v0.7.0

In this release, we have introduced a new feature: stochastic variables.

To run the model stochastically, set the NUM_STOCHASTIC_SCENARIOS with the desired number of stochastic scenarios.

settings = {
    # ...
    "NUM_STOCHASTIC_SCENARIOS": 10,
}

Next define create stochastic variables. These variables that have two parameters: t and stoch.

@variable()
def discount_rate(t, stoch):
    return assumption["discount_rates"+stoch][t]


@variable()
def pv_premiums(t, stoch):
    if t == settings["T_MAX_CALCULATION"]:
        return premium(t)
    else:
        return premium(t) + pv_premiums(t+1, stoch) * discount_rate(t+1, stoch)

These stochastic variables will be calculated 10 times, where stoch value ranging from 1 to 10.
The output will show the average result from these scenarios.