cashflower 0.4.0

Framework for actuarial cash flow models

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

main = ModelPointSet(data=pd.read_csv("C:/my_data/main.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

@variable()
def age(t):
    if t == 0:
        return int(main.get("AGE"))
    elif t % 12 == 0:
        return age(t-1) + 1
    else:
        return age(t-1)


@variable()
def death_prob(t):
    if age(t) == age(t-1):
        return death_prob(t-1) 
    elif age(t) <= 100:
        sex = main.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

Contribution

The cashflower package is open-source. Everyone can use it and contribute to its development.

GitHub repository:

https://github.com/acturtle/cashflower

Documentation:

https://cashflower.acturtle.com