Source code for nestedlife.nestedlife

"""The main module to build a simplelife model.

This module contains only one function :py:func:`build`,
which creates a model from source modules and return it.

If this module is run as a script, the :py:func:`build` function is called
and the created model is available as ``model`` global variable.

import os
import modelx as mx

# %% Code block for defining override formulas.

[docs]def SurrRateMult(t): """Surrender rate multiple (Default: 1)""" if t == 0: return 1 else: return SurrRateMult(t-1)
[docs]def PolsSurr(t): """Number of policies: Surrender""" return PolsIF_Beg1(t) * asmp.SurrRate(t) * SurrRateMult(t)
[docs]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)
# %% Code block for build function
[docs]def build(load_saved=False): """Build a model and return it. Read input data from `input.xlsx`, create `Input` space and its subspace and cells and populate them with the data. Args: load_saved: If ``True``, input data is read from `` file instead of `input.xlsx`, which is saved when :py:func:`build_input <simplelife.build_input.build_input>` is executed last time. Defaults to ``False`` """ # Make sure the current directory is this folder os.chdir(os.path.abspath(os.path.dirname(__file__))) # ------------------------------------------------------------------------ # Build Input space from build_input import build_input if load_saved: model = mx.open_model('') input = model.Input else: model = mx.new_model(name='nestedlife') input = build_input(model, 'input.xlsx')'') # ------------------------------------------------------------------------ # Build CommFunc space lifetable_refs = {'Input': input} def lifetable_params(Sex, IntRate, TableID): refs={'MortalityTable': Input.MortalityTables(TableID).MortalityTable} return {'refs': refs} lifetable = model.import_module( module='lifetable', name='LifeTable', formula=lifetable_params, refs=lifetable_refs) # ------------------------------------------------------------------------ # Build Policy space from policy import policy_attrs policy_refs = {'PolicyData': input.PolicyData, 'ProductSpec': input.ProductSpec, 'LifeTable': lifetable, 'PolicyAttrs': policy_attrs} def policy_params(PolicyID): refs = {attr: PolicyData[PolicyID].cells[attr] for attr in PolicyAttrs} alias = {'PremTerm': refs['PolicyTerm'], 'x': refs['IssueAge'], 'm': refs['PolicyTerm'], 'n': refs['PolicyTerm']} refs.update(alias) return {'refs': refs} policy = model.import_module( module='policy', name='Policy', formula=policy_params, refs=policy_refs) # ------------------------------------------------------------------------ # Build Assumption space asmp_refs = {'Policy': policy, 'ProductSpec': input.ProductSpec, 'MortalityTables': input.MortalityTables, 'asmp': input.Assumption, 'asmp_tbl': input.AssumptionTables} def asmp_params(PolicyID): refs = {'pol': Policy[PolicyID]} alias = {'prod': refs['pol'].Product, 'polt': refs['pol'].PolicyType, 'gen': refs['pol'].Gen} refs.update(alias) return {'refs': refs} asmp = model.import_module( module='assumption', name='Assumption', formula=asmp_params, refs=asmp_refs) asmp.allow_none = True # ------------------------------------------------------------------------ # Build Assumption space def econ_params(ScenID): refs = {'Scenario': Input.Scenarios[ScenID]} return {'refs': refs} economic = model.import_module( module='economic', name='Economic', formula=econ_params, refs={'asmp': asmp, 'Input': input}) # ------------------------------------------------------------------------ # Build Projection space # Model tree structure # # lifelib --+ # +--BaseProj # +--OuterProj[PolicyID] <--- BaseProj # +--InnerProj[t] <-- BaseProj proj_refs = {'Pol': policy, 'Asmp': asmp, 'Scen': economic} def proj_params(PolicyID, ScenID=1): refs = {'pol': Pol[PolicyID], 'asmp': Asmp[PolicyID], 'scen': Scen[ScenID]} return {'refs': refs} pvmixin = model.import_module( module='present_value', name='PresentValue') baseproj = model.import_module( module='projection', name='BaseProj', bases=pvmixin) outerproj = model.new_space( bases=baseproj, name='OuterProj', formula=proj_params, refs=proj_refs) def innerproj_params(t0): refs = {'pol': _space.parent.pol, 'asmp': _space.parent.asmp, 'scen': _space.parent.scen, 'outer': _space.parent, 'DiscRate': _space.parent.scen.DiscRate} return {'refs': refs} innerproj = outerproj.new_space( bases=baseproj, name='InnerProj', formula=innerproj_params) # Add or override functions. baseproj.new_cells(formula=SurrRateMult) baseproj.PolsSurr.set_formula(PolsSurr) innerproj.PolsIF_End.set_formula(PolsIF_End_inner) return model
if __name__ == '__main__': model = build()