eddelbuettel · eddelbuettel · Jul 24, 2026 · Jul 23, 2026
diff --git a/ChangeLog b/ChangeLog
@@ -1,3 +1,22 @@
+2026-07-23  Maximilian Muecke  <muecke.maximilian@gmail.com>
+
+	* man/AffineSwaption.Rd: Correct several typos
+	* man/AsianOption.Rd: Idem
+	* man/BermudanSwaption.Rd: Idem
+	* man/Bond.Rd: Idem
+	* man/CallableBond.Rd: Idem
+	* man/ConvertibleBond.Rd: Idem
+	* man/DiscountCurve.Rd: Idem
+	* man/FittedBondCurve.Rd: Idem
+	* man/FixedRateBond.Rd: Idem
+	* man/FloatingRateBond.Rd: Idem
+	* man/ImpliedVolatility.Rd: Idem
+	* man/Option.Rd: Idem
+	* man/SabrSwaption.Rd: Idem
+	* man/Schedule.Rd: Idem
+	* man/ZeroCouponBond.Rd: Idem
+	* man/tsQuotes.Rd: Idem
+
 2026-07-22  Maximilian Muecke  <muecke.maximilian@gmail.com>
 
 	* R/implied.R (AmericanOptionImpliedVolatility.default): Assign the

diff --git a/man/AffineSwaption.Rd b/man/AffineSwaption.Rd
@@ -24,7 +24,7 @@ volMatrix,legparams)
 \arguments{
   \item{params}{A list specifying the \code{tradeDate} (month/day/year),
     \code{settlementDate}, logical flags \code{payFixed} & \code{european}
-    (european=FALSE generates Bermudan vlaue), \code{strike}, pricing \code{method}, and curve construction options
+    (european=FALSE generates Bermudan value), \code{strike}, pricing \code{method}, and curve construction options
     (see \emph{Examples} section below). Curve construction options are
     \code{interpWhat} (possible values are \code{discount},
     \code{forward}, and \code{zero}) and
@@ -50,13 +50,13 @@ volMatrix,legparams)
   \item{volMatrix}{The swaption volatility matrix. Must be a 2D matrix
   stored by rows. See the example below.}
     \item{legparams}{A list specifying the \code{dayCounter} the day count convention for the
-   fixed leg (default is Thirty360), and  \code{fixFreq}, fixed coupon frequecny (defualt is Annual), \code{floatFreq},
+   fixed leg (default is Thirty360), and  \code{fixFreq}, fixed coupon frequency (default is Annual), \code{floatFreq},
    floating leg reset frequency (default is Semiannual).
   }
  }
 \value{
   \code{AffineSwaption} returns a list containing calibrated model
-  paramters (what parameters are returned depends on the model
+  parameters (what parameters are returned depends on the model
   selected) along with:
   \item{NPV}{NPV of swaption in basis points (actual price
   equals \code{price} times notional divided by 10,000)}

diff --git a/man/AsianOption.Rd b/man/AsianOption.Rd
@@ -15,7 +15,7 @@
 	                  volatility, first=0, length=11.0/12.0, fixings=26)
 }
 \arguments{
-  \item{averageType}{Specifiy averaging type, either \dQuote{geometric} or \dQuote{arithmetic} }
+  \item{averageType}{Specify averaging type, either \dQuote{geometric} or \dQuote{arithmetic} }
   \item{type}{A string with one of the values \code{call} or \code{put}}
   \item{underlying}{Current price of the underlying stock}
   \item{strike}{Strike price of the option}

diff --git a/man/BermudanSwaption.Rd b/man/BermudanSwaption.Rd
@@ -53,7 +53,7 @@ volMatrix)
 \value{
   \code{BermudanSwaption} , if there are sufficient swaption vols to fit an affine model,
   returns a list containing calibrated model
-  paramters (what parameters are returned depends on the model
+  parameters (what parameters are returned depends on the model
   selected) along with:
   \item{price}{Price of swaption in basis points (actual price
   equals \code{price} times notional divided by 10,000)}

