomialTree <T> |
| JarrowRudd | QuantLib.JarrowRudd |
| CoxRossRubinstein | QuantLib.CoxRossRubinstein |
| AdditiveEQPBinomialTree | QuantLib.AdditiveEQPBinomialTree |
| Trigeorgis | QuantLib.Trigeorgis |
| GFunctionFactory | QuantLib.GFunctionFactory |
| AnalyticHaganPricer | QuantLib.AnalyticHaganPricer |
| CPI | QuantLib.CPI |
| Duration | QuantLib.Duration |
| BlackYoYInflationCouponPricer | QuantLib.BlackYoYInflationCouponPricer |
| UnitDisplacedBlackYoYInflationCouponPric er | QuantLib .UnitDisplacedBlackYoYInflationCouponPri cer |
| BachelierYoYInflationCouponPricer | QuantLib .BachelierYoYInflationCouponPricer |
| Replication | QuantLib.Replication |
| Redemption | QuantLib.Redemption |
| AmortizingPayment | QuantLib.AmortizingPayment |
| CustomRegion | QuantLib.CustomRegion |
| AustraliaRegion | QuantLib.AustraliaRegion |
| EURegion | QuantLib.EURegion |
| FranceRegion | QuantLib.FranceRegion |
| UKRegion | QuantLib.UKRegion |
| USRegion | QuantLib.USRegion |
| ZARegion | QuantLib.ZARegion |
| OvernightIndexedSwapIndex | QuantLib.OvernightIndexedSwapIndex |
| Eonia | QuantLib.Eonia |
| EuriborSW | QuantLib.EuriborSW |
| Euribor2W | QuantLib.Euribor2W |
| Euribor3W | QuantLib.Euribor3W |
| Euribor1M | QuantLib.Euribor1M |
| Euribor2M | QuantLib.Euribor2M |
| Euribor3M | QuantLib.Euribor3M |
| Euribor4M | QuantLib.Euribor4M |
| Euribor5M | QuantLib.Euribor5M |
| Euribor6M | QuantLib.Euribor6M |
| Euribor7M | QuantLib.Euribor7M |
| Euribor8M | QuantLib.Euribor8M |
| Euribor9M | QuantLib.Euribor9M |
| Euribor10M | QuantLib.Euribor10M |
| Euribor11M | QuantLib.Euribor11M |
| Euribor1Y | QuantLib.Euribor1Y |
| Euribor365_SW | QuantLib.Euribor365_SW |
| Euribor365_2W | QuantLib.Euribor365_2W |
| Euribor365_3W | QuantLib.Euribor365_3W |
| Euribor365_1M | QuantLib.Euribor365_1M |
| Euribor365_2M | QuantLib.Euribor365_2M |
| Euribor365_3M | QuantLib.Euribor365_3M |
| Euribor365_4M | QuantLib.Euribor365_4M |
| Euribor365_5M | QuantLib.Euribor365_5M |
| Euribor365_6M | QuantLib.Euribor365_6M |
| Euribor365_7M | QuantLib.Euribor365_7M |
| Euribor365_8M | QuantLib.Euribor365_8M |
| Euribor365_9M | QuantLib.Euribor365_9M |
| Euribor365_10M | QuantLib.Euribor365_10M |
| Euribor365_11M | QuantLib.Euribor365_11M |
| Euribor365_1Y | QuantLib.Euribor365_1Y |
| EURLiborON | QuantLib.EURLiborON |
| EURLiborSW | QuantLib.EURLiborSW |
| EURLibor2W | QuantLib.EURLibor2W |
| EURLibor1M | QuantLib.EURLibor1M |
| EURLibor2M | QuantLib.EURLibor2M |
| EURLibor3M | QuantLib.EURLibor3M |
| EURLibor4M | QuantLib.EURLibor4M |
| EURLibor5M | QuantLib.EURLibor5M |
| EURLibor6M | QuantLib.EURLibor6M |
| EURLibor7M | QuantLib.EURLibor7M |
| EURLibor8M | QuantLib.EURLibor8M |
| EURLibor9M | QuantLib.EURLibor9M |
| EURLibor10M | QuantLib.EURLibor10M |
| EURLibor11M | QuantLib.EURLibor11M |
| EURLibor1Y | QuantLib.EURLibor1Y |
| FedFunds | QuantLib.FedFunds |
| DailyTenorLibor | QuantLib.DailyTenorLibor |
| Shibor | QuantLib.Shibor |
| Sonia | QuantLib.Sonia |
| ChfLiborSwapIsdaFix | QuantLib.ChfLiborSwapIsdaFix |
| EuriborSwapIsdaFixA | QuantLib.EuriborSwapIsdaFixA |
| EuriborSwapIsdaFixB | QuantLib.EuriborSwapIsdaFixB |
| EuriborSwapIfrFix | QuantLib.EuriborSwapIfrFix |
| EurLiborSwapIsdaFixA | QuantLib.EurLiborSwapIsdaFixA |
| EurLiborSwapIsdaFixB | QuantLib.EurLiborSwapIsdaFixB |
| EurLiborSwapIfrFix | QuantLib.EurLiborSwapIfrFix |
| GbpLiborSwapIsdaFix | QuantLib.GbpLiborSwapIsdaFix |
Statistics
| Stat |
|---|
| Sum: |
| Average: |
| Minimum: |
| Maximum: |
| Standard deviation: |
| Variance: |
| Rule Violated: Potentially dead Methods |
// <Name>Potentially dead Methods</Name>
warnif count > 0
// Filter procedure for methods that should'nt be considered as dead
let canMethodBeConsideredAsDeadProc = new Func<IMethod, bool>(
m => !m.IsPublic && // Public methods might be used by client applications of your Projects.
!m.IsEntryPoint && // Main() method is not used by-design.
!m.IsClassConstructor &&
!m.IsVirtual && // Only check for non virtual method that are not seen as used in IL.
!(m.IsConstructor && // Don't take account of protected ctor that might be call by a derived ctors.
m.IsProtected) &&
!m.NameLike (@"^On") && //Exclude Events like MFC ones
!m.IsGeneratedByCompiler
)
// Get methods unused
let methodsUnused =
from m in JustMyCode.Methods where
m.NbMethodsCallingMe == 0 &&
canMethodBeConsideredAsDeadProc(m)
select m
// Dead methods = methods used only by unused methods (recursive)
let deadMethodsMetric = methodsUnused.FillIterative(
methods => // Unique loop, just to let a chance to build the hashset.
from o in new[] { new object() }
// Use a hashet to make Intersect calls much faster!
let hashset = methods.ToHashSet()
from m in codeBase.Application.Methods.UsedByAny(methods).Except(methods)
where canMethodBeConsideredAsDeadProc(m) &&
// Select methods called only by methods already considered as dead
hashset.Intersect(m.MethodsCallingMe).Count() == m.NbMethodsCallingMe
select m)
from m in JustMyCode.Methods.Intersect(deadMethodsMetric.DefinitionDomain)
select new { m, m.MethodsCallingMe, depth = deadMethodsMetric[m] }
warnif count > 0
// Filter procedure for methods that should'nt be considered as dead
let canMethodBeConsideredAsDeadProc = new Func<IMethod, bool>(
m => !m.IsPublic && // Public methods might be used by client applications of your Projects.
!m.IsEntryPoint && // Main() method is not used by-design.
