data/quantlib-1.20/acinclude.m4:270: plattform ==> platform
data/quantlib-1.20/configure:11607: directores ==> directories
data/quantlib-1.20/configure:15569: directores ==> directories
data/quantlib-1.20/configure:16918: plattform ==> platform
data/quantlib-1.20/configure:17033: plattform ==> platform
data/quantlib-1.20/ChangeLog.txt:81: Ba ==> By, be
data/quantlib-1.20/ChangeLog.txt:1188: forumla ==> formula
data/quantlib-1.20/man/MarketModels.1:5: Interst ==> Interest
data/quantlib-1.20/config/ltmain.sh:7: gord ==> gourd
data/quantlib-1.20/config/ltmain.sh:549: useable ==> usable
data/quantlib-1.20/config/ltmain.sh:699: retuned ==> returned
data/quantlib-1.20/config/ltmain.sh:857: incase ==> in case
data/quantlib-1.20/config/ltmain.sh:1535: funcions ==> functions
data/quantlib-1.20/config/ltmain.sh:1619: alse ==> also, else, false
data/quantlib-1.20/config/ltmain.sh:1652: propogate ==> propagate
data/quantlib-1.20/config/ltmain.sh:2275: clea ==> clean
data/quantlib-1.20/config/ltmain.sh:2281: execut ==> execute
data/quantlib-1.20/config/ltmain.sh:2287: instal ==> install
data/quantlib-1.20/config/ltmain.sh:5775: inluding ==> including
data/quantlib-1.20/config/ltmain.sh:5951: MSDOS ==> MS-DOS
data/quantlib-1.20/config/config.guess:372: Ake ==> Ache
data/quantlib-1.20/config/depcomp:438: Maked ==> Marked, made
data/quantlib-1.20/config/depcomp:447: Maked ==> Marked, made
data/quantlib-1.20/config/depcomp:451: Maked ==> Marked, made
data/quantlib-1.20/config/config.sub:400: msdos ==> ms-dos
data/quantlib-1.20/config/config.sub:402: msdos ==> ms-dos
data/quantlib-1.20/config/config.sub:1170: ba ==> by, be
data/quantlib-1.20/config/config.sub:1345: msdos ==> ms-dos
data/quantlib-1.20/Docs/pages/history.docs:275: OIS ==> IS
data/quantlib-1.20/Docs/pages/history.docs:616: OIS ==> IS
data/quantlib-1.20/Docs/pages/history.docs:678: OIS ==> IS
data/quantlib-1.20/Docs/pages/history.docs:692: OIS ==> IS
data/quantlib-1.20/Docs/pages/history.docs:908: OIS ==> IS
data/quantlib-1.20/Docs/pages/history.docs:1184: OIS ==> IS
data/quantlib-1.20/Docs/pages/history.docs:1215: boostrap ==> bootstrap
data/quantlib-1.20/Docs/pages/history.docs:1295: Spreaded ==> Spread
data/quantlib-1.20/Docs/pages/history.docs:1953: spreaded ==> spread
data/quantlib-1.20/Docs/pages/history.docs:2731: algorythms ==> algorithms
data/quantlib-1.20/Docs/pages/history.docs:2888: constaints ==> constraints
data/quantlib-1.20/Docs/pages/history.docs:2993: ot ==> to, of, or
data/quantlib-1.20/Docs/pages/history.docs:3081: spreaded ==> spread
data/quantlib-1.20/Docs/pages/math.docs:39: defition ==> definition
data/quantlib-1.20/Docs/pages/lattices.docs:64: dependant ==> dependent
data/quantlib-1.20/Docs/pages/fixedincome.docs:59: instanciation ==> instantiation
data/quantlib-1.20/Examples/Gaussian1dModels/Gaussian1dModels.cpp:163: nWe ==> new
data/quantlib-1.20/Examples/Gaussian1dModels/Gaussian1dModels.cpp:180: nWe ==> new
data/quantlib-1.20/Examples/Gaussian1dModels/Gaussian1dModels.cpp:343: nWe ==> new
data/quantlib-1.20/Examples/Gaussian1dModels/Gaussian1dModels.cpp:431: OIS ==> IS
data/quantlib-1.20/Examples/Gaussian1dModels/Gaussian1dModels.cpp:432: OIS ==> IS
data/quantlib-1.20/Examples/Gaussian1dModels/Gaussian1dModels.cpp:451: nWe ==> new
data/quantlib-1.20/Examples/Gaussian1dModels/Gaussian1dModels.cpp:538: nWe ==> new
data/quantlib-1.20/Examples/Gaussian1dModels/Gaussian1dModels.cpp:563: nIn ==> inn, min, bin, nine
data/quantlib-1.20/Examples/Gaussian1dModels/Gaussian1dModels.cpp:617: nwe ==> new
data/quantlib-1.20/Examples/FRA/FRA.cpp:118: dependant ==> dependent
data/quantlib-1.20/Examples/Bonds/Bonds.cpp:95: dependant ==> dependent
data/quantlib-1.20/Examples/Bonds/Bonds.cpp:278: dependant ==> dependent
data/quantlib-1.20/Examples/CVAIRS/CVAIRS.cpp:205: substracted ==> subtracted
data/quantlib-1.20/Examples/LatentModel/LatentModel.cpp:150: thats ==> that's
data/quantlib-1.20/Examples/MultidimIntegral/MultidimIntegral.cpp:65: appropiately ==> appropriately
data/quantlib-1.20/Examples/FittedBondCurve/FittedBondCurve.cpp:276: spreaded ==> spread
data/quantlib-1.20/Examples/FittedBondCurve/FittedBondCurve.cpp:334: Spreaded ==> Spread
data/quantlib-1.20/Examples/FittedBondCurve/FittedBondCurve.cpp:363: spreaded ==> spread
data/quantlib-1.20/Examples/FittedBondCurve/FittedBondCurve.cpp:418: Spreaded ==> Spread
data/quantlib-1.20/Examples/FittedBondCurve/FittedBondCurve.cpp:513: spreaded ==> spread
data/quantlib-1.20/Examples/FittedBondCurve/FittedBondCurve.cpp:564: Spreaded ==> Spread
data/quantlib-1.20/Examples/FittedBondCurve/FittedBondCurve.cpp:646: Spreaded ==> Spread
data/quantlib-1.20/Examples/MarketModels/MarketModels.cpp:306: togheter ==> together
data/quantlib-1.20/Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp:23: OIS ==> IS
data/quantlib-1.20/Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp:27: Boostrapping ==> Bootstrapping
data/quantlib-1.20/Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp:107: OIS ==> IS
data/quantlib-1.20/Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp:113: OIS ==> IS
data/quantlib-1.20/Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp:120: OIS ==> IS
data/quantlib-1.20/Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp:145: dependant ==> dependent
data/quantlib-1.20/Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp:168: OIS ==> IS
data/quantlib-1.20/Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp:186: OIS ==> IS
data/quantlib-1.20/Examples/MulticurveBootstrapping/MulticurveBootstrapping.cpp:204: OIS ==> IS
data/quantlib-1.20/test-suite/vpp.cpp:345: referenc ==> reference
data/quantlib-1.20/test-suite/overnightindexedswap.cpp:439: OIS ==> IS
data/quantlib-1.20/test-suite/marketmodel.cpp:1234: prooduct ==> product
data/quantlib-1.20/test-suite/marketmodel.cpp:1547: togheter ==> together
data/quantlib-1.20/test-suite/marketmodel.cpp:1727: togheter ==> together
