Notebooks

List of Jupyter Notebooks organized by individual libraries in lifelib. Click to open and run them on Google Colab.

basiclife Notebooks

Generating model points
Generating model points with duration
Generating model points for ASL
Creating premium table

savings Notebooks

1. Simple Stochastic Example
2. Extended Stochastic Example
3. Memory-Optimized Mutiprocess Example
4. Profiling and Optimizing the Model

assets Notebooks

Generating sample bond data

ifrs17a Notebooks

Running the Tempate and Outputting Tables
Outputting Financial Performance
Running Present Value Example Ep.2
Running Present Value Example Ep.3
Inspecting the Calculation Logic

economic Notebooks

Overview of BasicHullWhite

economic_curves Notebooks

Smith & Wilson algorithm
Example of the stationary bootstrap algorithm in practice
Nelson-Siegel-Svensson Example
EIOPA RISK FREE CURVE MONTHLY PUBLICATION RECALCULATION
Metropolis-Hastings Algorythm Example

cluster Notebooks

Selecting model points by cluster analysis
Generating seriatim model points for cluster analysis example

fastlife Notebooks

Introduction to fastlife
fastlife: Present Value of Net Cashflows

simplelife Notebooks

simplelife Demo
simplelife Space Overview

ifrs17sim Notebooks

CSM Waterfall Chart
IFRS17 Simulation (Baseline)
IFRS17 Simulation (Lapse scenario)

smithwilson Notebooks

Smith-Wilson Model Overview