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Section Navigation

  • The basiclife Library
    • The BasicTerm_S Model
      • proj_len
      • model_point
      • sex
      • sum_assured
      • policy_term
      • age
      • age_at_entry
      • duration
      • mort_rate
      • mort_rate_mth
      • disc_factors
      • disc_rate_mth
      • lapse_rate
      • expense_acq
      • expense_maint
      • inflation_factor
      • inflation_rate
      • claim_pp
      • net_premium_pp
      • loading_prem
      • premium_pp
      • pols_death
      • pols_if
      • pols_if_init
      • pols_lapse
      • pols_maturity
      • claims
      • commissions
      • premiums
      • expenses
      • net_cf
      • pv_claims
      • pv_commissions
      • pv_expenses
      • pv_net_cf
      • pv_pols_if
      • pv_premiums
      • check_pv_net_cf
      • result_cf
      • result_pv
    • The BasicTerm_M Model
      • proj_len
      • max_proj_len
      • model_point
      • sex
      • sum_assured
      • policy_term
      • age
      • age_at_entry
      • duration
      • mort_rate
      • mort_rate_mth
      • disc_factors
      • disc_rate_mth
      • lapse_rate
      • expense_acq
      • expense_maint
      • inflation_factor
      • inflation_rate
      • claim_pp
      • net_premium_pp
      • loading_prem
      • premium_pp
      • pols_death
      • pols_if
      • pols_if_init
      • pols_lapse
      • pols_maturity
      • claims
      • commissions
      • premiums
      • expenses
      • net_cf
      • pv_claims
      • pv_commissions
      • pv_expenses
      • pv_net_cf
      • pv_pols_if
      • pv_premiums
      • result_cf
      • result_pv
    • The BasicTerm_SC Model
      • age_at_entry
      • sex
      • policy_term
      • policy_count
      • point_id
      • sum_assured
      • mort_table_array
      • disc_rate_ann_array
      • proj_len
      • duration
      • age
      • age_at_entry
      • sex
      • sum_assured
      • policy_term
      • mort_rate
      • mort_rate_mth
      • disc_factor
      • disc_rate_mth
      • lapse_rate
      • expense_acq
      • expense_maint
      • inflation_factor
      • inflation_rate
      • claim_pp
      • net_premium_pp
      • loading_prem
      • premium_pp
      • pols_death
      • pols_if
      • pols_if_init
      • pols_lapse
      • pols_maturity
      • claims
      • commissions
      • premiums
      • expenses
      • net_cf
      • pv_claims
      • pv_commissions
      • pv_expenses
      • pv_net_cf
      • pv_pols_if
      • pv_premiums
      • check_pv_net_cf
      • result_cf
      • result_pv
    • The BasicTerm_SE Model
      • proj_len
      • model_point
      • sex
      • sum_assured
      • policy_term
      • age
      • age_at_entry
      • duration
      • duration_mth
      • mort_rate
      • mort_rate_mth
      • disc_factors
      • disc_rate_mth
      • lapse_rate
      • expense_acq
      • expense_maint
      • inflation_factor
      • inflation_rate
      • claim_pp
      • net_premium_pp
      • loading_prem
      • premium_pp
      • pols_death
      • pols_if
      • pols_if_at
      • pols_if_init
      • pols_lapse
      • pols_maturity
      • pols_new_biz
      • claims
      • commissions
      • premiums
      • expenses
      • net_cf
      • pv_claims
      • pv_commissions
      • pv_expenses
      • pv_net_cf
      • pv_pols_if
      • pv_premiums
      • check_pv_net_cf
      • result_cf
      • result_pv
      • result_pols
    • The BasicTerm_ME Model
      • proj_len
      • max_proj_len
      • model_point
      • sex
      • sum_assured
      • policy_term
      • age
      • age_at_entry
      • duration
      • duration_mth
      • mort_rate
      • mort_rate_mth
      • mort_table_reindexed
      • disc_factors
      • disc_rate_mth
      • lapse_rate
      • expense_acq
      • expense_maint
      • inflation_factor
      • inflation_rate
      • claim_pp
      • net_premium_pp
      • loading_prem
