Fix typos in docstrings, comments, asserts

gbfredrik · gbfredrik · commit 3203e2a70f4d · 2023-11-28T12:43:10.000+01:00
diff --git a/OREData/ored/marketdata/marketdatum.hpp b/OREData/ored/marketdata/marketdatum.hpp
@@ -310,7 +310,7 @@ class ImmFraQuote : public MarketDatum {
   - IR_SWAP
 
   Specific data comprise currency, fwdStart, tenor, term, startDate, maturityDate
-  The constructoir accepts either fwdStart/term or startDate/maturityDate
+  The constructor accepts either fwdStart/term or startDate/maturityDate
 
   \ingroup marketdata
 */
diff --git a/OREData/ored/marketdata/marketdatumparser.cpp b/OREData/ored/marketdata/marketdatumparser.cpp
@@ -574,7 +574,7 @@ boost::shared_ptr<MarketDatum> parseMarketDatum(const Date& asof, const string&
         const string& index = tokens[2];
         Period term = parsePeriod(tokens[3]);
         QL_REQUIRE(tokens[4] == "C" || tokens[4] == "F",
-                   "excepted C or F for Cap or Floor at position 5 in " << datumName);
+                   "expected C or F for Cap or Floor at position 5 in " << datumName);
         bool isCap = tokens[4] == "C";
         string strike = tokens[5];
         return boost::make_shared<ZcInflationCapFloorQuote>(value, asof, datumName, quoteType, index, term, isCap,
@@ -586,7 +586,7 @@ boost::shared_ptr<MarketDatum> parseMarketDatum(const Date& asof, const string&
         const string& index = tokens[2];
         Period term = parsePeriod(tokens[3]);
         QL_REQUIRE(tokens[4] == "C" || tokens[4] == "F",
-                   "excepted C or F for Cap or Floor at position 5 in " << datumName);
+                   "expected C or F for Cap or Floor at position 5 in " << datumName);
         bool isCap = tokens[4] == "C";
         string strike = tokens[5];
         return boost::make_shared<YyInflationCapFloorQuote>(value, asof, datumName, quoteType, index, term, isCap,
@@ -652,7 +652,7 @@ boost::shared_ptr<MarketDatum> parseMarketDatum(const Date& asof, const string&
         bool isCall = true;
         if (hasCallPutToken) {
             QL_REQUIRE(tokens.back() == "C" || tokens.back() == "P",
-                       "excepted C or P for Call or Put at position " << tokens.size() << " in " << datumName);
+                       "expected C or P for Call or Put at position " << tokens.size() << " in " << datumName);
             isCall = tokens.back() == "C";
         }
 
diff --git a/OREData/ored/portfolio/barrieroption.cpp b/OREData/ored/portfolio/barrieroption.cpp
@@ -50,7 +50,7 @@ void BarrierOption::build(const boost::shared_ptr<EngineFactory>& engineFactory)
 
     QL_REQUIRE(barrier_.levels().size() > 0 && barrier_.levels().size() <= 2, "BarrierOption must have 1 or 2 levels");
     QL_REQUIRE(option_.style() == "European", "Option Style unknown: " << option_.style());
-    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of exercise dates");
         
     // get the expiry date
     Date expiryDate = parseDate(option_.exerciseDates().front());
diff --git a/OREData/ored/portfolio/builders/swaption.hpp b/OREData/ored/portfolio/builders/swaption.hpp
@@ -103,7 +103,7 @@ class LGMGridBermudanSwaptionEngineBuilder : public LGMBermudanSwaptionEngineBui
         const string& id,
         //! the key (index or ccy)
         const string& key,
-        //! Excercise dates
+        //! Exercise dates
         const std::vector<Date>& dates,
         //! maturity of the underlying
         const Date& maturity,
@@ -124,7 +124,7 @@ class LgmMcBermudanSwaptionEngineBuilder : public LGMBermudanSwaptionEngineBuild
         const string& id,
         //! the currency
         const string& key,
-        //! Excercise dates
+        //! Exercise dates
         const std::vector<Date>& dates,
         //! maturity of the underlying
         const Date& maturity,
@@ -150,7 +150,7 @@ class LgmAmcBermudanSwaptionEngineBuilder : public BermudanSwaptionEngineBuilder
         const string& id,
         //! the currency
         const string& key,
-        //! Excercise dates
+        //! Exercise dates
         const std::vector<Date>& dates,
         //! maturity of the underlying
         const Date& maturity,
diff --git a/OREData/ored/portfolio/commodityapo.cpp b/OREData/ored/portfolio/commodityapo.cpp
@@ -369,7 +369,7 @@ void CommodityAveragePriceOption::buildApo(const boost::shared_ptr<EngineFactory
     Barrier::Type barrierType = Barrier::DownIn;
     Exercise::Type barrierStyle = Exercise::American;
     if (barrierData_.initialized()) {
-        QL_REQUIRE(barrierData_.levels().size() == 1, "Commodity APO: Excepted exactly one barrier level.");
+        QL_REQUIRE(barrierData_.levels().size() == 1, "Commodity APO: Expected exactly one barrier level.");
         barrierLevel = barrierData_.levels().front().value();
         barrierType = parseBarrierType(barrierData_.type());
         if (!barrierData_.style().empty()) {
diff --git a/OREData/ored/portfolio/commoditydigitalapo.cpp b/OREData/ored/portfolio/commoditydigitalapo.cpp
@@ -58,7 +58,7 @@ void CommodityDigitalAveragePriceOption::build(const boost::shared_ptr<EngineFac
     DLOG("CommodityDigitalAveragePriceOption::build() called for trade " << id());
 
