okama.IndexationStrategy

class IndexationStrategy(parent)

Bases: CashFlow

Cash flow strategy with regualr indexed withdrawals or contributions.

Parameters:

parentPortfolio

Parent Portfolio instance.

Examples

>>> import matplotlib.pyplot as plt
>>> pf = ok.Portfolio(first_date="2015-01", last_date="2024-10")  # create Portfolio with default parameters
>>> # Set the cash flow strategy
>>> ind = ok.IndexationStrategy(pf) # create IndexationStrategy linked to the portfolio
>>> ind.initial_investment = 10_000  # add initial investments size
>>> ind.frequency = "year"  # set cash flow frequency
>>> ind.amount = -1_500  # set withdrawal size
>>> ind.indexation = "inflation"
>>> # Assign the strategy to Portfolio
>>> pf.dcf.cashflow_parameters = ind
>>> pf.dcf.use_discounted_values = False  # do not discount initial investment value
>>> # Plot wealth index with cash flow
>>> pf.dcf.wealth_index.plot()
>>> plt.show()

Methods & Attributes

NAME
amount	Portfolio regular contributions or withdrawals size.
frequency	The frequency of regualr withdrawals or contributions in the strategy.
indexation	Portfolio cash flow indexation rate.
initial_investment	Portfolio initial investment FV size (at last_date).

NAME = 'fixed_amount'

property frequency

The frequency of regualr withdrawals or contributions in the strategy.

Allowed values for frequency:

• ‘none’ no frequency (default value)

• ‘year’ annual cash flows

• ‘half-year’ 6 months cash flows

• ‘quarter’ 3 months cash flows

• ‘month’ 1 month cash flows

Returns:

str

The frequency of withdrawals or contributions.

property initial_investment

Portfolio initial investment FV size (at last_date).

Initial investment must be positive.

Returns:

float

Portfolio initial investment.

property amount

Portfolio regular contributions or withdrawals size. Negative value corresponds to withdrawals. Positive value corresponds to contributions. Cash flow value is indexed each period by ‘indexation’.

Returns:

float

Portfolio regular cash flow size.

property indexation

Portfolio cash flow indexation rate.

Returns:

float

Cash flow indexation rate.