_TRADING.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "7cfad002-5be9-4da7-a098-347be152cf5e",
   "metadata": {},
   "source": [
    "# Trading\n",
    "\n",
    "The purpose of this worksheet is to demonstrate and describe how trading works in OSEM."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "bbd68ed3-82c8-457d-b462-d74ae8cff3fc",
   "metadata": {},
   "outputs": [],
   "source": [
    "import os\n",
    "import pandas as pd\n",
    "from ImportData import get_configuration, get_settings, import_SWEiopa, get_Cash, get_EquityShare,get_corporate_bonds, get_Liability\n",
    "from ConfigurationClass import Configuration\n",
    "from CurvesClass import Curves\n",
    "from BondClasses import CorpBondPortfolio\n",
    "from EquityClasses import EquitySharePortfolio\n",
    "from MainLoop import create_cashflow_dataframe, create_liabilities_df, set_dates_of_interest, process_expired_cf, process_expired_liab, trade"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "ff57a38b-9371-47b5-8b6b-47c3f08bc3cc",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 209,
   "id": "f9262865-cf8e-461c-ba4a-9d1e402d99ec",
   "metadata": {},
   "outputs": [],
   "source": [
    "base_folder = os.getcwd()  # Get current working directory\n",
    "conf: Configuration\n",
    "conf = get_configuration(os.path.join(base_folder, \"ALM.ini\"), os)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 210,
   "id": "f29f193e-e90e-4c93-8008-a27dd6270b83",
   "metadata": {},
   "outputs": [],
   "source": [
    "parameters_file = conf.input_parameters\n",
    "cash_portfolio_file = conf.input_cash_portfolio\n",
    "equity_portfolio_file = conf.input_equity_portfolio\n",
    "liability_cashflow_file = conf.input_liability_cashflow\n",
    "bond_portfolio_file = conf.input_bond_portfolio"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 211,
   "id": "a6449663-9c12-4184-89f8-70aa0ea8c768",
   "metadata": {},
   "outputs": [],
   "source": [
    "settings = get_settings(parameters_file)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 212,
   "id": "abe0fb88-72d4-4d40-b8dd-45736efd454c",
   "metadata": {},
   "outputs": [],
   "source": [
    "[maturities_country, curve_country, extra_param, Qb] =  import_SWEiopa(settings.EIOPA_param_file,\n",
    "                                                                          settings.EIOPA_curves_file, settings.country)\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "2a22bdb5-305d-4c22-8f20-b97c65c2bedd",
   "metadata": {},
   "source": [
    "Curves object with information about term structure"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 214,
   "id": "e78bd420-9762-4bd7-be95-0e13f01f3d7b",
   "metadata": {},
   "outputs": [],
   "source": [
    "curves = Curves(extra_param[\"UFR\"] / 100, settings.precision, settings.tau, settings.modelling_date,\n",
    "                    settings.country)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 215,
   "id": "260dc144-2d16-44bd-9da7-f2e822026d55",
   "metadata": {},
   "outputs": [],
   "source": [
    "curves.SetObservedTermStructure(maturity_vec=curve_country.index.tolist(), yield_vec=curve_country.values)\n",
    "curves.SetObservedTermStructure(maturity_vec=curve_country.index.tolist(), yield_vec=curve_country.values)\n",
    "curves.CalcFwdRates()\n",
    "curves.ProjectForwardRate(settings.n_proj_years+1)\n",
    "curves.CalibrateProjected(settings.n_proj_years+1, 0.05, 0.5, 1000)  "
   ]
  },
  {
   "cell_type": "markdown",
   "id": "7990b075-6713-4269-952f-3b7dbcbc450d",
   "metadata": {},
   "source": [
    "Cash"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 217,
   "id": "25fb33bf-4aa3-4a1c-9059-f395984a2283",
   "metadata": {},
   "outputs": [],
   "source": [
    "cash = get_Cash(cash_portfolio_file)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 218,
   "id": "61dff835-2cc5-466c-bef1-50187fe35fab",
   "metadata": {},
   "outputs": [],
   "source": [
    "equity_input_generator = get_EquityShare(equity_portfolio_file) # Create generator that contains all equity positions\n",