data/quantlib-1.20/test-suite/marketmodel.cpp:1901: togheter ==> together
data/quantlib-1.20/test-suite/marketmodel.cpp:4484: nd ==> and, 2nd
data/quantlib-1.20/test-suite/mclongstaffschwartzengine.cpp:109: proces ==> process
data/quantlib-1.20/test-suite/noarbsabr.cpp:101: incosistent ==> inconsistent
data/quantlib-1.20/test-suite/noarbsabr.cpp:108: incosistent ==> inconsistent
data/quantlib-1.20/test-suite/noarbsabr.cpp:115: incosistent ==> inconsistent
data/quantlib-1.20/test-suite/cdo.cpp:67: precission ==> precision, percussion, precession
data/quantlib-1.20/test-suite/cdo.cpp:266: theres ==> there's
data/quantlib-1.20/test-suite/inflationcpicapfloor.cpp:392: refernce ==> reference
data/quantlib-1.20/test-suite/inflationcpicapfloor.cpp:456: refernce ==> reference
data/quantlib-1.20/test-suite/bonds.cpp:582: schdule ==> schedule
data/quantlib-1.20/test-suite/bonds.cpp:663: chached ==> cached
data/quantlib-1.20/test-suite/bonds.cpp:735: settlment ==> settlement
data/quantlib-1.20/test-suite/bonds.cpp:741: settlment ==> settlement
data/quantlib-1.20/test-suite/forwardoption.cpp:342: expct ==> expect
data/quantlib-1.20/test-suite/forwardoption.cpp:345: expct ==> expect
data/quantlib-1.20/test-suite/forwardoption.cpp:350: expct ==> expect
data/quantlib-1.20/test-suite/rangeaccrual.cpp:51: Stuctures ==> Structures
data/quantlib-1.20/test-suite/jumpdiffusion.cpp:504: expct ==> expect
data/quantlib-1.20/test-suite/jumpdiffusion.cpp:512: expct ==> expect
data/quantlib-1.20/test-suite/piecewiseyieldcurve.cpp:1417: OIS ==> IS
data/quantlib-1.20/test-suite/inflationcapfloor.cpp:396: refernce ==> reference
data/quantlib-1.20/test-suite/inflationcapfloor.cpp:480: refernce ==> reference
data/quantlib-1.20/test-suite/inflationcapfloor.cpp:557: refernce ==> reference
data/quantlib-1.20/test-suite/stats.cpp:175: maximun ==> maximum
data/quantlib-1.20/test-suite/extendedtrees.cpp:223: expct ==> expect
data/quantlib-1.20/test-suite/extendedtrees.cpp:226: expct ==> expect
data/quantlib-1.20/test-suite/extendedtrees.cpp:230: expct ==> expect
data/quantlib-1.20/test-suite/quotes.cpp:149: Foward ==> Forward
data/quantlib-1.20/test-suite/quotes.cpp:162: Foward ==> Forward
data/quantlib-1.20/test-suite/asianoptions.cpp:301: expct ==> expect
data/quantlib-1.20/test-suite/asianoptions.cpp:304: expct ==> expect
data/quantlib-1.20/test-suite/asianoptions.cpp:311: expct ==> expect
data/quantlib-1.20/test-suite/asianoptions.cpp:965: expct ==> expect
data/quantlib-1.20/test-suite/asianoptions.cpp:968: expct ==> expect
data/quantlib-1.20/test-suite/asianoptions.cpp:975: expct ==> expect
data/quantlib-1.20/test-suite/numericaldifferentiation.cpp:310: nd ==> and, 2nd
data/quantlib-1.20/test-suite/numericaldifferentiation.cpp:312: nd ==> and, 2nd
data/quantlib-1.20/test-suite/numericaldifferentiation.cpp:313: nd ==> and, 2nd
data/quantlib-1.20/test-suite/interpolations.cpp:1425: feeded ==> fed
data/quantlib-1.20/test-suite/interpolations.cpp:1464: parrallel ==> parallel
data/quantlib-1.20/test-suite/digitaloption.cpp:664: expct ==> expect
data/quantlib-1.20/test-suite/digitaloption.cpp:667: expct ==> expect
data/quantlib-1.20/test-suite/digitaloption.cpp:671: expct ==> expect
data/quantlib-1.20/test-suite/cliquetoption.cpp:241: expct ==> expect
data/quantlib-1.20/test-suite/cliquetoption.cpp:244: expct ==> expect
data/quantlib-1.20/test-suite/cliquetoption.cpp:248: expct ==> expect
data/quantlib-1.20/test-suite/europeanoption.cpp:754: expct ==> expect
data/quantlib-1.20/test-suite/europeanoption.cpp:757: expct ==> expect
data/quantlib-1.20/test-suite/europeanoption.cpp:761: expct ==> expect
data/quantlib-1.20/test-suite/europeanoption.cpp:1066: expct ==> expect
data/quantlib-1.20/test-suite/europeanoption.cpp:1069: expct ==> expect
data/quantlib-1.20/test-suite/europeanoption.cpp:1073: expct ==> expect
data/quantlib-1.20/test-suite/daycounters.cpp:403: thw ==> the, thaw
data/quantlib-1.20/test-suite/termstructures.cpp:219: spreaded ==> spread
data/quantlib-1.20/test-suite/termstructures.cpp:231: spreaded ==> spread
data/quantlib-1.20/test-suite/termstructures.cpp:250: spreaded ==> spread
data/quantlib-1.20/test-suite/termstructures.cpp:253: spreaded ==> spread
data/quantlib-1.20/test-suite/termstructures.cpp:274: spreaded ==> spread
data/quantlib-1.20/test-suite/termstructures.cpp:285: spreaded ==> spread
data/quantlib-1.20/test-suite/termstructures.cpp:303: spreaded ==> spread
data/quantlib-1.20/test-suite/termstructures.cpp:306: spreaded ==> spread
data/quantlib-1.20/test-suite/termstructures.cpp:328: spreaded ==> spread
data/quantlib-1.20/test-suite/termstructures.cpp:347: spreaded ==> spread
data/quantlib-1.20/test-suite/swaptionvolatilitycube.cpp:236: spreaded ==> spread
data/quantlib-1.20/test-suite/inflationcapflooredcoupon.cpp:693: refernce ==> reference
data/quantlib-1.20/test-suite/inflationcapflooredcoupon.cpp:804: refernce ==> reference
data/quantlib-1.20/test-suite/fdmlinearop.cpp:1541: emtpy ==> empty
data/quantlib-1.20/test-suite/paralleltestrunner.hpp:342: distrubtion ==> distribution
data/quantlib-1.20/test-suite/piecewisezerospreadedtermstructure.cpp:83: spreaded ==> spread
data/quantlib-1.20/test-suite/piecewisezerospreadedtermstructure.cpp:124: spreaded ==> spread
data/quantlib-1.20/test-suite/piecewisezerospreadedtermstructure.cpp:166: spreaded ==> spread
data/quantlib-1.20/test-suite/piecewisezerospreadedtermstructure.cpp:525: spreaded ==> spread
data/quantlib-1.20/test-suite/matrices.cpp:564: Faield ==> Failed
data/quantlib-1.20/test-suite/dividendoption.cpp:548: expct ==> expect
data/quantlib-1.20/test-suite/dividendoption.cpp:551: expct ==> expect
data/quantlib-1.20/test-suite/dividendoption.cpp:555: expct ==> expect
data/quantlib-1.20/test-suite/dividendoption.cpp:775: expct ==> expect
data/quantlib-1.20/test-suite/dividendoption.cpp:778: expct ==> expect
data/quantlib-1.20/test-suite/dividendoption.cpp:782: expct ==> expect
data/quantlib-1.20/test-suite/inflationcpiswap.cpp:381: refernce ==> reference
