You should check this answer: https://quant.stackexchange.com/questions/30258/how-to-interpret-the-price-of-a-cds/30263#30263 It explains the relation between spread and upfront. In your particular case you might consider using a simple model mentioned at the end of that answer: > A simple model for the value of a short protection CDS can be found if you write > >V = (C-S) x RPV01 > >where > >RPV01 = (1−exp(−gT))/g > >and C is the coupon, S is the par CDS spread, T is the remaining life in years and > >g=r+S/(1−R)g=r+S/(1−R) > >where r is the risk-free (Libor) rate and R is the expected recovery rate, usually set to 40%.