diff --git a/README.md b/README.md
index 693fcff..b4df4ac 100644
--- a/README.md
+++ b/README.md
@@ -43,6 +43,7 @@ Please refer to [how to build](#building-the-native-addon) below
 | -------- | ------------- | ------- | ------------- |
 |    1.7.1 |         1.7.0 |   6.9.1 |         0.1.x |
 |    1.8.1 |         1.8.0 |   6.9.5 |         0.2.x |
+|    1.9.2 |         1.9.0 |   6.9.5 |         0.3.x |
 
 ## Building the native addon
 
@@ -133,4 +134,4 @@ ql.SymmetricSchurDecomposition('mtx#1',mtx1).then(function(obj){ //C2 formula: =
   0.01580103250921176,
   0.01377474504269164,
   0.012784934140218302 ]
-```
+```
\ No newline at end of file
diff --git a/lib/quantlib.js b/lib/quantlib.js
index 145e2c5..aa55e33 100644
--- a/lib/quantlib.js
+++ b/lib/quantlib.js
@@ -353,8 +353,8 @@ exports.CreditBasketSetLossModel = promisify(rawApi.CreditBasketSetLossModel);
 exports.CreditBasketSize = promisify(rawApi.CreditBasketSize);
 exports.CreditBasketLiveNotional = promisify(rawApi.CreditBasketLiveNotional);
 exports.CreditBasketLoss = promisify(rawApi.CreditBasketLoss);
-exports.CrediBasketAttachLive = promisify(rawApi.CrediBasketAttachLive);
-exports.CrediBasketDetachLive = promisify(rawApi.CrediBasketDetachLive);
+exports.CreditBasketAttachLive = promisify(rawApi.CreditBasketAttachLive);
+exports.CreditBasketDetachLive = promisify(rawApi.CreditBasketDetachLive);
 exports.ExpectedTrancheLoss = promisify(rawApi.ExpectedTrancheLoss);
 exports.CreditBasketPercentile = promisify(rawApi.CreditBasketPercentile);
 exports.CreditBasketESF = promisify(rawApi.CreditBasketESF);
diff --git a/package.json b/package.json
index 997f48a..fc56982 100644
--- a/package.json
+++ b/package.json
@@ -1,7 +1,7 @@
 {
   "name": "quantlib",
   "description": "QuantLib Asyn Bindings for Node.js",
-  "version": "0.2.1",
+  "version": "0.3.0",
   "keywords": [
     "quantlib"
   ],
diff --git a/quantlibnode.cpp b/quantlibnode.cpp
index c9d223c..a05608f 100644
--- a/quantlibnode.cpp
+++ b/quantlibnode.cpp
@@ -373,8 +373,8 @@ NAN_MODULE_INIT(init){
   Nan::SetMethod(target, "CreditBasketSize", QuantLibNode::CreditBasketSize);
   Nan::SetMethod(target, "CreditBasketLiveNotional", QuantLibNode::CreditBasketLiveNotional);
   Nan::SetMethod(target, "CreditBasketLoss", QuantLibNode::CreditBasketLoss);
-  Nan::SetMethod(target, "CrediBasketAttachLive", QuantLibNode::CrediBasketAttachLive);
-  Nan::SetMethod(target, "CrediBasketDetachLive", QuantLibNode::CrediBasketDetachLive);
+  Nan::SetMethod(target, "CreditBasketAttachLive", QuantLibNode::CreditBasketAttachLive);
+  Nan::SetMethod(target, "CreditBasketDetachLive", QuantLibNode::CreditBasketDetachLive);
   Nan::SetMethod(target, "ExpectedTrancheLoss", QuantLibNode::ExpectedTrancheLoss);
   Nan::SetMethod(target, "CreditBasketPercentile", QuantLibNode::CreditBasketPercentile);
   Nan::SetMethod(target, "CreditBasketESF", QuantLibNode::CreditBasketESF);
diff --git a/quantlibnode.hpp b/quantlibnode.hpp
index f6c0c32..834e625 100644
--- a/quantlibnode.hpp
+++ b/quantlibnode.hpp
@@ -421,8 +421,8 @@ class QuantLibNode : public Nan::ObjectWrap {
 	static NAN_METHOD(CreditBasketSize);
 	static NAN_METHOD(CreditBasketLiveNotional);
 	static NAN_METHOD(CreditBasketLoss);
-	static NAN_METHOD(CrediBasketAttachLive);
-	static NAN_METHOD(CrediBasketDetachLive);
+	static NAN_METHOD(CreditBasketAttachLive);
+	static NAN_METHOD(CreditBasketDetachLive);
 	static NAN_METHOD(ExpectedTrancheLoss);
 	static NAN_METHOD(CreditBasketPercentile);
 	static NAN_METHOD(CreditBasketESF);
diff --git a/src/basketlossmodels.cpp b/src/basketlossmodels.cpp
index bc7c56b..4c78283 100644
--- a/src/basketlossmodels.cpp
+++ b/src/basketlossmodels.cpp
@@ -32,7 +32,7 @@ void GaussianLHPLossmodelWorker::Execute(){
       new QuantLibAddin::ValueObjects::qlGaussianLHPLossmodel(
           mObjectID,
           mCorrelation,
-          mRecoveyRates,
+          mRecoveryRates,
           false
       ));
 
@@ -41,7 +41,7 @@ void GaussianLHPLossmodelWorker::Execute(){
       new QuantLibAddin::GaussianLHPLossModel(
           valueObject,
           mCorrelation,
-          mRecoveyRates,
+          mRecoveryRates,
           false
       ));
 
@@ -78,7 +78,7 @@ NAN_METHOD(QuantLibNode::GaussianLHPLossmodel) {
       return Nan::ThrowError("Correlation is required.");
   }
   if (info.Length() == 2 || !info[2]->IsArray()) {
-      return Nan::ThrowError("RecoveyRates is required.");
+      return Nan::ThrowError("RecoveryRates is required.");
   }
   // convert js argument to c++ type
   String::Utf8Value strObjectID(info[0]->ToString());
@@ -88,11 +88,11 @@ NAN_METHOD(QuantLibNode::GaussianLHPLossmodel) {
   double CorrelationCpp = Nan::To<double>(info[1]).FromJust();
 
   // convert js argument to c++ type
-  std::vector<double>RecoveyRatesCpp;
+  std::vector<double>RecoveryRatesCpp;
 