!m.IsClassConstructor &&
!m.IsVirtual && // Only check for non virtual method that are not seen as used in IL.
!(m.IsConstructor && // Don't take account of protected ctor that might be call by a derived ctors.
m.IsProtected) &&
!m.NameLike (@"^On") && //Exclude Events like MFC ones
!m.IsGeneratedByCompiler
)
// Get methods unused
let methodsUnused =
from m in JustMyCode.Methods where
m.NbMethodsCallingMe == 0 &&
canMethodBeConsideredAsDeadProc(m)
select m
// Dead methods = methods used only by unused methods (recursive)
let deadMethodsMetric = methodsUnused.FillIterative(
methods => // Unique loop, just to let a chance to build the hashset.
from o in new[] { new object() }
// Use a hashet to make Intersect calls much faster!
let hashset = methods.ToHashSet()
from m in codeBase.Application.Methods.UsedByAny(methods).Except(methods)
where canMethodBeConsideredAsDeadProc(m) &&
// Select methods called only by methods already considered as dead
hashset.Intersect(m.MethodsCallingMe).Count() == m.NbMethodsCallingMe
select m)
from m in JustMyCode.Methods.Intersect(deadMethodsMetric.DefinitionDomain)
select new { m, m.MethodsCallingMe, depth = deadMethodsMetric[m] }
507 methods matched
- The following list of methods is truncated and contains only the first 100 methods of the 507 methods matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 507 methods | MethodsCallingMe | depth | Full Name |
|---|---|---|---|
| spawnFcts() | no method | 0 | __Globals.spawnFcts() |
| x_t(Real,Time) | no method | 0 | QuantLib.HestonRNDCalculator.x_t(Real ,Time) |
| performCalculations() | no method | 0 | QuantLib.LocalVolRNDCalculator .performCalculations() |
| probabilityInterpolation(Size,Real) | no method | 0 | QuantLib.LocalVolRNDCalculator .probabilityInterpolation(Size,Real) |
| rescalePDF(constQuantLib::Array& ,constQuantLib::Array&) | 1 method | 1 | QuantLib.LocalVolRNDCalculator .rescalePDF(constQuantLib::Array& ,constQuantLib::Array&) |
| performCalculations() | no method | 0 | QuantLib.HestonSLVMCModel .performCalculations() |
| PascalTriangle() | no method | 0 | QuantLib.PascalTriangle.PascalTriangle() |
| ObservableSettings() | no method | 0 | QuantLib.ObservableSettings .ObservableSettings() |
| registerDeferredObservers(constint) | no method | 0 | QuantLib.ObservableSettings .registerDeferredObservers(constint) |
| unregisterDeferredObserver (QuantLib::Observer*) | 1 method | 1 | QuantLib.ObservableSettings .unregisterDeferredObserver (QuantLib::Observer*) |
| registerObserver(QuantLib::Observer*) | no method | 0 | QuantLib.Observable.registerObserver (QuantLib::Observer*) |
| unregisterObserver(QuantLib::Observer*) | no method | 0 | QuantLib.Observable.unregisterObserver (QuantLib::Observer*) |
| performCalculations() | no method | 0 | QuantLib.FdmExtOUJumpSolver .performCalculations() |
| getLeverageFctSlice(Time,Time) | no method | 0 | QuantLib.FdmHestonFwdOp .getLeverageFctSlice(Time,Time) |
| setLowerBC(constint) | no method | 0 | QuantLib.FdmSquareRootFwdOp.setLowerBC (constint) |
| setUpperBC(constint) | no method | 0 | QuantLib.FdmSquareRootFwdOp.setUpperBC (constint) |
| getCoeff(Real&,Real&,Real&,Size) | no method | 0 | QuantLib.FdmSquareRootFwdOp.getCoeff (Real&,Real&,Real&,Size) |
| getCoeffPlain(Real&,Real&,Real&,Size) | 1 method | 1 | QuantLib.FdmSquareRootFwdOp .getCoeffPlain(Real&,Real&,Real&,Size) |
| getCoeffPower(Real&,Real&,Real&,Size) | 1 method | 1 | QuantLib.FdmSquareRootFwdOp .getCoeffPower(Real&,Real&,Real&,Size) |
| getCoeffLog(Real&,Real&,Real&,Size) | 1 method | 1 | QuantLib.FdmSquareRootFwdOp.getCoeffLog (Real&,Real&,Real&,Size) |
| zeta(Size) | 3 methods | 2 | QuantLib.FdmSquareRootFwdOp.zeta(Size) |
| changeState(Real,constQuantLib::Array& ,Time) | no method | 0 | QuantLib.FdmVPPStartLimitStepCondition .changeState(Real,constQuantLib::Array& ,Time) |
| evolveAtPMin(Real) | no method | 0 | QuantLib.FdmVPPStepCondition .evolveAtPMin(Real) |
| evolveAtPMax(Real) | no method | 0 | QuantLib.FdmVPPStepCondition .evolveAtPMax(Real) |
| setupExpired() | no method | 0 | QuantLib.CPISwap.setupExpired() |
| setupArguments(PricingEngine::arguments* ) | no method | 0 | QuantLib.DividendBarrierOption .setupArguments (PricingEngine::arguments*) |
| integro(constQuantLib::Array&) | no method | 0 | QuantLib.FdmBatesOp.integro (constQuantLib::Array&) |
| getLeverageFctSlice(Time,Time) | no method | 0 | QuantLib.FdmHestonEquityPart .getLeverageFctSlice(Time,Time) |
| apply(constQuantLib::Array&) | no method | 0 | QuantLib.ImplicitEulerScheme.apply (constQuantLib::Array&) |
| performCalculations() | no method | 0 | QuantLib.Fdm1DimSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.Fdm2dBlackScholesSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.Fdm2DimSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.FdmBatesSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.FdmBlackScholesSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.FdmG2Solver.performCalculations () |
| performCalculations() | no method | 0 | QuantLib.FdmHestonHullWhiteSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.FdmHestonSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.FdmHullWhiteSolver .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.FdmSimple2dBSSolver .performCalculations() |
| discountImpl(Time) | no method | 0 | QuantLib.FdmAffineModelTermStructure .discountImpl(Time) |
| computeUpProb(Real,Real) | no method | 0 | QuantLib.Joshi4.computeUpProb(Real,Real) |
| GFunctionFactory() | no method | 0 | QuantLib.GFunctionFactory .GFunctionFactory() |
| initialize (constQuantLib::FloatingRateCoupon&) | no method | 0 | QuantLib.HaganPricer.initialize (constQuantLib::FloatingRateCoupon&) |
| functionF(constReal) | no method | 0 | QuantLib .NumericHaganPricer+ConundrumIntegrand .functionF(constReal) |
| firstDerivativeOfF(constReal) | no method | 0 | QuantLib .NumericHaganPricer+ConundrumIntegrand .firstDerivativeOfF(constReal) |
| strike() | no method | 0 | QuantLib .NumericHaganPricer+ConundrumIntegrand .strike() |
