marketSpreads[7] = flatSpread;
// ----------------------------------------------------------------------------------------------------------------------------------------
// Create a Gamma calculator object
final GammaCreditDefaultSwap gamma = new GammaCreditDefaultSwap();
// Compute the Gamma for a parallel shift
final double parallelGamma = 0.0; //gamma.getGammaParallelShiftCreditDefaultSwap(valuationDate, cds, yieldCurve, tenors, marketSpreads, spreadBump, spreadBumpType, priceType);
// ----------------------------------------------------------------------------------------------------------------------------------------