Merge pull request #17 from vaerksted/master

fix typos

docs/src/examples.md

@@ -575,7 +575,7 @@ d1 = Dates.today()
 d2 = d1 + Dates.Day(120)
 ```
 
-Structing the model without currency units
+Constructing the model without currency units
 ```@example asianoption
 m = GeomBMModel(d1, 100.00, 0.05, 0.0, 0.3)
 mcm = montecarlo(m, d1:Day(1):d2, 100_000)

docs/src/tutorial.md

@@ -122,7 +122,7 @@ The set of `Contract` primitives includes the following types:
 
     * A contract that acts like contract `c` until `p` is `true`, at which point the object is abandoned, and hence becomes worthless.
 
-### Primative Observables
+### Primitive Observables
 
 Like `Contract`, `Observable{T}` is defined as an abstract type.  Specific instances of an `Observable` type are objects, possibly time-varying, and possibly unknown at contracting time, for which a direct measurement can be made.  Example observable quantities include date, price, temperature, population or other objects that can be objectively measured.
 
@@ -376,7 +376,7 @@ The `Contract` and `Observable` primitives described previously are used for set
            * for commodities this is typically negative (i.e. cost-of-carry)
         * `volatility`:
 
-           * The `interestrate`, `carryrate` and `volatility` are all specified on a continously compounded, Actual/365 basis.
+           * The `interestrate`, `carryrate` and `volatility` are all specified on a continuously compounded, Actual/365 basis.
            * The price is assumed to follow the PDE:
           $dS_t = (\kappa - \sigma^2/2) S_t dt + \sigma S_t dW_t$
            * where $W_t$ is a Wiener process, and `κ = interestrate - carryrate`.
@@ -393,7 +393,7 @@ The `Contract` and `Observable` primitives described previously are used for set
          * `startdate` : start date of process
          * `enddate` : end date of process
          * `nsteps` : number of steps in the tree
-         * `S₀` : inital value
+         * `S₀` : initial value
          * `Δt` : the time-difference between steps, typically `days(startdate - enddate) / (365*nsteps)`
          * `iR` : discount rate, `exp(-Δt*interestrate)`
          * `u`  : scale factor for up

src/contracts.jl

@@ -64,7 +64,7 @@ end
 """
     Cond(p::Observable{Bool}, c1::Contract, c2::Contract)
 
-If `p` is true at the point of aquisition, acquire `c1` else acquire `c2`.
+If `p` is true at the point of acquisition, acquire `c1` else acquire `c2`.
 """
 struct Cond{P<:Observable{Bool}, T1<:Contract, T2<:Contract} <: Contract
     p::P

src/daycounts.jl

@@ -251,7 +251,7 @@ struct Preceding <: DateRoll; end
 struct ModPreceding <: DateRoll; end
 
 
-adust(::Unadjusted, c::BusinessDays.HolidayCalendar, d::Date) = d
+adjust(::Unadjusted, c::BusinessDays.HolidayCalendar, d::Date) = d
 
 function adjust(::ModFollowing, c::BusinessDays.HolidayCalendar, dt::Date)
     newDt=adjust(Following(), c, dt)

src/models/binomial.jl

@@ -11,7 +11,7 @@ Arguments:
 * `startdate` : start date of process
 * `enddate` : start date of process
 * `nsteps` : number of steps in the tree
-* `S₀` : inital value
+* `S₀` : initial value
 * `Δt` : the time-difference between steps, typically `days(startdate - enddate) / (365*nsteps)`
 * `iR` : discount rate, `exp(-Δt*interestrate)`
 * `u`  : scale factor for up

src/models/core.jl

@@ -19,7 +19,7 @@ Contains the core parameters for the model of `SingleStock`:
   - for stocks this is typically positive (i.e. dividends)
   - for commodities this is typically negative (i.e. cost-of-carry)
 
-The `yieldcurve` and `carryrate` are all specified on a continously compounded, Actual/365 basis.
+The `yieldcurve` and `carryrate` are all specified on a continuously compounded, Actual/365 basis.
 
 The exact dynamics of the model are unspecified, but has the property that
 

src/models/geombm.jl

@@ -10,7 +10,7 @@ A model for `SingleStock`, following a geometric Brownian motion.
   - for commodities this is typically negative (i.e. cost-of-carry)
 * `volatility`:
 
-The `interestrate`, `carryrate` and `volatility` are all specified on a continously compounded, Actual/365 basis.
+The `interestrate`, `carryrate` and `volatility` are all specified on a continuously compounded, Actual/365 basis.
 
 The price is assumed to follow the PDE:
 

src/multipleexercise.jl

@@ -2,7 +2,7 @@
     LatticeStateContract
 
 Represents a contract with multiple states, where at each exercise date the holder may
-move up or down states. This can represent a variety of multiple exercise contracs, such
+move up or down states. This can represent a variety of multiple exercise contracts, such
 as storage options.
 
 - `transition`: a square matrix of contracts: at each exercise date, the contract

src/utils/ivol.jl

@@ -44,7 +44,7 @@ function _black_ivol(K, β)
     logK = log(K)
     x  = -logK
     s₂ = sqrt(-2*x) # point of inflection
-    β₂ = 0.5 - K*Φ(-s₂) # cancelation of some terms
+    β₂ = 0.5 - K*Φ(-s₂) # cancellation of some terms
     ν₂ = oftype(β₂,invsqrt2π)
     if β < β₂
         s₁ = s₂ - β₂/ν₂
@@ -218,7 +218,7 @@ end
 """
     householder_update(N, [H2, [H3]])
 
-The update incrememnt for `n`th order Householder's method (where `n` is the number of arguments) for finding the root of
+The update increment for `n`th order Householder's method (where `n` is the number of arguments) for finding the root of
 
     f(x) == 0
 
@@ -263,7 +263,7 @@ If  `d₋ < Δ < d₊`, then the interpolant is convex if and only if
 
 [DG85, eq. 3.18].
 
-Note: for the purposes of computation, the bounds are actually interchangable (i.e. `x₋` can be the upper bound).
+Note: for the purposes of computation, the bounds are actually interchangeable (i.e. `x₋` can be the upper bound).
 
 References