Changelog

Release notes and version history for the lifeflow Python actuarial library.

Release notes for lifeflow. Versions follow semantic versioning.

0.1.1

• Added the documentation URL and Python 3.12 / 3.13 classifiers to the package metadata.

0.1.0

First public release.

• Probabilities — in-force grid and per-cause exit grids for a portfolio, from any number of competing decrements.
• Decrement — a rate vector (mortality, lapse, …) indexed by any policy variable.
• Portfolio / Timeline — the book of policies and the projection horizon, each policy masked past its own contract boundary.
• @grid — write a cash flow for one policy at one instant; it broadcasts across the whole book. payable="pre" for prepayable flows; jit=True to compile with numba.
• alm — Macaulay and Hicks duration, and convexity, over a spot curve.
• Exit splitting under UDD or constant force, exact for any number of causes via Gauss–Legendre quadrature.