| annuity() | no method | 0 | QuantLib .NumericHaganPricer+ConundrumIntegrand .annuity() |
| fixingDate() | no method | 0 | QuantLib .NumericHaganPricer+ConundrumIntegrand .fixingDate() |
| setStrike(Real) | no method | 0 | QuantLib .NumericHaganPricer+ConundrumIntegrand .setStrike(Real) |
| optionletPrice(Option::Type,Real) | no method | 0 | QuantLib.AnalyticHaganPricer .optionletPrice(Option::Type,Real) |
| swapletPrice() | no method | 0 | QuantLib.AnalyticHaganPricer .swapletPrice() |
| checkPricerImpl(constint) | no method | 0 | QuantLib.CPICoupon.checkPricerImpl (constint) |
| optionletPriceImp(Option::Type,Real,Real ,Real) | no method | 0 | QuantLib.BlackYoYInflationCouponPricer .optionletPriceImp(Option::Type,Real ,Real,Real) |
| optionletPriceImp(Option::Type,Real,Real ,Real) | no method | 0 | QuantLib .UnitDisplacedBlackYoYInflationCouponPri cer.optionletPriceImp(Option::Type,Real ,Real,Real) |
| optionletPriceImp(Option::Type,Real,Real ,Real) | no method | 0 | QuantLib .BachelierYoYInflationCouponPricer .optionletPriceImp(Option::Type,Real ,Real,Real) |
| drift(Real,Real,Real,Real) | no method | 0 | QuantLib.RangeAccrualPricerByBgm.drift (Real,Real,Real,Real) |
| derDriftDerLambdaS(Real,Real,Real,Real) | no method | 0 | QuantLib.RangeAccrualPricerByBgm .derDriftDerLambdaS(Real,Real,Real,Real) |
| derDriftDerLambdaT(Real,Real,Real,Real) | no method | 0 | QuantLib.RangeAccrualPricerByBgm .derDriftDerLambdaT(Real,Real,Real,Real) |
| checkPricerImpl(constint) | no method | 0 | QuantLib.YoYInflationCoupon .checkPricerImpl(constint) |
| forecastFixing(constQuantLib::Date&) | no method | 0 | QuantLib.BMAIndex.forecastFixing (constQuantLib::Date&) |
| IndexManager() | no method | 0 | QuantLib.IndexManager.IndexManager() |
| forecastFixing(constQuantLib::Date&) | no method | 0 | QuantLib.YoYInflationIndex .forecastFixing(constQuantLib::Date&) |
| forecastFixing(constQuantLib::Date&) | no method | 0 | QuantLib.SwapIndex.forecastFixing (constQuantLib::Date&) |
| setupExpired() | no method | 0 | QuantLib.AssetSwap.setupExpired() |
| setupExpired() | no method | 0 | QuantLib.Bond.setupExpired() |
| setupArguments(PricingEngine::arguments* ) | no method | 0 | QuantLib.Bond.setupArguments (PricingEngine::arguments*) |
| fetchResults (constPricingEngine::results*) | no method | 0 | QuantLib.Bond.fetchResults (constPricingEngine::results*) |
| addRedemptionsToCashflows (conststd::vector<Real>&) | no method | 0 | QuantLib.Bond.addRedemptionsToCashflows (conststd::vector<Real>&) |
| setSingleRedemption(Real,Real ,constQuantLib::Date&) | no method | 0 | QuantLib.Bond.setSingleRedemption(Real ,Real,constQuantLib::Date&) |
| calculateNotionalsFromCashflows() | 1 method | 1 | QuantLib.Bond .calculateNotionalsFromCashflows() |
| performCalculations() | no method | 0 | QuantLib.CompositeInstrument .performCalculations() |
| setupExpired() | no method | 0 | QuantLib.CreditDefaultSwap.setupExpired( ) |
| setupArguments(PricingEngine::arguments* ) | no method | 0 | QuantLib.DividendVanillaOption .setupArguments (PricingEngine::arguments*) |
| performCalculations() | no method | 0 | QuantLib.FixedRateBondForward .performCalculations() |
| performCalculations() | no method | 0 | QuantLib.Forward.performCalculations() |
| performCalculations() | no method | 0 | QuantLib.ForwardRateAgreement .performCalculations() |
| setupExpired() | no method | 0 | QuantLib.MultiAssetOption.setupExpired() |
| setupExpired() | no method | 0 | QuantLib.OneAssetOption.setupExpired() |
| initialize(constQuantLib::Schedule&) | no method | 0 | QuantLib.OvernightIndexedSwap.initialize (constQuantLib::Schedule&) |
| setupExpired() | no method | 0 | QuantLib.QuantoBarrierOption .setupExpired() |
| setupExpired() | no method | 0 | QuantLib.QuantoForwardVanillaOption .setupExpired() |
| setupExpired() | no method | 0 | QuantLib.QuantoVanillaOption .setupExpired() |
| performCalculations() | no method | 0 | QuantLib.Stock.performCalculations() |
| setupExpired() | no method | 0 | QuantLib.Swap.setupExpired() |
| setupExpired() | no method | 0 | QuantLib.VanillaSwap.setupExpired() |
| setupExpired() | no method | 0 | QuantLib.VarianceSwap.setupExpired() |
| setupExpired() | no method | 0 | QuantLib.YearOnYearInflationSwap .setupExpired() |
| performCalculations() | no method | 0 | QuantLib.RendistatoCalculator .performCalculations() |
| Factorial() | no method | 0 | QuantLib.Factorial.Factorial() |
| PrimeNumbers() | no method | 0 | QuantLib.PrimeNumbers.PrimeNumbers() |
| integrate(constint) | no method | 0 | QuantLib.FilonIntegral.integrate (constint) |
| integrate(constint) | no method | 0 | QuantLib.GaussLobattoIntegral.integrate (constint) |
| adaptivGaussLobattoStep(constint) | no method | 0 | QuantLib.GaussLobattoIntegral .adaptivGaussLobattoStep(constint) |
| calculateAbsTolerance(constint) | no method | 0 | QuantLib.GaussLobattoIntegral .calculateAbsTolerance(constint) |
| setAbsoluteError(Real) | no method | 0 | QuantLib.Integrator.setAbsoluteError (Real) |
| setNumberOfEvaluations(Size) | no method | 0 | QuantLib.Integrator .setNumberOfEvaluations(Size) |
| increaseNumberOfEvaluations(Size) | no method | 0 | QuantLib.Integrator .increaseNumberOfEvaluations(Size) |
| integrate(constint) | no method | 0 | QuantLib.GaussKronrodNonAdaptive .integrate(constint) |
| integrate(constint) | no method | 0 | QuantLib.GaussKronrodAdaptive.integrate (constint) |
| integrateRecursively(constint) | no method | 0 | QuantLib.GaussKronrodAdaptive .integrateRecursively(constint) |
Statistics
| Stat | MethodsCallingMe | depth |
|---|---|---|
| Sum: | 185 | 138 |
| Average: | 0.36 | 0.27 |
| Minimum: | 0 | 0 |
| Maximum: | 6 | 3 |
| Standard deviation: | 0.84 | 0.55 |
| Variance: | 0.7 | 0.3 |
| Rule Violated: Potentially dead Fields |
// <Name>Potentially dead Fields</Name>
warnif count > 0
from f in JustMyCode.Fields where
f.NbMethodsUsingMe == 0 &&
!f.IsPublic && // Although not recommended, public fields might be used by client applications of your Projects.
