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Merge remote-tracking branch 'model-validation/textual-fixes' into gh_179_180_182_183
2 parents ee5bd17 + f958997 commit d31d1c8

14 files changed

Lines changed: 29 additions & 29 deletions

‎Docs/UserGuide/tradecomponents/underlying.tex‎

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -223,13 +223,13 @@ \subsubsection{Underlying}
223223
\item \lstinline!PriceType! [Optional]:
224224
Only valid when \lstinline!Type! is \emph{Commodity}. Whether the Spot or Future price is referenced.
225225

226-
Allowable values: \emph{Spot}, \emph{FutureSettlemment}. Mandatory when \lstinline!Type! is \emph{Commodity} .
226+
Allowable values: \emph{Spot}, \emph{FutureSettlement}. Mandatory when \lstinline!Type! is \emph{Commodity} .
227227

228228
\item \lstinline!FutureMonthOffset! [Optional]:
229-
Only valid when \lstinline!Type! is \emph{Commodity}. Only relevant for the \emph{FutureSettlemment} price type, in which case the the $N+1$th future with
229+
Only valid when \lstinline!Type! is \emph{Commodity}. Only relevant for the \emph{FutureSettlement} price type, in which case the the $N+1$th future with
230230
expiry greater than ObservationDate for the given commodity underlying will be referenced.
231231

232-
Allowable values: An integer. Mandatory for when \lstinline!Type! is \emph{Commodity} and \lstinline!PriceType! is \emph{FutureSettlemment}.
232+
Allowable values: An integer. Mandatory for when \lstinline!Type! is \emph{Commodity} and \lstinline!PriceType! is \emph{FutureSettlement}.
233233

234234
\item \lstinline!DeliveryRollDays! [Optional]:
235235
Only valid when \lstinline!Type! is \emph{Commodity}. The number of days the observation date is rolled forward before the

‎OREAnalytics/orea/app/marketdataloader.cpp‎

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -134,7 +134,7 @@ void additional_equity_fixings(map<string, set<Date>>& fixings, const TodaysMark
134134
indexDecomposition->addAdditionalFixingsForEquityIndexDecomposition(asof, fixings);
135135
}
136136
} catch (const std::exception& e) {
137-
ALOG("adding addtional equity fixing failed, " << e.what());
137+
ALOG("adding additional equity fixing failed, " << e.what());
138138
}
139139
}
140140
}
@@ -171,7 +171,7 @@ void MarketDataLoader::populateFixings(
171171
FixingMap portfolioFixings;
172172
std::map<std::pair<std::string, QuantLib::Date>, std::set<QuantLib::Date>> lastAvailableFixingLookupMap;
173173

174-
// portfolio fixings will warn if missinbg
174+
// portfolio fixings will warn if missing
175175
if (inputs_->portfolio()) {
176176
portfolioFixings = inputs_->portfolio()->fixings();
177177
LOG("The portfolio depends on fixings from " << portfolioFixings.size() << " indices");
@@ -237,7 +237,7 @@ void MarketDataLoader::populateLoader(
237237
QL_REQUIRE(!inputs_->curveConfigs().empty(), "Need at least one curve configuration to populate loader.");
238238
QL_REQUIRE(todaysMarketParameters.size() > 0, "No todaysMarketParams provided to populate market data loader.");
239239

240-
// for equitites check if we have corporate action data
240+
// for equities check if we have corporate action data
241241
std::map<std::string, std::string> equities;
242242
for (const auto& tmp : todaysMarketParameters) {
243243
if (tmp->hasMarketObject(MarketObject::EquityCurve)) {

‎OREData/ored/configuration/conventions.cpp‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -82,7 +82,7 @@ const boost::shared_ptr<ore::data::Conventions>& InstrumentConventions::conventi
8282
if (numberOfEmittedWarnings_ < max_num_warnings) {
8383
++numberOfEmittedWarnings_;
8484
WLOG("InstrumentConventions: Could not find conventions for "
85-
<< dt << ", using convetions from " << it->first
85+
<< dt << ", using conventions from " << it->first
8686
<< (numberOfEmittedWarnings_ == max_num_warnings ? " (no more warnings of this type will be emitted)"
8787
: ""));
8888
}

‎OREData/ored/portfolio/barrieroption.cpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -130,8 +130,8 @@ void BarrierOption::build(const boost::shared_ptr<EngineFactory>& engineFactory)
130130
barrier_.levels()[0].value(), barrier_.levels()[1].value(), rebate, payoff, exercise);
131131
}
132132

133-
boost::shared_ptr<QuantLib::PricingEngine> barrierEngine = barrierPricigingEngine(engineFactory, expiryDate, payDate);
134-
boost::shared_ptr<QuantLib::PricingEngine> vanillaEngine = vanillaPricigingEngine(engineFactory, expiryDate, payDate);
133+
boost::shared_ptr<QuantLib::PricingEngine> barrierEngine = barrierPricingEngine(engineFactory, expiryDate, payDate);
134+
boost::shared_ptr<QuantLib::PricingEngine> vanillaEngine = vanillaPricingEngine(engineFactory, expiryDate, payDate);
135135

136136
// set pricing engines
137137
barrier->setPricingEngine(barrierEngine);