-  Local<Array> RecoveyRatesArray = info[2].As<Array>();
-  for (unsigned int i = 0; i < RecoveyRatesArray->Length(); i++){
-    RecoveyRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveyRatesArray, i).ToLocalChecked()).FromJust());
+  Local<Array> RecoveryRatesArray = info[2].As<Array>();
+  for (unsigned int i = 0; i < RecoveryRatesArray->Length(); i++){
+    RecoveryRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveryRatesArray, i).ToLocalChecked()).FromJust());
   }
 
  
@@ -103,7 +103,7 @@ NAN_METHOD(QuantLibNode::GaussianLHPLossmodel) {
     callback
     ,ObjectIDCpp
     ,CorrelationCpp
-    ,RecoveyRatesCpp
+    ,RecoveryRatesCpp
   ));
 
 }
@@ -132,7 +132,7 @@ void IHGaussPoolLossModelWorker::Execute(){
       new QuantLibAddin::ValueObjects::qlIHGaussPoolLossModel(
           mObjectID,
           mCorrelation,
-          mRecoveyRates,
+          mRecoveryRates,
           mNumBuckets,
           false
       ));
@@ -142,7 +142,7 @@ void IHGaussPoolLossModelWorker::Execute(){
       new QuantLibAddin::IHGaussPoolLossModel(
           valueObject,
           mCorrelation,
-          mRecoveyRates,
+          mRecoveryRates,
           NumBucketsLib,
           false
       ));
@@ -180,7 +180,7 @@ NAN_METHOD(QuantLibNode::IHGaussPoolLossModel) {
       return Nan::ThrowError("Correlation is required.");
   }
   if (info.Length() == 2 || !info[2]->IsArray()) {
-      return Nan::ThrowError("RecoveyRates is required.");
+      return Nan::ThrowError("RecoveryRates is required.");
   }
   if (info.Length() == 3 || !info[3]->IsNumber()) {
       return Nan::ThrowError("NumBuckets is required.");
@@ -193,11 +193,11 @@ NAN_METHOD(QuantLibNode::IHGaussPoolLossModel) {
   double CorrelationCpp = Nan::To<double>(info[1]).FromJust();
 
   // convert js argument to c++ type
-  std::vector<double>RecoveyRatesCpp;
+  std::vector<double>RecoveryRatesCpp;
 
-  Local<Array> RecoveyRatesArray = info[2].As<Array>();
-  for (unsigned int i = 0; i < RecoveyRatesArray->Length(); i++){
-    RecoveyRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveyRatesArray, i).ToLocalChecked()).FromJust());
+  Local<Array> RecoveryRatesArray = info[2].As<Array>();
+  for (unsigned int i = 0; i < RecoveryRatesArray->Length(); i++){
+    RecoveryRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveryRatesArray, i).ToLocalChecked()).FromJust());
   }
 
   // convert js argument to c++ type
@@ -211,7 +211,7 @@ NAN_METHOD(QuantLibNode::IHGaussPoolLossModel) {
     callback
     ,ObjectIDCpp
     ,CorrelationCpp
-    ,RecoveyRatesCpp
+    ,RecoveryRatesCpp
     ,NumBucketsCpp
   ));
 
@@ -241,7 +241,7 @@ void IHStudentPoolLossModelWorker::Execute(){
       new QuantLibAddin::ValueObjects::qlIHStudentPoolLossModel(
           mObjectID,
           mCorrelation,
-          mRecoveyRates,
+          mRecoveryRates,
           mTtraits,
           mNumBuckets,
           false
@@ -252,7 +252,7 @@ void IHStudentPoolLossModelWorker::Execute(){
       new QuantLibAddin::IHStudentPoolLossModel(
           valueObject,
           mCorrelation,
-          mRecoveyRates,
+          mRecoveryRates,
           mTtraits,
           NumBucketsLib,
           false
@@ -291,7 +291,7 @@ NAN_METHOD(QuantLibNode::IHStudentPoolLossModel) {
       return Nan::ThrowError("Correlation is required.");
   }
   if (info.Length() == 2 || !info[2]->IsArray()) {
-      return Nan::ThrowError("RecoveyRates is required.");
+      return Nan::ThrowError("RecoveryRates is required.");
   }
   if (info.Length() == 3 || !info[3]->IsArray()) {
       return Nan::ThrowError("Ttraits is required.");
@@ -307,11 +307,11 @@ NAN_METHOD(QuantLibNode::IHStudentPoolLossModel) {
   double CorrelationCpp = Nan::To<double>(info[1]).FromJust();
 
   // convert js argument to c++ type
-  std::vector<double>RecoveyRatesCpp;
+  std::vector<double>RecoveryRatesCpp;
 
-  Local<Array> RecoveyRatesArray = info[2].As<Array>();
-  for (unsigned int i = 0; i < RecoveyRatesArray->Length(); i++){
-    RecoveyRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveyRatesArray, i).ToLocalChecked()).FromJust());
+  Local<Array> RecoveryRatesArray = info[2].As<Array>();
+  for (unsigned int i = 0; i < RecoveryRatesArray->Length(); i++){
+    RecoveryRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveryRatesArray, i).ToLocalChecked()).FromJust());
   }
 
   // convert js argument to c++ type
@@ -333,7 +333,7 @@ NAN_METHOD(QuantLibNode::IHStudentPoolLossModel) {
     callback
     ,ObjectIDCpp
     ,CorrelationCpp
-    ,RecoveyRatesCpp
+    ,RecoveryRatesCpp
     ,TtraitsCpp
     ,NumBucketsCpp
   ));
@@ -357,7 +357,7 @@ void GBinomialLossmodelWorker::Execute(){
       new QuantLibAddin::ValueObjects::qlGBinomialLossmodel(
           mObjectID,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           false
       ));
 
@@ -366,7 +366,7 @@ void GBinomialLossmodelWorker::Execute(){
       new QuantLibAddin::GaussianBinomialLossModel(
           valueObject,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           false
       ));
 
@@ -403,7 +403,7 @@ NAN_METHOD(QuantLibNode::GBinomialLossmodel) {
       return Nan::ThrowError("Factors is required.");
   }
   if (info.Length() == 2 || !info[2]->IsArray()) {
-      return Nan::ThrowError("RecoveyRates is required.");
+      return Nan::ThrowError("RecoveryRates is required.");
   }
   // convert js argument to c++ type
   String::Utf8Value strObjectID(info[0]->ToString());
@@ -423,11 +423,11 @@ NAN_METHOD(QuantLibNode::GBinomialLossmodel) {
   }
 