!f.IsEnumValue
// If you don't want to link CppDepend.API.dll, you can use your own IsNotDeadCodeAttribute and adapt this rule.
select f
warnif count > 0
from f in JustMyCode.Fields where
f.NbMethodsUsingMe == 0 &&
!f.IsPublic && // Although not recommended, public fields might be used by client applications of your Projects.
!f.IsEnumValue
// If you don't want to link CppDepend.API.dll, you can use your own IsNotDeadCodeAttribute and adapt this rule.
select f
918 fields matched
- The following list of fields is truncated and contains only the first 100 fields of the 918 fields matched.
-
Formatting: bold means added, underlined means code was changed,
strike-boldmeans removed (since baseline)
| 918 fields | Full Name |
|---|---|
| density_ | __Globals.density_ |
| cumulative_ | __Globals.cumulative_ |
| x_ | QuantLib.FdmLocalVolFwdOp.x_ |
| x0Density_ | QuantLib.LocalVolRNDCalculator .x0Density_ |
| maxIter_ | QuantLib.LocalVolRNDCalculator.maxIter_ |
| localVol_ | QuantLib.HestonSLVFDMModel.localVol_ |
| hestonModel_ | QuantLib.HestonSLVFDMModel.hestonModel_ |
| localVol_ | QuantLib.HestonSLVMCModel.localVol_ |
| hestonModel_ | QuantLib.HestonSLVMCModel.hestonModel_ |
| endDate_ | QuantLib.HestonSLVMCModel.endDate_ |
| deferredObservers_ | QuantLib.ObservableSettings .deferredObservers_ |
| observables_ | QuantLib.Observer.observables_ |
| fuelPrices_ | QuantLib.DynProgVPPIntrinsicValueEngine .fuelPrices_ |
| fuelCostAddon_ | QuantLib.DynProgVPPIntrinsicValueEngine .fuelCostAddon_ |
| tGrid_ | QuantLib.FdExtOUJumpVanillaEngine.tGrid_ |
| xGrid_ | QuantLib.FdExtOUJumpVanillaEngine.xGrid_ |
| yGrid_ | QuantLib.FdExtOUJumpVanillaEngine.yGrid_ |
| schemeDesc_ | QuantLib.FdExtOUJumpVanillaEngine .schemeDesc_ |
| tGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.tGrid_ |
| xGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.xGrid_ |
| yGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.yGrid_ |
| uGrid_ | QuantLib.FdKlugeExtOUSpreadEngine.uGrid_ |
| schemeDesc_ | QuantLib.FdKlugeExtOUSpreadEngine .schemeDesc_ |
| x_ | QuantLib.FdmBlackScholesFwdOp.x_ |
| dxMap_ | QuantLib.FdmBlackScholesFwdOp.dxMap_ |
| dxxMap_ | QuantLib.FdmBlackScholesFwdOp.dxxMap_ |
| strike_ | QuantLib.FdmBlackScholesFwdOp.strike_ |
| illegalLocalVolOverwrite_ | QuantLib.FdmBlackScholesFwdOp .illegalLocalVolOverwrite_ |
| localVolatility_ | QuantLib.FdmDupire1dOp.localVolatility_ |
| tGrid_ | QuantLib.FdHestonDoubleBarrierEngine .tGrid_ |
| xGrid_ | QuantLib.FdHestonDoubleBarrierEngine .xGrid_ |
| vGrid_ | QuantLib.FdHestonDoubleBarrierEngine .vGrid_ |
| dampingSteps_ | QuantLib.FdHestonDoubleBarrierEngine .dampingSteps_ |
| schemeDesc_ | QuantLib.FdHestonDoubleBarrierEngine .schemeDesc_ |
| bcSet_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp .bcSet_ |
| x_ | QuantLib.FdmExtendedOrnsteinUhlenbackOp .x_ |
| bcSet_ | QuantLib.FdmExtOUJumpOp.bcSet_ |
| gaussLaguerreIntegration_ | QuantLib.FdmExtOUJumpOp .gaussLaguerreIntegration_ |
| x_ | QuantLib.FdmExtOUJumpOp.x_ |
| integroPart_ | QuantLib.FdmExtOUJumpOp.integroPart_ |
| process_ | QuantLib.FdmExtOUJumpSolver.process_ |
| solverDesc_ | QuantLib.FdmExtOUJumpSolver.solverDesc_ |
| schemeDesc_ | QuantLib.FdmExtOUJumpSolver.schemeDesc_ |
| type_ | QuantLib.FdmHestonFwdOp.type_ |
| kappa_ | QuantLib.FdmHestonFwdOp.kappa_ |
| theta_ | QuantLib.FdmHestonFwdOp.theta_ |
| sigma_ | QuantLib.FdmHestonFwdOp.sigma_ |
| rho_ | QuantLib.FdmHestonFwdOp.rho_ |
| v0_ | QuantLib.FdmHestonFwdOp.v0_ |
| varianceValues_ | QuantLib.FdmHestonFwdOp.varianceValues_ |
| L_ | QuantLib.FdmHestonFwdOp.L_ |
| x_ | QuantLib.FdmHestonFwdOp.x_ |
| bcSet_ | QuantLib.FdmKlugeExtOUOp.bcSet_ |
| corrMap_ | QuantLib.FdmKlugeExtOUOp.corrMap_ |
| volatilityValues_ | QuantLib.FdmZabrUnderlyingPart .volatilityValues_ |
| forwardValues_ | QuantLib.FdmZabrUnderlyingPart .forwardValues_ |
| volatilityValues_ | QuantLib.FdmZabrVolatilityPart .volatilityValues_ |
| forwardValues_ | QuantLib.FdmZabrVolatilityPart .forwardValues_ |
| volatilityValues_ | QuantLib.FdmZabrOp.volatilityValues_ |
| forwardValues_ | QuantLib.FdmZabrOp.forwardValues_ |
| tGrid_ | QuantLib.FdSimpleExtOUJumpSwingEngine .tGrid_ |
| xGrid_ | QuantLib.FdSimpleExtOUJumpSwingEngine .xGrid_ |
| yGrid_ | QuantLib.FdSimpleExtOUJumpSwingEngine .yGrid_ |
| schemeDesc_ | QuantLib.FdSimpleExtOUJumpSwingEngine .schemeDesc_ |
| tGrid_ | QuantLib.FdSimpleExtOUStorageEngine .tGrid_ |
| xGrid_ | QuantLib.FdSimpleExtOUStorageEngine .xGrid_ |
| schemeDesc_ | QuantLib.FdSimpleExtOUStorageEngine .schemeDesc_ |
| fuelCostAddon_ | QuantLib.FdSimpleKlugeExtOUVPPEngine .fuelCostAddon_ |
| tGrid_ | QuantLib.FdSimpleKlugeExtOUVPPEngine .tGrid_ |
| xGrid_ | QuantLib.FdSimpleKlugeExtOUVPPEngine .xGrid_ |
| yGrid_ | QuantLib.FdSimpleKlugeExtOUVPPEngine .yGrid_ |
| gGrid_ | QuantLib.FdSimpleKlugeExtOUVPPEngine .gGrid_ |
| schemeDesc_ | QuantLib.FdSimpleKlugeExtOUVPPEngine .schemeDesc_ |
| priceSurf_ | QuantLib.InterpolatingCPICapFloorEngine .priceSurf_ |
| zii_ | QuantLib.CPICapFloorTermPriceSurface .zii_ |
| fixDate_ | QuantLib.CPICapFloor.fixDate_ |
| payDate_ | QuantLib.CPICapFloor.payDate_ |
| infIndex_ | QuantLib.CPICapFloor.infIndex_ |
