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Merged
pcaspers merged 1 commit into from
Oct 27, 2025
+19 −19
Merged

#309 boostrapping -> bootstrapping #310

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2 changes: 1 addition & 1 deletion Examples/CreditRisk/Input/CreditPortfolioModel/curveconfig.xml
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Original file line number Diff line number Diff line change
Expand Up @@ -3238,7 +3238,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
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4 changes: 2 additions & 2 deletions Examples/Exposure/Input/curveconfig_flipview.xml
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Expand Up @@ -236,7 +236,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand All @@ -259,7 +259,7 @@
<CurveDescription>CPTY_A SR HR USD</CurveDescription>
<Currency>USD</Currency>
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<RecoveryRate>RECOVERY_RATE/RATE/CPTY_A/SR/USD</RecoveryRate>
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2 changes: 1 addition & 1 deletion Examples/Input/curveconfig.xml
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Original file line number Diff line number Diff line change
Expand Up @@ -236,7 +236,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
2 changes: 1 addition & 1 deletion Examples/Legacy/Example_22/Input/curveconfig.xml
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Expand Up @@ -149,7 +149,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
2 changes: 1 addition & 1 deletion Examples/Legacy/Example_23/Input/curveconfig.xml
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Expand Up @@ -243,7 +243,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
4 changes: 2 additions & 2 deletions Examples/Legacy/Example_35/Input/curveconfig.xml
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Original file line number Diff line number Diff line change
Expand Up @@ -236,7 +236,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand All @@ -259,7 +259,7 @@
<CurveDescription>CPTY_A SR HR USD</CurveDescription>
<Currency>USD</Currency>
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<RecoveryRate>RECOVERY_RATE/RATE/CPTY_A/SR/USD</RecoveryRate>
Expand Down
2 changes: 1 addition & 1 deletion Examples/Legacy/Example_43/Input/curveconfig.xml
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Original file line number Diff line number Diff line change
Expand Up @@ -3238,7 +3238,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
2 changes: 1 addition & 1 deletion Examples/Legacy/Example_54/Input/curveconfig.xml
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Original file line number Diff line number Diff line change
Expand Up @@ -236,7 +236,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
2 changes: 1 addition & 1 deletion Examples/Legacy/Example_64/Input/curveconfig.xml
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Expand Up @@ -258,7 +258,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
2 changes: 1 addition & 1 deletion Examples/MarketRisk/Input/SensiSmile/curveconfig.xml
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Original file line number Diff line number Diff line change
Expand Up @@ -149,7 +149,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
2 changes: 1 addition & 1 deletion Examples/MinimalSetup/Input/curveconfig.xml
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Expand Up @@ -66,7 +66,7 @@
<Currency>EUR</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/EUR/EUR6M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
2 changes: 1 addition & 1 deletion Examples/ORE-API/Input/curveconfig.xml
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Expand Up @@ -236,7 +236,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
2 changes: 1 addition & 1 deletion Examples/ORE-Python/Notebooks/Example_2/Input/curveconfig.xml
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Expand Up @@ -236,7 +236,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
2 changes: 1 addition & 1 deletion Examples/ORE-Python/Notebooks/Example_3/Input/bak/curveconfig.xml
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Original file line number Diff line number Diff line change
Expand Up @@ -236,7 +236,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
2 changes: 1 addition & 1 deletion Examples/ORE-Python/Notebooks/Example_3/Input/curveconfig.xml
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Original file line number Diff line number Diff line change
Expand Up @@ -236,7 +236,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
2 changes: 1 addition & 1 deletion Examples/ORE-Python/Notebooks/Example_4/Input/curveconfig.xml
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Expand Up @@ -236,7 +236,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down
2 changes: 1 addition & 1 deletion Examples/ORE-Python/Notebooks/Example_9/Input/curveconfig.xml
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Expand Up @@ -236,7 +236,7 @@
<Currency>USD</Currency>
<!-- SpreadCDS, HazardRate -->
<Type>SpreadCDS</Type>
<!-- discount curve (only needed for CDS boostrapping) -->
<!-- discount curve (only needed for CDS bootstrapping) -->
<DiscountCurve>Yield/USD/USD3M</DiscountCurve>
<DayCounter>A365</DayCounter>
<!-- although only needed for CDS curve, we require
Expand Down