The InputData Space (TradLife_A_EX1)

Input data loaded from input.xlsx.

This Space is TradLife_A.InputData with additional Cells that read the Solvency II life-shock and correlation inputs. The existing readers (policy data, assumptions, mortality tables, scenarios, product specs and scalar constants) are unchanged; see TradLife_A.InputData for them.

Cells Summary

New Cells

life_shock_data() reads the LifeShocks named range and returns a dict of shock factors keyed by (risk, shock, scope, extra_key) integer codes. life_corr_data() reads the LifeCorr named range and returns the life-risk correlation matrix as a DataFrame indexed on both axes by LifeRiskID codes.

life_shock_data()	Life shock factors from the LifeShocks named range.
life_corr_data()	Life-risk correlation matrix from the LifeCorr named range.

Updated Cells

const_params() now also exposes the new CoCRate (cost-of-capital) parameter read from the ConstParams range.

const_params()

Scalar parameters from the ConstParams named range as a dict.

Cells Descriptions

life_shock_data()

Life shock factors from the LifeShocks named range.

Returns a dict of shock factors keyed by (risk, shock, scope, extra_key). The enum-name strings in the input (e.g. MORT, UP, LIMIT) are converted to the corresponding integer codes of Enums, and a blank qualifier maps to 0. Consumed per key by life_shock_param().

life_corr_data()

Life-risk correlation matrix from the LifeCorr named range.

Returns a square DataFrame whose row and column labels are LifeRiskID integer codes (the enum-name headers in the input are converted to codes). Consumed by life_corr().

const_params()

Scalar parameters from the ConstParams named range as a dict.