   // convert js argument to c++ type
-  std::vector<double>RecoveyRatesCpp;
+  std::vector<double>RecoveryRatesCpp;
 
-  Local<Array> RecoveyRatesArray = info[2].As<Array>();
-  for (unsigned int i = 0; i < RecoveyRatesArray->Length(); i++){
-    RecoveyRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveyRatesArray, i).ToLocalChecked()).FromJust());
+  Local<Array> RecoveryRatesArray = info[2].As<Array>();
+  for (unsigned int i = 0; i < RecoveryRatesArray->Length(); i++){
+    RecoveryRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveryRatesArray, i).ToLocalChecked()).FromJust());
   }
 
  
@@ -438,7 +438,7 @@ NAN_METHOD(QuantLibNode::GBinomialLossmodel) {
     callback
     ,ObjectIDCpp
     ,FactorsCpp
-    ,RecoveyRatesCpp
+    ,RecoveryRatesCpp
   ));
 
 }
@@ -460,7 +460,7 @@ void TBinomialLossmodelWorker::Execute(){
       new QuantLibAddin::ValueObjects::qlTBinomialLossmodel(
           mObjectID,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           mTtraits,
           false
       ));
@@ -470,7 +470,7 @@ void TBinomialLossmodelWorker::Execute(){
       new QuantLibAddin::TBinomialLossModel(
           valueObject,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           mTtraits,
           false
       ));
@@ -508,7 +508,7 @@ NAN_METHOD(QuantLibNode::TBinomialLossmodel) {
       return Nan::ThrowError("Factors is required.");
   }
   if (info.Length() == 2 || !info[2]->IsArray()) {
-      return Nan::ThrowError("RecoveyRates is required.");
+      return Nan::ThrowError("RecoveryRates is required.");
   }
   if (info.Length() == 3 || !info[3]->IsArray()) {
       return Nan::ThrowError("Ttraits is required.");
@@ -531,11 +531,11 @@ NAN_METHOD(QuantLibNode::TBinomialLossmodel) {
   }
 
   // convert js argument to c++ type
-  std::vector<double>RecoveyRatesCpp;
+  std::vector<double>RecoveryRatesCpp;
 
-  Local<Array> RecoveyRatesArray = info[2].As<Array>();
-  for (unsigned int i = 0; i < RecoveyRatesArray->Length(); i++){
-    RecoveyRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveyRatesArray, i).ToLocalChecked()).FromJust());
+  Local<Array> RecoveryRatesArray = info[2].As<Array>();
+  for (unsigned int i = 0; i < RecoveryRatesArray->Length(); i++){
+    RecoveryRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveryRatesArray, i).ToLocalChecked()).FromJust());
   }
 
   // convert js argument to c++ type
@@ -554,7 +554,7 @@ NAN_METHOD(QuantLibNode::TBinomialLossmodel) {
     callback
     ,ObjectIDCpp
     ,FactorsCpp
-    ,RecoveyRatesCpp
+    ,RecoveryRatesCpp
     ,TtraitsCpp
   ));
 
@@ -715,7 +715,7 @@ void GMCLossModelWorker::Execute(){
       new QuantLibAddin::ValueObjects::qlGMCLossModel(
           mObjectID,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           mNumSimulations,
           false
       ));
@@ -725,7 +725,7 @@ void GMCLossModelWorker::Execute(){
       new QuantLibAddin::GaussianRandomDefaultLM(
           valueObject,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           NumSimulationsLib,
           false
       ));
@@ -763,7 +763,7 @@ NAN_METHOD(QuantLibNode::GMCLossModel) {
       return Nan::ThrowError("Factors is required.");
   }
   if (info.Length() == 2 || !info[2]->IsArray()) {
-      return Nan::ThrowError("RecoveyRates is required.");
+      return Nan::ThrowError("RecoveryRates is required.");
   }
   if (info.Length() == 3 || !info[3]->IsNumber()) {
       return Nan::ThrowError("NumSimulations is required.");
@@ -786,11 +786,11 @@ NAN_METHOD(QuantLibNode::GMCLossModel) {
   }
 
   // convert js argument to c++ type
-  std::vector<double>RecoveyRatesCpp;
+  std::vector<double>RecoveryRatesCpp;
 
-  Local<Array> RecoveyRatesArray = info[2].As<Array>();
-  for (unsigned int i = 0; i < RecoveyRatesArray->Length(); i++){
-    RecoveyRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveyRatesArray, i).ToLocalChecked()).FromJust());
+  Local<Array> RecoveryRatesArray = info[2].As<Array>();
+  for (unsigned int i = 0; i < RecoveryRatesArray->Length(); i++){
+    RecoveryRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveryRatesArray, i).ToLocalChecked()).FromJust());
   }
 
   // convert js argument to c++ type
@@ -804,7 +804,7 @@ NAN_METHOD(QuantLibNode::GMCLossModel) {
     callback
     ,ObjectIDCpp
     ,FactorsCpp
-    ,RecoveyRatesCpp
+    ,RecoveryRatesCpp
     ,NumSimulationsCpp
   ));
 
@@ -834,7 +834,7 @@ void GRandomRRMCLossModelWorker::Execute(){
       new QuantLibAddin::ValueObjects::qlGRandomRRMCLossModel(
           mObjectID,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           mModelA,
           mNumSimulations,
           false
@@ -845,7 +845,7 @@ void GRandomRRMCLossModelWorker::Execute(){
       new QuantLibAddin::GaussianRandomLossLM(
           valueObject,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           mModelA,
           NumSimulationsLib,
           false
@@ -884,7 +884,7 @@ NAN_METHOD(QuantLibNode::GRandomRRMCLossModel) {
       return Nan::ThrowError("Factors is required.");
   }
   if (info.Length() == 2 || !info[2]->IsArray()) {
-      return Nan::ThrowError("RecoveyRates is required.");
+      return Nan::ThrowError("RecoveryRates is required.");
   }
   if (info.Length() == 3 || !info[3]->IsNumber()) {
       return Nan::ThrowError("ModelA is required.");
@@ -910,11 +910,11 @@ NAN_METHOD(QuantLibNode::GRandomRRMCLossModel) {
   }
 
   // convert js argument to c++ type
-  std::vector<double>RecoveyRatesCpp;
+  std::vector<double>RecoveryRatesCpp;
 