diff --git a/man/Bond.Rd b/man/Bond.Rd
@@ -4,7 +4,7 @@
 \alias{print.Bond}
 \alias{print.FixedRateBond}
 \alias{summary.Bond}
-\title{Base class for Bond price evalution}
+\title{Base class for Bond price evaluation}
 \description{
   This class forms the basis from which the more specific classes are
   derived. }

diff --git a/man/CallableBond.Rd b/man/CallableBond.Rd
@@ -21,7 +21,7 @@
     \code{}           \tab Default value is 100. \cr
     \code{callSch} \tab (Optional) a data frame whose columns are "Price",\cr
     \code{}        \tab "Type" and "Date" corresponding to QuantLib's \cr
-    \code{}        \tab CallabilitySchedule. Defaule is an empty frame, or no callability.\cr
+    \code{}        \tab CallabilitySchedule. Default is an empty frame, or no callability.\cr
   }
 }
 \item{hullWhite}{a named list whose elements are parameters needed to set up a HullWhite pricing engine in QuantLib:
@@ -41,7 +41,7 @@
     \code{settlementDays} \tab (Optional) a double, settlement days. \cr
     \code{}        \tab Default value is 1.\cr
     \code{calendar} \tab (Optional) a string, either 'us' or 'uk' \cr
-    \code{}        \tab corresponding to US Goverment Bond \cr
+    \code{}        \tab corresponding to US Government Bond \cr
     \code{}		   \tab calendar and UK Exchange calendar.\cr
     \code{}        \tab  Default value is 'us'.\cr
     \code{dayCounter} \tab (Optional) a number or string, \cr
@@ -79,7 +79,7 @@
 }
 \references{\url{https://www.quantlib.org/} for details on \code{QuantLib}.}
 
-\author{Khanh Nguyen \email{knguyen@cs.umb.edu} for the inplementation; Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
+\author{Khanh Nguyen \email{knguyen@cs.umb.edu} for the implementation; Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
   the QuantLib Group for \code{QuantLib}}
 \note{The interface might change in future release as \code{QuantLib}
   stabilises its own API.}

diff --git a/man/ConvertibleBond.Rd b/man/ConvertibleBond.Rd
@@ -60,13 +60,13 @@ the bond is returned. For detail, see \code{test-suite/convertiblebond.cpp}.
        \code{}        \tab  Default value is an empty frame, or no dividend. \cr
        \code{callSch} \tab (Optional) a data frame whose columns are "Price",\cr
        \code{}        \tab "Type" and "Date" corresponding to QuantLib's \cr
-       \code{}        \tab CallabilitySchedule. Defaule is an empty frame, \cr
+       \code{}        \tab CallabilitySchedule. Default is an empty frame, \cr
        \code{}         \tab or no callability.\cr
      }
    }
 
 \item{iborindex}{a DiscountCurve object, represents an IborIndex}
-\item{spread}{ a double vector, represents paramter 'spreads' in ConvertibleFloatingBond's constructor. }
+\item{spread}{ a double vector, represents parameter 'spreads' in ConvertibleFloatingBond's constructor. }
 \item{coupon}{a double vector of coupon rate}
 \item{process}{arguments to construct a BlackScholes process and set up the binomial pricing engine for this bond.
   \tabular{ll}{
@@ -82,7 +82,7 @@ the bond is returned. For detail, see \code{test-suite/convertiblebond.cpp}.
     \code{settlementDays} \tab (Optional) a double, settlement days. \cr
     \code{}        \tab Default value is 1.\cr
     \code{calendar} \tab (Optional) a string, either 'us' or 'uk' \cr
-    \code{}        \tab corresponding to US Goverment Bond \cr
+    \code{}        \tab corresponding to US Government Bond \cr
     \code{}		   \tab calendar and UK Exchange calendar.\cr
     \code{}        \tab  Default value is 'us'.\cr
     \code{dayCounter} \tab (Optional) a number or string, \cr
@@ -141,7 +141,7 @@ the bond is returned. For detail, see \code{test-suite/convertiblebond.cpp}.
 \references{
   \url{https://www.quantlib.org/} for details on \code{QuantLib}.
 }
-\author{Khanh Nguyen \email{knguyen@cs.umb.edu} for the inplementation; Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
+\author{Khanh Nguyen \email{knguyen@cs.umb.edu} for the implementation; Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
   the QuantLib Group for \code{QuantLib}
 }
 \examples{

