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actxpspy v1.1.0

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@mattheaphy mattheaphy released this 25 Jun 12:12
3109eba
  • expose_split() bug fixes:

    • ExposedDF.expose_split() was updated to respect the values of start_date
      and end_date originally passed to the ExposedDF() class.
    • Future policy anniversary dates falling on February 29th leap days are now
      consistent with ExposedDF()
    • New tests were added to verify that the sum of policy year exposures
      (exposure_pol) after calling .expose_split() match exposures produced by
      ExposedDF.expose_py().
  • ExposedDF() bug fix - quarterly and monthly calendar exposures periods now
    strictly calculate exposures based on month-end dates. In the prior version,
    months ending on the 28-30 would use that same day of month for subsequent
    exposure periods.

  • ExposedDF() and ExposedDF.add_transactions() now allow date columns to be
    passed as strings in YYYY-MM-DD format. Any strings are converted to date
    behind-the-scenes, and any missing values will results in an error message.