Tidy Tools for Actuarial Mathematics and Life Contingencies
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Documentation for package ‘tidyactuarial’ version 0.1.1
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| amort_schedule | Amortization schedule with optional prepayment adjustment |
| annuity_multi | Actuarial present value of a multi-life annuity (n lives) |
| annuity_x | Actuarial present value of a life annuity |
| annuity_xy | Actuarial present value of a two-life annuity |
| apv_life_flow | Actuarial present value of a payment stream under mortality |
| arithmetic_annuity_av_tbl | Accumulated value of an arithmetic progression annuity |
| arithmetic_annuity_pv_tbl | Present value of an arithmetic progression annuity |
| a_angle | Level annuity factor a-angle-n |
| a_angle_tbl | Level annuity details in tibble form |
| bond_book_value | Book value of a level coupon bond at a coupon date |
| bond_book_value_tbl | Book value table of a level coupon bond at coupon dates |
| bond_callable_price | Price of a callable bond at a target minimum yield |
| bond_callable_price_tbl | Callable-bond pricing table at a target minimum yield |
| bond_cash_flows | Cash flow structure of a level coupon bond |
| bond_convexity | Discrete convexity of a level coupon bond under a flat yield |
| bond_duration | Macaulay and modified duration of a level coupon bond under a flat yield |
| bond_price | Price of a level coupon bond from its yield |
| bond_ytm | Yield to maturity of a level coupon bond |
| Da_angle | Decreasing annuity factor (Da-angle-n) |
| Da_angle_tbl | Decreasing annuity details in tibble form |
| discount_factor_spot | Spot discount factor |
| discount_factor_spot_tbl | Spot discount factor in tibble form |
| e_x | Expected future lifetime from an annual life table |
| e_xy | Expected future lifetime for two independent lives |
| forward_rate_tbl | Compute an implied forward rate from a discrete spot curve |
| future_value | Future value of a single payment |
| future_value_tbl | Future value details in tibble form |
| fv_flow | Future value of a general cash flow |
| ga_angle | Geometric annuity factor ga-angle-n |
| ga_angle_tbl | Geometric annuity details in tibble form |
| gs_angle | Geometric annuity accumulation factor gs-angle-n |
| gs_angle_tbl | Geometric annuity accumulation details in tibble form |
| Ia_angle | Increasing annuity factor (Ia-angle-n) |
| Ia_angle_tbl | Increasing annuity details in tibble form |
| immunize_duration | Duration-based immunization with multiple assets |
| immunize_duration_convexity | Duration and convexity immunization with multiple assets |
| insurance_multi | Actuarial present value of a multi-life insurance (N independent lives) |
| insurance_variable_k | Actuarial present value of a life insurance with variable k-thly benefits |
| insurance_x | Actuarial present value of a life insurance (derived from annuity_x) |
| insurance_xy | Actuarial present value of a two-life insurance |
| interest_equivalents | Equivalent interest rates in FM actuarial notation |
| irr_flow | Internal rate of return for a cash flow |
| irr_flow_multi | Multiple internal rates of return for a cash flow |
| km_lifetable | Kaplan-Meier survival curve and a lifetable-style life table |
| lifetable | Build an annual life table (tidy tibble) from lx, qx, px, or mx |
| md_convert_rates | Convert between dependent and independent decrement rates |
| multi_decrement_table | Build a multiple decrement table |
| plot_cash_flow | Plot a cash flow diagram |
| plot_immunization_gap | Plot immunization performance under interest rate shifts |
| plot_km | Plot a Kaplan-Meier survival curve |
| portfolio_convexity_tbl | Compute portfolio convexity as a market-value-weighted average |
| portfolio_duration_tbl | Compute portfolio duration as a market-value-weighted average |
| premium_gross | Gross (expense-loaded) premium from net premium |
| premium_x | Net premium for life insurance by the equivalence principle |
| premium_xy | Net premium for two-life insurance by the equivalence principle |
| present_value | Present value of a single payment |
| present_value_tbl | Present value details in tibble form |
| pv_flow | Present value of a general cash flow |
| reserve_x | Benefit reserve schedule for single-life insurance |
| reserve_xy | Benefit reserve schedule for two-life insurance |
| sinking_fund_schedule | Sinking fund amortization schedule for a loan |
| standardize_interest | Standardize an interest rate to the annual effective rate i |
| s_angle | Level annuity accumulation factor s-angle-n |
| s_angle_tbl | Level annuity accumulation details in tibble form |
| t_Ex | Pure endowment (discounted survival): {}_tE_x |
| t_px | t-year survival probability from a life table |
| t_pxy | Two-life survival probability for independent lives |
| t_qx | t-year death probability from a life table |
| Var_annuity_x | Variance of the actuarial present value of a life annuity |
| Var_insurance_x | Variance of the actuarial present value of a life insurance |
| yield_curve_tbl | Validate a yield curve, compute discount factors, and optionally create a plot |