-  Local<Array> RecoveyRatesArray = info[2].As<Array>();
-  for (unsigned int i = 0; i < RecoveyRatesArray->Length(); i++){
-    RecoveyRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveyRatesArray, i).ToLocalChecked()).FromJust());
+  Local<Array> RecoveryRatesArray = info[2].As<Array>();
+  for (unsigned int i = 0; i < RecoveryRatesArray->Length(); i++){
+    RecoveryRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveryRatesArray, i).ToLocalChecked()).FromJust());
   }
 
   // convert js argument to c++ type
@@ -931,7 +931,7 @@ NAN_METHOD(QuantLibNode::GRandomRRMCLossModel) {
     callback
     ,ObjectIDCpp
     ,FactorsCpp
-    ,RecoveyRatesCpp
+    ,RecoveryRatesCpp
     ,ModelACpp
     ,NumSimulationsCpp
   ));
@@ -960,7 +960,7 @@ void TMCLossModelWorker::Execute(){
       new QuantLibAddin::ValueObjects::qlTMCLossModel(
           mObjectID,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           mTtraits,
           mNumSimulations,
           false
@@ -971,7 +971,7 @@ void TMCLossModelWorker::Execute(){
       new QuantLibAddin::TRandomDefaultLM(
           valueObject,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           mTtraits,
           NumSimulationsLib,
           false
@@ -1010,7 +1010,7 @@ NAN_METHOD(QuantLibNode::TMCLossModel) {
       return Nan::ThrowError("Factors is required.");
   }
   if (info.Length() == 2 || !info[2]->IsArray()) {
-      return Nan::ThrowError("RecoveyRates is required.");
+      return Nan::ThrowError("RecoveryRates is required.");
   }
   if (info.Length() == 3 || !info[3]->IsArray()) {
       return Nan::ThrowError("Ttraits is required.");
@@ -1036,11 +1036,11 @@ NAN_METHOD(QuantLibNode::TMCLossModel) {
   }
 
   // convert js argument to c++ type
-  std::vector<double>RecoveyRatesCpp;
+  std::vector<double>RecoveryRatesCpp;
 
-  Local<Array> RecoveyRatesArray = info[2].As<Array>();
-  for (unsigned int i = 0; i < RecoveyRatesArray->Length(); i++){
-    RecoveyRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveyRatesArray, i).ToLocalChecked()).FromJust());
+  Local<Array> RecoveryRatesArray = info[2].As<Array>();
+  for (unsigned int i = 0; i < RecoveryRatesArray->Length(); i++){
+    RecoveryRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveryRatesArray, i).ToLocalChecked()).FromJust());
   }
 
   // convert js argument to c++ type
@@ -1062,7 +1062,7 @@ NAN_METHOD(QuantLibNode::TMCLossModel) {
     callback
     ,ObjectIDCpp
     ,FactorsCpp
-    ,RecoveyRatesCpp
+    ,RecoveryRatesCpp
     ,TtraitsCpp
     ,NumSimulationsCpp
   ));
@@ -1093,7 +1093,7 @@ void TRandomRRMCLossModelWorker::Execute(){
       new QuantLibAddin::ValueObjects::qlTRandomRRMCLossModel(
           mObjectID,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           mTtraits,
           mModelA,
           mNumSimulations,
@@ -1105,7 +1105,7 @@ void TRandomRRMCLossModelWorker::Execute(){
       new QuantLibAddin::TRandomLossLM(
           valueObject,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           mTtraits,
           mModelA,
           NumSimulationsLib,
@@ -1145,7 +1145,7 @@ NAN_METHOD(QuantLibNode::TRandomRRMCLossModel) {
       return Nan::ThrowError("Factors is required.");
   }
   if (info.Length() == 2 || !info[2]->IsArray()) {
-      return Nan::ThrowError("RecoveyRates is required.");
+      return Nan::ThrowError("RecoveryRates is required.");
   }
   if (info.Length() == 3 || !info[3]->IsArray()) {
       return Nan::ThrowError("Ttraits is required.");
@@ -1174,11 +1174,11 @@ NAN_METHOD(QuantLibNode::TRandomRRMCLossModel) {
   }
 
   // convert js argument to c++ type
-  std::vector<double>RecoveyRatesCpp;
+  std::vector<double>RecoveryRatesCpp;
 
-  Local<Array> RecoveyRatesArray = info[2].As<Array>();
-  for (unsigned int i = 0; i < RecoveyRatesArray->Length(); i++){
-    RecoveyRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveyRatesArray, i).ToLocalChecked()).FromJust());
+  Local<Array> RecoveryRatesArray = info[2].As<Array>();
+  for (unsigned int i = 0; i < RecoveryRatesArray->Length(); i++){
+    RecoveryRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveryRatesArray, i).ToLocalChecked()).FromJust());
   }
 
   // convert js argument to c++ type
@@ -1203,7 +1203,7 @@ NAN_METHOD(QuantLibNode::TRandomRRMCLossModel) {
     callback
     ,ObjectIDCpp
     ,FactorsCpp
-    ,RecoveyRatesCpp
+    ,RecoveryRatesCpp
     ,TtraitsCpp
     ,ModelACpp
     ,NumSimulationsCpp
@@ -1228,7 +1228,7 @@ void GSaddlePointLossmodelWorker::Execute(){
       new QuantLibAddin::ValueObjects::qlGSaddlePointLossmodel(
           mObjectID,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           false
       ));
 
@@ -1237,7 +1237,7 @@ void GSaddlePointLossmodelWorker::Execute(){
       new QuantLibAddin::SaddlePointLossModel(
           valueObject,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           false
       ));
 
@@ -1274,7 +1274,7 @@ NAN_METHOD(QuantLibNode::GSaddlePointLossmodel) {
       return Nan::ThrowError("Factors is required.");
   }
   if (info.Length() == 2 || !info[2]->IsArray()) {
-      return Nan::ThrowError("RecoveyRates is required.");
+      return Nan::ThrowError("RecoveryRates is required.");
   }
   // convert js argument to c++ type
   String::Utf8Value strObjectID(info[0]->ToString());
@@ -1294,11 +1294,11 @@ NAN_METHOD(QuantLibNode::GSaddlePointLossmodel) {
   }
 
   // convert js argument to c++ type
-  std::vector<double>RecoveyRatesCpp;
+  std::vector<double>RecoveryRatesCpp;
 
-  Local<Array> RecoveyRatesArray = info[2].As<Array>();
-  for (unsigned int i = 0; i < RecoveyRatesArray->Length(); i++){
-    RecoveyRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveyRatesArray, i).ToLocalChecked()).FromJust());
+  Local<Array> RecoveryRatesArray = info[2].As<Array>();
+  for (unsigned int i = 0; i < RecoveryRatesArray->Length(); i++){
+    RecoveryRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveryRatesArray, i).ToLocalChecked()).FromJust());
   }
 