     QL_REQUIRE(digitalCashPayoff_ > 0, "Commodity digital option requires a positive quatity");
-    QL_REQUIRE(optionData_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(optionData_.exerciseDates().size() == 1, "Invalid number of exercise dates");
     Date exDate = parseDate(optionData_.exerciseDates().front());
 
 
diff --git a/OREData/ored/portfolio/commoditydigitaloption.cpp b/OREData/ored/portfolio/commoditydigitaloption.cpp
@@ -53,7 +53,7 @@ void CommodityDigitalOption::build(const boost::shared_ptr<EngineFactory>& engin
     // Checks
     QL_REQUIRE(payoff_ > 0, "Commodity digital option requires a positive quatity");
     QL_REQUIRE(strike_ > 0, "Commodity digital option requires a positive strike");
-    QL_REQUIRE(optionData_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(optionData_.exerciseDates().size() == 1, "Invalid number of exercise dates");
 
     expiryDate_ = parseDate(optionData_.exerciseDates().front());
 
diff --git a/OREData/ored/portfolio/equitydigitaloption.cpp b/OREData/ored/portfolio/equitydigitaloption.cpp
@@ -35,7 +35,7 @@ void EquityDigitalOption::build(const boost::shared_ptr<EngineFactory>& engineFa
 
     // Only European Vanilla supported for now
     QL_REQUIRE(option_.style() == "European", "Option Style unknown: " << option_.style());
-    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of exercise dates");
     QL_REQUIRE(option_.payoffAtExpiry() == true, "PayoffAtExpiry must be True for EquityDigitalOption");
     QL_REQUIRE(tradeActions().empty(), "TradeActions not supported for EquityDigitalOption");
     QL_REQUIRE(strike_ > 0.0 && strike_ != Null<Real>(), "Invalid strike " << strike_);
diff --git a/OREData/ored/portfolio/equitydoubletouchoption.cpp b/OREData/ored/portfolio/equitydoubletouchoption.cpp
@@ -65,7 +65,7 @@ void EquityDoubleTouchOption::build(const boost::shared_ptr<EngineFactory>& engi
     Calendar cal = ore::data::parseCalendar(calendar_);
 
     QL_REQUIRE(tradeActions().empty(), "TradeActions not supported for FxOption");
-    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of exercise dates");
     QL_REQUIRE(barrier_.levels().size() == 2, "Invalid number of barrier levels");
     QL_REQUIRE(barrier_.style().empty() || barrier_.style() == "American", "Only american barrier style suppported");
 
diff --git a/OREData/ored/portfolio/equityeuropeanbarrieroption.cpp b/OREData/ored/portfolio/equityeuropeanbarrieroption.cpp
@@ -41,7 +41,7 @@ void EquityEuropeanBarrierOption::build(const boost::shared_ptr<EngineFactory>&
 
