Fixes by misspell-fixer

Author: github-actions[bot]

ql/experimental/termstructures/crosscurrencyratehelpers.cpp

@@ -107,7 +107,7 @@ namespace QuantLib {
                 DiscountFactor discountStart = helper_.discount(start);
                 DiscountFactor discountEnd = helper_.discount(end);
 
-                // NPV of a resetting coupon consists of a redemption of borrowed amount occuring
+                // NPV of a resetting coupon consists of a redemption of borrowed amount occurring
                 // at the end of the accrual period plus the accrued interest, minus the borrowed
                 // amount at the start of the period. All amounts are corrected by an adjustment
                 // corresponding to the implied forward exchange rate, which is estimated by

ql/termstructures/credit/defaultprobabilityhelpers.hpp

@@ -65,7 +65,7 @@ namespace QuantLib {
                                distinction.
             @param recoveryRate  The recovery rate of the underlying reference entity.
             @param discountCurve  A handle to the relevant discount curve.
-            @param settlesAccrual  Set to \c true if accrued fee is paid on the occurence of a credit event and set 
+            @param settlesAccrual  Set to \c true if accrued fee is paid on the occurrence of a credit event and set 
                                    to \c false if it is not. Typically this is \c true.
             @param paysAtDefaultTime  Set to \c true if default payment is made at time of credit event or postponed 
                                       to the end of the coupon period. Typically this is \c true.