  
@@ -1309,7 +1309,7 @@ NAN_METHOD(QuantLibNode::GSaddlePointLossmodel) {
     callback
     ,ObjectIDCpp
     ,FactorsCpp
-    ,RecoveyRatesCpp
+    ,RecoveryRatesCpp
   ));
 
 }
@@ -1331,7 +1331,7 @@ void TSaddlePointLossmodelWorker::Execute(){
       new QuantLibAddin::ValueObjects::qlTSaddlePointLossmodel(
           mObjectID,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           mTtraits,
           false
       ));
@@ -1341,7 +1341,7 @@ void TSaddlePointLossmodelWorker::Execute(){
       new QuantLibAddin::TSaddlePointLossModel(
           valueObject,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           mTtraits,
           false
       ));
@@ -1379,7 +1379,7 @@ NAN_METHOD(QuantLibNode::TSaddlePointLossmodel) {
       return Nan::ThrowError("Factors is required.");
   }
   if (info.Length() == 2 || !info[2]->IsArray()) {
-      return Nan::ThrowError("RecoveyRates is required.");
+      return Nan::ThrowError("RecoveryRates is required.");
   }
   if (info.Length() == 3 || !info[3]->IsArray()) {
       return Nan::ThrowError("Ttraits is required.");
@@ -1402,11 +1402,11 @@ NAN_METHOD(QuantLibNode::TSaddlePointLossmodel) {
   }
 
   // convert js argument to c++ type
-  std::vector<double>RecoveyRatesCpp;
+  std::vector<double>RecoveryRatesCpp;
 
-  Local<Array> RecoveyRatesArray = info[2].As<Array>();
-  for (unsigned int i = 0; i < RecoveyRatesArray->Length(); i++){
-    RecoveyRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveyRatesArray, i).ToLocalChecked()).FromJust());
+  Local<Array> RecoveryRatesArray = info[2].As<Array>();
+  for (unsigned int i = 0; i < RecoveryRatesArray->Length(); i++){
+    RecoveryRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveryRatesArray, i).ToLocalChecked()).FromJust());
   }
 
   // convert js argument to c++ type
@@ -1425,7 +1425,7 @@ NAN_METHOD(QuantLibNode::TSaddlePointLossmodel) {
     callback
     ,ObjectIDCpp
     ,FactorsCpp
-    ,RecoveyRatesCpp
+    ,RecoveryRatesCpp
     ,TtraitsCpp
   ));
 
@@ -1448,7 +1448,7 @@ void GRecursiveLossmodelWorker::Execute(){
       new QuantLibAddin::ValueObjects::qlGRecursiveLossmodel(
           mObjectID,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           false
       ));
 
@@ -1457,7 +1457,7 @@ void GRecursiveLossmodelWorker::Execute(){
       new QuantLibAddin::RecursiveGaussLossModel(
           valueObject,
           mFactors,
-          mRecoveyRates,
+          mRecoveryRates,
           false
       ));
 
@@ -1494,7 +1494,7 @@ NAN_METHOD(QuantLibNode::GRecursiveLossmodel) {
       return Nan::ThrowError("Factors is required.");
   }
   if (info.Length() == 2 || !info[2]->IsArray()) {
-      return Nan::ThrowError("RecoveyRates is required.");
+      return Nan::ThrowError("RecoveryRates is required.");
   }
   // convert js argument to c++ type
   String::Utf8Value strObjectID(info[0]->ToString());
@@ -1514,11 +1514,11 @@ NAN_METHOD(QuantLibNode::GRecursiveLossmodel) {
   }
 
   // convert js argument to c++ type
-  std::vector<double>RecoveyRatesCpp;
+  std::vector<double>RecoveryRatesCpp;
 
-  Local<Array> RecoveyRatesArray = info[2].As<Array>();
-  for (unsigned int i = 0; i < RecoveyRatesArray->Length(); i++){
-    RecoveyRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveyRatesArray, i).ToLocalChecked()).FromJust());
+  Local<Array> RecoveryRatesArray = info[2].As<Array>();
+  for (unsigned int i = 0; i < RecoveryRatesArray->Length(); i++){
+    RecoveryRatesCpp.push_back(Nan::To<double>(Nan::Get(RecoveryRatesArray, i).ToLocalChecked()).FromJust());
   }
 
  
@@ -1529,7 +1529,7 @@ NAN_METHOD(QuantLibNode::GRecursiveLossmodel) {
     callback
     ,ObjectIDCpp
     ,FactorsCpp
-    ,RecoveyRatesCpp
+    ,RecoveryRatesCpp
   ));
 
 }
diff --git a/src/basketlossmodels.hpp b/src/basketlossmodels.hpp
index eb83799..5ddccae 100644
--- a/src/basketlossmodels.hpp
+++ b/src/basketlossmodels.hpp
@@ -22,7 +22,7 @@ class GaussianLHPLossmodelWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
     double mCorrelation;
-    std::vector<double> mRecoveyRates;
+    std::vector<double> mRecoveryRates;
 
     string mReturnValue;
 
@@ -32,12 +32,12 @@ class GaussianLHPLossmodelWorker : public Nan::AsyncWorker {
       Nan::Callback *callback
       ,string ObjectID
       ,double Correlation
-      ,std::vector<double> RecoveyRates
+      ,std::vector<double> RecoveryRates
     ):
       Nan::AsyncWorker(callback)
       ,mObjectID(ObjectID)
       ,mCorrelation(Correlation)
-      ,mRecoveyRates(RecoveyRates)
+      ,mRecoveryRates(RecoveryRates)
       {
 
       };
@@ -56,7 +56,7 @@ class IHGaussPoolLossModelWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
     double mCorrelation;
-    std::vector<double> mRecoveyRates;
+    std::vector<double> mRecoveryRates;
     long mNumBuckets;
 
     string mReturnValue;
@@ -67,13 +67,13 @@ class IHGaussPoolLossModelWorker : public Nan::AsyncWorker {
       Nan::Callback *callback
       ,string ObjectID
       ,double Correlation
-      ,std::vector<double> RecoveyRates
+      ,std::vector<double> RecoveryRates
       ,long NumBuckets
     ):
       Nan::AsyncWorker(callback)
       ,mObjectID(ObjectID)
       ,mCorrelation(Correlation)
-      ,mRecoveyRates(RecoveyRates)
+      ,mRecoveryRates(RecoveryRates)
       ,mNumBuckets(NumBuckets)
       {
 
