New spread fields for corporate bonds

BondClasses.py

@@ -9,7 +9,6 @@
 from CurvesClass import Curves
 import logging
 
-
 logger=logging.getLogger(__name__)
 logger.setLevel(logging.DEBUG)
 
@@ -29,7 +28,10 @@ class CorpBond:
     maturity_date: date
     coupon_rate: float
     notional_amount: float
+    spread_country: float
+    spread_sector: float
     zspread: float
+    spread_stress: float
     frequency: Frequency
     recovery_rate: float
     default_probability: float
@@ -79,7 +81,7 @@ def coupon_amount(self) -> float:
         coupon = self.coupon_rate * self.notional_amount
         return coupon
 
-    def generate_coupon_dates(self, modelling_date: date, end_date: date) -> date:
+    def generate_coupon_dates(self, modelling_date: date, end_date: date) -> dt.date:
         """
         Generator yielding the coupon payment date starting from the first coupon
         paid after the modelling date. 

ImportData.py

@@ -147,7 +147,10 @@ def get_corporate_bonds(filename: str) -> CorpBond:
                                  issue_date=datetime.strptime(row["Issue_Date"], "%d/%m/%Y").date(),
                                  maturity_date=datetime.strptime(row["Maturity_Date"], "%d/%m/%Y").date(),
                                  coupon_rate=float(row["Coupon_Rate"]),
+                                 spread_country=float(row["Spread_Country"]),
+                                 spread_sector=float(row["Spread_Sector"]),
                                  zspread=float(row["Z_Spread"]),
+                                 spread_stress=float(row["Spread_Stress"]),
                                  notional_amount=float(row["Notional_Amount"]),
                                  frequency=int(row["Frequency"]),
                                  recovery_rate=float(row["Recovery_Rate"]),
@@ -183,7 +186,10 @@ def get_EquityShare(filename: str):
                                        frequency=int(row["Frequency"]),
                                        units = float(row["Units"]),
                                        market_price=float(row["Market_Price"]),
-                                       growth_rate=float(row["Growth_Rate"]))
+                                       growth_rate=float(row["Growth_Rate"]),
+                                       spread_country=float(row["Spread_Country"]),
+                                       spread_sector=float(row["Spread_Sector"]),
+                                       spread_stress=float(row["Spread_Stress"]))
             yield equity_share