oasislmf.preparation.il_inputs¶

Functions¶

`get_calc_rule_ids`(il_inputs_calc_rules_df, calc_rule_type)	merge selected il_inputs with the correct calc_rule table and return a pandas Series of calc. rule IDs
`get_profile_ids`(il_inputs_df)	Returns a Numpy array of policy TC IDs from a table of IL input items
`get_step_profile_ids`(il_inputs_df[, offset, idx_cols])	Returns a Numpy array of policy TC IDs from a table of IL input items that
`get_il_input_items`(gul_inputs_df, locations_df, ...[, ...])	Generates and returns a Pandas dataframe of IL input items.
`write_fm_policytc_file`(il_inputs_df, fm_policytc_fp[, ...])	Writes an FM policy T & C file.
`write_fm_profile_file`(il_inputs_df, fm_profile_fp[, ...])	Writes an FM profile file.
`write_fm_programme_file`(il_inputs_df, fm_programme_fp)	Writes an FM programme file.
`write_fm_xref_file`(il_inputs_df, fm_xref_fp[, chunksize])	Writes an FM xref file.
`write_il_input_files`(il_inputs_df, target_dir[, ...])	Writes standard Oasis IL input files to a target directory using a

Module Contents¶

oasislmf.preparation.il_inputs.get_calc_rule_ids(il_inputs_calc_rules_df, calc_rule_type)[source]¶

merge selected il_inputs with the correct calc_rule table and return a pandas Series of calc. rule IDs

Args:: il_inputs_calc_rules_df (DataFrame): IL input items dataframe calc_rule_type (str): type of calc_rule to look for
Returns:: pandas Series of calc. rule IDs

oasislmf.preparation.il_inputs.get_profile_ids(il_inputs_df)[source]¶

Returns a Numpy array of policy TC IDs from a table of IL input items

Parameters:: il_inputs_df (pandas.DataFrame) – IL input items dataframe
Returns:: Numpy array of policy TC IDs
Return type:: numpy.ndarray

oasislmf.preparation.il_inputs.get_step_profile_ids(il_inputs_df, offset=0, idx_cols=[])[source]¶

Returns a Numpy array of policy TC IDs from a table of IL input items that include step policies

Parameters:

il_inputs_df (pandas.DataFrame) – IL input items dataframe
step_trigger_type_cols – column names used to determine values for

terms indicators and types :type step_trigger_type_cols: list

Returns:: Numpy array of policy TC IDs
Return type:: numpy.ndarray

oasislmf.preparation.il_inputs.get_il_input_items(gul_inputs_df, locations_df, accounts_df, oed_schema, exposure_profile=get_default_exposure_profile(), accounts_profile=get_default_accounts_profile(), fm_aggregation_profile=get_default_fm_aggregation_profile(), do_disaggregation=True)[source]¶

Generates and returns a Pandas dataframe of IL input items.

Parameters:

locations_df (pandas.DataFrame) – Source exposure
gul_inputs_df (pandas.DataFrame) – GUL input items
accounts_df – Source accounts dataframe (optional)
accounts_df – pandas.DataFrame
accounts_fp – Source accounts file path (optional)
accounts_fp – str
exposure_profile (dict) – Source exposure profile (optional)
accounts_profile (dict) – Source accounts profile (optional)
fm_aggregation_profile – FM aggregation profile (optional)
fm_aggregation_profile – dict
do_disaggregation – whether to split terms and conditions for aggregate exposure (optional)
do_disaggregation – bool

Returns:

IL inputs dataframe

Return type:

pandas.DataFrame

:return Accounts dataframe :rtype: pandas.DataFrame

oasislmf.preparation.il_inputs.write_fm_policytc_file(il_inputs_df, fm_policytc_fp, chunksize=100000)[source]¶

Writes an FM policy T & C file.

Parameters:

il_inputs_df (pandas.DataFrame) – IL inputs dataframe
fm_policytc_fp (str) – FM policy TC file path

Returns:

FM policy TC file path

Return type:

str

oasislmf.preparation.il_inputs.write_fm_profile_file(il_inputs_df, fm_profile_fp, chunksize=100000)[source]¶

Writes an FM profile file.

Parameters:

il_inputs_df (pandas.DataFrame) – IL inputs dataframe
fm_profile_fp (str) – FM profile file path

Returns:

FM profile file path

Return type:

str

oasislmf.preparation.il_inputs.write_fm_programme_file(il_inputs_df, fm_programme_fp, chunksize=100000)[source]¶

Writes an FM programme file.

Parameters:

il_inputs_df (pandas.DataFrame) – IL inputs dataframe
fm_programme_fp (str) – FM programme file path

Returns:

FM programme file path

Return type:

str

oasislmf.preparation.il_inputs.write_fm_xref_file(il_inputs_df, fm_xref_fp, chunksize=100000)[source]¶

Writes an FM xref file.

Parameters:

il_inputs_df (pandas.DataFrame) – IL inputs dataframe
fm_xref_fp (str) – FM xref file path

Returns:

FM xref file path

Return type:

str

oasislmf.preparation.il_inputs.write_il_input_files(il_inputs_df, target_dir, oasis_files_prefixes=OASIS_FILES_PREFIXES['il'], chunksize=2 * 10**5)[source]¶

Writes standard Oasis IL input files to a target directory using a pre-generated dataframe of IL inputs dataframe. The files written are

fm_policytc.csv
fm_profile.csv
fm_programme.csv
fm_xref.csv

Parameters:

il_inputs_df – IL inputs dataframe
target_dir (str) – Target directory in which to write the files
oasis_files_prefixes – Oasis IL input file name prefixes
oasis_files_prefixes – dict
chunksize (int) – The chunk size to use when writing out the input files

Returns:

IL input files dict

Return type:

dict