Fix duplicated words in documentation comments (#2773)

Author: lballabio

ql/cashflows/digitalcmscoupon.hpp

@@ -32,7 +32,7 @@
 
 namespace QuantLib {
 
-    //! Cms-rate coupon with digital digital call/put option
+    //! Cms-rate coupon with digital call/put option
     class DigitalCmsCoupon : public DigitalCoupon {
       public:
         DigitalCmsCoupon(

ql/cashflows/digitalcoupon.hpp

@@ -148,9 +148,9 @@ namespace QuantLib {
         //@{
         //!
         ext::shared_ptr<FloatingRateCoupon> underlying_;
-        //! strike rate for the the call option
+        //! strike rate for the call option
         Rate callStrike_;
-        //! strike rate for the the put option
+        //! strike rate for the put option
         Rate putStrike_;
         //! multiplicative factor of call payoff
         Real callCsi_ = 0.;

ql/cashflows/digitaliborcoupon.hpp

@@ -32,7 +32,7 @@
 
 namespace QuantLib {
 
-    //! Ibor rate coupon with digital digital call/put option
+    //! Ibor rate coupon with digital call/put option
     class DigitalIborCoupon : public DigitalCoupon {
       public:
         DigitalIborCoupon(

ql/experimental/coupons/digitalcmsspreadcoupon.hpp

@@ -30,7 +30,7 @@
 
 namespace QuantLib {
 
-    //! Cms-spread-rate coupon with digital digital call/put option
+    //! Cms-spread-rate coupon with digital call/put option
     class DigitalCmsSpreadCoupon : public DigitalCoupon {
       public:
         explicit DigitalCmsSpreadCoupon(

ql/experimental/inflation/yoycapfloortermpricesurface.hpp

@@ -493,7 +493,7 @@ namespace QuantLib {
                 atmYoYSwapDateRates_.first.push_back(referenceDate()+cfMaturities_[i]);
                 atmYoYSwapTimeRates_.first.push_back(timeFromReference(referenceDate()+cfMaturities_[i]));
                 // atmYoYSwapRates_->second.push_back(interpol((*cfMaturities_)[i]));
-                // Heuristic: overwrite the the swap rate with a value that guarantees that the
+                // Heuristic: overwrite the swap rate with a value that guarantees that the
                 // intrinsic value of all options is lower than the price
                 Real newSwapRate = minSwapRateIntersection[i] + intrinsicValueAddOn;
                 if (newSwapRate > maxSwapRateIntersection[i])

ql/models/marketmodels/models/alphafinder.cpp

@@ -354,7 +354,7 @@ Real AlphaFinder::computeLinearPart(Real alpha) {
         Real bilimit = alpha0;
 
         if (bottomValue > targetVariance && topValue > targetVariance) {
-            // see if if ok at some intermediate point by stepping through
+            // see if ok at some intermediate point by stepping through
             Integer i=1;
             while ( i < steps && topValue> targetVariance) {
                 topAlpha = alpha0 + (alphaMax-alpha0)*(i+0.0)/(steps+0.0);
@@ -367,7 +367,7 @@ Real AlphaFinder::computeLinearPart(Real alpha) {
         }
 
         if (bottomValue > targetVariance && topValue > targetVariance) {
-            // see if if ok at some intermediate point by stepping through
+            // see if ok at some intermediate point by stepping through
             Integer i=1;
             while ( i < steps && topValue> targetVariance) {
                 bottomAlpha = alpha0 + (alphaMin-alpha0)*(i+0.0)/(steps+0.0);