     // Only European Single Barrier supported for now
     QL_REQUIRE(option_.style() == "European", "Option Style unknown: " << option_.style());
-    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of exercise dates");
     QL_REQUIRE(barrier_.levels().size() == 1, "Invalid number of barrier levels");
     QL_REQUIRE(barrier_.style().empty() || barrier_.style() == "European", "Only european barrier style suppported");
     QL_REQUIRE(tradeActions().empty(), "TradeActions not supported for FxEuropeanBarrierOption");
diff --git a/OREData/ored/portfolio/equityoption.cpp b/OREData/ored/portfolio/equityoption.cpp
@@ -80,7 +80,7 @@ void EquityOption::build(const boost::shared_ptr<EngineFactory>& engineFactory)
         Option::Type type = parseOptionType(option_.callPut());
         boost::shared_ptr<StrikedTypePayoff> payoff(new PlainVanillaPayoff(type, strike_.value()));
         QuantLib::Exercise::Type exerciseType = parseExerciseType(option_.style());
-        QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+        QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of exercise dates");
         expiryDate_ = parseDate(option_.exerciseDates().front());
         // Set the maturity date equal to the expiry date. It may get updated below if option is cash settled with
         // payment after expiry.
diff --git a/OREData/ored/portfolio/equityoptionposition.cpp b/OREData/ored/portfolio/equityoptionposition.cpp
@@ -92,7 +92,7 @@ void EquityOptionPosition::build(const boost::shared_ptr<ore::data::EngineFactor
 
         Option::Type optionType = parseOptionType(u.optionData().callPut());
         QuantLib::Exercise::Type exerciseType = parseExerciseType(u.optionData().style());
-        QL_REQUIRE(u.optionData().exerciseDates().size() == 1, "Invalid number of excercise dates");
+        QL_REQUIRE(u.optionData().exerciseDates().size() == 1, "Invalid number of exercise dates");
         Date optionExpiry = parseDate(u.optionData().exerciseDates().front());
         boost::shared_ptr<Exercise> exercise;
         switch (exerciseType) {
diff --git a/OREData/ored/portfolio/equitytouchoption.cpp b/OREData/ored/portfolio/equitytouchoption.cpp
@@ -80,7 +80,7 @@ void EquityTouchOption::build(const boost::shared_ptr<EngineFactory>& engineFact
     Date start = ore::data::parseDate(startDate_);
 
     QL_REQUIRE(tradeActions().empty(), "TradeActions not supported for EquityOption");
-    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of exercise dates");
     QL_REQUIRE(barrier_.levels().size() == 1, "Double barriers not supported for EquityTouchOptions");
     QL_REQUIRE(barrier_.style().empty() || barrier_.style() == "American", "Only american barrier style suppported");
     QL_REQUIRE(rebate == 0, "Rebates not supported for EquityTouchOptions");
diff --git a/OREData/ored/portfolio/fxdigitalbarrieroption.cpp b/OREData/ored/portfolio/fxdigitalbarrieroption.cpp
@@ -46,7 +46,7 @@ void FxDigitalBarrierOption::build(const boost::shared_ptr<EngineFactory>& engin
     // Only American supported for now
     QL_REQUIRE(tradeActions().empty(), "TradeActions not supported for FxOption");
     QL_REQUIRE(option_.style() == "European", "Option Style unknown: " << option_.style());
-    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of exercise dates");
     QL_REQUIRE(strike_ > 0.0 && strike_ != Null<Real>(), "Invalid strike " << strike_);
 
     Currency boughtCcy = parseCurrency(foreignCurrency_);
diff --git a/OREData/ored/portfolio/fxdigitaloption.cpp b/OREData/ored/portfolio/fxdigitaloption.cpp
@@ -35,7 +35,7 @@ void FxDigitalOption::build(const boost::shared_ptr<EngineFactory>& engineFactor
 
     // Only European Vanilla supported for now
     QL_REQUIRE(option_.style() == "European", "Option Style unknown: " << option_.style());
-    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of exercise dates");
     QL_REQUIRE(option_.payoffAtExpiry() == true, "PayoffAtExpiry must be True for FxDigitalOption");
     QL_REQUIRE(tradeActions().empty(), "TradeActions not supported for FxDigitalOption");
     QL_REQUIRE(strike_ > 0.0 && strike_ != Null<Real>(), "Invalid strike " << strike_);
diff --git a/OREData/ored/portfolio/fxdoubletouchoption.cpp b/OREData/ored/portfolio/fxdoubletouchoption.cpp
@@ -65,7 +65,7 @@ void FxDoubleTouchOption::build(const boost::shared_ptr<EngineFactory>& engineFa
     Calendar cal = ore::data::parseCalendar(calendar_);
 