data/quantlib-1.20/test-suite/inflationcpiswap.cpp:440: refernce ==> reference
data/quantlib-1.20/test-suite/inflationcpiswap.cpp:540: refernce ==> reference
data/quantlib-1.20/test-suite/defaultprobabilitycurves.cpp:445: OIS ==> IS
data/quantlib-1.20/test-suite/hestonmodel.cpp:1656: nubmer ==> number
data/quantlib-1.20/test-suite/hestonmodel.cpp:2742: expeceted ==> expected
data/quantlib-1.20/test-suite/hestonmodel.cpp:2790: expeceted ==> expected
data/quantlib-1.20/test-suite/hestonmodel.cpp:2820: expeceted ==> expected
data/quantlib-1.20/test-suite/hestonmodel.cpp:2877: expeceted ==> expected
data/quantlib-1.20/test-suite/quantooption.cpp:479: expct ==> expect
data/quantlib-1.20/test-suite/quantooption.cpp:482: expct ==> expect
data/quantlib-1.20/test-suite/quantooption.cpp:487: expct ==> expect
data/quantlib-1.20/test-suite/quantooption.cpp:772: expct ==> expect
data/quantlib-1.20/test-suite/quantooption.cpp:775: expct ==> expect
data/quantlib-1.20/test-suite/quantooption.cpp:780: expct ==> expect
data/quantlib-1.20/test-suite/quantooption.cpp:1248: expct ==> expect
data/quantlib-1.20/test-suite/quantooption.cpp:1250: expct ==> expect
data/quantlib-1.20/test-suite/quantooption.cpp:1257: expct ==> expect
data/quantlib-1.20/test-suite/inflation.cpp:598: refernce ==> reference
data/quantlib-1.20/test-suite/inflation.cpp:960: refernce ==> reference
data/quantlib-1.20/test-suite/inflationvolatility.cpp:319: extreem ==> extreme
data/quantlib-1.20/test-suite/margrabeoption.cpp:160: calcuations ==> calculations
data/quantlib-1.20/test-suite/margrabeoption.cpp:475: expct ==> expect
data/quantlib-1.20/test-suite/margrabeoption.cpp:478: expct ==> expect
data/quantlib-1.20/test-suite/margrabeoption.cpp:482: expct ==> expect
data/quantlib-1.20/test-suite/capfloor.cpp:728: spreaded ==> spread
data/quantlib-1.20/test-suite/capfloor.cpp:851: spreaded ==> spread
data/quantlib-1.20/test-suite/blackdeltacalculator.cpp:45: ot ==> to, of, or
data/quantlib-1.20/test-suite/blackdeltacalculator.cpp:110: ot ==> to, of, or
data/quantlib-1.20/test-suite/americanoption.cpp:539: expct ==> expect
data/quantlib-1.20/test-suite/americanoption.cpp:542: expct ==> expect
data/quantlib-1.20/test-suite/americanoption.cpp:546: expct ==> expect
data/quantlib-1.20/m4/libtool.m4:617: incase ==> in case
data/quantlib-1.20/m4/libtool.m4:654: permision ==> permission
data/quantlib-1.20/m4/libtool.m4:2870: directores ==> directories
data/quantlib-1.20/ql/money.hpp:50: arithmetics ==> arithmetic
data/quantlib-1.20/ql/money.hpp:87: arithmetics ==> arithmetic
data/quantlib-1.20/ql/experimental/credit/nthtodefault.hpp:50: probabilty ==> probability
data/quantlib-1.20/ql/experimental/credit/gaussianlhplossmodel.hpp:206: dissapears ==> disappears
data/quantlib-1.20/ql/experimental/credit/distribution.cpp:51: precission ==> precision, percussion, precession
data/quantlib-1.20/ql/experimental/credit/onefactoraffinesurvival.hpp:135: addd ==> add
data/quantlib-1.20/ql/experimental/credit/cdo.cpp:135: bult ==> built
data/quantlib-1.20/ql/experimental/credit/constantlosslatentmodel.hpp:115: aboves ==> above
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:77: thats ==> that's
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:98: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:104: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:123: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:134: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:146: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:152: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:154: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:222: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:397: hist ==> heist, his
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:401: hist ==> heist, his
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:403: hist ==> heist, his
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:404: hist ==> heist, his
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:405: hist ==> heist, his
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:603: neccesary ==> necessary
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:755: alredy ==> already
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:765: neeeds ==> needs
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:777: doesnt ==> doesn't, does not
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:796: separte ==> separate
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:805: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:806: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:819: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:820: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:837: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:851: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:865: whos ==> whose, who's
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:866: writting ==> writing
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:868: fucntions ==> functions
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:872: wont ==> won't
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:874: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomdefaultlatentmodel.hpp:924: maximun ==> maximum
data/quantlib-1.20/ql/experimental/credit/binomiallossmodel.hpp:38: excesive ==> excessive
data/quantlib-1.20/ql/experimental/credit/binomiallossmodel.hpp:70: havent ==> haven't
data/quantlib-1.20/ql/experimental/credit/binomiallossmodel.hpp:157: theres ==> there's
data/quantlib-1.20/ql/experimental/credit/binomiallossmodel.hpp:418: precission ==> precision, percussion, precession
data/quantlib-1.20/ql/experimental/credit/defaultprobabilitylatentmodel.hpp:55: doesnt ==> doesn't, does not
data/quantlib-1.20/ql/experimental/credit/defaultprobabilitylatentmodel.hpp:107: theres ==> there's
data/quantlib-1.20/ql/experimental/credit/defaultprobabilitylatentmodel.hpp:141: theres ==> there's