‎OREData/ored/portfolio/barrieroption.hpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -63,10 +63,10 @@ class BarrierOption : virtual public ore::data::Trade {
6363
virtual QuantLib::Real tradeMultiplier() = 0;
6464
virtual Currency tradeCurrency() = 0;
6565
virtual boost::shared_ptr<QuantLib::PricingEngine>
66-
vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
66+
vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
6767
const QuantLib::Date& paymentDate) = 0;
6868
virtual boost::shared_ptr<QuantLib::PricingEngine>
69-
barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
69+
barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
7070
const QuantLib::Date& paymentDate) = 0;
7171
virtual const QuantLib::Handle<QuantLib::Quote>& spotQuote() = 0;
7272

‎OREData/ored/portfolio/equitybarrieroption.cpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -29,7 +29,7 @@ void EquityBarrierOption::checkBarriers() {
2929
QL_REQUIRE(barrier().style().empty() || barrier().style() == "American", "Only american barrier style suppported");
3030
}
3131

32-
boost::shared_ptr<QuantLib::PricingEngine> EquityBarrierOption::vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef,
32+
boost::shared_ptr<QuantLib::PricingEngine> EquityBarrierOption::vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef,
3333
const QuantLib::Date& expiryDate, const QuantLib::Date& paymentDate) {
3434

3535
boost::shared_ptr<EngineBuilder> builder = ef->builder("EquityOption");
@@ -43,7 +43,7 @@ boost::shared_ptr<QuantLib::PricingEngine> EquityBarrierOption::vanillaPriciging
4343
}
4444

4545
boost::shared_ptr<QuantLib::PricingEngine>
46-
EquityBarrierOption::barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef,
46+
EquityBarrierOption::barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef,
4747
const QuantLib::Date& expiryDate, const QuantLib::Date& paymentDate) {
4848

4949
boost::shared_ptr<EngineBuilder> builder = ef->builder(tradeType_);

‎OREData/ored/portfolio/equitybarrieroption.hpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -52,10 +52,10 @@ class EquityBarrierOption : public EquityOptionWithBarrier {
5252

5353
//! create the pricing engines
5454
boost::shared_ptr<QuantLib::PricingEngine>
55-
vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
55+
vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
5656
const QuantLib::Date& paymentDate = QuantLib::Date()) override;
5757
boost::shared_ptr<QuantLib::PricingEngine>
58-
barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
58+
barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
5959
const QuantLib::Date& paymentDate = QuantLib::Date()) override;
6060
};
6161

‎OREData/ored/portfolio/equitydoublebarrieroption.cpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -27,7 +27,7 @@ void EquityDoubleBarrierOption::checkBarriers() {
2727
}
2828

2929
boost::shared_ptr<QuantLib::PricingEngine>
30-
EquityDoubleBarrierOption::vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef,
30+
EquityDoubleBarrierOption::vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef,
3131
const QuantLib::Date& expiryDate, const QuantLib::Date& paymentDate) {
3232

3333
boost::shared_ptr<EngineBuilder> builder = ef->builder("EquityOption");
@@ -41,7 +41,7 @@ EquityDoubleBarrierOption::vanillaPricigingEngine(const boost::shared_ptr<Engine
4141
}
4242

4343
boost::shared_ptr<QuantLib::PricingEngine>
44-
EquityDoubleBarrierOption::barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef,
44+
EquityDoubleBarrierOption::barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef,
4545
const QuantLib::Date& expiryDate, const QuantLib::Date& paymentDate) {
4646

4747
boost::shared_ptr<EngineBuilder> builder = ef->builder(tradeType_);

‎OREData/ored/portfolio/equitydoublebarrieroption.hpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -51,10 +51,10 @@ class EquityDoubleBarrierOption : public EquityOptionWithBarrier {
5151

5252
//! create the pricing engines
5353
boost::shared_ptr<QuantLib::PricingEngine>
54-
vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
54+
vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
5555
const QuantLib::Date& paymentDate = QuantLib::Date()) override;
5656
boost::shared_ptr<QuantLib::PricingEngine>
57-
barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
57+
barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
5858
const QuantLib::Date& paymentDate = Date()) override;
5959
};
6060
} // namespace data

‎OREData/ored/portfolio/fxbarrieroption.cpp‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -44,7 +44,7 @@ void FxBarrierOption::checkBarriers() {
4444
}
4545

4646
boost::shared_ptr<QuantLib::PricingEngine>
47-
FxBarrierOption::vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
47+
FxBarrierOption::vanillaPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
4848
const QuantLib::Date& paymentDate) {
4949

5050
if (paymentDate > expiryDate) {
@@ -69,7 +69,7 @@ FxBarrierOption::vanillaPricigingEngine(const boost::shared_ptr<EngineFactory>&
6969
}
7070

7171
boost::shared_ptr<QuantLib::PricingEngine>
72-
FxBarrierOption::barrierPricigingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
72+
FxBarrierOption::barrierPricingEngine(const boost::shared_ptr<EngineFactory>& ef, const QuantLib::Date& expiryDate,
7373
const QuantLib::Date& paymentDate) {
7474

7575
boost::shared_ptr<EngineBuilder> builder = ef->builder(tradeType_);

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