Skip to content

Instantly share code, notes, and snippets.

View fyyying's full-sized avatar

fyyying

9 followers · 1 following
View GitHub Profile
@fyyying
fyyying / discounted_cashflow_pandas.py
Last active July 13, 2020 08:26
# Implementation with Pandas
import pandas as pd
# Read in the cash flows data and rate data as csv
cashflow_df = pd.read_csv(path_cashflow)
rate_df = pd.read_csv(path_rate)
# Calculate discount factor from the rates
rate_df["Discount factor"] = 1 / (1 + rate_df["Interest rate"])**rate_df["Year"]
@fyyying
fyyying / discounted_cashflow_koalas.py
Created June 13, 2020 12:38
# Implementation with Koalas
import databricks.koalas as ks
# Read in the cash flows data and rate data as csv
cashflow_df = ks.read_csv(path_cashflow)
rate_df = ks.read_csv(path_rate)
# Calculate discount factor from the rates
rate_df["Discount factor"] = 1 / (1 + rate_df["Interest rate"])**rate_df["Year"]
@fyyying
fyyying / discounted_cashflow_pyspark.py
Last active June 24, 2020 06:34
# Implementation with PySpark
from pyspark.sql import SparkSession
from pyspark.sql import Window
from pyspark.sql import functions as f
# Define Spark settings
builder = SparkSession.builder.appName("Discount_Cashflows")
spark = builder.getOrCreate()
# Read in the cash flows data and rate data as csv
@fyyying
fyyying / groupby_product.py
Last active June 13, 2020 13:04
# Groupby product and check the profitability
cf_with_rate_df = cf_with_rate_df.groupby("Product")[["Present value"]].sum().reset_index()
@fyyying
fyyying / discount_factors.csv
Created June 14, 2020 09:00
Year Cash flows Currency Interest rate Discount factor
0 12000 USD 0.025 1.000
1 -2000 USD 0.025 0.976
2 -2000 USD 0.025 0.952
3 -2000 USD 0.025 0.929
4 -2000 USD 0.025 0.906
5 -2000 USD 0.025 0.884
@fyyying
fyyying / calculate_future_value.md
Last active June 17, 2020 06:29





@fyyying
fyyying / calculate_present_value.md
Last active June 17, 2020 05:49






@fyyying
fyyying / calculate_single_discounted_cashflows.md
Last active June 23, 2020 04:37






@fyyying
fyyying / first_product_entry.csv
Created June 21, 2020 13:48
Client Insurance product Country Duration Price Payment year 1 Payment year 2 Payment year 3 Payment year 4
A Small car UK 1 200 0 50 30 0
@fyyying
fyyying / All_product_entry.csv
Created June 21, 2020 13:50
Client Insurance product Country Duration Price Payment year 1 Payment year 2 Payment year 3 Payment year 4
A Small car UK 1 200 0 50 30 0
B Small car Italy 1 100 0 0 0 80
C Small car UK 1 200 0 35 40 20
D Small car UK 1 220 0 40 60 0
E Small car France 1 200 0 20 30 50
F Businss car Belgium 1 450 0 100 100 100
G Businss car Germany 1 470 0 120 80 0
H Businss car UK 1 400 60 70 100 0
I Businss car UK 1 400 50 70 20 80