     QL_REQUIRE(tradeActions().empty(), "TradeActions not supported for FxOption");
-    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of exercise dates");
     QL_REQUIRE(barrier_.levels().size() == 2, "Invalid number of barrier levels");
     QL_REQUIRE(barrier_.style().empty() || barrier_.style() == "American", "Only american barrier style suppported");
 
diff --git a/OREData/ored/portfolio/fxeuropeanbarrieroption.cpp b/OREData/ored/portfolio/fxeuropeanbarrieroption.cpp
@@ -44,7 +44,7 @@ void FxEuropeanBarrierOption::build(const boost::shared_ptr<EngineFactory>& engi
 
     // Only European Single Barrier supported for now
     QL_REQUIRE(option_.style() == "European", "Option Style unknown: " << option_.style());
-    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of exercise dates");
     QL_REQUIRE(barrier_.levels().size() == 1, "Invalid number of barrier levels");
     QL_REQUIRE(barrier_.style().empty() || barrier_.style() == "European", "Only european barrier style suppported");
     QL_REQUIRE(tradeActions().empty(), "TradeActions not supported for FxEuropeanBarrierOption");
diff --git a/OREData/ored/portfolio/fxkikobarrieroption.cpp b/OREData/ored/portfolio/fxkikobarrieroption.cpp
@@ -52,7 +52,7 @@ void FxKIKOBarrierOption::build(const boost::shared_ptr<EngineFactory>& engineFa
 
     // Only European Barrier supported for now
     QL_REQUIRE(option_.style() == "European", "Option Style unknown: " << option_.style());
-    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of exercise dates");
     QL_REQUIRE(barriers_.size() == 2, "Invalid number of barriers");
     QL_REQUIRE(barriers_[0].levels().size() == 1, "Invalid number of barrier levels");
     QL_REQUIRE(barriers_[1].levels().size() == 1, "Invalid number of barrier levels");
diff --git a/OREData/ored/portfolio/fxtouchoption.cpp b/OREData/ored/portfolio/fxtouchoption.cpp
@@ -67,7 +67,7 @@ void FxTouchOption::build(const boost::shared_ptr<EngineFactory>& engineFactory)
     const boost::shared_ptr<Market> market = engineFactory->market();
 
     QL_REQUIRE(tradeActions().empty(), "TradeActions not supported for FxOption");
-    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of excercise dates");
+    QL_REQUIRE(option_.exerciseDates().size() == 1, "Invalid number of exercise dates");
     QL_REQUIRE(barrier_.levels().size() == 1, "Double barriers not supported for FxTouchOptions");
     QL_REQUIRE(barrier_.style().empty() || barrier_.style() == "American", "Only american barrier style suppported");
 
diff --git a/OREData/ored/portfolio/indexcreditdefaultswapoption.cpp b/OREData/ored/portfolio/indexcreditdefaultswapoption.cpp
@@ -79,7 +79,7 @@ void IndexCreditDefaultSwapOption::build(const boost::shared_ptr<EngineFactory>&
                                                     << io::iso_date(tradeDate_) << ")");
     }
 
-    // Option trade notional. This is the full notional of the the index that is being traded not reduced by any
+    // Option trade notional. This is the full notional of the index that is being traded not reduced by any
     // defaults. The notional on the trade date will be a fraction of this if there are defaults by trade date.
     auto legData = swap_.leg();
     const auto& ntls = legData.notionals();
diff --git a/OREData/ored/scripting/engines/scriptedinstrumentamccalculator.cpp b/OREData/ored/scripting/engines/scriptedinstrumentamccalculator.cpp
@@ -113,7 +113,7 @@ ScriptedInstrumentAmcCalculator::simulatePath(const std::vector<QuantLib::Real>&
 
     for (Size i = 0; i < resultSize; ++i) {
         QL_REQUIRE(s->second[i].which() == ValueTypeWhich::Number,
-                   "component #" << i << " in _AMC_NPV has wrong type, excepted Number");
+                   "component #" << i << " in _AMC_NPV has wrong type, expected Number");
         result[i + 1] = boost::get<RandomVariable>(s->second[i]);
     }
 