diff --git a/man/DiscountCurve.Rd b/man/DiscountCurve.Rd
@@ -73,7 +73,7 @@ DiscountCurve(params, tsQuotes, times, legparams)
     maturity of the instruments used for calibration (no extrapolation).
     }
   \item{legparams}{A list specifying the \code{dayCounter} the day count convention for the
-   fixed leg (default is Thirty360), and  \code{fixFreq}, fixed coupon frequecny (defualt is Annual), \code{floatFreq},
+   fixed leg (default is Thirty360), and  \code{fixFreq}, fixed coupon frequency (default is Annual), \code{floatFreq},
    floating leg reset frequency (default is Semiannual).
   }
 

diff --git a/man/FittedBondCurve.Rd b/man/FittedBondCurve.Rd
@@ -53,7 +53,7 @@ FittedBondCurve(curveparams, lengths, coupons, marketQuotes, dateparams)
 \references{
   \url{https://www.quantlib.org/} for details on \code{QuantLib}.
 }
-\author{Khanh Nguyen \email{knguyen@cs.umb.edu} for the inplementation; Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
+\author{Khanh Nguyen \email{knguyen@cs.umb.edu} for the implementation; Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
   the QuantLib Group for \code{QuantLib}
 }
 

diff --git a/man/FixedRateBond.Rd b/man/FixedRateBond.Rd
@@ -8,7 +8,7 @@
 \title{Fixed-Rate bond pricing}
 \description{
   The \code{FixedRateBond} function evaluates a fixed rate bond using discount curve, the yield or the clean price. 
-  More specificly, when a discount curve is provided the calculation is done by DiscountingBondEngine from QuantLib.
+  More specifically, when a discount curve is provided the calculation is done by DiscountingBondEngine from QuantLib.
   The NPV, clean price, dirty price, accrued interest, yield, duration, actual settlement date and cash flows of the bond is returned.
   When a yield is provided instead, no engine is provided to the bond class and prices are computed from yield. In the latter case, NPV is set to NA. Same situation when the clean price is given instead of discount curve or yield.
   For more detail, see the source codes in QuantLib's file \code{test-suite/bond.cpp}.
@@ -180,7 +180,7 @@
 }
 \references{\url{https://www.quantlib.org/} for details on \code{QuantLib}.}
 
-\author{Khanh Nguyen \email{knguyen@cs.umb.edu} for the inplementation; Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
+\author{Khanh Nguyen \email{knguyen@cs.umb.edu} for the implementation; Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
   the QuantLib Group for \code{QuantLib}}
 \note{The interface might change in future release as \code{QuantLib}
   stabilises its own API.}

diff --git a/man/FloatingRateBond.Rd b/man/FloatingRateBond.Rd
@@ -4,7 +4,7 @@
 \title{Floating rate bond pricing}
 \description{
   The \code{FloatingRateBond} function evaluates a floating rate bond using discount curve. 
-  More specificly, the calculation is done by DiscountingBondEngine from QuantLib.
+  More specifically, the calculation is done by DiscountingBondEngine from QuantLib.
   The NPV, clean price, dirty price, accrued interest, yield and cash flows of the bond is returned. 
   For more detail, see the source codes in quantlib's test-suite. test-suite/bond.cpp
 }
@@ -25,7 +25,7 @@
     \code{redemption}    \tab (Optional) a double, percentage of the initial \cr
     \code{}        \tab 	face amount that will be returned at maturity \cr
     \code{}        \tab    date. Default value is 100.\cr
-    \code{effectiveDate}  \tab (Optinal) a Date, the bond's effective date. Default value is issueDate\cr
+    \code{effectiveDate}  \tab (Optional) a Date, the bond's effective date. Default value is issueDate\cr
   }
 }
 \item{gearings}{(Optional) a numeric vector, bond's gearings. See quantlib's doc on
@@ -65,7 +65,7 @@
     \code{settlementDays} \tab (Optional) a double, settlement days. \cr 
     \code{}        \tab Default value is 1.\cr
     \code{calendar} \tab (Optional) a string, either 'us' or 'uk' \cr 
-    \code{}        \tab corresponding to US Goverment Bond \cr
+    \code{}        \tab corresponding to US Government Bond \cr
     \code{}		   \tab calendar and UK Exchange calendar.\cr
     \code{}        \tab  Default value is 'us'.\cr
     \code{dayCounter} \tab (Optional) a number or string, \cr 
@@ -109,7 +109,7 @@
 }
 \references{\url{https://www.quantlib.org/} for details on \code{QuantLib}.}
 
