{ "slug": "orcl", "issuer": "ORACLE 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": 9, "n_prints_day": 22, "sofr_pct": 4.13, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": 5.8, "2.0": 5.8, "3.0": 7.3, "5.0": 27.1, "7.0": 58.0, "10.0": 91.6 }, "par_cds_bp": { "1.0": 5.7, "2.0": 6.1, "3.0": 10.7, "5.0": 31.5, "7.0": 60.8, "10.0": 92.1 }, "par_cds_5y_bp": 31.5, "negative_z_knots": [], "unreachable_low_knots": [], "below_model_resolution": [] }, { "date": "2025-09-30", "n_bonds_priced": 20, "n_prints_day": 23, "sofr_pct": 4.24, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": 5.4, "2.0": 5.4, "3.0": 5.4, "5.0": 16.1, "7.0": 46.3, "10.0": 80.7 }, "par_cds_bp": { "1.0": 5.3, "2.0": 5.3, "3.0": 7.2, "5.0": 20.4, "7.0": 49.3, "10.0": 81.3 }, "par_cds_5y_bp": 20.4, "negative_z_knots": [], "unreachable_low_knots": [], 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47, "n_prints_day": 47, "sofr_pct": 4.13, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -2.8, "2.0": -6.0, "3.0": 2.2, "5.0": 32.4, "7.0": 66.1, "10.0": 99.3 }, "par_cds_bp": { "1.0": null, "2.0": 0.6, "3.0": 6.9, "5.0": 36.5, "7.0": 68.4, "10.0": 99.4 }, "par_cds_5y_bp": 36.5, "negative_z_knots": [ "1.0", "2.0" ], "unreachable_low_knots": [], "below_model_resolution": [ "1.0" ] }, { "date": "2025-10-10", "n_bonds_priced": 41, "n_prints_day": 41, "sofr_pct": 4.15, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -7.3, "2.0": -10.0, "3.0": -4.0, "5.0": 27.9, "7.0": 60.7, "10.0": 91.6 }, "par_cds_bp": { "1.0": null, "2.0": null, "3.0": 4.3, "5.0": 32.0, "7.0": 62.8, "10.0": 91.8 }, "par_cds_5y_bp": 32.0, "negative_z_knots": [ "1.0", "2.0", "3.0" ], "unreachable_low_knots": [], "below_model_resolution": [ "1.0", "2.0" ] }, { "date": "2025-10-14", "n_bonds_priced": 45, 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