duration_m

duration_m(i)[source]

Duration of model points at i in months

Returns durations at period i in months of all model points as a Series indexed with model point ID. duration_m(i) is calculated from date_(i) and issue_date(). duration_m() is 0 in the issue month.

Negative values of duration_m() indicate future new business policies. For example, If the duration_m() is -15 at time 0, the model point is issued 15 months later.