| cashFlow_ | QuantLib.DividendBarrierOption.cashFlow_ |
| A_ | QuantLib.BiCGstab.A_ |
| M_ | QuantLib.BiCGstab.M_ |
| L_ | QuantLib.SparseILUPreconditioner.L_ |
| U_ | QuantLib.SparseILUPreconditioner.U_ |
| delta_h_ | QuantLib.RichardsonExtrapolation .delta_h_ |
| x_ | QuantLib.Fdm2dBlackScholesOp.x_ |
| y_ | QuantLib.Fdm2dBlackScholesOp.y_ |
| corrMapTemplate_ | QuantLib.Fdm2dBlackScholesOp .corrMapTemplate_ |
| illegalLocalVolOverwrite_ | QuantLib.Fdm2dBlackScholesOp .illegalLocalVolOverwrite_ |
| x_ | QuantLib.FdmBatesOp.x_ |
| weights_ | QuantLib.FdmBatesOp.weights_ |
| delta_ | QuantLib.FdmBatesOp.delta_ |
| nu_ | QuantLib.FdmBatesOp.nu_ |
| m_ | QuantLib.FdmBatesOp.m_ |
| gaussHermiteIntegration_ | QuantLib.FdmBatesOp .gaussHermiteIntegration_ |
| bcSet_ | QuantLib.FdmBatesOp.bcSet_ |
| bcSet_ | QuantLib.FdmBatesOp+IntegroIntegrand .bcSet_ |
| x_ | QuantLib.FdmBlackScholesOp.x_ |
| dxMap_ | QuantLib.FdmBlackScholesOp.dxMap_ |
| dxxMap_ | QuantLib.FdmBlackScholesOp.dxxMap_ |
| strike_ | QuantLib.FdmBlackScholesOp.strike_ |
Statistics
| Stat |
|---|
| Sum: |
| Average: |
| Minimum: |
| Maximum: |
| Standard deviation: |
| Variance: |
Hot Spots
| Code Query: Types Hot Spots |
• Query Description:
This query lists types with most Debt, or in other words, types with issues that would need the largest effort to get fixed.
Both issues on the type and its members are taken account.
Since untested code often generates a lot of Debt, the type size and percentage coverage is shown (just uncomment t.PercentageCoverage in the query source code once you've imported the coverage data).
The Debt Rating and Debt Ratio are also shown for informational purpose.
--
The amount of Debt is not a measure to prioritize the effort to fix issues, it is an estimation of how far the team is from clean code that abides by the rules set.
For each issue the Annual Interest estimates the annual cost to leave the issues unfixed. The Severity of an issue is estimated through thresholds from the Annual Interest.
The Debt Breaking Point represents the duration from now when the estimated cost to leave the issue unfixed costs as much as the estimated effort to fix it.
Hence the shorter the Debt Breaking Point the largest the Return on Investment for fixing the issue. The Breaking Point is the right metric to prioritize issues fix.
1,022 types matched
| 1 022 types | Debt | Issues | Annual Interest | Breaking Point | # lines of code (LOC) | DebtRating | DebtRatio | Full Name |
|---|---|---|---|---|---|---|---|---|
| MarketModelTest | 8d 6h | 41 issues | 2d 0h | 1 564d | 1 252 | D | 38.25 | MarketModelTest |
| AssetSwapTest | 7d 1h | 24 issues | 1d 7h | 1 345d | 777 | E | 50.5 | AssetSwapTest |
| HestonSLVModelTest | 5d 2h | 44 issues | 1d 3h | 1 303d | 543 | E | 52.53 | HestonSLVModelTest |
| InterpolationTest | 3d 5h | 30 issues | 5h 46min | 1 874d | 842 | D | 23.82 | InterpolationTest |
| FdmLinearOpTest | 3d 2h | 33 issues | 6h 56min | 1 414d | 423 | D | 42.41 | FdmLinearOpTest |
| HybridHestonHullWhiteProcessTest | 3d 2h | 27 issues | 6h 8min | 1 546d | 378 | D | 46 | HybridHestonHullWhiteProcessTest |
| HestonModelTest | 3d 1h | 31 issues | 6h 23min | 1 436d | 420 | D | 39.85 | HestonModelTest |
| CommonVars | 2d 7h | 8 issues | 3h 57min | 2 170d | 3 249 | A | 4.95 | anonymous_namespace{rangeaccrual.cpp} .CommonVars |
| BondTest | 2d 5h | 24 issues | 4h 57min | 1 616d | 359 | D | 40.89 | BondTest |
| CalendarTest | 2d 4h | 23 issues | 4h 28min | 1 665d | 1 190 | C | 11.66 | CalendarTest |
| DigitalCouponTest | 2d 3h | 16 issues | 4h 4min | 1 744d | 275 | D | 47.39 | DigitalCouponTest |
| VPPTest | 2d 3h | 13 issues | 5h 14min | 1 324d | 278 | D | 46.24 | VPPTest |
| DividendOptionTest | 2d 1h | 18 issues | 4h 34min | 1 402d | 228 | E | 50.92 | DividendOptionTest |
| MarkovFunctionalTest | 2d 1h | 14 issues | 3h 36min | 1 733d | 258 | D | 44.78 | MarkovFunctionalTest |
| SwaptionVolatilityMatrix | 1d 5h | 25 issues | 1h 46min | 2 702d | 159 | D | 47.9 | QuantLib.SwaptionVolatilityMatrix |
| MarkovFunctional | 1d 4h | 36 issues | 1h 56min | 2 334d | 270 | D | 26.11 | QuantLib.MarkovFunctional |
| AsianOptionTest | 1d 4h | 23 issues | 2h 21min | 1 895d | 255 | D | 31.66 | AsianOptionTest |
| EuropeanOptionTest | 1d 3h | 11 issues | 1h 56min | 2 124d | 315 | D | 23.2 | EuropeanOptionTest |
| RiskNeutralDensityCalculatorTest | 1d 3h | 11 issues | 3h 24min | 1 187d | 145 | E | 51.04 | RiskNeutralDensityCalculatorTest |
| InflationTest | 1d 2h | 6 issues | 2h 23min | 1 608d | 186 | D | 37.82 | InflationTest |
| CreditDefaultSwapTest | 1d 2h | 12 issues | 2h 23min | 1 606d | 193 | D | 36.5 | CreditDefaultSwapTest |
| QuantoOptionTest | 1d 1h | 9 issues | 2h 3min | 1 739d | 185 | D | 34.85 | QuantoOptionTest |
| SwingOptionTest | 1d 1h | 12 issues | 2h 35min | 1 315d | 141 | D | 43.79 | SwingOptionTest |
| AnalyticGJRGARCHEngine | 1d 1h | 3 issues | 2h 21min | 1 417d | 145 | D | 36.68 | QuantLib.AnalyticGJRGARCHEngine |
| SwaptionTest | 1d 0h | 9 issues | 1h 42min | 1 905d | 155 | D | 37.66 | SwaptionTest |
| SVD | 1d 0h | 4 issues | 1h 40min | 1 897d | 258 | D | 21.9 | QuantLib.SVD |