    "eq_input = {equity_share.asset_id: equity_share for equity_share in equity_input_generator}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 219,
   "id": "7f879e6f-523d-497b-a4bd-e1b6605cadc2",
   "metadata": {},
   "outputs": [],
   "source": [
    "bond_input_generator = get_corporate_bonds(bond_portfolio_file)\n",
    "bond_input = {corp_bond.asset_id: corp_bond for corp_bond in bond_input_generator}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 220,
   "id": "a1f0a75e-d33d-4765-844e-20b8789ae936",
   "metadata": {},
   "outputs": [],
   "source": [
    "eq_ptf = EquitySharePortfolio(eq_input)\n",
    "bd_ptf = CorpBondPortfolio(bond_input)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 221,
   "id": "2373deaf-9266-4761-9989-78f012178483",
   "metadata": {},
   "outputs": [],
   "source": [
    "div_dict = eq_ptf.create_dividend_flows(settings.modelling_date, settings.end_date)\n",
    "ter_dict = eq_ptf.create_terminal_flows(modelling_date=settings.modelling_date,\n",
    "                                                            terminal_date=settings.end_date,\n",
    "                                                            terminal_rate=curves.ufr)\n",
    "cpn_flows = bd_ptf.create_coupon_flows(settings.modelling_date, settings.end_date)\n",
    "not_flows = bd_ptf.create_maturity_flows(terminal_date=settings.end_date)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 222,
   "id": "c6dadbff-f6f2-4b83-a8f3-4730356b4919",
   "metadata": {},
   "outputs": [],
   "source": [
    "unique_div_dates = eq_ptf.unique_dates_profile(div_dict)\n",
    "unique_ter_dates = eq_ptf.unique_dates_profile(ter_dict)\n",
    "unique_cpn_dates = bd_ptf.unique_dates_profile(cpn_flows)\n",
    "unique_not_dates = bd_ptf.unique_dates_profile(not_flows)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 223,
   "id": "7fff69bf-6f3a-40c1-b458-54d29e10ce13",
   "metadata": {},
   "outputs": [],
   "source": [
    "liabilities = get_Liability(liability_cashflow_file)\n",
    "unique_liabilities_dates = liabilities.unique_dates_profile()\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 224,
   "id": "199e9ceb-c96d-44d8-b3b9-80696f3a7626",
   "metadata": {},
   "outputs": [],
   "source": [
    "[eq_price_df, eq_growth_df, eq_units_df] = eq_ptf.init_equity_portfolio_to_dataframe(settings.modelling_date)\n",
    "[bd_price_df, bd_zspread_df, bd_units_df] = bd_ptf.init_bond_portfolio_to_dataframe(settings.modelling_date)\n",
    "bank_account = pd.DataFrame(data=[cash.bank_account], columns=[settings.modelling_date])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 225,
   "id": "7a2a0fe5-cd27-4bfe-8b78-b1b348ecef56",
   "metadata": {},
   "outputs": [],
   "source": [
    "div_df = create_cashflow_dataframe(div_dict, unique_div_dates)\n",
    "ter_df = create_cashflow_dataframe(ter_dict, unique_ter_dates)\n",
    "cpn_df = create_cashflow_dataframe(cpn_flows, unique_cpn_dates)\n",
    "not_df = create_cashflow_dataframe(not_flows, unique_not_dates)\n",
    "liab_df = create_liabilities_df(liabilities)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 226,
   "id": "8125a9e8-d2e5-49c6-9c3c-6c36348b4514",
   "metadata": {},
   "outputs": [],
   "source": [
    "prev_mkt_value = sum(eq_price_df[settings.modelling_date] * eq_units_df[settings.modelling_date])+ sum(bd_price_df[settings.modelling_date] * bd_units_df[settings.modelling_date])  # Value of the initial portfolio"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 227,
   "id": "51317d37-3910-4464-b11c-c1b83b4fc054",
   "metadata": {},
   "outputs": [],
   "source": [
    "dates_of_interest = set_dates_of_interest(settings.modelling_date, settings.end_date)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 228,
   "id": "a095ea8a-9ab2-4005-bc96-5dba8e63f8f5",
   "metadata": {},
   "outputs": [],
   "source": [
    "previous_date = settings.modelling_date"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 229,
   "id": "c50b88de-89a8-4df4-bc75-bd24eaf12824",
   "metadata": {},
   "outputs": [],
   "source": [