data/quantlib-1.20/ql/experimental/credit/defaultprobabilitylatentmodel.hpp:298: shouldnt ==> shouldn't
data/quantlib-1.20/ql/experimental/credit/recursivelossmodel.hpp:99: REMEBER ==> REMEMBER
data/quantlib-1.20/ql/experimental/credit/recursivelossmodel.hpp:300: precission ==> precision, percussion, precession
data/quantlib-1.20/ql/experimental/credit/recursivelossmodel.hpp:431: posible ==> possible
data/quantlib-1.20/ql/experimental/credit/basecorrelationlossmodel.hpp:40: inmense ==> immense
data/quantlib-1.20/ql/experimental/credit/basecorrelationlossmodel.hpp:68: refering ==> referring
data/quantlib-1.20/ql/experimental/credit/basecorrelationlossmodel.hpp:120: assignement ==> assignment
data/quantlib-1.20/ql/experimental/credit/basecorrelationlossmodel.hpp:150: spacific ==> specific
data/quantlib-1.20/ql/experimental/credit/issuer.hpp:48: Theres ==> There's
data/quantlib-1.20/ql/experimental/credit/basket.cpp:93: deafult ==> default
data/quantlib-1.20/ql/experimental/credit/defaultevent.cpp:140: chek ==> check
data/quantlib-1.20/ql/experimental/credit/saddlepointlossmodel.hpp:79: wont ==> won't
data/quantlib-1.20/ql/experimental/credit/saddlepointlossmodel.hpp:869: theres ==> there's
data/quantlib-1.20/ql/experimental/credit/saddlepointlossmodel.hpp:890: aproximates ==> approximates
data/quantlib-1.20/ql/experimental/credit/saddlepointlossmodel.hpp:973: substract ==> subtract
data/quantlib-1.20/ql/experimental/credit/saddlepointlossmodel.hpp:1008: probabilites ==> probabilities
data/quantlib-1.20/ql/experimental/credit/saddlepointlossmodel.hpp:1010: thats ==> that's
data/quantlib-1.20/ql/experimental/credit/saddlepointlossmodel.hpp:1163: refernce ==> reference
data/quantlib-1.20/ql/experimental/credit/saddlepointlossmodel.hpp:1187: agressive ==> aggressive
data/quantlib-1.20/ql/experimental/credit/saddlepointlossmodel.hpp:1365: algorthms ==> algorithms
data/quantlib-1.20/ql/experimental/credit/pool.hpp:49: cehck ==> check
data/quantlib-1.20/ql/experimental/credit/pool.hpp:49: defaul ==> default
data/quantlib-1.20/ql/experimental/credit/pool.hpp:55: referes ==> refers, referees
data/quantlib-1.20/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp:319: thats ==> that's
data/quantlib-1.20/ql/experimental/credit/correlationstructure.hpp:28: theres ==> there's
data/quantlib-1.20/ql/experimental/credit/spotlosslatentmodel.hpp:101: Theres ==> There's
data/quantlib-1.20/ql/experimental/credit/spotlosslatentmodel.hpp:106: splitted ==> split
data/quantlib-1.20/ql/experimental/credit/basket.hpp:160: subracted ==> subtracted
data/quantlib-1.20/ql/experimental/credit/basket.hpp:274: SHOULDNT ==> SHOULDN'T
data/quantlib-1.20/ql/experimental/credit/randomlosslatentmodel.hpp:37: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomlosslatentmodel.hpp:38: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomlosslatentmodel.hpp:54: Precission ==> Precision, percussion, precession
data/quantlib-1.20/ql/experimental/credit/randomlosslatentmodel.hpp:71: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomlosslatentmodel.hpp:72: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomlosslatentmodel.hpp:87: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomlosslatentmodel.hpp:98: whos ==> whose, who's
data/quantlib-1.20/ql/experimental/credit/randomlosslatentmodel.hpp:99: writting ==> writing
data/quantlib-1.20/ql/experimental/credit/randomlosslatentmodel.hpp:101: fucntions ==> functions
data/quantlib-1.20/ql/experimental/credit/randomlosslatentmodel.hpp:103: USNG ==> USING
data/quantlib-1.20/ql/experimental/credit/randomlosslatentmodel.hpp:147: maximun ==> maximum
data/quantlib-1.20/ql/experimental/credit/randomlosslatentmodel.hpp:170: theres ==> there's
data/quantlib-1.20/ql/experimental/credit/defaultevent.hpp:146: neccesarily ==> necessarily
data/quantlib-1.20/ql/experimental/credit/defaultevent.hpp:176: overwritting ==> overwriting
data/quantlib-1.20/ql/experimental/credit/integralcdoengine.cpp:85: Addd ==> Add
data/quantlib-1.20/ql/experimental/credit/defaulttype.hpp:56: Theres ==> There's
data/quantlib-1.20/ql/experimental/credit/defaulttype.hpp:57: sofisticated ==> sophisticated
data/quantlib-1.20/ql/experimental/credit/defaulttype.hpp:156: theres ==> there's
data/quantlib-1.20/ql/experimental/credit/defaulttype.hpp:169: Theres ==> There's
data/quantlib-1.20/ql/experimental/credit/syntheticcdo.cpp:79: regiter ==> register
data/quantlib-1.20/ql/experimental/credit/syntheticcdo.cpp:131: theres ==> there's
data/quantlib-1.20/ql/experimental/credit/syntheticcdo.cpp:248: aviod ==> avoid
data/quantlib-1.20/ql/experimental/credit/defaultlossmodel.hpp:33: mthod ==> method
data/quantlib-1.20/ql/experimental/barrieroption/analyticdoublebarrierbinaryengine.cpp:109: serie ==> series
data/quantlib-1.20/ql/experimental/barrieroption/analyticdoublebarrierbinaryengine.cpp:168: serie ==> series
data/quantlib-1.20/ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp:307: Hart ==> Heart, harm
data/quantlib-1.20/ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp:412: Fuction ==> Function
data/quantlib-1.20/ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp:1243: BA ==> BY, BE
data/quantlib-1.20/ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp:1252: BA ==> BY, BE
data/quantlib-1.20/ql/experimental/barrieroption/perturbativebarrieroptionengine.cpp:1253: BA ==> BY, BE
data/quantlib-1.20/ql/experimental/futures/overnightindexfuture.hpp:34: Compatable ==> Compatible
data/quantlib-1.20/ql/experimental/basismodels/swaptioncfs.cpp:64: ois ==> is
data/quantlib-1.20/ql/experimental/basismodels/swaptioncfs.cpp:72: ois ==> is
