ifrs17sim CSM waterfall chart

The script draws a CSM waterfall chart. The script is broken down into pieces of code, and explained in a Jupyter notebook, IFRS17 CSM Waterfall Chart Notebook.

The live version of the notebook is available online.

Launch this notebook online!

Out:

C:\Users\fumito\Anaconda3\lib\importlib\_bootstrap.py:219: RuntimeWarning: numpy.ufunc size changed, may indicate binary incompatibility. Expected 192 from C header, got 216 from PyObject
  return f(*args, **kwds)
C:\Users\fumito\Anaconda3\lib\importlib\_bootstrap.py:219: RuntimeWarning: numpy.ufunc size changed, may indicate binary incompatibility. Expected 192 from C header, got 216 from PyObject
  return f(*args, **kwds)

from draw_charts import draw_waterfall, get_waterfalldata

try:
    import ifrs17sim.ifrs17sim as ifrs17sim
except ImportError:
    import ifrs17sim

model = ifrs17sim.build(True)
proj = model.OuterProj[1]

csmrf = get_waterfalldata(
        proj,
        items=['CSM',
               'IntAccrCSM',
               'AdjCSM_FlufCF',
               'TransServices'],
        length=15,
        reverseitems=['TransServices'])

draw_waterfall(csmrf)