upfront_to_spread: Calculate Spread with a Given Upfront
In davidkane9/creditr: Credit Default Swaps in R

upfront_to_spread calculates conventional spread using the upfront or ptsUpfront values.

upfront_to_spread(x, currency.var = "currency", date.var = "date",
  coupon.var = "coupon", tenor.var = "tenor", maturity.var = "maturity",
  recovery.var = "recovery", upfront.var = "upfront",
  points.var = "ptsUpfront", isPriceClean = FALSE, notional = 1e+07,
  payAccruedAtStart = FALSE, payAccruedOnDefault = TRUE)

`x`	data frame, contains all the relevant columns.
`currency.var`	character, column in x containing currency.
`date.var`	character, column in x containing date variable.
`coupon.var`	character, column in x containing coupon rates in basis points. It specifies the payment amount from the protection buyer to the seller on an annual basis.
`tenor.var`	character, column in x containing tenors.
`maturity.var`	character, column in x containing maturity date.
`recovery.var`	character, column in x containing recovery rates. ISDA model standard recovery rate asscumption is 0.4.
`upfront.var`	is the character name of upfront column
`points.var`	character name of points Upfront column
`isPriceClean`	a boolean variable indicating whether the upfront is clean or dirty
`notional`	numeric variable indicating the notional value of the CDS contract
`payAccruedAtStart`	whether pay at start date the accrual amount
`payAccruedOnDefault`	whether pay in default scenario the accrual amount
`recovery`	numeric, the recovery rate for all pricing if there isn't a recovery.var