| FdmStepConditionComposite | 1d 0h | 3 issues | 56min | 3 258d | 0 | E | 578.7 | QuantLib.FdmStepConditionComposite |
| AlphaFinder | 1d 0h | 7 issues | 1h 39min | 1 771d | 143 | D | 32.85 | QuantLib.AlphaFinder |
| PathwiseVegasOuterAccountingEngine | 1d 0h | 5 issues | 1h 49min | 1 616d | 137 | D | 31.09 | QuantLib .PathwiseVegasOuterAccountingEngine |
| Israel+TelAvivImpl | 1d 0h | 1 issue | 40min | 4 380d | 9 | E | 326.8 | QuantLib.Israel+TelAvivImpl |
| SouthKorea+SettlementImpl | 1d 0h | 1 issue | 40min | 4 380d | 9 | E | 326.8 | QuantLib.SouthKorea+SettlementImpl |
| PathwiseVegasAccountingEngine | 7h 33min | 5 issues | 1h 39min | 1 664d | 116 | D | 33.9 | QuantLib.PathwiseVegasAccountingEngine |
| BatesModelTest | 7h 22min | 8 issues | 1h 41min | 1 598d | 111 | D | 43.76 | BatesModelTest |
| BlackDeltaCalculatorTest | 7h 6min | 10 issues | 1h 8min | 2 282d | 203 | D | 23.63 | BlackDeltaCalculatorTest |
| SwapForwardMappingsTest | 6h 58min | 8 issues | 2h 0min | 1 265d | 102 | D | 45.24 | SwapForwardMappingsTest |
| MarketModelSmmCapletHomoCalibrationTest | 6h 56min | 7 issues | 1h 40min | 1 516d | 102 | D | 45.05 | MarketModelSmmCapletHomoCalibrationTest |
| Gaussian1dFloatFloatSwaptionEngine | 6h 49min | 9 issues | 1h 50min | 1 352d | 125 | D | 33.35 | QuantLib .Gaussian1dFloatFloatSwaptionEngine |
| FixedRateBond | 6h 43min | 5 issues | 1h 43min | 1 418d | 29 | E | 119.65 | QuantLib.FixedRateBond |
| SviInterpolatedSmileSection | 6h 36min | 19 issues | 1h 41min | 1 419d | 8 | E | 95.56 | QuantLib.SviInterpolatedSmileSection |
| NthToDefaultTest | 6h 36min | 6 issues | 1h 26min | 1 665d | 107 | D | 41.32 | NthToDefaultTest |
| PathwiseAccountingEngine | 6h 30min | 4 issues | 1h 25min | 1 674d | 89 | D | 37.35 | QuantLib.PathwiseAccountingEngine |
| AnalyticHestonEngine+Fj_Helper | 6h 23min | 5 issues | 47min | 2 959d | 82 | D | 41.5 | QuantLib.AnalyticHestonEngine+Fj_Helper |
| CatBondTest | 6h 18min | 10 issues | 1h 4min | 2 149d | 127 | D | 31.74 | CatBondTest |
| GJRGARCHModelTest | 6h 14min | 7 issues | 1h 23min | 1 627d | 140 | D | 30.09 | GJRGARCHModelTest |
| InflationCapFlooredCouponTest | 6h 13min | 4 issues | 1h 26min | 1 569d | 85 | D | 48.63 | InflationCapFlooredCouponTest |
| SabrInterpolatedSmileSection | 6h 1min | 18 issues | 1h 29min | 1 473d | 8 | E | 91.04 | QuantLib.SabrInterpolatedSmileSection |
| FraRateHelper | 6h 1min | 12 issues | 1h 2min | 2 095d | 45 | E | 69.65 | QuantLib.FraRateHelper |
| ZabrModel | 6h 0min | 12 issues | 47min | 2 744d | 136 | D | 24.55 | QuantLib.ZabrModel |
| CommonVars | 5h 58min | 7 issues | 1h 16min | 1 708d | 345 | C | 11.18 | anonymous_namespace{optionletstripper .cpp}.CommonVars |
| CPISwapTest | 5h 52min | 5 issues | 1h 21min | 1 582d | 85 | D | 45.38 | CPISwapTest |
| NoArbSabrInterpolatedSmileSection | 5h 52min | 17 issues | 1h 26min | 1 481d | 8 | E | 90.65 | QuantLib .NoArbSabrInterpolatedSmileSection |
| BrownianBridgeTest | 5h 52min | 7 issues | 1h 30min | 1 415d | 113 | D | 34.84 | BrownianBridgeTest |
| LiborMarketModelTest | 5h 36min | 7 issues | 1h 18min | 1 558d | 92 | D | 39.8 | LiborMarketModelTest |
| CPICapFloorTermPriceSurface | 5h 29min | 8 issues | 58min | 2 072d | 66 | D | 36.67 | QuantLib.CPICapFloorTermPriceSurface |
| China+SseImpl | 5h 24min | 1 issue | 40min | 2 958d | 9 | E | 197.5 | QuantLib.China+SseImpl |
| AnalyticCompoundOptionEngine | 5h 20min | 5 issues | 1h 11min | 1 640d | 69 | D | 35.35 | QuantLib.AnalyticCompoundOptionEngine |
| ShortRateModelTest | 5h 16min | 6 issues | 53min | 2 180d | 101 | D | 33.96 | ShortRateModelTest |
| Gaussian1dNonstandardSwaptionEngine | 5h 16min | 10 issues | 1h 21min | 1 413d | 97 | D | 32.99 | QuantLib .Gaussian1dNonstandardSwaptionEngine |
| HestonProcess | 5h 4min | 8 issues | 59min | 1 879d | 128 | D | 22.13 | QuantLib.HestonProcess |
| GsrTest | 4h 55min | 6 issues | 49min | 2 188d | 81 | D | 39.35 | GsrTest |
| CapFlooredCouponTest | 4h 55min | 3 issues | 1h 17min | 1 387d | 75 | D | 43.29 | CapFlooredCouponTest |
| InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D> | 4h 52min | 11 issues | 1h 9min | 1 525d | 128 | D | 22.09 | QuantLib .InterpolatedYoYCapFloorTermPriceSurface <Interpolator2D,Interpolator1D> |
| InterpolatedCPICapFloorTermPriceSurface <Interpolator2D> | 4h 48min | 6 issues | 54min | 1 917d | 49 | E | 53.77 | QuantLib .InterpolatedCPICapFloorTermPriceSurface <Interpolator2D> |
| Gaussian1dModel | 4h 46min | 9 issues | 55min | 1 890d | 43 | E | 51.81 | QuantLib.Gaussian1dModel |
| HestonSLVFDMModel | 4h 45min | 5 issues | 1h 20min | 1 287d | 71 | D | 38.88 | QuantLib.HestonSLVFDMModel |
| MatricesTest | 4h 40min | 7 issues | 1h 20min | 1 267d | 183 | C | 16.58 | MatricesTest |
| Indonesia+BejImpl | 4h 40min | 2 issues | 40min | 2 556d | 40 | E | 70.51 | QuantLib.Indonesia+BejImpl |
| YoYCapFloorTermPriceSurface | 4h 39min | 6 issues | 1h 7min | 1 502d | 12 | E | 64.61 | QuantLib.YoYCapFloorTermPriceSurface |
| Gaussian1dSwaptionEngine | 4h 38min | 4 issues | 1h 6min | 1 540d | 72 | D | 39.85 | QuantLib.Gaussian1dSwaptionEngine |
| SymmetricSchurDecomposition | 4h 34min | 4 issues | 49min | 2 010d | 88 | D | 32.46 | QuantLib.SymmetricSchurDecomposition |
