oasislmf.preparation.reinsurance_layer

Module Contents

Classes

ReinsuranceLayer

Generates ktools inputs and runs financial module for a reinsurance structure.

Functions

write_files_for_reinsurance(gul_inputs_df, ...[, ...])

Generate files for reinsurance.
oasislmf.preparation.reinsurance_layer.write_files_for_reinsurance(gul_inputs_df, xref_descriptions_df, ri_info_df, ri_scope_df, fm_xref_fp, output_dir, store_tree=False)[source]

Generate files for reinsurance.

class oasislmf.preparation.reinsurance_layer.ReinsuranceLayer(name, ri_info_df, ri_scope_df, items_df, coverages_df, xref_descriptions_df, risk_level, fmsummaryxref_df=pd.DataFrame(), gulsummaryxref_df=pd.DataFrame(), logger=None)[source]

Bases: object

Generates ktools inputs and runs financial module for a reinsurance structure.

LOCATION_RISK_LEVEL = 2[source]
generate_oasis_structures()[source]

Create the Oasis structures - FM Programmes, FM Profiles and FM Policy TCs - that represent the reinsurance structure.

The cross-reference dataframe, which serves as a representation of the insurance programme depending on the reinsurance risk level, is built. With the exception of facultative contracts, each contract is a separate layer. Profile IDs for the risk and filter levels are created using the merged reinsurance scope and info dataframes. These profile IDs are assigned according to some combination of the fields PortNumber, AccNumber, PolNumber, LocGroup and LocNumber, dependent on reinsurance risk level. Individual programme level profile IDs are assigned for each row of the reinsurance info dataframe. Finally, the Oasis structure is written out.

write_oasis_files(directory=None)[source]

Write out the generated data to Oasis input file format.