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.hpp:46: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.hpp:65: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.hpp:88: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.hpp:107: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.cpp:25: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.cpp:31: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.cpp:34: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.cpp:316: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.cpp:317: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.cpp:325: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.cpp:332: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.cpp:341: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/fx/blackdeltacalculator.cpp:347: ot ==> to, of, or
data/quantlib-1.20/ql/experimental/commodities/quantity.hpp:49: arithmetics ==> arithmetic
data/quantlib-1.20/ql/experimental/commodities/quantity.hpp:89: arithmetics ==> arithmetic
data/quantlib-1.20/ql/experimental/volatility/zabrinterpolatedsmilesection.hpp:276: unconditionnaly ==> unconditionally
data/quantlib-1.20/ql/experimental/volatility/noarbsabrinterpolatedsmilesection.cpp:113: unconditionnaly ==> unconditionally
data/quantlib-1.20/ql/experimental/volatility/zabr.hpp:73: tranformed ==> transformed
data/quantlib-1.20/ql/experimental/volatility/noarbsabrinterpolation.hpp:46: admissable ==> admissible
data/quantlib-1.20/ql/experimental/volatility/noarbsabrinterpolation.hpp:141: admissable ==> admissible
data/quantlib-1.20/ql/experimental/volatility/sviinterpolatedsmilesection.cpp:100: unconditionnaly ==> unconditionally
data/quantlib-1.20/ql/experimental/volatility/noarbsabrabsprobs.cpp:21: Absorbtion ==> Absorption
data/quantlib-1.20/ql/experimental/volatility/noarbsabr.hpp:41: admissable ==> admissible
data/quantlib-1.20/ql/experimental/exoticoptions/analyticholderextensibleoptionengine.cpp:181: prosess ==> process
data/quantlib-1.20/ql/experimental/exoticoptions/analyticholderextensibleoptionengine.cpp:211: prosess ==> process
data/quantlib-1.20/ql/experimental/exoticoptions/analytictwoassetbarrierengine.cpp:186: nd ==> and, 2nd
data/quantlib-1.20/ql/experimental/exoticoptions/analytictwoassetbarrierengine.cpp:187: nd ==> and, 2nd
data/quantlib-1.20/ql/experimental/exoticoptions/analytictwoassetbarrierengine.cpp:187: nd ==> and, 2nd
data/quantlib-1.20/ql/experimental/exoticoptions/analytictwoassetbarrierengine.cpp:191: nd ==> and, 2nd
data/quantlib-1.20/ql/experimental/exoticoptions/analytictwoassetbarrierengine.cpp:192: nd ==> and, 2nd
data/quantlib-1.20/ql/experimental/exoticoptions/analytictwoassetbarrierengine.cpp:192: nd ==> and, 2nd
data/quantlib-1.20/ql/experimental/exoticoptions/mchimalayaengine.cpp:42: assignement ==> assignment
data/quantlib-1.20/ql/experimental/math/particleswarmoptimization.cpp:210: neightbors ==> neighbors
data/quantlib-1.20/ql/experimental/math/convolvedstudentt.hpp:33: analitical ==> analytical
data/quantlib-1.20/ql/experimental/math/convolvedstudentt.hpp:126: symetry ==> symmetry
data/quantlib-1.20/ql/experimental/math/convolvedstudentt.hpp:158: coeffiecient ==> coefficient
data/quantlib-1.20/ql/experimental/math/multidimintegrator.hpp:65: asignment ==> assignment
data/quantlib-1.20/ql/experimental/math/multidimintegrator.hpp:94: isnt ==> isn't
data/quantlib-1.20/ql/experimental/math/gaussiancopulapolicy.hpp:60: methos ==> methods, method
data/quantlib-1.20/ql/experimental/math/tcopulapolicy.cpp:58: ajusted ==> adjusted
data/quantlib-1.20/ql/experimental/math/hybridsimulatedannealingfunctors.hpp:57: positve ==> positive
data/quantlib-1.20/ql/experimental/math/laplaceinterpolation.hpp:148: identiy ==> identify, identity
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:46: havent ==> haven't
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:103: thats ==> that's
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:117: havent ==> haven't
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:271: enforncing ==> enforcing
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:272: Thats ==> That's
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:372: USNG ==> USING
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:393: whith ==> with
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:410: Cant ==> Can't
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:413: USNG ==> USING
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:436: USNG ==> USING
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:444: USNG ==> USING
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:454: thats ==> that's
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:455: theres ==> there's
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:648: perfomance ==> performance
data/quantlib-1.20/ql/experimental/math/latentmodel.hpp:788: theres ==> there's
data/quantlib-1.20/ql/experimental/math/multidimquadrature.hpp:56: ND ==> AND, 2ND
data/quantlib-1.20/ql/experimental/math/multidimquadrature.hpp:99: theres ==> there's
data/quantlib-1.20/ql/experimental/math/multidimquadrature.hpp:188: acces ==> access
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:78: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:80: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:80: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:85: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:87: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:87: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:112: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:113: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:113: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:138: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:139: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:140: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:165: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:168: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/levyflightdistribution.hpp:169: parm ==> param, pram, parma
data/quantlib-1.20/ql/experimental/math/convolvedstudentt.cpp:70: arised ==> arose
data/quantlib-1.20/ql/experimental/catbonds/riskynotional.hpp:92: attachement ==> attachment
