CDS

US

Investment Grade

In [1]: defaults.spec["us_ig_cds"]
Out[1]: 
{'frequency': 'q',
 'stub': 'shortfront',
 'roll': 20,
 'eom': False,
 'modifier': 'fex',
 'calendar': 'nyc',
 'payment_lag': 0,
 'currency': 'usd',
 'convention': 'act360',
 'fixed_rate': 1.0}

In [2]: CDS(dt(2000, 12, 20), "10y", spec="us_ig_cds").kwargs
Out[2]: <rateslib.instruments.protocols.kwargs._KWArgs at 0x16af37dd0>