[Quantlib-users] CDS quoted spread v Running/par spread calculator

[Ben W. <ben...@ma...>]

Hi,

 

Noticed that the CDS curve builder uses the running spread to boot strap the curve. However the quotes I am working with is basis 100 or 500 coupon with an up front. Does Quantlib have a spread converter to change the quoted spreads to the running spreads?

 

Ben