Examples of com.opengamma.analytics.financial.credit.creditdefaultswap.definition.legacy.LegacyVanillaCreditDefaultSwapDefinition.withMaturityDate()


      // Remember that the input spreads are in bps, therefore need dividing by 10,000
      final double guess = (marketSpreads[i] / 10000.0) / (1 - cds.getRecoveryRate());


      // Modify the input CDS to have the maturity of the current calibration instrument
      calibrationCDS = calibrationCDS.withMaturityDate(marketTenors[i]);


      // Modify the input CDS to have the par spread of the current calibration instrument
      calibrationCDS = calibrationCDS.withSpread(marketSpreads[i]);


      // Now need to build a HazardRateCurve object from the first i calibrated points

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