:py:mod:`finpricing.model.cds_analytics`
========================================

.. py:module:: finpricing.model.cds_analytics


Module Contents
---------------


Functions
~~~~~~~~~

.. autoapisummary::

   finpricing.model.cds_analytics.cds_market_spread
   finpricing.model.cds_analytics.cds_market_spreads



.. py:function:: cds_market_spread(discount_curve, survival_curve, recovery_rate: float, expiry: Union[datetime.date, finpricing.utils.Date], cds_style: Union[finpricing.utils.CDSStyle, str] = 'CORP_NA', granularity: int = 14)

   Calculate CDS market spread

   NOTE this returns the par spread of a temporary CDS contract and priced by the given discount curve         and survival curve


.. py:function:: cds_market_spreads(discount_curve, survival_curve, recovery_rate: float, expiries: List[Union[datetime.date, finpricing.utils.Date]], **kwargs)

   Calculate CDS market spreads for a list of expiries