Source code for ifrs17sim.ifrs17sim

"""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

[docs]def build(load_saved=False): """Build a model and return it. Read input data from `input.xlsm`, create `Input` space and its subspace and cells and populate them with the data. Args: load_saved: If ``True``, input data is read from `ifrs17sim.mx` file instead of `input.xlsm`, 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('ifrs17sim.mx') input = model.Input else: model = mx.new_model(name='ifrs17sim') input = build_input(model, 'input.xlsm') model.save('ifrs17sim.mx') # ------------------------------------------------------------------------ # 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} baseproj = model.import_module( module_='projection', name='BaseProj') ifrs = model.import_module( module_='ifrs', name='IFRS') outerproj = model.new_space( bases=[ifrs, baseproj], name='OuterProj', formula=proj_params, refs=proj_refs) def innerproj_params(t0): refs = {'pol': _self.parent.pol, 'asmp': _self.parent.asmp, 'scen': _self.parent.scen, 'outer': _self.parent} return {'refs': refs} innerproj = outerproj.new_space( bases=baseproj, name='InnerProj', formula=innerproj_params) pvs = innerproj.import_module( module_='present_value', name='PresentValue') def pvs_params(t_rate): refs = {'last_t': _self.parent.last_t, 'InsurIF_Beg1': _self.parent.InsurIF_Beg1, 'InsurIF_End': _self.parent.InsurIF_End, 'PremIncome': _self.parent.PremIncome, 'BenefitSurr': _self.parent.BenefitSurr, 'BenefitDeath': _self.parent.BenefitDeath, 'BenefitTotal': _self.parent.BenefitTotal, 'ExpsCommTotal': _self.parent.ExpsCommTotal, 'ExpsAcq': _self.parent.ExpsAcq, 'ExpsMaint': _self.parent.ExpsMaint, 'ExpsTotal': _self.parent.ExpsTotal, 'DiscRate': _self.parent.scen.DiscRate} return {'refs': refs} pvs.set_formula(pvs_params) return model
if __name__ == '__main__': model = build()