// Construct a market data checker object

    final SpreadTermStructureDataChecker checkMarketData = new SpreadTermStructureDataChecker();

    // Check the efficacy of the input market data

    // ----------------------------------------------------------------------------------------------------------------------------------------

    // Vector of (calibrated) piecewise constant hazard rates that we compute from the solver (this will have an element added to the end of it each time through the m loop below)

    final double[] hazardRates = new double[marketTenors.length];

    // Construct a market data checker object

    final SpreadTermStructureDataChecker checkMarketData = new SpreadTermStructureDataChecker();

    // Check the efficacy of the input market data

    // ----------------------------------------------------------------------------------------------------------------------------------------

    // Vector of (calibrated) piecewise constant hazard rates that we compute from the solver

    final double[] hazardRates = new double[marketTenors.length];

    // Construct a market data checker object

    final SpreadTermStructureDataChecker checkMarketData = new SpreadTermStructureDataChecker();

    // Check the efficacy of the input market data

    // ----------------------------------------------------------------------------------------------------------------------------------------

    // Calculate the bumped up market spreads

    final double[] bumpedUpMarketSpreads = spreadBumper.getBumpedCreditSpreads(marketSpreads, spreadBump, spreadBumpType);

    // Construct a market data checker object

    final SpreadTermStructureDataChecker checkMarketData = new SpreadTermStructureDataChecker();

    // Check the efficacy of the input market data

    // ----------------------------------------------------------------------------------------------------------------------------------------

    // Vector to hold the bucketed gamma sensitivities (by tenor)

    final double[] bucketedGamma = new double[marketSpreads.length];

    // Construct a market data checker object

    final SpreadTermStructureDataChecker checkMarketData = new SpreadTermStructureDataChecker();

    // Check the efficacy of the input market data

    // ----------------------------------------------------------------------------------------------------------------------------------------

    // Vector to hold the bumped market spreads

    final double[] bumpedMarketSpreads = spreadBumper.getBumpedCreditSpreads(marketSpreads, spreadBump, spreadBumpType);

    // Construct a market data checker object

    final SpreadTermStructureDataChecker checkMarketData = new SpreadTermStructureDataChecker();

    // Check the efficacy of the input market data

    // ----------------------------------------------------------------------------------------------------------------------------------------

    // Vector of bucketed CS01 sensitivities (per tenor)

    final double[] bucketedCS01 = new double[marketSpreads.length];

    // Construct a market data checker object

    final SpreadTermStructureDataChecker checkMarketData = new SpreadTermStructureDataChecker();

    // Check the efficacy of the input market data

    // ----------------------------------------------------------------------------------------------------------------------------------------

    // Vector to hold the bumped market spreads

    final double[] bumpedMarketSpreads = new double[marketSpreads.length];

    // Construct a market data checker object

    final SpreadTermStructureDataChecker checkMarketData = new SpreadTermStructureDataChecker();

    // Check the efficacy of the input market data

    // ----------------------------------------------------------------------------------------------------------------------------------------

    // Vector to hold the bumped market spreads

    final double[] bumpedMarketSpreads = new double[marketSpreads.length];

    // Construct a market data checker object

    final SpreadTermStructureDataChecker checkMarketData = new SpreadTermStructureDataChecker();

    // Check the efficacy of the input market data

    // ----------------------------------------------------------------------------------------------------------------------------------------

    // Vector to hold the bumped market spreads

    final double[] bumpedMarketSpreads = spreadBumper.getBumpedCreditSpreads(marketSpreads, spreadBump, spreadBumpType);

    // Construct a market data checker object

    final SpreadTermStructureDataChecker checkMarketData = new SpreadTermStructureDataChecker();

    // Check the efficacy of the input market data

    // ----------------------------------------------------------------------------------------------------------------------------------------

    // Vector of bucketed CS01 sensitivities (per tenor)

    final double[] bucketedCS01 = new double[marketSpreads.length];