@@ -93,7 +93,7 @@ class IHStudentPoolLossModelWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
     double mCorrelation;
-    std::vector<double> mRecoveyRates;
+    std::vector<double> mRecoveryRates;
     std::vector<double> mTtraits;
     long mNumBuckets;
 
@@ -105,14 +105,14 @@ class IHStudentPoolLossModelWorker : public Nan::AsyncWorker {
       Nan::Callback *callback
       ,string ObjectID
       ,double Correlation
-      ,std::vector<double> RecoveyRates
+      ,std::vector<double> RecoveryRates
       ,std::vector<double> Ttraits
       ,long NumBuckets
     ):
       Nan::AsyncWorker(callback)
       ,mObjectID(ObjectID)
       ,mCorrelation(Correlation)
-      ,mRecoveyRates(RecoveyRates)
+      ,mRecoveryRates(RecoveryRates)
       ,mTtraits(Ttraits)
       ,mNumBuckets(NumBuckets)
       {
@@ -133,7 +133,7 @@ class GBinomialLossmodelWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
     std::vector< std::vector<double> > mFactors;
-    std::vector<double> mRecoveyRates;
+    std::vector<double> mRecoveryRates;
 
     string mReturnValue;
 
@@ -143,12 +143,12 @@ class GBinomialLossmodelWorker : public Nan::AsyncWorker {
       Nan::Callback *callback
       ,string ObjectID
       ,std::vector< std::vector<double> > Factors
-      ,std::vector<double> RecoveyRates
+      ,std::vector<double> RecoveryRates
     ):
       Nan::AsyncWorker(callback)
       ,mObjectID(ObjectID)
       ,mFactors(Factors)
-      ,mRecoveyRates(RecoveyRates)
+      ,mRecoveryRates(RecoveryRates)
       {
 
       };
@@ -167,7 +167,7 @@ class TBinomialLossmodelWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
     std::vector< std::vector<double> > mFactors;
-    std::vector<double> mRecoveyRates;
+    std::vector<double> mRecoveryRates;
     std::vector<double> mTtraits;
 
     string mReturnValue;
@@ -178,13 +178,13 @@ class TBinomialLossmodelWorker : public Nan::AsyncWorker {
       Nan::Callback *callback
       ,string ObjectID
       ,std::vector< std::vector<double> > Factors
-      ,std::vector<double> RecoveyRates
+      ,std::vector<double> RecoveryRates
       ,std::vector<double> Ttraits
     ):
       Nan::AsyncWorker(callback)
       ,mObjectID(ObjectID)
       ,mFactors(Factors)
-      ,mRecoveyRates(RecoveyRates)
+      ,mRecoveryRates(RecoveryRates)
       ,mTtraits(Ttraits)
       {
 
@@ -244,7 +244,7 @@ class GMCLossModelWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
     std::vector< std::vector<double> > mFactors;
-    std::vector<double> mRecoveyRates;
+    std::vector<double> mRecoveryRates;
     long mNumSimulations;
 
     string mReturnValue;
@@ -255,13 +255,13 @@ class GMCLossModelWorker : public Nan::AsyncWorker {
       Nan::Callback *callback
       ,string ObjectID
       ,std::vector< std::vector<double> > Factors
-      ,std::vector<double> RecoveyRates
+      ,std::vector<double> RecoveryRates
       ,long NumSimulations
     ):
       Nan::AsyncWorker(callback)
       ,mObjectID(ObjectID)
       ,mFactors(Factors)
-      ,mRecoveyRates(RecoveyRates)
+      ,mRecoveryRates(RecoveryRates)
       ,mNumSimulations(NumSimulations)
       {
 
@@ -281,7 +281,7 @@ class GRandomRRMCLossModelWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
     std::vector< std::vector<double> > mFactors;
-    std::vector<double> mRecoveyRates;
+    std::vector<double> mRecoveryRates;
     double mModelA;
     long mNumSimulations;
 
@@ -293,14 +293,14 @@ class GRandomRRMCLossModelWorker : public Nan::AsyncWorker {
       Nan::Callback *callback
       ,string ObjectID
       ,std::vector< std::vector<double> > Factors
-      ,std::vector<double> RecoveyRates
+      ,std::vector<double> RecoveryRates
       ,double ModelA
       ,long NumSimulations
     ):
       Nan::AsyncWorker(callback)
       ,mObjectID(ObjectID)
       ,mFactors(Factors)
-      ,mRecoveyRates(RecoveyRates)
+      ,mRecoveryRates(RecoveryRates)
       ,mModelA(ModelA)
       ,mNumSimulations(NumSimulations)
       {
@@ -321,7 +321,7 @@ class TMCLossModelWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
     std::vector< std::vector<double> > mFactors;
-    std::vector<double> mRecoveyRates;
+    std::vector<double> mRecoveryRates;
     std::vector<double> mTtraits;
     long mNumSimulations;
 
@@ -333,14 +333,14 @@ class TMCLossModelWorker : public Nan::AsyncWorker {
       Nan::Callback *callback
       ,string ObjectID
       ,std::vector< std::vector<double> > Factors
-      ,std::vector<double> RecoveyRates
+      ,std::vector<double> RecoveryRates
       ,std::vector<double> Ttraits
       ,long NumSimulations
     ):
       Nan::AsyncWorker(callback)
       ,mObjectID(ObjectID)
       ,mFactors(Factors)
-      ,mRecoveyRates(RecoveyRates)
+      ,mRecoveryRates(RecoveryRates)
       ,mTtraits(Ttraits)
       ,mNumSimulations(NumSimulations)
       {
@@ -361,7 +361,7 @@ class TRandomRRMCLossModelWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
     std::vector< std::vector<double> > mFactors;
-    std::vector<double> mRecoveyRates;
+    std::vector<double> mRecoveryRates;
     std::vector<double> mTtraits;
     double mModelA;
     long mNumSimulations;
@@ -374,7 +374,7 @@ class TRandomRRMCLossModelWorker : public Nan::AsyncWorker {
       Nan::Callback *callback
       ,string ObjectID
       ,std::vector< std::vector<double> > Factors
-      ,std::vector<double> RecoveyRates
+      ,std::vector<double> RecoveryRates
       ,std::vector<double> Ttraits
       ,double ModelA
       ,long NumSimulations
@@ -382,7 +382,7 @@ class TRandomRRMCLossModelWorker : public Nan::AsyncWorker {
       Nan::AsyncWorker(callback)
       ,mObjectID(ObjectID)
       ,mFactors(Factors)
-      ,mRecoveyRates(RecoveyRates)
+      ,mRecoveryRates(RecoveryRates)
       ,mTtraits(Ttraits)
       ,mModelA(ModelA)
       ,mNumSimulations(NumSimulations)
@@ -404,7 +404,7 @@ class GSaddlePointLossmodelWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
     std::vector< std::vector<double> > mFactors;
-    std::vector<double> mRecoveyRates;
+    std::vector<double> mRecoveryRates;
 
     string mReturnValue;
 
