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Parametric VaR for corporate bonds portfolios. How to calculate credit spreads?

My teacher wants i calculate parametric VaR on a portfolio of corporate bonds by using mapping and clumping techniques. So i must split cash flows on certain maturities (i.e. 6 months, 1 year, 1,5 years and so on) in order to obtain a portfolio of zero coupon bonds.
But I have a huge problem. In order to discount cash flows, I cannot use the EUR zero rate curve, because it refers to AAA rated bonds.
So I should calculate the credit spread for each node and add it to the EUR zero rate to obtain the right rates and use them for splitting the cash flows.
Thanks in advance for your help. (Sorry for my bad english, I'm Italian).