diff --git a/QuantExt/qle/math/discretedistribution.hpp b/QuantExt/qle/math/discretedistribution.hpp
@@ -168,7 +168,7 @@ class MDD {
      */
     static Real leftstdev(const DiscreteDistribution& a);
     /*!
-     Print the distribution the the provided stream.
+     Print the distribution of the provided stream.
      */
     static Real print(const DiscreteDistribution& a, const ostringstream& o);
     /*!
diff --git a/QuantExt/qle/models/defaultlossmodel.hpp b/QuantExt/qle/models/defaultlossmodel.hpp
@@ -111,7 +111,7 @@ class DefaultLossModel : public Observable { // joint-? basket?-defaultLoss
     pool to have defaulted by time d and at the same time be the Nth
     defaulting name to default in the basket. This method is oriented to
     default order dependent portfolio pricing (e.g. NTDs)
-        The the probabilities ordering in the vector coincides with the
+        The probabilities ordering in the vector coincides with the
         pool order.
     */
     virtual std::vector<Probability> probsBeingNthEvent(Size n, const Date& d) const {
diff --git a/QuantExt/qle/models/lgmvectorised.cpp b/QuantExt/qle/models/lgmvectorised.cpp
@@ -168,12 +168,12 @@ RandomVariable LgmVectorised::fixing(const boost::shared_ptr<InterestRateIndex>&
                 }
                 numerator += tmp * reducedDiscountBond(t, T3, x, swapDiscountCurve);
             } else {
-                QL_FAIL("LgmVectorised::fixing(): excepted ibor coupon");
+                QL_FAIL("LgmVectorised::fixing(): expected ibor coupon");
             }
         }
         for (auto const& c : fixedLeg) {
             auto cpn = boost::dynamic_pointer_cast<FixedRateCoupon>(c);
-            QL_REQUIRE(cpn, "LgmVectorised::fixing(): excepted fixed coupon");
+            QL_REQUIRE(cpn, "LgmVectorised::fixing(): expected fixed coupon");
             Date d = cpn->date();
             Time T = std::max(t, p_->termStructure()->timeFromReference(d));
             denominator +=
diff --git a/QuantExt/qle/pricingengines/commodityapoengine.hpp b/QuantExt/qle/pricingengines/commodityapoengine.hpp
@@ -35,7 +35,7 @@ namespace QuantExt {
 
 namespace CommodityAveragePriceOptionMomementMatching {
 
-// Return the the atm forward - accruals and the the volatility of
+// Return the atm forward - accruals and the volatility of
 struct MomentMatchingResults {
     Time tn;
     Real forward;
diff --git a/QuantExt/qle/pricingengines/commodityswaptionengine.cpp b/QuantExt/qle/pricingengines/commodityswaptionengine.cpp
@@ -195,7 +195,7 @@ void CommoditySwaptionEngine::calculate() const {
     // Time to swaption expiry, t_e from the ORE+ Product Catalogue
     Time t_e = volStructure_->timeFromReference(exercise);
 
-    // sigma_X from the the ORE+ Product Catalogue
+    // sigma_X from the ORE+ Product Catalogue
     Real sigmaX = sqrt(log(EAA / (EA * EA)) / t_e);
 
     // We have used EA to get sigmaX so we can modify EA again now to remove the normalisation factor.
diff --git a/QuantExt/test/analyticcashsettledeuropeanengine.cpp b/QuantExt/test/analyticcashsettledeuropeanengine.cpp
@@ -413,7 +413,7 @@ BOOST_DATA_TEST_CASE(testOptionAutomaticExerciseOnExpiry,
     // Set the pricing engine
     option.setPricingEngine(engine);
 
-    // We have not added a fixing for the index so it will be projected of the the price term structure above to
+    // We have not added a fixing for the index so it will be projected of the price term structure above to
     // give the payoff. So, we use that value here in our check initially.
     Real ptsPrice = pts->price(0.0);
     checkOptionValues(option, r, ptsPrice);
diff --git a/Tools/PythonOreRunner/example.py b/Tools/PythonOreRunner/example.py
@@ -33,7 +33,7 @@ def all_trades_processed(self):
 my_ore.parse_output()
 print("Run produced output files: " + str(len(my_ore.output.locations)))
 
-# extract data from the the output file
+# extract data from the output file
 print(my_ore.output.csv['npv'][['#TradeId', 'TradeType', 'NPV(Base)']])
 print(my_ore.output.csv['xva'][['#TradeId', 'NettingSetId', 'BaselEEPE']])
 
diff --git a/Tools/PythonOreRunner/example_basic.py b/Tools/PythonOreRunner/example_basic.py
@@ -20,7 +20,7 @@
 my_ore.parse_output()
 print("Run produced output files: " + str(len(my_ore.output.locations)))
 
-# extract data from the the output file
+# extract data from the output file
 print(my_ore.output.csv['npv'][['#TradeId', 'TradeType', 'NPV(Base)']])
 print(my_ore.output.csv['xva'][['#TradeId', 'NettingSetId', 'BaselEEPE']])
 