data/quantlib-1.20/ql/experimental/catbonds/riskynotional.hpp:94: attachement ==> attachment
data/quantlib-1.20/ql/experimental/catbonds/riskynotional.hpp:95: attachement ==> attachment
data/quantlib-1.20/ql/experimental/catbonds/riskynotional.hpp:96: attachement ==> attachment
data/quantlib-1.20/ql/experimental/coupons/lognormalcmsspreadpricer.hpp:53: Interst ==> Interest
data/quantlib-1.20/ql/experimental/termstructures/multicurvesensitivities.hpp:66: sensitivties ==> sensitivities
data/quantlib-1.20/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp:197: separatly ==> separately
data/quantlib-1.20/ql/experimental/averageois/makearithmeticaverageois.cpp:49: ois ==> is
data/quantlib-1.20/ql/experimental/averageois/makearithmeticaverageois.cpp:50: ois ==> is
data/quantlib-1.20/ql/experimental/averageois/makearithmeticaverageois.cpp:72: OIS ==> IS
data/quantlib-1.20/ql/experimental/averageois/makearithmeticaverageois.cpp:129: ois ==> is
data/quantlib-1.20/ql/experimental/averageois/makearithmeticaverageois.cpp:148: ois ==> is
data/quantlib-1.20/ql/experimental/averageois/averageoiscouponpricer.hpp:53: te ==> the, be, we
data/quantlib-1.20/ql/experimental/averageois/averageoiscouponpricer.hpp:54: te ==> the, be, we
data/quantlib-1.20/ql/experimental/averageois/arithmeticaverageois.hpp:35: Arithemtic ==> Arithmetic
data/quantlib-1.20/ql/experimental/averageois/arithmeticaverageois.hpp:35: OIS ==> IS
data/quantlib-1.20/ql/experimental/averageois/averageoiscouponpricer.cpp:110: te ==> the, be, we
data/quantlib-1.20/ql/experimental/averageois/averageoiscouponpricer.cpp:120: te ==> the, be, we
data/quantlib-1.20/ql/experimental/averageois/averageoiscouponpricer.cpp:132: te ==> the, be, we
data/quantlib-1.20/ql/experimental/averageois/averageoiscouponpricer.cpp:135: te ==> the, be, we
data/quantlib-1.20/ql/experimental/averageois/averageoiscouponpricer.cpp:139: te ==> the, be, we
data/quantlib-1.20/ql/experimental/averageois/averageoiscouponpricer.cpp:140: te ==> the, be, we
data/quantlib-1.20/ql/experimental/averageois/averageoiscouponpricer.cpp:141: te ==> the, be, we
data/quantlib-1.20/ql/experimental/averageois/averageoiscouponpricer.cpp:142: te ==> the, be, we
data/quantlib-1.20/ql/experimental/averageois/makearithmeticaverageois.hpp:35: arithemtic ==> arithmetic
data/quantlib-1.20/ql/experimental/risk/sensitivityanalysis.hpp:50: fuction ==> function
data/quantlib-1.20/ql/experimental/finitedifferences/vanillavppoption.cpp:55: weigths ==> weights
data/quantlib-1.20/ql/experimental/finitedifferences/vanillavppoption.cpp:56: weigths ==> weights
data/quantlib-1.20/ql/experimental/finitedifferences/vanillavppoption.cpp:56: weigths ==> weights
data/quantlib-1.20/ql/experimental/finitedifferences/vanillavppoption.cpp:59: weigths ==> weights
data/quantlib-1.20/ql/currencies/asia.hpp:107: fils ==> fills, files, file
data/quantlib-1.20/ql/currencies/asia.hpp:151: fils ==> fills, files, file
data/quantlib-1.20/ql/currencies/asia.cpp:109: fils ==> fills, files, file
data/quantlib-1.20/ql/currencies/asia.cpp:161: fils ==> fills, files, file
data/quantlib-1.20/ql/methods/finitedifferences/utilities/fdmindicesonboundary.cpp:47: missmatch ==> mismatch
data/quantlib-1.20/ql/patterns/singleton.hpp:120: implemementation ==> implementation
data/quantlib-1.20/ql/patterns/lazyobject.hpp:123: otherways ==> otherwise
data/quantlib-1.20/ql/pricingengines/americanpayoffatexpiry.cpp:53: coo ==> coup
data/quantlib-1.20/ql/pricingengines/americanpayoffatexpiry.cpp:55: coo ==> coup
data/quantlib-1.20/ql/pricingengines/americanpayoffathit.cpp:138: coo ==> coup
data/quantlib-1.20/ql/pricingengines/americanpayoffathit.cpp:140: coo ==> coup
data/quantlib-1.20/ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.hpp:42: consideres ==> considered, considers
data/quantlib-1.20/ql/pricingengines/swaption/basketgeneratingengine.hpp:48: incosistent ==> inconsistent
data/quantlib-1.20/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp:51: addtional ==> additional
data/quantlib-1.20/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp:75: continously ==> continuously
data/quantlib-1.20/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp:103: continously ==> continuously
data/quantlib-1.20/ql/pricingengines/swaption/gaussian1dswaptionengine.cpp:95: parallized ==> parallelized
data/quantlib-1.20/ql/pricingengines/barrier/analyticbinarybarrierengine.cpp:164: coo ==> coup
data/quantlib-1.20/ql/pricingengines/barrier/analyticbinarybarrierengine.cpp:166: coo ==> coup
data/quantlib-1.20/ql/pricingengines/vanilla/analyticgjrgarchengine.cpp:75: sEh ==> she
data/quantlib-1.20/ql/pricingengines/vanilla/analyticgjrgarchengine.cpp:174: sEh ==> she
data/quantlib-1.20/ql/pricingengines/vanilla/analyticgjrgarchengine.cpp:221: sEh ==> she
data/quantlib-1.20/ql/pricingengines/vanilla/analyticgjrgarchengine.cpp:223: sEh ==> she
data/quantlib-1.20/ql/pricingengines/vanilla/analyticgjrgarchengine.cpp:225: sEh ==> she
data/quantlib-1.20/ql/pricingengines/vanilla/analyticgjrgarchengine.cpp:230: sEh ==> she
data/quantlib-1.20/ql/pricingengines/vanilla/analyticgjrgarchengine.cpp:236: sEh ==> she
data/quantlib-1.20/ql/pricingengines/vanilla/analytichestonengine.cpp:873: unknwon ==> unknown
data/quantlib-1.20/ql/pricingengines/vanilla/fdblackscholesvanillaengine.cpp:112: unknwon ==> unknown
data/quantlib-1.20/ql/pricingengines/vanilla/bjerksundstenslandengine.cpp:113: simmetry ==> symmetry
data/quantlib-1.20/ql/pricingengines/forward/forwardengine.hpp:102: dependant ==> dependent
data/quantlib-1.20/ql/pricingengines/forward/forwardengine.hpp:102: dependant ==> dependent
data/quantlib-1.20/ql/pricingengines/asian/analytic_discr_geom_av_price.cpp:131: ND ==> AND, 2ND
data/quantlib-1.20/ql/pricingengines/asian/analytic_discr_geom_av_price.cpp:135: ND ==> AND, 2ND
data/quantlib-1.20/ql/pricingengines/asian/fdblackscholesasianengine.hpp:21: arithmentic ==> arithmetic