-\author{Khanh Nguyen \email{knguyen@cs.umbno.edu} for the inplementation; Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
+\author{Khanh Nguyen \email{knguyen@cs.umbno.edu} for the implementation; Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
   the QuantLib Group for \code{QuantLib}}
 \note{The interface might change in future release as \code{QuantLib}
   stabilises its own API.}

diff --git a/man/ImpliedVolatility.Rd b/man/ImpliedVolatility.Rd
@@ -2,7 +2,7 @@
 \alias{ImpliedVolatility}
 \alias{print.ImpliedVolatility}
 \alias{summary.ImpliedVolatility}
-\title{Base class for option-price implied volatility evalution}
+\title{Base class for option-price implied volatility evaluation}
 \description{
   This class forms the basis from which the more specific classes are
   derived. }

diff --git a/man/Option.Rd b/man/Option.Rd
@@ -3,7 +3,7 @@
 \alias{plot.Option}
 \alias{print.Option}
 \alias{summary.Option}
-\title{Base class for option price evalution}
+\title{Base class for option price evaluation}
 \description{
   This class forms the basis from which the more specific classes are
   derived. }

diff --git a/man/SabrSwaption.Rd b/man/SabrSwaption.Rd
@@ -6,7 +6,7 @@
   \code{SabrSwaption} prices a swaption with specified
   expiration or time range if Bermudan, strike, and maturity, using quantlibs SABR model for europeans
   and quantlib's markovfunctional for Bermudans.  Currently the input is a zero offset log-normal vol surface.
-  An example of a dataset can be found in the dataset \code{rqlib} inlcuded with Rquantlib. It is assumed that the
+  An example of a dataset can be found in the dataset \code{rqlib} included with Rquantlib. It is assumed that the
   swaption is
   exercisable  at the start of a forward start swap if \code{params$european} flag is set to \code{TRUE} or starting
   immediately on each reset date (Bermudan) of an existing underlying swap or spot start
@@ -19,7 +19,7 @@ tsUp01 = NA, tsDn01 = NA, vega = FALSE)}
 \arguments{
   \item{params}{A list specifying the \code{tradeDate} (month/day/year),
     \code{settlementDate}, logical flags \code{payFixed} & \code{european}
-    (european=FALSE generates Bermudan vlaue), \code{strike}, pricing \code{method}, and curve
+    (european=FALSE generates Bermudan value), \code{strike}, pricing \code{method}, and curve
     construction options (see \emph{Examples} section below). Curve construction options are
     \code{interpWhat} (possible values are \code{discount},
     \code{forward}, and \code{zero}) and
@@ -34,12 +34,12 @@ tsUp01 = NA, tsDn01 = NA, vega = FALSE)}
   \item{volCubeDF}{The swaption volatility cube in dataframe format with columns Expiry, Tenor, Spread,
   and LogNormalVol stored by rows. See the example below.}
     \item{legparams}{A list specifying the \code{dayCounter} the day count convention for the
-   fixed leg (default is Thirty360), and  \code{fixFreq}, fixed coupon frequecny (defualt is Annual),
+   fixed leg (default is Thirty360), and  \code{fixFreq}, fixed coupon frequency (default is Annual),
    \code{floatFreq}, floating leg reset frequency (default is Semiannual).
   }
-    \item{tsUp01}{Discount for a user specied up move in rates.}
-    \item{tsDn01}{Discount for a user specied down move in rates.}
-    \item{vega}{Discount for a user specied up move.}
+    \item{tsUp01}{Discount for a user specified up move in rates.}
+    \item{tsDn01}{Discount for a user specified down move in rates.}
+    \item{vega}{Discount for a user specified up move.}
  }
 \value{
   \code{SabrSwaption} returns a list containing the value of the payer and receiver swaptions at the
@@ -52,9 +52,9 @@ tsUp01 = NA, tsDn01 = NA, vega = FALSE)}
   for swap at expiration for bermudan}
   \item{vol}{vol for swaption at swap start date and rate strike for european or vol for swaption
   for given expiration and strike for bermudan}
-  \item{rcvDv01}{reveiver value for a change in rates defined by dv01Up}
+  \item{rcvDv01}{receiver value for a change in rates defined by dv01Up}
   \item{payDv01}{payer value for a change in rates defined by dv01Up}
-  \item{rcvCnvx}{reveiver second order value change for a change in rates defined by dv01Up & dv01Dn}
+  \item{rcvCnvx}{receiver second order value change for a change in rates defined by dv01Up & dv01Dn}
   \item{payCnvx}{payer second order value for a change in rates defined by dv01Up & dv01Dn}
   \item{strike}{swaption strike}
 
