104 lines
2.6 KiB
Python
104 lines
2.6 KiB
Python
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"""IRR 精算计算模块 — Modified-Actuarial NPV IRR（二分法）。"""
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# HK IA 监管上限
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HK_IA_CAP_HKD = 0.06 # HKD 6.0%
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HK_IA_CAP_OTHER = 0.065 # 非 HKD 6.5%
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def ia_irr_cap(currency: str = "HKD") -> float:
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"""HK IA 监管上限。"""
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return HK_IA_CAP_HKD if currency.upper() == "HKD" else HK_IA_CAP_OTHER
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def compute_irr_ma(
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annual_prem: float,
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pay_yrs: int,
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sv: float,
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yr: int,
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cap: float = HK_IA_CAP_HKD,
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) -> float | None:
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"""Modified-Actuarial NPV IRR（二分法 200 次迭代）。
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Args:
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annual_prem: 年缴保费
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pay_yrs: 缴费年期
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sv: 第 yr 年的退保价值
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yr: 保单年度
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cap: IRR 上限（HK IA 监管）
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Returns:
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IRR 值（0~cap 之间），无法计算返回 None
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"""
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if yr <= 0 or annual_prem <= 0 or sv <= 0:
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return None
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def npv(r):
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"""计算净现值。"""
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if r <= -1:
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return float("inf")
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total = 0.0
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for t in range(1, min(yr, pay_yrs) + 1):
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total += annual_prem / ((1 + r) ** t)
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# 退保价值折现到第 yr 年
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total -= sv / ((1 + r) ** yr)
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return total
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# 二分法求解
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low, high = 0.0, cap
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for _ in range(200):
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mid = (low + high) / 2
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if npv(mid) > 0:
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low = mid
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else:
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high = mid
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return round((low + high) / 2, 6)
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def compute_irr_ma_withdraw(
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annual_prem: float,
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pay_yrs: int,
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start_yr: int,
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annual_wd: float,
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sv: float,
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yr: int,
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cap: float = HK_IA_CAP_HKD,
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) -> float | None:
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"""含退保场景的 Modified-Actuarial NPV IRR。
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Args:
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annual_prem: 年缴保费
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pay_yrs: 缴费年期
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start_yr: 开始退保年度
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annual_wd: 每年退保金额
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sv: 第 yr 年的退保价值
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yr: 保单年度
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cap: IRR 上限
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Returns:
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IRR 值，无法计算返回 None
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"""
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if yr <= 0 or annual_prem <= 0:
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return None
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def npv(r):
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if r <= -1:
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return float("inf")
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total = 0.0
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for t in range(1, min(yr, pay_yrs) + 1):
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total += annual_prem / ((1 + r) ** t)
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# 退保收入折现
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for t in range(start_yr, yr + 1):
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total -= annual_wd / ((1 + r) ** t)
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# 最终退保价值折现
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total -= sv / ((1 + r) ** yr)
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return total
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low, high = -0.01, cap
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for _ in range(200):
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mid = (low + high) / 2
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if npv(mid) > 0:
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low = mid
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else:
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high = mid
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return round((low + high) / 2, 6)
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