.. DO NOT EDIT.
.. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY.
.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "generated_examples\annuallife\plot_scr_cashflows_tradlife_a_ex1.py"
.. LINE NUMBERS ARE GIVEN BELOW.

.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        :ref:`Go to the end <sphx_glr_download_generated_examples_annuallife_plot_scr_cashflows_tradlife_a_ex1.py>`
        to download the full example code.

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_generated_examples_annuallife_plot_scr_cashflows_tradlife_a_ex1.py:


TradLife_A_EX1: SCR shock cashflows
===================================

Net liability cashflows under the prescribed Solvency II life shock
scenarios for selected policies, projected by the :mod:`~annuallife`
``TradLife_A_EX1`` model.

For each policy the inner projection ``InnerProj[t0, risk, shock]`` is
re-run from the valuation time ``t0`` under every life stress, and the
per-period net cashflow ``net_cf`` is charted from ``t0`` to the end of
the projection. The mass-lapse line drops sharply at ``t0`` because a
fraction of the policies surrenders instantly under that shock.

.. seealso::
    * The :mod:`~annuallife` library

.. GENERATED FROM PYTHON SOURCE LINES 18-63



.. rst-class:: sphx-glr-horizontal


    *

      .. image-sg:: /generated_examples/annuallife/images/sphx_glr_plot_scr_cashflows_tradlife_a_ex1_001.png
         :alt: Net Cashflows, Policy index: 40, Shock at 5
         :srcset: /generated_examples/annuallife/images/sphx_glr_plot_scr_cashflows_tradlife_a_ex1_001.png
         :class: sphx-glr-multi-img

    *

      .. image-sg:: /generated_examples/annuallife/images/sphx_glr_plot_scr_cashflows_tradlife_a_ex1_002.png
         :alt: Net Cashflows, Policy index: 170, Shock at 5
         :srcset: /generated_examples/annuallife/images/sphx_glr_plot_scr_cashflows_tradlife_a_ex1_002.png
         :class: sphx-glr-multi-img





.. code-block:: Python

    import modelx as mx
    import pandas as pd
    import matplotlib.pyplot as plt
    import seaborn as sns
    sns.set_theme(style="darkgrid")

    model = mx.read_model("TradLife_A_EX1")
    LifeRiskID = model.Enums.LifeRiskID
    LapseShockID = model.Enums.LapseShockID

    # (label, risk, shock) for each prescribed life stress
    scenarios = [
        ('base', LifeRiskID.BASE, 0),
        ('mort', LifeRiskID.MORT, 0),
        ('longev', LifeRiskID.LONGV, 0),
        ('lapse(up)', LifeRiskID.LAPSE, LapseShockID.UP),
        ('lapse(down)', LifeRiskID.LAPSE, LapseShockID.DOWN),
        ('lapse(mass)', LifeRiskID.LAPSE, LapseShockID.MASS),
        ('exps', LifeRiskID.EXPS, 0),
    ]


    def draw(idx, t0):

        fig, ax = plt.subplots()
        fig.suptitle('Net Cashflows')

        title = 'Policy index: ' + str(idx) + ', Shock at ' + str(t0)

        proj = model.Projection[idx]
        last_t = proj.proj_len()

        data = {}
        for label, risk, shock in scenarios:
            inner = proj.InnerProj[t0, risk, shock]
            data[label] = [inner.net_cf(t) for t in range(t0, last_t + 1)]

        return pd.DataFrame(
            data, index=range(t0, last_t + 1)).plot(
            ax=ax, kind='line', title=title)


    # idx 40 / 170 correspond to PolicyID 41 / 171 in simplelife (0-based).
    for idx, t0 in [(40, 5), (170, 5)]:
        draw(idx, t0)


.. rst-class:: sphx-glr-timing

   **Total running time of the script:** (0 minutes 0.814 seconds)


.. _sphx_glr_download_generated_examples_annuallife_plot_scr_cashflows_tradlife_a_ex1.py:

.. only:: html

  .. container:: sphx-glr-footer sphx-glr-footer-example

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download Jupyter notebook: plot_scr_cashflows_tradlife_a_ex1.ipynb <plot_scr_cashflows_tradlife_a_ex1.ipynb>`

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download Python source code: plot_scr_cashflows_tradlife_a_ex1.py <plot_scr_cashflows_tradlife_a_ex1.py>`

    .. container:: sphx-glr-download sphx-glr-download-zip

      :download:`Download zipped: plot_scr_cashflows_tradlife_a_ex1.zip <plot_scr_cashflows_tradlife_a_ex1.zip>`


.. only:: html

 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.github.io>`_