Swap Set

Key Swap Set in Credit Curve refers to the set containing the cds value quotes.
Expects an object of type Set consisting of 2 columns (set in any order).
The first column must bear the title #Tenor and contain the lengths of the underlying swap contracts, expressed as time intervals.
The second column must bear either the title #Spread or the title #UpFront and contain the respective cds spreads (respectively upfronts) in fractional units, such as 0.004 for a 40 basis points spread.
All cds contracts will then share the same conventions, which must be explicitly supplied.
Linear interpolation and flat extrapolation is assumed for those maturities that do not appear in the Set