Utilities submodule

policy_duration(d1::Date, d2::Date)

Compute the policy duration given two dates, which is the number of years since the first date. The interval [0,1) is defined as having duration 1. Can return negative durations if second argument is before the first.

julia> issue_date  = Date(2018,9,30);

julia> policy_duration(issue_date , Date(2019,9,30) )
2
julia> policy_duration(issue_date , issue_date)
1
julia> policy_duration(issue_date , Date(2018,10,1) )
1
julia> policy_duration(issue_date , Date(2019,10,1) )
2
julia> policy_duration(issue_date , Date(2018,6,30) )
0
julia> policy_duration(Date(2018,9,30),Date(2017,6,30))
-1

years_between(d1::Date, d2::Date, overlap=true)

Compute the number of integer years between two dates, with the first date typically before the second. Will return negative number if first date is after the second. The third argument overlap indicates whether the calendar anniversary should count as a full year (default true).

Examples

julia> d1 = Date(2018,09,30);

julia> d2 = Date(2019,09,30);

julia> d3 = Date(2019,10,01);

julia> years_between(d1,d3) 
1
julia> years_between(d1,d2,false) # same month/day but `false` overlap
0 
julia> years_between(d1,d2) # same month/day but `true` overlap
1 
julia> years_between(d1,d2) # using default `true` overlap
1 

accum_offset(x; op=*, init=1.0)

A shortcut for the common operation wherein a vector is scanned with an operation, but has an initial value and the resulting array is offset from the traditional accumulate.

This is a common pattern when calculating things like survivorship given a mortality vector and you want the first value of the resulting vector to be 1.0, and the second value to be 1.0 * x[1], etc.

Two keyword arguments:

• op is the binary (two argument) operator you want to use, such as * or +
• init is the initial value in the returned array

Examples

julia> accum_offset([0.9, 0.8, 0.7])
3-element Array{Float64,1}:
 1.0
 0.9
 0.7200000000000001

julia> accum_offset(1:5) # the product of elements 1:n, with the default `1` as the first value
5-element Array{Int64,1}:
  1
  1
  2
  6
 24

julia> accum_offset(1:5,op=+)
5-element Array{Int64,1}:
  1
  2
  4
  7
 11