tengu_v3_credit_cds_history
Daily 5Y single-name CDS spread history: composite par spreads (raw + bps), market-implied default probability, average/implied agency rating. Call it for how default risk has trended (tengu_v3_credit is the one-call snapshot). Coverage 2005 to end-2025, 5Y tenor; tickers match the equity symbol for liquid US names (F, T, GE...).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| end | No | ||
| limit | No | ||
| start | No | ||
| ticker | Yes | Path parameter 'ticker' (required). |