// 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
double[] runningTenorsAsDoubles = new double[i + 1];
double[] runningHazardRates = new double[i + 1];