data/quantlib-1.20/ql/legacy/libormarketmodels/lfmcovarproxy.cpp:117: thats ==> that's
data/quantlib-1.20/ql/legacy/libormarketmodels/lfmprocess.cpp:62: suppported ==> supported
data/quantlib-1.20/ql/models/shortrate/onefactormodels/markovfunctional.hpp:84: adressed ==> addressed
data/quantlib-1.20/ql/models/shortrate/onefactormodels/markovfunctional.hpp:445: indended ==> intended, indented
data/quantlib-1.20/ql/models/shortrate/onefactormodels/markovfunctional.cpp:56: differnt ==> different
data/quantlib-1.20/ql/models/shortrate/onefactormodels/markovfunctional.cpp:192: wih ==> with
data/quantlib-1.20/ql/models/shortrate/onefactormodels/gaussian1dmodel.cpp:213: ba ==> by, be
data/quantlib-1.20/ql/models/shortrate/onefactormodels/gaussian1dmodel.cpp:220: ba ==> by, be
data/quantlib-1.20/ql/models/shortrate/onefactormodels/gaussian1dmodel.cpp:224: ba ==> by, be
data/quantlib-1.20/ql/models/shortrate/onefactormodels/gaussian1dmodel.cpp:227: ba ==> by, be
data/quantlib-1.20/ql/models/shortrate/onefactormodels/gaussian1dmodel.cpp:233: ba ==> by, be
data/quantlib-1.20/ql/models/shortrate/onefactormodels/gaussian1dmodel.cpp:237: ba ==> by, be
data/quantlib-1.20/ql/models/marketmodels/forwardforwardmappings.hpp:37: multipler ==> multiplier, multiple
data/quantlib-1.20/ql/models/marketmodels/forwardforwardmappings.hpp:44: multipler ==> multiplier, multiple
data/quantlib-1.20/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.cpp:66: tranform ==> transform
data/quantlib-1.20/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp:49: swtich ==> switch
data/quantlib-1.20/ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.cpp:144: acount ==> account
data/quantlib-1.20/ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.cpp:205: miniscule ==> minuscule
data/quantlib-1.20/ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.cpp:263: acount ==> account
data/quantlib-1.20/ql/math/generallinearleastsquares.hpp:63: definied ==> defined
data/quantlib-1.20/ql/math/statistics/riskstatistics.hpp:162: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/statistics/generalstatistics.cpp:46: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/statistics/generalstatistics.cpp:58: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/statistics/generalstatistics.cpp:71: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/statistics/incrementalstatistics.cpp:42: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/statistics/incrementalstatistics.cpp:48: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/statistics/incrementalstatistics.cpp:49: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/statistics/incrementalstatistics.cpp:65: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/statistics/incrementalstatistics.cpp:76: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/statistics/incrementalstatistics.cpp:113: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/statistics/incrementalstatistics.cpp:114: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/statistics/sequencestatistics.hpp:251: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/statistics/sequencestatistics.hpp:255: unsufficient ==> insufficient
data/quantlib-1.20/ql/math/matrixutilities/tqreigendecomposition.hpp:21: explicite ==> explicit, explicitly
data/quantlib-1.20/ql/math/matrixutilities/tqreigendecomposition.hpp:32: explicite ==> explicit, explicitly
data/quantlib-1.20/ql/math/matrixutilities/symmetricschurdecomposition.cpp:66: smll ==> small, smell
data/quantlib-1.20/ql/math/matrixutilities/symmetricschurdecomposition.cpp:68: smll ==> small, smell
data/quantlib-1.20/ql/math/matrixutilities/symmetricschurdecomposition.cpp:69: smll ==> small, smell
data/quantlib-1.20/ql/math/matrixutilities/symmetricschurdecomposition.cpp:73: smll ==> small, smell
data/quantlib-1.20/ql/math/interpolations/lagrangeinterpolation.hpp:80: nd ==> and, 2nd
data/quantlib-1.20/ql/math/interpolations/lagrangeinterpolation.hpp:98: nd ==> and, 2nd
data/quantlib-1.20/ql/math/interpolations/lagrangeinterpolation.hpp:101: nd ==> and, 2nd
data/quantlib-1.20/ql/math/optimization/endcriteria.hpp:101: Maximun ==> Maximum
data/quantlib-1.20/ql/math/optimization/lmdif.cpp:123: ans ==> and
data/quantlib-1.20/ql/math/optimization/lmdif.cpp:191: ans ==> and
data/quantlib-1.20/ql/math/optimization/lmdif.cpp:192: ans ==> and
data/quantlib-1.20/ql/math/optimization/lmdif.cpp:200: ans ==> and
data/quantlib-1.20/ql/math/optimization/lmdif.cpp:204: ans ==> and
data/quantlib-1.20/ql/math/optimization/lmdif.cpp:206: ans ==> and
data/quantlib-1.20/ql/math/optimization/lmdif.cpp:742: tranformation ==> transformation
data/quantlib-1.20/ql/math/optimization/levenbergmarquardt.hpp:43: oder ==> order, odor
data/quantlib-1.20/ql/math/optimization/spherecylinder.cpp:108: maximimum ==> maximum
data/quantlib-1.20/ql/math/optimization/problem.hpp:52: minumum ==> minimum
data/quantlib-1.20/ql/math/integrals/kronrodintegral.hpp:72: beacuse ==> because
data/quantlib-1.20/ql/math/distributions/bivariatenormaldistribution.hpp:70: distibution ==> distribution
data/quantlib-1.20/ql/math/distributions/bivariatenormaldistribution.hpp:72: Distibutions ==> Distributions
data/quantlib-1.20/ql/math/distributions/bivariatenormaldistribution.cpp:178: Tthe ==> The
data/quantlib-1.20/ql/math/distributions/bivariatenormaldistribution.cpp:178: ot ==> to, of, or
data/quantlib-1.20/ql/math/distributions/chisquaredistribution.cpp:58: ans ==> and
data/quantlib-1.20/ql/math/distributions/chisquaredistribution.cpp:75: ans ==> and
data/quantlib-1.20/ql/math/distributions/chisquaredistribution.cpp:89: ans ==> and
data/quantlib-1.20/ql/math/distributions/gammadistribution.cpp:73: ser ==> set
data/quantlib-1.20/ql/math/distributions/gammadistribution.cpp:74: ser ==> set
data/quantlib-1.20/ql/math/distributions/gammadistribution.cpp:75: ser ==> set
data/quantlib-1.20/ql/math/distributions/gammadistribution.cpp:76: ser ==> set
data/quantlib-1.20/ql/math/distributions/gammadistribution.cpp:77: ser ==> set
