Framework for actuarial cash flow models
Project description
Info
Cashflower is an open-source Python framework for actuarial cash flow models.
Prerequisities
Python version >=3.9
Usage
Installation
terminal
pip install cashflower
Create model
python console
from cashflower import create_model
create_model("my_model")
Input
my_model/input.py
policy = ModelPoint(data=pd.read_csv("C:/my_data/policy.csv"))
assumption = dict()
assumption["interest_rates"] = pd.read_csv("C:/my_data/interest_rates.csv")
assumption["mortality"] = pd.read_csv("C:/my_data/mortality.csv", index_col="age")
Model
my_model/model.py
age = ModelVariable(modelpoint=policy)
death_prob = ModelVariable(modelpoint=policy)
@assign(age)
def age_formula(t):
if t == 0:
return int(policy.get("AGE"))
elif t % 12 == 0:
return age(t-1) + 1
else:
return age(t-1)
@assign(death_prob)
def death_prob_formula(t):
if age(t) == age(t-1):
return death_prob(t-1)
elif age(t) <= 100:
sex = policy.get("SEX")
yearly_rate = assumption["mortality"].loc[age(t)][sex]
monthly_rate = (1 - (1 - yearly_rate)**(1/12))
return monthly_rate
else:
return 1
Calculate
Run run.py
Quick start
Watch how to create a cash flow model on a YouTube video:
Contribution
The cashflower package is open-source. Everyone can use it and contribute to its development.
GitHub repository:
https://github.com/acturtle/cashflower
Documentation:
Project details
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