    "proj_period = 0"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 230,
   "id": "4136fbc3-055d-458f-9473-6d09329ea831",
   "metadata": {},
   "outputs": [],
   "source": [
    "bd_zspread_df=bd_ptf.calibrate_bond_portfolio(bd_zspread_df, settings, proj_period, curves)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 231,
   "id": "3f60a15e-9e27-4aff-9815-bd8b22717067",
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:533: FutureWarning: Series.__getitem__ treating keys as positions is deprecated. In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior). To access a value by position, use `ser.iloc[pos]`\n",
      "  notional_df.loc[asset_id],settings.modelling_date, proj_period,curves,bond_zspread_df.loc[asset_id][0])\n",
      "C:\\Users\\grego\\Desktop\\Open_Source_Economic_Model-main\\BondClasses.py:534: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  bond_price_df.loc[asset_id][date_of_interest] = price\n"
     ]
    }
   ],
   "source": [
    "for current_date in dates_of_interest.values:\n",
    "    init_mkt_value = sum(eq_price_df[previous_date] * eq_units_df[previous_date]) + sum(bd_price_df[previous_date] * bd_units_df[previous_date])\n",
    "    eq_units_df[current_date] = eq_units_df[previous_date]\n",
    "    bd_units_df[current_date] = bd_units_df[previous_date]\n",
    "    \n",
    "    bank_account[current_date] = bank_account[previous_date]\n",
    "        \n",
    "    time_frac = (current_date - previous_date).days / 365.5\n",
    "\n",
    "    cash, div_df, unique_div_dates = process_expired_cf(unique_div_dates, current_date, div_df, eq_units_df)\n",
    "    bank_account[current_date] += cash\n",
    "\n",
    "    cash, cpn_df, unique_cpn_dates = process_expired_cf(unique_cpn_dates, current_date, cpn_df, bd_units_df)\n",
    "    bank_account[current_date] += cash\n",
    "\n",
    "    cash, ter_df, unique_ter_dates = process_expired_cf(unique_ter_dates, current_date, ter_df, eq_units_df)\n",
    "    bank_account[current_date] += cash\n",
    "\n",
    "    cash, not_df, unique_not_dates = process_expired_cf(unique_not_dates, current_date, not_df, bd_units_df)\n",
    "    bank_account[current_date] += cash\n",
    "\n",
    "    cash, liab_df, unique_liabilities_dates = process_expired_liab(unique_liabilities_dates, current_date, liab_df)\n",
    "        \n",
    "    bank_account[current_date] -= cash\n",
    "\n",
    "    eq_price_df[current_date] = eq_price_df[previous_date] * (\n",
    "            1 + eq_growth_df[settings.modelling_date]) ** time_frac\n",
    "\n",
    "    bd_price_df[current_date] = bd_price_df[previous_date]\n",
    "        \n",
    "    bd_price_df = bd_ptf.price_bond_portfolio(cpn_df, not_df, settings, proj_period, curves, bd_zspread_df, bd_price_df, current_date)\n",
    "        \n",
    "    total_market_value = sum(eq_units_df[current_date]*eq_price_df[current_date]) + sum(bd_price_df[current_date] * bd_units_df[current_date]) # Total value of portfolio after growth\n",
    "        \n",
    "    [eq_units_df, bd_units_df, bank_account] = trade(current_date, bank_account, eq_units_df, eq_price_df, bd_units_df, bd_price_df)\n",
    "\n",
    "    previous_date = current_date\n",
    "    prev_mkt_value = sum(eq_units_df[current_date]*eq_price_df[current_date])+ sum(bd_price_df[current_date] * bd_units_df[current_date])\n",
    "\n",
    "    proj_period+=1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 232,
   "id": "31c09439-5d9e-4e76-9719-0d9d9ebf37a0",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Done\n"
     ]
    }
   ],
   "source": [
    "print(\"Done\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "adb5b683-096b-40a9-9436-9bd0faa12de2",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "54c70d19-7ddd-4c9b-ae69-336dbe48e5a6",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "6c6c8fd6-31c9-405a-9092-ff3ef58d0ab7",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "616b15f0-2019-4e27-9065-7b5fee6bb7c2",
   "metadata": {},
   "outputs": [],
   "source": []
  }
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