This model is now implemented in my package finpricing! Please refer to this doc for the test results and example usages.
Product Reference
2023 ISDA Single-name CDS Market Update: PDF for details.
2021 IHS Markit CDS Indices Primer: PDF
Math and Implementation Notes
In pricing the CDS, there is an important step that involves numerical approximations of the integral of the premium leg, Please refer to this mathematical notes for details.