Rebasing¶

Coming soon

Actuarial definition of rebasing

Use cases for rebasing¶

Coming soon

Brief descriptions of use cases, and links to tutorials.

In Autory, a rebase operation is defined by an index (a scalar variable) and one or more source-destination pairs (time vector variables):

A scalar variable is designated as the index for the rebase operation using the rebaseIndex function.
One or more pairs of time vector variables are designated as the sources and destinations for the rebase operation using the rebaseValue function.

Rebasing occurs withing a projection node.

When performing iterative calculations, the entire rebase operation is repeated for each iteration in the projection node.

The rebase operation proceeds as follows:

For every rebase step (defined by the indices argument of the rebaseIndex function):
- Set the index variable to the value of the rebase index for that step.
- Re-calculate everything that depends on the index variable.
- For each source-destination pair of variables (each defined by an instance of the rebaseValue function):
  - For each time steps from the current rebase index to the time step just before the next rebase index (or the last time step of the projection node if this is the last rebase step):
    - Copy the results from the source variable to the destination variable.
Set the index to the value of the indexAfterRebase argument of the rebaseIndex function.
Re-calculate everything that depends on the index variable or destination variables.