{ "slug": "aapl", "issuer": "APPLE INC", "start": "2025-10-06", "end": "2026-10-05", "days": 250, "regimes": [ { "regime": "legacy_flat", "days": 246, "start": "2025-10-06", "end": "2026-09-29" }, { "regime": "strip", "days": 4, "start": "2026-09-30", "end": "2026-10-05" } ], "regime_note": "legacy_flat discounting (flat SOFR at each date) through 2026-09-29; futures-strip curve from 2026-09-30 (4 of 250 days). These are different discount curves - do not compare levels across the break", "series": [ { "date": "2025-10-06", "n_bonds_priced": 38, "n_prints_day": 38, "sofr_pct": 4.15, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -50.2, "2.0": -49.0, "3.0": -45.4, "5.0": -26.5, "7.0": -11.0, "10.0": 16.9 }, "par_cds_bp": { "1.0": null, "2.0": null, "3.0": null, "5.0": null, "7.0": 1.6, "10.0": 17.5 }, "par_cds_5y_bp": null, "negative_z_knots": [ "1.0", "2.0", "3.0", "5.0", "7.0" ], "unreachable_low_knots": [], "below_model_resolution": [ "1.0", "2.0", "3.0", "5.0" ] }, { "date": "2025-10-07", "n_bonds_priced": 35, "n_prints_day": 35, "sofr_pct": 4.14, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -49.0, "2.0": -49.3, "3.0": -45.5, "5.0": -25.9, "7.0": -11.1, "10.0": 16.7 }, "par_cds_bp": { "1.0": null, "2.0": null, "3.0": null, "5.0": null, "7.0": 1.6, "10.0": 17.2 }, 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