Following examples, as e.g. mentioned in another thread I was able to imply a risky curve / survival probabilities from quoted CDS spreads.

The spreads are taken from Markit and the risk-free curve bootstrapped from Markit IR curves (e.g. markit-com - news - InterestRates_EUR_20200410.zip)

Now I wonder whether there is an easy way to do the reverse: Supply a risky curve, i.e. survival probabilities, and imply the CDS spreads from it and the risk-free curve. Any example or test-case that may point me to the right direction?

**EDIT**: The ISDA C library function would be `JpmcdsCdsParSpreads`

in `cds.h`

for what it is worth.

~~Also, about bootstrapping the risk-free curve: I set up the curve definition myself and get quite close to the reference model from this site. Judging from your paper on CDS pricing, I wonder whether you also have a 1:1 implementation of the ISDA model bootstrapper in the Strata OpenSource version?~~

**EDIT**: I found `IsdaCompliantDiscountCurveCalibratorTest`

which showed how to exactly replicate the risk free curve discount factors as given by the benchmark ISDA C library.