      • premium_pp
      • pols_death
      • pols_if
      • pols_if_at
      • pols_if_init
      • pols_lapse
      • pols_maturity
      • pols_new_biz
      • claims
      • commissions
      • premiums
      • expenses
      • net_cf
      • pv_claims
      • pv_commissions
      • pv_expenses
      • pv_net_cf
      • pv_pols_if
      • pv_premiums
      • result_cf
      • result_pv
      • result_pols
    • The BasicTermASL_ME Model
      • date_
      • months_
      • months_in_step
      • step_to_month
      • max_proj_len
      • month_to_step
      • offset
      • age
      • age_at_entry
      • issue_date
      • model_point
      • duration_m
      • duration_y
      • sex
      • sum_assured
      • policy_term
      • payment_freq
      • payment_lag
      • payment_term
      • mort_rate
      • mort_table_reindexed
      • expense_acq
      • expense_maint
      • inflation_factor
      • inflation_rate
      • lapse_rate
      • proj_len
      • disc_factors
      • disc_factors_prem
      • disc_rate
      • claim_pp
      • loading_prem
      • premium_pp
      • is_active
      • is_paying
      • is_maturing
      • last_part
      • next_part
      • next_anniversary
      • net_premium_rate
      • pay_count
      • pols_death
      • pols_if
      • pols_if_at
      • pols_if_avg
      • pols_if_init
      • pols_lapse
      • pols_maturity
      • pols_new_biz
      • pols_if_pay
      • premiums
      • claims
      • commissions
      • expenses
      • net_cf
      • pv_claims
      • pv_commissions
      • pv_expenses
      • pv_net_cf
      • pv_pols_if
      • pv_pols_if_pay
      • pv_premiums
      • result_cells
      • result_cf
      • result_pols
      • result_pv
      • check_pay_count
      • model_point
      • premium_pp
      • net_premium_rate
      • premium_pp
    • Generating model points
    • Generating model points with duration
    • Generating model points for ASL
    • Creating premium table
  • The savings Library
    • The CashValue_SE Model
      • proj_len
      • model_point
      • model_point_table_ext
      • sex
      • sum_assured
      • policy_term
      • age
      • age_at_entry
      • duration
      • duration_mth
      • has_surr_charge
      • is_wl
      • load_prem_rate
      • surr_charge_id
      • premium_type
      • av_pp_init
      • mort_table_last_age
      • mort_rate
      • mort_rate_mth
      • disc_factors
      • disc_rate_mth
      • lapse_rate
      • expense_acq
      • expense_maint
      • inflation_factor
      • inflation_rate
      • claim_pp
      • premium_pp
      • maint_fee_rate
      • coi_rate
      • surr_charge_rate
      • pols_death
      • pols_if
      • pols_if_at
      • pols_if_init
      • pols_lapse
      • pols_maturity
      • pols_new_biz
      • inv_income
      • inv_income_pp
      • inv_return_mth
      • inv_return_table
      • av_pp_at
      • net_amt_at_risk
      • coi_pp
      • prem_to_av_pp
      • maint_fee_pp
      • av_at
      • prem_to_av
      • claims_from_av
      • claims_over_av
      • coi
      • maint_fee
      • av_change
      • check_av_roll_fwd
      • surr_charge
      • claims
      • commissions
      • premiums
      • expenses
      • net_cf
      • margin_expense
      • margin_mortality
      • check_margin
      • pv_claims
      • pv_commissions
      • pv_expenses
      • pv_net_cf
      • pv_pols_if
      • pv_premiums
      • pv_av_change
      • pv_inv_income
      • check_pv_net_cf
      • result_cf
      • result_pv
      • result_pols
    • The CashValue_ME Model
      • proj_len
      • max_proj_len
      • model_point
      • model_point_table_ext
      • sex
      • sum_assured
      • policy_term
      • age
      • age_at_entry
      • duration
      • duration_mth
      • has_surr_charge
      • is_wl
      • load_prem_rate
      • surr_charge_id
      • premium_type
      • av_pp_init
      • mort_table_last_age
      • mort_rate