| India+NseImpl | 4h 30min | 2 issues | 40min | 2 470d | 40 | E | 68.11 | QuantLib.India+NseImpl |
| Basket | 4h 30min | 4 issues | 43min | 2 273d | 85 | D | 20.08 | QuantLib.Basket |
| CPISwap | 4h 30min | 6 issues | 35min | 2 758d | 44 | D | 34.02 | QuantLib.CPISwap |
| CreditRiskPlus | 4h 25min | 5 issues | 55min | 1 743d | 125 | C | 19.18 | QuantLib.CreditRiskPlus |
| HongKong+HkexImpl | 4h 23min | 2 issues | 40min | 2 405d | 45 | E | 59.81 | QuantLib.HongKong+HkexImpl |
| CapFloorTermVolSurface | 4h 21min | 12 issues | 22min | 4 330d | 85 | D | 26.04 | QuantLib.CapFloorTermVolSurface |
| ConstantOptionletVolatility | 4h 21min | 13 issues | 22min | 4 330d | 13 | E | 104.17 | QuantLib.ConstantOptionletVolatility |
| ConstantSwaptionVolatility | 4h 21min | 15 issues | 22min | 4 330d | 18 | E | 81.64 | QuantLib.ConstantSwaptionVolatility |
| BarrierOptionTest | 4h 16min | 5 issues | 58min | 1 603d | 152 | C | 18.3 | BarrierOptionTest |
| BondFunctions | 4h 15min | 3 issues | 25min | 3 637d | 113 | C | 19.3 | QuantLib.BondFunctions |
| MakeCms | 4h 11min | 11 issues | 41min | 2 200d | 45 | D | 28.03 | QuantLib.MakeCms |
| CdoTest | 4h 9min | 3 issues | 52min | 1 719d | 112 | D | 25.07 | CdoTest |
| UpfrontCdsHelper | 4h 7min | 4 issues | 54min | 1 669d | 7 | E | 159 | QuantLib.UpfrontCdsHelper |
| CovarianceTest | 4h 4min | 8 issues | 1h 12min | 1 231d | 124 | D | 21.94 | CovarianceTest |
| ContinuousArithmeticAsianVecerEngine | 4h 3min | 5 issues | 56min | 1 571d | 86 | D | 28.48 | QuantLib .ContinuousArithmeticAsianVecerEngine |
| CommonVars | 4h 2min | 4 issues | 36min | 2 431d | 50 | D | 35.11 | anonymous_namespace{piecewiseyieldcurve .cpp}.CommonVars |
| MakeVanillaSwap | 4h 2min | 7 issues | 37min | 2 335d | 57 | D | 23.75 | QuantLib.MakeVanillaSwap |
| SwaptionVolatilityStructure | 4h 0min | 22 issues | 1h 14min | 1 175d | 66 | D | 27.6 | QuantLib.SwaptionVolatilityStructure |
| MakeMCAmericanEngine<RNG,S ,RNG_Calibration,> | 4h 0min | 15 issues | 1h 20min | 1 095d | 0 | E | 102.88 | QuantLib.MakeMCAmericanEngine<RNG,S ,RNG_Calibration,> |
| JointStochasticProcess | 3h 59min | 7 issues | 57min | 1 510d | 82 | D | 24.96 | QuantLib.JointStochasticProcess |
| ConvertibleBondTest | 3h 55min | 6 issues | 47min | 1 813d | 116 | D | 22.53 | ConvertibleBondTest |
| SobolRsg | 3h 55min | 3 issues | 33min | 2 576d | 180 | C | 13.62 | QuantLib.SobolRsg |
| DigitalOptionTest | 3h 53min | 8 issues | 55min | 1 532d | 132 | C | 18.94 | DigitalOptionTest |
| LiborMarketModelProcessTest | 3h 51min | 4 issues | 57min | 1 479d | 80 | D | 31.49 | LiborMarketModelProcessTest |
| MargrabeOptionTest | 3h 50min | 6 issues | 46min | 1 806d | 96 | D | 26.43 | MargrabeOptionTest |
| WulinYongDoubleBarrierEngine | 3h 48min | 8 issues | 1h 4min | 1 290d | 48 | D | 38.96 | QuantLib.WulinYongDoubleBarrierEngine |
| KahaleSmileSection | 3h 44min | 10 issues | 47min | 1 737d | 108 | C | 18.54 | QuantLib.KahaleSmileSection |
| GemanRoncoroniProcess | 3h 42min | 3 issues | 43min | 1 889d | 38 | D | 39.66 | QuantLib.GemanRoncoroniProcess |
| Singapore+SgxImpl | 3h 41min | 2 issues | 36min | 2 237d | 9 | E | 171.25 | QuantLib.Singapore+SgxImpl |
| CDO | 3h 41min | 9 issues | 45min | 1 783d | 80 | D | 21.17 | QuantLib.CDO |
Statistics
| Stat | Debt | Issues | Annual Interest | Breaking Point | # lines of code (LOC) | DebtRating | DebtRatio |
|---|---|---|---|---|---|---|---|
| Sum: | 184d | 3 336 | 40d | 1 709 420d | 37 884 | - | 21 512 |
| Average: | 1h 26min | 3.26 | 18min | 1 672d | 41.22 | - | 21.05 |
| Minimum: | 2min 0s | 1 | 2min 0s | 47d | 0 | - | 0.17 |
| Maximum: | 8d 6h | 44 | 2d 0h | 10 950d | 3 249 | - | 578.7 |
| Standard deviation: | 4h 12min | 4.18 | 1h 0min | 1 748d | 135.7 | - | 33.99 |
| Variance: | 7 963d | 17.46 | 460d | overflow | 18 415 | - | 1 155 |
| Code Query: Types to Fix Priority |
• Query Description:
This query lists types per increasing Debt Breaking Point.
For each issue the Debt estimates the effort to fix the issue, and the Annual Interest estimates the annual cost to leave the issue unfixed. The Severity of an issue is estimated through thresholds from the Annual Interest of the issue.
The Debt Breaking Point represents the duration from now when the estimated cost to leave the issue unfixed costs as much as the estimated effort to fix it.
Hence the shorter the Debt Breaking Point the largest the Return on Investment for fixing the issues.
Often new and refactored types since baseline will be listed first, because issues on these types get a higher Annual Interest because it is important to focus first on new issues.
--
Both issues on the type and its members are taken account.
Only types with at least 30 minutes of Debt are listed to avoid parasiting the list with the numerous types with small Debt, on which the Breaking Point value makes less sense.
The Annual Interest estimates the cost per year in man-days to leave these issues unfixed.
Since untested code often generates a lot of Debt, the type size and percentage coverage is shown (just uncomment t.PercentageCoverage in the query source code once you've imported the coverage data).
The Debt Rating and Debt Ratio are also shown for informational purpose.