@@ -414,12 +414,12 @@ class GSaddlePointLossmodelWorker : public Nan::AsyncWorker {
       Nan::Callback *callback
       ,string ObjectID
       ,std::vector< std::vector<double> > Factors
-      ,std::vector<double> RecoveyRates
+      ,std::vector<double> RecoveryRates
     ):
       Nan::AsyncWorker(callback)
       ,mObjectID(ObjectID)
       ,mFactors(Factors)
-      ,mRecoveyRates(RecoveyRates)
+      ,mRecoveryRates(RecoveryRates)
       {
 
       };
@@ -438,7 +438,7 @@ class TSaddlePointLossmodelWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
     std::vector< std::vector<double> > mFactors;
-    std::vector<double> mRecoveyRates;
+    std::vector<double> mRecoveryRates;
     std::vector<double> mTtraits;
 
     string mReturnValue;
@@ -449,13 +449,13 @@ class TSaddlePointLossmodelWorker : public Nan::AsyncWorker {
       Nan::Callback *callback
       ,string ObjectID
       ,std::vector< std::vector<double> > Factors
-      ,std::vector<double> RecoveyRates
+      ,std::vector<double> RecoveryRates
       ,std::vector<double> Ttraits
     ):
       Nan::AsyncWorker(callback)
       ,mObjectID(ObjectID)
       ,mFactors(Factors)
-      ,mRecoveyRates(RecoveyRates)
+      ,mRecoveryRates(RecoveryRates)
       ,mTtraits(Ttraits)
       {
 
@@ -475,7 +475,7 @@ class GRecursiveLossmodelWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
     std::vector< std::vector<double> > mFactors;
-    std::vector<double> mRecoveyRates;
+    std::vector<double> mRecoveryRates;
 
     string mReturnValue;
 
@@ -485,12 +485,12 @@ class GRecursiveLossmodelWorker : public Nan::AsyncWorker {
       Nan::Callback *callback
       ,string ObjectID
       ,std::vector< std::vector<double> > Factors
-      ,std::vector<double> RecoveyRates
+      ,std::vector<double> RecoveryRates
     ):
       Nan::AsyncWorker(callback)
       ,mObjectID(ObjectID)
       ,mFactors(Factors)
-      ,mRecoveyRates(RecoveyRates)
+      ,mRecoveryRates(RecoveryRates)
       {
 
       };
diff --git a/src/capfloor.cpp b/src/capfloor.cpp
index 2b981fe..89d2564 100644
--- a/src/capfloor.cpp
+++ b/src/capfloor.cpp
@@ -718,6 +718,7 @@ void CapFloorImpliedVolatilityWorker::Execute(){
 
 
   // invoke the member function
+  std::map<std::string, QuantLib::VolatilityType> strEnum;
   mReturnValue = ObjectIDLibObjPtr->impliedVolatility(
         mPrice
         ,
@@ -732,6 +733,8 @@ void CapFloorImpliedVolatilityWorker::Execute(){
          mMinVol
         ,
          mMaxVol
+        ,
+		strEnum[mVolatilityType]
         ,
          mDisplacement
        );
@@ -777,7 +780,10 @@ NAN_METHOD(QuantLibNode::CapFloorImpliedVolatility) {
   if (info.Length() == 7 || !info[7]->IsNumber()) {
       return Nan::ThrowError("MaxVol is required.");
   }
-  if (info.Length() == 8 || !info[8]->IsNumber()) {
+  if (info.Length() == 8 || !info[8]->IsString()) {
+      return Nan::ThrowError("VolatilityType is required.");
+  }
+  if (info.Length() == 9 || !info[9]->IsNumber()) {
       return Nan::ThrowError("Displacement is required.");
   }
   // convert js argument to c++ type
@@ -808,11 +814,15 @@ NAN_METHOD(QuantLibNode::CapFloorImpliedVolatility) {
   double MaxVolCpp = Nan::To<double>(info[7]).FromJust();
 
   // convert js argument to c++ type
-  double DisplacementCpp = Nan::To<double>(info[8]).FromJust();
+  String::Utf8Value strVolatilityType(info[8]->ToString());
+  string VolatilityTypeCpp(strdup(*strVolatilityType));
+
+  // convert js argument to c++ type
+  double DisplacementCpp = Nan::To<double>(info[9]).FromJust();
 
  
   // declare callback
-  Nan::Callback *callback = new Nan::Callback(info[9].As<Function>());
+  Nan::Callback *callback = new Nan::Callback(info[10].As<Function>());
   // launch Async worker
   Nan::AsyncQueueWorker(new CapFloorImpliedVolatilityWorker(
     callback
@@ -824,6 +834,7 @@ NAN_METHOD(QuantLibNode::CapFloorImpliedVolatility) {
     ,MaxIterCpp
     ,MinVolCpp
     ,MaxVolCpp
+    ,VolatilityTypeCpp
     ,DisplacementCpp
   ));
 
diff --git a/src/capfloor.hpp b/src/capfloor.hpp
index 48ddd02..333cba3 100644
--- a/src/capfloor.hpp
+++ b/src/capfloor.hpp
@@ -282,6 +282,7 @@ class CapFloorImpliedVolatilityWorker : public Nan::AsyncWorker {
     ObjectHandler::property_t mMaxIter;
     double mMinVol;
     double mMaxVol;
+    string mVolatilityType;
     double mDisplacement;
 
     double mReturnValue;
@@ -298,6 +299,7 @@ class CapFloorImpliedVolatilityWorker : public Nan::AsyncWorker {
       ,ObjectHandler::property_t MaxIter
       ,double MinVol
       ,double MaxVol
+      ,string VolatilityType
       ,double Displacement
     ):
       Nan::AsyncWorker(callback)
@@ -309,6 +311,7 @@ class CapFloorImpliedVolatilityWorker : public Nan::AsyncWorker {
       ,mMaxIter(MaxIter)
       ,mMinVol(MinVol)
       ,mMaxVol(MaxVol)
+      ,mVolatilityType(VolatilityType)
       ,mDisplacement(Displacement)
       {
 
diff --git a/src/defaultbasket.cpp b/src/defaultbasket.cpp
index e132105..9bba061 100644
--- a/src/defaultbasket.cpp
+++ b/src/defaultbasket.cpp
@@ -444,7 +444,7 @@ NAN_METHOD(QuantLibNode::CreditBasketLoss) {
 //
 //}
 
