Fix typos in docstrings/logs

Author: gbfredrik

OREAnalytics/orea/app/marketdataloader.cpp

@@ -134,7 +134,7 @@ void additional_equity_fixings(map<string, set<Date>>& fixings, const TodaysMark
                     indexDecomposition->addAdditionalFixingsForEquityIndexDecomposition(asof, fixings);
                 }
             } catch (const std::exception& e) {
-                ALOG("adding addtional equity fixing failed, " << e.what());
+                ALOG("adding additional equity fixing failed, " << e.what());
             }
         }
     }
@@ -171,7 +171,7 @@ void MarketDataLoader::populateFixings(
         FixingMap portfolioFixings;
         std::map<std::pair<std::string, QuantLib::Date>, std::set<QuantLib::Date>> lastAvailableFixingLookupMap;
 
-        // portfolio fixings will warn if missinbg
+        // portfolio fixings will warn if missing
         if (inputs_->portfolio()) {
             portfolioFixings = inputs_->portfolio()->fixings();
             LOG("The portfolio depends on fixings from " << portfolioFixings.size() << " indices");
@@ -237,7 +237,7 @@ void MarketDataLoader::populateLoader(
     QL_REQUIRE(!inputs_->curveConfigs().empty(), "Need at least one curve configuration to populate loader.");
     QL_REQUIRE(todaysMarketParameters.size() > 0, "No todaysMarketParams provided to populate market data loader.");
 
-    // for equitites check if we have corporate action data
+    // for equities check if we have corporate action data
     std::map<std::string, std::string> equities;
     for (const auto& tmp : todaysMarketParameters) {
         if (tmp->hasMarketObject(MarketObject::EquityCurve)) {

OREData/ored/configuration/conventions.cpp

@@ -82,7 +82,7 @@ const boost::shared_ptr<ore::data::Conventions>& InstrumentConventions::conventi
     if (numberOfEmittedWarnings_ < max_num_warnings) {
         ++numberOfEmittedWarnings_;
         WLOG("InstrumentConventions: Could not find conventions for "
-             << dt << ", using convetions from " << it->first
+             << dt << ", using conventions from " << it->first
              << (numberOfEmittedWarnings_ == max_num_warnings ? " (no more warnings of this type will be emitted)"
                                                               : ""));
     }

QuantExt/qle/calendars/islamicweekendsonly.hpp

@@ -28,8 +28,8 @@ namespace QuantExt {
 using namespace QuantLib;
 
     //! Islamic Weekends-only calendar
-    /*! This calendar has no bank holidays except for Ismalic weekends
-        (Fridays and Satirdays).
+    /*! This calendar has no bank holidays except for Islamic weekends
+        (Fridays and Saturdays).
 
         \ingroup calendars
     */