@@ -92,7 +92,7 @@ params <- list(tradeDate=as.Date('2016-2-15'),
                interpWhat="discount",
                interpHow="loglinear")
 
-# Set leg paramters for generating discount curve
+# Set leg parameters for generating discount curve
 dclegparams=list(dayCounter="Thirty360",
                  fixFreq="Annual",
                  floatFreq="Semiannual")

diff --git a/man/Schedule.Rd b/man/Schedule.Rd
@@ -48,7 +48,7 @@
 }
 \references{\url{https://www.quantlib.org/} for details on \code{QuantLib}.}
 \author{
-  Michele Salvadore \email{michele.salvadore@gmail.com} for the inplementation;
+  Michele Salvadore \email{michele.salvadore@gmail.com} for the implementation;
   Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
   the QuantLib Group for \code{QuantLib}
 }

diff --git a/man/ZeroCouponBond.Rd b/man/ZeroCouponBond.Rd
@@ -8,7 +8,7 @@
 \title{Zero-Coupon bond pricing}
 \description{
   The \code{ZeroCouponBond} function evaluates a zero-coupon plainly using discount curve. 
-  More specificly, the calculation is done by DiscountingBondEngine from QuantLib.
+  More specifically, the calculation is done by DiscountingBondEngine from QuantLib.
   The NPV, clean price, dirty price, accrued interest, yield and cash flows of the bond is returned. 
   For more detail, see the source code in the QuantLib file \code{test-suite/bond.cpp}.
 
@@ -63,7 +63,7 @@
     \code{settlementDays} \tab (Optional) a double, settlement days. \cr 
     \code{}        \tab Default value is 1.\cr
     \code{calendar} \tab (Optional) a string, either 'us' or 'uk' \cr 
-    \code{}        \tab corresponding to US Goverment Bond \cr
+    \code{}        \tab corresponding to US Government Bond \cr
     \code{}		   \tab calendar and UK Exchange calendar.\cr
     \code{}        \tab  Default value is 'us'.\cr
     \code{businessDayConvention} \tab (Optional) a number or string, \cr 
@@ -116,7 +116,7 @@
 }
 \references{\url{https://www.quantlib.org/} for details on \code{QuantLib}.}
 
-\author{Khanh Nguyen \email{knguyen@cs.umb.edu} for the inplementation; Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
+\author{Khanh Nguyen \email{knguyen@cs.umb.edu} for the implementation; Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
   the QuantLib Group for \code{QuantLib}}
 \note{The interface might change in future release as \code{QuantLib}
   stabilises its own API.}

diff --git a/man/tsQuotes.Rd b/man/tsQuotes.Rd