      • mort_rate_mth
      • mort_table_reindexed
      • disc_factors
      • disc_rate_mth
      • lapse_rate
      • expense_acq
      • expense_maint
      • inflation_factor
      • inflation_rate
      • claim_pp
      • premium_pp
      • maint_fee_rate
      • coi_rate
      • surr_charge_rate
      • surr_charge_table_stacked
      • surr_charge_max_idx
      • pols_death
      • pols_if
      • pols_if_at
      • pols_if_init
      • pols_lapse
      • pols_maturity
      • pols_new_biz
      • inv_income
      • inv_income_pp
      • inv_return_mth
      • inv_return_table
      • av_pp_at
      • net_amt_at_risk
      • coi_pp
      • prem_to_av_pp
      • maint_fee_pp
      • av_at
      • prem_to_av
      • claims_from_av
      • claims_over_av
      • coi
      • maint_fee
      • av_change
      • check_av_roll_fwd
      • surr_charge
      • claims
      • commissions
      • premiums
      • expenses
      • net_cf
      • margin_expense
      • margin_mortality
      • check_margin
      • pv_claims
      • pv_commissions
      • pv_expenses
      • pv_net_cf
      • pv_pols_if
      • pv_premiums
      • pv_av_change
      • pv_inv_income
      • check_pv_net_cf
      • result_cf
      • result_pv
      • result_pols
    • 1. Simple Stochastic Example
    • 2. Extended Stochastic Example
    • 3. Memory-Optimized Mutiprocess Example
    • 4. Profiling and Optimizing the Model
    • Generating 100K model points
  • The appliedlife Library
    • The IntegratedLife Model
      • The BaseData Space
        • param_list
        • const_params
        • run_params
        • space_params
        • product_params
        • surr_charge_tables
        • stacked_surr_charge_tables
      • The Mortality Space
        • table_defs
        • select_table
        • ultimate_tables
        • select_duration_len
        • merged_table
        • unified_table
        • mort_file
        • table_last_age
      • The ModelPoints Space
        • model_point_table
        • model_point_table_ext
      • The Scenarios Space
        • spot_rates
        • forward_rates
        • index_vols
        • log_return_mth
        • index_params
        • index_count
        • return_mth
      • The Assumptions Space
        • lapse_tables
        • asmp_file
        • mort_scalar_tables
        • stacked_lapse_tables
        • stacked_mort_scalar_tables
        • dyn_lapse_params
      • The ProductBase Space
        • fixed_params
        • proj_len
        • scen_index
        • asmp_id
        • date_id
        • model_point
        • model_point_index
        • model_point_table_ext
        • age
        • sex
        • age_at_entry
        • av_pp_init
        • commission_rate
        • duration
        • duration_mth
        • duration_mth_init
        • has_gmab
        • has_gmdb
        • has_surr_charge
        • is_wl
        • maint_fee_rate
        • policy_term
        • premium_type
        • sum_assured
        • surr_charge_id
        • base_lapse_rate
        • is_lapse_dynamic
        • dyn_lapse_param
        • dyn_lapse_factor
        • lapse_rate_key
        • lapse_rate
        • disc_factors
        • disc_rate
        • disc_rate_mth
        • expense_acq
        • expense_maint
        • inflation_rate
        • inflation_factor
        • mort_last_age
        • base_mort_rate
        • mort_rate
        • mort_rate_key
        • mort_rate_mth
        • mort_table_id
        • claim_net_pp
        • claim_pp
        • coi_pp
        • coi_rate
        • premium_pp
        • surr_charge_key
        • surr_charge_rate
        • pols_if
        • pols_if_at
        • pols_if_init
        • pols_lapse
        • pols_death
        • pols_maturity
        • pols_new_biz
        • inv_income
        • inv_income_pp
        • inv_return_mth
        • av_at
        • av_change
        • av_pp_at
        • csv_pp
        • coi
        • maint_fee
        • maint_fee_pp
        • net_amt_at_risk
        • prem_to_av
