model = mx.read_model("model")
proj = model.OuterProj[1]
# CSM Amortization
csmrf = get_waterfalldata(
proj,
items=['CSM',
'IntAccrCSM',
'AdjCSM_FlufCF',
'TransServices'],
length=3,
reverseitems=['TransServices'])
draw_waterfall(csmrf, title='CSM Amortization')
# Expected Cashflow Rollforwad
estcf = get_waterfalldata(
proj,
items=['PV_FutureCF',
'EstPremIncome',
'EstIntOnCF',
'EstAcqCashflow',
'EstClaim',
'EstExps'],
length=3,
reverseitems=['EstPremIncome'])
draw_waterfall(estcf, title='Expected Cashflows')
*Run this sample now!* |launch binder|
.. |launch binder| image:: https://mybinder.org/badge.svg
:target: https://mybinder.org/v2/gh/fumitoh/ifrs17sim-demo/master?filepath=ifrs17sim-demo.ipynb
"""
import pandas as pd
import collections
from draw_charts import draw_waterfall
try:
import ifrs17sim.ifrs17sim as ifrs17sim
except ImportError:
import ifrs17sim
model = ifrs17sim.build()
proj = model.OuterProjection[1]
proj.CSM_Unfloored(15)
data = collections.OrderedDict()
for cells in [
'CSM_Unfloored', 'IntAccrCSM', 'AdjCSM_FulCashFlows', 'TransServices'
]:
data[cells] = [proj.cells[cells](t) for t in range(15)]
df = pd.DataFrame(data)
df['TransServices'] = -1 * df['TransServices']
draw_waterfall(df)
"""
:mod:`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,
:doc:`/projects/notebooks/ifrs17sim/ifrs17sim_csm_waterfall`.
The live version of the notebook is available online.
*Launch this notebook online!* |binder ifrs17sim_csm_waterfall|
.. include:: /binderlinks.rst
:start-after: Begin binder ifrs17sim_csm_waterfall
:end-before: End binder ifrs17sim_csm_waterfall
"""
import modelx as mx
from draw_charts import draw_waterfall, get_waterfalldata
model = mx.read_model("model")
proj = model.OuterProj[1]
csmrf = get_waterfalldata(
proj,
items=['CSM', 'IntAccrCSM', 'AdjCSM_FlufCF', 'TransServices'],
length=15,
reverseitems=['TransServices'])
draw_waterfall(csmrf)
