{ "slug": "gs", "issuer": "GOLDMAN SACHS GROUP INC", "start": "2025-10-01", "end": "2026-10-05", "days": 252, "regimes": [ { "regime": "legacy_flat", "days": 248, "start": "2025-10-01", "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 252 days). These are different discount curves - do not compare levels across the break", "series": [ { "date": "2025-10-01", "n_bonds_priced": 49, "n_prints_day": 49, "sofr_pct": 4.2, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -25.7, "2.0": 4.9, "3.0": -6.9, "5.0": 20.8, "7.0": 1.9, "10.0": 66.4 }, "par_cds_bp": { "1.0": 1.8, "2.0": 5.3, "3.0": 8.9, "5.0": 21.4, "7.0": 30.7, "10.0": 67.4 }, "par_cds_5y_bp": 21.4, "negative_z_knots": [ "1.0", "3.0" ], "unreachable_low_knots": [ "7.0" ], "below_model_resolution": [] }, { "date": "2025-10-02", "n_bonds_priced": 47, "n_prints_day": 47, "sofr_pct": 4.2, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -27.6, "2.0": -33.7, "3.0": 15.3, "5.0": 20.6, "7.0": 0.7, "10.0": 64.9 }, "par_cds_bp": { "1.0": null, "2.0": 4.5, "3.0": 16.0, "5.0": 20.6, "7.0": 26.9, "10.0": 66.0 }, "par_cds_5y_bp": 20.6, "negative_z_knots": [ "1.0", "2.0" ], 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