{ "slug": "googl", "issuer": "ALPHABET INC", "start": "2025-10-06", "end": "2026-10-05", "days": 249, "regimes": [ { "regime": "legacy_flat", "days": 245, "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 249 days). These are different discount curves - do not compare levels across the break", "series": [ { "date": "2025-10-06", "n_bonds_priced": 9, "n_prints_day": 9, "sofr_pct": 4.15, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -62.8, "2.0": -61.2, "3.0": -50.1, "5.0": -28.1, "7.0": -4.6, "10.0": 29.2 }, "par_cds_bp": { "1.0": null, "2.0": null, "3.0": null, "5.0": null, "7.0": 2.9, "10.0": 30.2 }, "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": 8, "n_prints_day": 8, "sofr_pct": 4.14, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -26.6, "2.0": -26.6, "3.0": -26.6, "5.0": -28.0, "7.0": -5.1, "10.0": 28.1 }, "par_cds_bp": { "1.0": null, "2.0": null, "3.0": null, "5.0": null, "7.0": 2.7, "10.0": 29.0 }, "par_cds_5y_bp": 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