411 types matched
| 411 types | Breaking Point | Debt | Annual Interest | Issues | # lines of code (LOC) | DebtRating | DebtRatio | Full Name |
|---|---|---|---|---|---|---|---|---|
| CallSpecifiedPathwiseMultiProduct | 519d | 45min | 32min | 4 issues | 75 | A | 4.9 | QuantLib .CallSpecifiedPathwiseMultiProduct |
| Index | 606d | 36min | 21min | 3 issues | 43 | B | 7.27 | QuantLib.Index |
| Period | 637d | 1h 23min | 47min | 4 issues | 173 | B | 5.11 | QuantLib.Period |
| InterestRateIndex | 651d | 47min | 26min | 4 issues | 56 | B | 6.69 | QuantLib.InterestRateIndex |
| HaganPricer | 738d | 46min | 23min | 8 issues | 61 | B | 6.1 | QuantLib.HaganPricer |
| AnalyticComplexChooserEngine | 785d | 1h 14min | 34min | 11 issues | 65 | C | 10.34 | QuantLib.AnalyticComplexChooserEngine |
| Concentrating1dMesher | 886d | 43min | 18min | 3 issues | 37 | C | 12.34 | QuantLib.Concentrating1dMesher |
| ExchangeRateTest | 907d | 3h 7min | 1h 15min | 6 issues | 138 | C | 14.97 | ExchangeRateTest |
| NonCentralChiSquareDistribution | 927d | 47min | 18min | 2 issues | 41 | C | 11.21 | QuantLib.NonCentralChiSquareDistribution |
| DayCounterTest | 932d | 1h 51min | 43min | 6 issues | 193 | B | 6.4 | DayCounterTest |
| Calendar | 973d | 53min | 20min | 4 issues | 88 | B | 5.89 | QuantLib.Calendar |
| LinearLeastSquaresRegressionTest | 979d | 1h 13min | 27min | 4 issues | 64 | C | 12.35 | LinearLeastSquaresRegressionTest |
| BlackDeltaCalculator | 1 021d | 42min | 15min | 2 issues | 159 | A | 2.65 | QuantLib.BlackDeltaCalculator |
| AnalyticDiscreteGeometricAverageStrikeAs ianEngine | 1 064d | 2h 17min | 47min | 5 issues | 33 | D | 40.7 | QuantLib .AnalyticDiscreteGeometricAverageStrikeA sianEngine |
| yoyInflationLeg | 1 064d | 30min | 10min | 5 issues | 28 | B | 5.91 | QuantLib.yoyInflationLeg |
| OdeTest | 1 068d | 1h 41min | 34min | 4 issues | 64 | C | 17.1 | OdeTest |
| ReplicationError | 1 071d | 1h 15min | 25min | 2 issues | 35 | C | 18.53 | ReplicationError |
| MakeYoYInflationCapFloor | 1 071d | 38min | 13min | 9 issues | 12 | C | 11.56 | QuantLib.MakeYoYInflationCapFloor |
| StrippedOptionlet | 1 071d | 39min | 13min | 4 issues | 30 | B | 7.18 | QuantLib.StrippedOptionlet |
| OptionletStripper | 1 083d | 1h 7min | 22min | 3 issues | 15 | C | 15.88 | QuantLib.OptionletStripper |
| HestonSLVMCModel | 1 087d | 1h 58min | 39min | 6 issues | 31 | D | 31.89 | QuantLib.HestonSLVMCModel |
| SmileSectionUtils | 1 087d | 2h 11min | 44min | 3 issues | 101 | C | 12.67 | QuantLib.SmileSectionUtils |
| NoArbSabrModel | 1 093d | 43min | 14min | 3 issues | 73 | A | 4.86 | QuantLib.NoArbSabrModel |
| MakeMCAmericanEngine<RNG,S ,RNG_Calibration,> | 1 095d | 4h 0min | 1h 20min | 15 issues | 0 | E | 102.88 | QuantLib.MakeMCAmericanEngine<RNG,S ,RNG_Calibration,> |
| AnalyticContinuousPartialFixedLookbackEn gine | 1 101d | 1h 49min | 36min | 13 issues | 31 | D | 25.78 | QuantLib .AnalyticContinuousPartialFixedLookbackE ngine |
| NonstandardSwap | 1 122d | 1h 6min | 21min | 5 issues | 80 | B | 6.59 | QuantLib.NonstandardSwap |
| AnalyticEuropeanMargrabeEngine | 1 130d | 2h 7min | 41min | 2 issues | 30 | D | 39.89 | QuantLib.AnalyticEuropeanMargrabeEngine |
| AnalyticCapFloorEngine | 1 144d | 1h 30min | 28min | 4 issues | 29 | D | 29.13 | QuantLib.AnalyticCapFloorEngine |
| CdsOptionTest | 1 149d | 1h 25min | 27min | 3 issues | 22 | D | 39.48 | CdsOptionTest |
| BiasedBarrierPathPricer | 1 153d | 1h 13min | 23min | 2 issues | 67 | C | 10.58 | QuantLib.BiasedBarrierPathPricer |
| DefaultProbabilityCurveTest | 1 164d | 1h 20min | 25min | 3 issues | 58 | C | 13.71 | DefaultProbabilityCurveTest |
| SquareRootAndersen | 1 167d | 1h 20min | 25min | 2 issues | 63 | C | 10.02 | QuantLib.SquareRootAndersen |
| MultiStepTarn | 1 167d | 1h 20min | 25min | 3 issues | 43 | C | 13.7 | QuantLib.MultiStepTarn |
| SwaptionVolatilityStructure | 1 175d | 4h 0min | 1h 14min | 22 issues | 66 | D | 27.6 | QuantLib.SwaptionVolatilityStructure |
| VarianceOptionTest | 1 179d | 1h 21min | 25min | 3 issues | 32 | D | 27 | VarianceOptionTest |
| BlackFormulaTest | 1 182d | 1h 15min | 23min | 3 issues | 34 | D | 23.13 | BlackFormulaTest |
| MarketModelPathwiseInverseFloater | 1 185d | 1h 16min | 23min | 4 issues | 50 | C | 11.66 | QuantLib .MarketModelPathwiseInverseFloater |
| SabrVolSurface | 1 186d | 1h 49min | 33min | 13 issues | 26 | D | 21.39 | QuantLib.SabrVolSurface |
| RiskNeutralDensityCalculatorTest | 1 187d | 1d 3h | 3h 24min | 11 issues | 145 | E | 51.04 | RiskNeutralDensityCalculatorTest |
| DifferentialEvolution | 1 198d | 3h 24min | 1h 2min | 4 issues | 151 | C | 13.52 | QuantLib.DifferentialEvolution |
| MultiStepInverseFloater | 1 204d | 1h 11min | 21min | 3 issues | 34 | C | 14.46 | QuantLib.MultiStepInverseFloater |
| FdmBackwardSolver | 1 223d | 1h 12min | 21min | 3 issues | 33 | C | 19.99 | QuantLib.FdmBackwardSolver |
| CovarianceTest | 1 231d | 4h 4min | 1h 12min | 8 issues | 124 | D | 21.94 | CovarianceTest |
| NumericalDifferentiationTest | 1 234d | 1h 7min | 19min | 3 issues | 52 | C | 12.72 | NumericalDifferentiationTest |
| HestonBlackVolSurface | 1 240d | 1h 20min | 23min | 6 issues | 26 | D | 24.47 | QuantLib.HestonBlackVolSurface |
| EverestOptionTest | 1 251d | 1h 7min | 19min | 3 issues | 33 |