nestedlife cashflow¶

import modelx as mx

try:
    import nestedlife.nestedlife as nestedlife
except ImportError:
    import nestedlife

model = nestedlife.build()

# Policy point ID and aliases
polid = 171
outer = model.OuterProj[polid]
inner = outer.InnerProj

# %% Code block for overwiting the defaut model

def SurrRateMult(t):
    if t == 0:
        return 1
    else:
        return SurrRateMult(t-1)


def PolsSurr(t):
    """Number of policies: Surrender"""
    return PolsIF_Beg1(t) * asmp.SurrRate(t) * SurrRateMult(t)


def PolsIF_End_inner(t):
    """Number of policies: End of period"""
    if t == t0:
        return outer.PolsIF_End(t)
    else:
        return PolsIF_Beg1(t-1) - PolsDeath(t-1) - PolsSurr(t-1)


model.BaseProj.new_cells(formula=SurrRateMult)
model.BaseProj.PolsSurr.set_formula(PolsSurr)
model.OuterProj.InnerProj.PolsIF_End.set_formula(PolsIF_End_inner)

outer.SurrRateMult[1] = 2
outer.SurrRateMult[2] = 0.5
outer.SurrRateMult[3] = 1

inner[1].SurrRateMult[1] = 2
inner[2].SurrRateMult[2] = 0.5
inner[3].SurrRateMult[3] = 1

# %% Code block for PV graph

import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
sns.set()


def draw_bars(item):

    term = 5

    expect = []
    for t0 in range(term):
        expect_t0 = [np.nan] * term
        for t in range(t0, term):
            cells = outer.InnerProj[t0].cells[item]
            expect_t0[t] = cells[t]

        expect.append(expect_t0)

    fg, ax = plt.subplots()
    ax.set_xlim(left=-0.5, right=term + 1)

    for t0 in range(term):
        draw_single_bar(expect[t0], ax, t0)


def draw_single_bar(data, ax, t0):

    size = len(data)
    width = 1/ (size + 1)
    ax.bar(np.arange(size) + t0 * (width + 0.05), data, width)



# %% PV Test
if __name__ == '__main__':
    draw_bars('PV_NetCashflow')