finpricing.market.cds_curve
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Module Contents#
Classes#
- class finpricing.market.cds_curve.CDSCurve(market_date: datetime.date | finpricing.utils.Date, expiries: List[datetime.date | finpricing.utils.Date], spreads: List[float], upfronts: List[float], cds_style: finpricing.utils.CDSStyle | str)[source]#