// Modify the calibration CDS to have a maturity of tenor[m]
calibrationCDS = (LegacyCreditDefaultSwapDefinition) calibrationCDS.withMaturityDate(marketTenors[m]);
// Modify the calibration CDS to have a contractual spread of marketSpread[m]
calibrationCDS = calibrationCDS.withSpread(marketSpreads[m]);
// Compute the calibrated hazard rate for tenor[m] (using the calibrated hazard rates for tenors 1, ..., m - 1)
hazardRates[m] = calibrateHazardRate(valuationDate, calibrationCDS, yieldCurve, runningTenors, runningTenorsAsDoubles, runningHazardRates, priceType);
}