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Jan 23rd, 2018
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  1. CDS_DefaultAccrual
  2. CDS_IRZeroCurveMake
  3. CDS_ParSpreads
  4.  
  5. CDS_IRZeroCurveBuild - builds the IR curve
  6. CDS_CdsPrice - gets the price from the CDS curve & the IRS curve.
  7. CDS_CleanSpreadCurveBuild - builds the CDS curve
  8. CDS_DiscountFactor - discount rates from IR curve
  9. CDS_DatesAndRates - IR curve
  10. CDS_UpfrontFlat - upfront quoted spread
  11. CDS_ParSpreadFlat - quoted spread
  12. CDS_FeeLegFlows - cash flows
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