ifrs17sim
CSM pattern¶Draw a graph of CSM amortization pattern.
import modelx as mx
try:
import ifrs17sim.ifrs17sim as ifrs17sim
except ImportError:
import ifrs17sim
def draw_bars(proj):
liab = [proj.InnerProjection[t].pv_NetLiabilityCashflow[t] for t in range(10)]
proj.CSM_Unfloored(15)
data = [proj.CSM_Unfloored(i) for i in range(10)]
fg, ax = plt.subplots()
draw_single_bar(liab, ax, -1)
draw_single_bar(data, ax, +1)
def draw_single_bar(data, ax, n):
width = 0.4
ax.bar(np.arange(len(data)) + n * (width/2), data, width - 0.05)
if __name__ == '__main__':
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
sns.set()
model = ifrs17sim.build()
proj = model.OuterProjection[1]
draw_bars(proj)
Total running time of the script: ( 0 minutes 22.356 seconds)