Next Iteration of Ecosystem

[alecloudenback]

Define root FinancialMeasure trait, which should facilitate balance sheet modeling implementations.

• Flow
• Balance

Cashflow <: Flow

All value related functions should use Cashflow{U,T} instead of allowing time and cashflows to be input separately (mostly affects ActuaryUtilities?)

Handling Dates

Ideally proper date handling would be part of this revamp. Timepoint already exists but the use is not clear downstream.

Core Functionality

Instead of present_value, the core function would be value which would have an inner call for all contracts to push the model through the contract to handle any dependencies, e.g. something like:

function value(model,contract) 
	contract(econ)
        ...
end

This would allow for more natural handling of contracts which depend on the economic conditions. Further, if the model is, e.g. stochastic, adding a method for value for the associated model would allow for the logic to synthesize into a scalar value.

Proof of concept:

Sensitivity Analysis

How to better expose sensitivity analysis with this? duration is currently solely focused on a scalar discount rate or a single curve, but not if the economic parameters are a basket of curves. Is there some way to use accessors to tell a sensitivity function which parameter to sensitize, with yields just being a special case?