Credit

SpreadCdsHelper

ql.SpreadCdsHelper(runningSpread, tenor, settlementDays, calendar, frequency, paymentConvention, rule, dayCounter, recoveryRate, discountCurve, settlesAccrual=True, paysAtDefaultTime=True, startDate=ql.Date(), lastPeriodDayCounter=ql.DayCounter(), rebatesAccrual=True, model=ql.CreditDefaultSwap.Midpoint)
runningSpread = ql.QuoteHandle(ql.SimpleQuote(0.005))
tenor = ql.Period('5Y')
settlementDays = 2
calendar = ql.TARGET()
frequency = ql.Annual
paymentConvention = ql.Following
rule = ql.DateGeneration.TwentiethIMM
dayCounter = ql.Actual365Fixed()
recoveryRate = 0.4

crv = ql.FlatForward(2, ql.TARGET(), 0.05, ql.Actual360())
yts = ql.YieldTermStructureHandle(crv)

ql.SpreadCdsHelper(
  runningSpread, tenor, settlementDays, calendar, frequency,
  paymentConvention, rule, dayCounter, recoveryRate, yts
)