{ "slug": "msft", "issuer": "MICROSOFT CORP", "start": "2025-09-29", "end": "2026-10-05", "days": 254, "regimes": [ { "regime": "legacy_flat", "days": 250, "start": "2025-09-29", "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 254 days). These are different discount curves - do not compare levels across the break", "series": [ { "date": "2025-09-29", "n_bonds_priced": 22, "n_prints_day": 22, "sofr_pct": 4.13, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -42.4, "2.0": -56.4, "3.0": -46.9, "5.0": -28.0, "7.0": -17.1, "10.0": -0.7 }, "par_cds_bp": { "1.0": null, "2.0": null, "3.0": null, "5.0": null, "7.0": null, "10.0": null }, "par_cds_5y_bp": null, "negative_z_knots": [ "1.0", "2.0", "3.0", "5.0", "7.0", "10.0" ], "unreachable_low_knots": [], "below_model_resolution": [ "1.0", "2.0", "3.0", "5.0", "7.0", "10.0" ] }, { "date": "2025-09-30", "n_bonds_priced": 24, "n_prints_day": 24, "sofr_pct": 4.24, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -53.8, "2.0": -60.5, "3.0": -53.6, "5.0": -39.8, "7.0": -25.7, "10.0": -14.6 }, "par_cds_bp": { "1.0": null, "2.0": null, "3.0": null, "5.0": null, "7.0": null, 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