-void CrediBasketAttachLiveWorker::Execute(){
+void CreditBasketAttachLiveWorker::Execute(){
 
   try{
        // convert object IDs into library objects
@@ -467,7 +467,7 @@ void CrediBasketAttachLiveWorker::Execute(){
 
 }
 
-void CrediBasketAttachLiveWorker::HandleOKCallback(){
+void CreditBasketAttachLiveWorker::HandleOKCallback(){
   Nan::HandleScope scope;
 
 
@@ -479,7 +479,7 @@ void CrediBasketAttachLiveWorker::HandleOKCallback(){
 	callback->Call(2, argv);
 }
 
-NAN_METHOD(QuantLibNode::CrediBasketAttachLive) {
+NAN_METHOD(QuantLibNode::CreditBasketAttachLive) {
 
   // validate js arguments
   if (info.Length() == 0 || !info[0]->IsString()) {
@@ -493,22 +493,22 @@ NAN_METHOD(QuantLibNode::CrediBasketAttachLive) {
   // declare callback
   Nan::Callback *callback = new Nan::Callback(info[1].As<Function>());
   // launch Async worker
-  Nan::AsyncQueueWorker(new CrediBasketAttachLiveWorker(
+  Nan::AsyncQueueWorker(new CreditBasketAttachLiveWorker(
     callback
     ,ObjectIDCpp
   ));
 
 }
 
-//CrediBasketAttachLiveWorker::~CrediBasketAttachLiveWorker(){
+//CreditBasketAttachLiveWorker::~CreditBasketAttachLiveWorker(){
 //
 //}
 
-//void CrediBasketAttachLiveWorker::Destroy(){
+//void CreditBasketAttachLiveWorker::Destroy(){
 //
 //}
 
-void CrediBasketDetachLiveWorker::Execute(){
+void CreditBasketDetachLiveWorker::Execute(){
 
   try{
        // convert object IDs into library objects
@@ -531,7 +531,7 @@ void CrediBasketDetachLiveWorker::Execute(){
 
 }
 
-void CrediBasketDetachLiveWorker::HandleOKCallback(){
+void CreditBasketDetachLiveWorker::HandleOKCallback(){
   Nan::HandleScope scope;
 
 
@@ -543,7 +543,7 @@ void CrediBasketDetachLiveWorker::HandleOKCallback(){
 	callback->Call(2, argv);
 }
 
-NAN_METHOD(QuantLibNode::CrediBasketDetachLive) {
+NAN_METHOD(QuantLibNode::CreditBasketDetachLive) {
 
   // validate js arguments
   if (info.Length() == 0 || !info[0]->IsString()) {
@@ -557,18 +557,18 @@ NAN_METHOD(QuantLibNode::CrediBasketDetachLive) {
   // declare callback
   Nan::Callback *callback = new Nan::Callback(info[1].As<Function>());
   // launch Async worker
-  Nan::AsyncQueueWorker(new CrediBasketDetachLiveWorker(
+  Nan::AsyncQueueWorker(new CreditBasketDetachLiveWorker(
     callback
     ,ObjectIDCpp
   ));
 
 }
 
-//CrediBasketDetachLiveWorker::~CrediBasketDetachLiveWorker(){
+//CreditBasketDetachLiveWorker::~CreditBasketDetachLiveWorker(){
 //
 //}
 
-//void CrediBasketDetachLiveWorker::Destroy(){
+//void CreditBasketDetachLiveWorker::Destroy(){
 //
 //}
 
diff --git a/src/defaultbasket.hpp b/src/defaultbasket.hpp
index 0a1f4ec..f852ae7 100644
--- a/src/defaultbasket.hpp
+++ b/src/defaultbasket.hpp
@@ -180,7 +180,7 @@ class CreditBasketLossWorker : public Nan::AsyncWorker {
 
 };
 
-class CrediBasketAttachLiveWorker : public Nan::AsyncWorker {
+class CreditBasketAttachLiveWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
 
@@ -188,7 +188,7 @@ class CrediBasketAttachLiveWorker : public Nan::AsyncWorker {
 
     string mError;
 
-    CrediBasketAttachLiveWorker(
+    CreditBasketAttachLiveWorker(
       Nan::Callback *callback
       ,string ObjectID
     ):
@@ -198,7 +198,7 @@ class CrediBasketAttachLiveWorker : public Nan::AsyncWorker {
 
       };
 
-    //~CrediBasketAttachLiveWorker();
+    //~CreditBasketAttachLiveWorker();
 
     //void Destroy();
 
@@ -208,7 +208,7 @@ class CrediBasketAttachLiveWorker : public Nan::AsyncWorker {
 
 };
 
-class CrediBasketDetachLiveWorker : public Nan::AsyncWorker {
+class CreditBasketDetachLiveWorker : public Nan::AsyncWorker {
   public:
     string mObjectID;
 
@@ -216,7 +216,7 @@ class CrediBasketDetachLiveWorker : public Nan::AsyncWorker {
 
     string mError;
 
-    CrediBasketDetachLiveWorker(
+    CreditBasketDetachLiveWorker(
       Nan::Callback *callback
       ,string ObjectID
     ):
@@ -226,7 +226,7 @@ class CrediBasketDetachLiveWorker : public Nan::AsyncWorker {
 
       };
 
-    //~CrediBasketDetachLiveWorker();
+    //~CreditBasketDetachLiveWorker();
 
     //void Destroy();
 
diff --git a/src/piecewiseyieldcurve.cpp b/src/piecewiseyieldcurve.cpp
index 365dcfc..b8450e9 100644
--- a/src/piecewiseyieldcurve.cpp
+++ b/src/piecewiseyieldcurve.cpp
@@ -285,7 +285,6 @@ void PiecewiseYieldCurveMixedInterpolationWorker::Execute(){
       ));
 
     // Construct the Object
-
 	std::map<std::string, QuantLib::MixedInterpolation::Behavior> strEnum;
     boost::shared_ptr<ObjectHandler::Object> object(
       new QuantLibAddin::PiecewiseYieldCurve(