An actuarial framework based on Pytorch (in development)
- 产品定义：core.contract
- 假设表：table
- prophet 兼容相关： prophet
- 模型点输入：mp
- Simply the result system.
from corona.core.contract import *
from corana.core.probabilty import *
from corona.core.probability.cn import *
contract = Contract("UL_EXAMPLE",
SequentialGroup(
AClause('FEE', ratio_tables=-10., base=OnesBase(), t_offset=0,
prob_tables=Inevitable(),
virtual=True),
AClause('CREDIT-H1', ratio_tables=KeepCurrentCredit(.5),
base=AccountValue(), t_offset=0.5,
prob_tables=Inevitable(),
contexts_exclude='~PROFIT',
virtual=True),
ParallelGroup(
Clause('DB-INSIDE', ratio_tables=1.,
base=AccountValue(), t_offset=0.5,
prob_tables=CL13_I, contexts_exclude='GAAP, SOME_OTHER', virtual=True),
Clause('DB-OUTSIDE', ratio_tables=.6,
base=AccountValue(), t_offset=0.5,
prob_tables=CL13_I),
name='DB'),
AClause('CREDIT-H2', ratio_tables=KeepCurrentCredit(.5),
base=AccountValue(), t_offset=0.5,
prob_tables=Inevitable(),
contexts_exclude='~PROFIT',
virtual=True),
)
)