        • prem_to_av_pp
        • claims
        • claims_from_av
        • claims_over_av
        • commissions
        • expenses
        • surr_charge
        • net_cf
        • margin_expense
        • margin_guarantee
        • pv_av_change
        • pv_claims
        • pv_claims_from_av
        • pv_claims_over_av
        • pv_commissions
        • pv_expenses
        • pv_inv_income
        • pv_maint_fee
        • pv_net_cf
        • pv_pols_if
        • pv_premiums
        • result_pv
        • result_cf
        • result_pols
        • result_sample
        • excel_sample
        • check_av_roll_fwd
        • check_margin
        • check_pv_net_cf
      • The Run Space
  • The assets Library
    • The BasicBond Model
      • Bonds
    • Generating sample bond data
  • The ifrs17a library
    • 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
  • The economic Library
    • The BasicHullWhite Model
      • HullWhite
    • Overview of BasicHullWhite
  • The economic_curves library
    • Smith & Wilson algorithm
      • Smith & Wilson algorithm
      • smith_wilson_funcs
    • Automatic calibration of the stationary bootstrap algorithm
      • stationary_bootstrap_calibrate
    • A block resampling method used for weakly-dependent stationary time-series data
      • Example of the stationary bootstrap algorithm in practice
      • StationaryBootstrap
    • Bisection method that finds the optimal parameter α for the Smith & Wilson algorithm
      • bisection_alpha
    • Sampled increments from two or more correlated Brownian motions (BM)
      • CorBM
    • Nelson-Siegel-Svennson algorithm
      • Nelson-Siegel-Svensson Example
      • nelsonsiegelsvensson
    • Black-Sholes model for simulating the price of a stock
      • Black_Scholes
    • Risk free curve test
      • EIOPA RISK FREE CURVE MONTHLY PUBLICATION RECALCULATION
    • Bayesian validation of the Economic Scenario Generator using Black-Sholes-Merton model
      • Metropolis-Hastings Algorythm Example
  • The cluster Library
    • Selecting model points by cluster analysis
    • Generating seriatim model points for cluster analysis example
  • Project fastlife
    • Introduction to fastlife
    • fastlife: Present Value of Net Cashflows
    • Input
    • LifeTable
    • Economic
    • PV
    • Projection
    • Policy
    • Assumptions
  • Project simplelife
    • simplelife Cashflow
    • simplelife Space Overview
    • Input
    • LifeTable
    • Economic
    • BaseProj
    • PV
    • Projection
    • Policy
    • Assumptions
  • Project nestedlife
    • Input
    • Economic
    • BaseProj
    • Assumptions
    • LifeTable
    • PV
    • OuterProj
    • Policy
    • InnerProj
  • Project ifrs17sim
    • IFRS17 CSM Waterfall Chart Notebook
    • IFRS17 Simulation (Baseline)
    • IFRS17 Simulation (Lapse Scenario)
    • BaseProj
    • Assumptions
    • Economic
    • LifeTable
    • IFRS
    • OuterProj
    • Policy
    • InnerProj
    • PV
  • Project solvency2
    • Assumptions
    • BaseProj
    • Economic
    • LifeTable
    • Expense
    • Lapse
    • LapseMass
    • Mortality
    • Projection
    • Policy
    • PV
    • SCR_life
  • Project smithwilson
    • Smith-Wilson Model Overview
    • SmithWilson
  • Development Guide
    • Model Structure
    • Naming Convention
  • Libraries
  • The BasicTermASL_ME Model
  • disc_rate

disc_rate#

disc_rate(i)[source]#

Discount rate for period i

Returns an annual discount rate to be applied for period i, which starts one day after date_(i) and ends on date_(i+1). The discount rate is read from disc_rate_ann. If the number of years elapsed from date_init changes during the period, discount rates read from disc_rate_ann are prorated.

See also

  • disc_rate_ann()

  • months_()

  • months_in_step()

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disc_factors_prem

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claim_pp

On this page
  • disc_rate()
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