data/quantlib-1.20/ql/math/distributions/gammadistribution.cpp:78: ser ==> set
data/quantlib-1.20/ql/math/distributions/gammadistribution.cpp:79: ser ==> set
data/quantlib-1.20/ql/math/distributions/gammadistribution.cpp:81: ser ==> set
data/quantlib-1.20/ql/time/date.cpp:258: leapYear ==> leap year
data/quantlib-1.20/ql/time/date.cpp:265: leapYear ==> leap year
data/quantlib-1.20/ql/time/date.cpp:268: leapYear ==> leap year
data/quantlib-1.20/ql/time/date.cpp:279: leapYear ==> leap year
data/quantlib-1.20/ql/time/schedule.cpp:301: inforced ==> enforced
data/quantlib-1.20/ql/time/date.hpp:255: leapYear ==> leap year
data/quantlib-1.20/ql/time/date.hpp:256: leapYear ==> leap year
data/quantlib-1.20/ql/time/calendars/unitedstates.cpp:38: possily ==> possibly
data/quantlib-1.20/ql/time/calendars/france.cpp:66: Assomption ==> Assumption
data/quantlib-1.20/ql/time/calendars/newzealand.hpp:38: 2st ==> 2nd
data/quantlib-1.20/ql/time/calendars/israel.cpp:121: Indipendence ==> Independence
data/quantlib-1.20/ql/time/calendars/turkey.cpp:159: anounced ==> announced
data/quantlib-1.20/ql/time/calendars/thailand.hpp:34: annouce ==> announce
data/quantlib-1.20/ql/time/calendars/thailand.hpp:34: usally ==> usually
data/quantlib-1.20/ql/time/calendars/israel.hpp:42: wich ==> which
data/quantlib-1.20/ql/time/calendars/israel.hpp:49: Indipendence ==> Independence
data/quantlib-1.20/ql/utilities/dataformatters.cpp:36: nd ==> and, 2nd
data/quantlib-1.20/ql/instruments/vanillaoption.hpp:46: unconsistent ==> inconsistent
data/quantlib-1.20/ql/instruments/makeois.cpp:50: ois ==> is
data/quantlib-1.20/ql/instruments/makeois.cpp:51: ois ==> is
data/quantlib-1.20/ql/instruments/makeois.cpp:73: OIS ==> IS
data/quantlib-1.20/ql/instruments/makeois.cpp:121: ois ==> is
data/quantlib-1.20/ql/instruments/makeois.cpp:139: ois ==> is
data/quantlib-1.20/ql/instruments/cpiswap.hpp:43: ony ==> only
data/quantlib-1.20/ql/instruments/cpiswap.hpp:56: differnt ==> different
data/quantlib-1.20/ql/instruments/futures.hpp:37: Internation ==> International
data/quantlib-1.20/ql/instruments/creditdefaultswap.hpp:295: theres ==> there's
data/quantlib-1.20/ql/instruments/bonds/btp.hpp:169: lenth ==> length
data/quantlib-1.20/ql/termstructures/iterativebootstrap.hpp:298: boostrapped ==> bootstrapped
data/quantlib-1.20/ql/termstructures/bootstraphelper.hpp:57: consistancy ==> consistency
data/quantlib-1.20/ql/termstructures/bootstraperror.hpp:23: boostrap ==> bootstrap
data/quantlib-1.20/ql/termstructures/volatility/sabrinterpolatedsmilesection.cpp:119: unconditionnaly ==> unconditionally
data/quantlib-1.20/ql/termstructures/volatility/spreadedsmilesection.hpp:21: Spreaded ==> Spread
data/quantlib-1.20/ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp:23: Spreaded ==> Spread
data/quantlib-1.20/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp:738: whith ==> with
data/quantlib-1.20/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp:872: admissable ==> admissible
data/quantlib-1.20/ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp:106: boostrapping ==> bootstrapping
data/quantlib-1.20/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp:111: boostrapping ==> bootstrapping
data/quantlib-1.20/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp:128: boostrapping ==> bootstrapping
data/quantlib-1.20/ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp:121: colums ==> columns
data/quantlib-1.20/ql/termstructures/volatility/equityfx/blackvariancesurface.cpp:40: colums ==> columns
data/quantlib-1.20/ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp:40: dependant ==> dependent
data/quantlib-1.20/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp:23: Spreaded ==> Spread
data/quantlib-1.20/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp:67: spreaded ==> spread
data/quantlib-1.20/ql/termstructures/yield/ratehelpers.cpp:828: dinamically ==> dynamically
data/quantlib-1.20/ql/termstructures/yield/zerospreadedtermstructure.hpp:22: spreaded ==> spread
data/quantlib-1.20/ql/termstructures/yield/zerospreadedtermstructure.hpp:67: spreaded ==> spread
data/quantlib-1.20/ql/termstructures/yield/zerospreadedtermstructure.hpp:69: spreaded ==> spread
data/quantlib-1.20/ql/termstructures/yield/fittedbonddiscountcurve.cpp:177: boostrapping ==> bootstrapping
data/quantlib-1.20/ql/termstructures/yield/oisratehelper.hpp:22: OIS ==> IS
data/quantlib-1.20/ql/termstructures/inflation/seasonality.cpp:235: invers ==> inverse, invert
data/quantlib-1.20/ql/termstructures/inflation/seasonality.cpp:250: invers ==> inverse, invert
data/quantlib-1.20/ql/cashflows/cashflows.cpp:581: fucntion ==> function
data/quantlib-1.20/ql/cashflows/cashflows.cpp:1193: spreaded ==> spread
data/quantlib-1.20/ql/cashflows/conundrumpricer.cpp:279: boudary ==> boundary
data/quantlib-1.20/ql/cashflows/conundrumpricer.cpp:290: intervall ==> interval
data/quantlib-1.20/ql/cashflows/conundrumpricer.cpp:346: formule ==> formula, formulas
data/quantlib-1.20/ql/cashflows/conundrumpricer.cpp:897: migth ==> might
data/quantlib-1.20/ql/indexes/inflationindex.hpp:46: addional ==> additional
data/quantlib-1.20/ql/indexes/ibor/wibor.hpp:35: ACI ==> ACPI
data/quantlib-1.20/ql/indexes/inflation/zacpi.hpp:32: Comsumer ==> Consumer
data/quantlib-1.20/debian/changelog:771: candiate ==> candidate
data/quantlib-1.20/debian/changelog:777: candiate ==> candidate
data/quantlib-1.20/debian/changelog:946: candiate ==> candidate
data/quantlib-1.20/debian/changelog:1072: Adapated ==> Adapted
data/quantlib-1.20/debian/rules:250: independant ==> independent
data/quantlib-1.20/debian/rules:255: dependant ==> dependent
data/quantlib-1.20/debian/new-1.0-test/rules:222: independant ==> independent
data/quantlib-1.20/debian/new-1.0-test/rules:227: dependant ==> dependent
data/quantlib-1.20/debian/old/rules:150: independant ==> independent
data/quantlib-1.20/debian/old/rules:155: dependant ==> dependent