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cascadeProjectionValues

cascadeProjectionValues is a shorthand for writing a series of mapProjectionValues calls, each with a different valuation date. The valuation dates range from a start date to an end date in monthly increments.

There are two distinct types of cascadeProjectionValues, called step and sum.

A good grasp of how mapProjectionValues works is required before using cascadeProjectionValues.

Signature

cascadeProjectionValues(
    VarName=varName,
    ValnType=valnType,
    hLevel=hLevel,
    ValnDateStart,
    ValnDateEnd,
    ValnDateIntervalMonths,
    valnDateMonthsShift=0,
    timeShift=0,
    cascadeType="step",
    resolveMulti="sum"
)

Arguments

Arguments are same as mapProjectionValues, except for:

ValnDateStart
The valuation date of the first projection in the series.
ValnDateEnd
The valuation date of the last projection in the series.
ValnDateIntervalMonths
The interval (in months) between steps in the series of projections.
valnDateMonthsShift
A valuation date offset. When using cascadeType = "step", this allows you to read from a different date than the valuation date at each step. See the examples. Defaults to 0. Has no effect when cascadeType = "sum".
cascadeType

 

"step"
At each time step, go to the next projection node in the series. Keep using the final projection node in the series when the end of the series is reached. Example use case: Retrospective results build-up. See the examples.
"sum"
At each time step, take the sum of that time step in all projection nodes in the series. Example use case: Future new business projections. See the examples.

Examples