# Tidy Tools for Actuarial Mathematics and Life Contingencies

## Documentation for package ‘tidyactuarial’ version 0.1.6

- DESCRIPTION file.
- Package NEWS.

## Help Pages

accumulation_factor | Accumulation factor under conventional or time-varying interest
add_insurance | Add an insurance benefit specification to a life contract
add_premium_schedule | Add a contingent premium-payment schedule to a life contract
amort_schedule | Amortization schedule with optional prepayment adjustment
amort_schedule_general | General amortization schedule with variable rates and payments
annuity_arith | Arithmetic annuity factor
annuity_geom | Geometric annuity factor
annuity_multi | Actuarial present value of a multi-life annuity (up to 3 independent lives)
annuity_x | Actuarial present value of a life annuity
annuity_xy | Actuarial present value of a two-life annuity
apv_life_flow | Actuarial present value of a payment stream under mortality
a_angle | Level annuity factor a-angle-n
A_xj | Cause-specific term/whole-life insurance APV under multiple decrements
bonds_sample | Sample bond contracts for fixed-income examples
bond_book_value | Book value of a level coupon bond at a coupon date
bond_callable_price | Price of a callable bond at a target minimum yield
bond_cash_flows | Cash flow structure of a level coupon bond
bond_convexity | Discrete convexity of a level coupon bond under a flat yield
bond_duration | Macaulay and modified duration of a level coupon bond under a flat yield
bond_price | Price of a level coupon bond from its yield
bond_ytm | Yield to maturity of a level coupon bond
cash_flows_sample | Sample cash flows for interest theory examples
commutation_table | Build an annual commutation table (discrete ages)
convexity_cash_flow | Convexity of a general cash-flow stream
discount_factor | Discount factor under conventional or time-varying interest
discount_factor_spot | Spot discount factor
duration_cash_flow | Duration of a general cash-flow stream
e_x | Expected future lifetime from an annual life table
e_xy | Expected future lifetime for two independent lives
forward_rate | Compute an implied forward rate from a discrete spot curve
future_value | Future value of a single payment
fv_flow | Future value of a general cash flow
immunize_duration | Duration-based immunization with multiple assets
immunize_duration_convexity | Duration and convexity immunization with multiple assets
insurance_variable_k | Actuarial present value of a life insurance with variable k-thly benefits
insurance_x | Actuarial present value of a life insurance
insurance_xj | Cause-specific term/whole-life insurance APV under multiple decrements
insurance_xy | Actuarial present value of a two-life insurance
interest_equivalents | Equivalent interest rates in FM actuarial notation
irr_flow | Internal rate of return for a cash flow
irr_flow_multi | Multiple internal rates of return for a cash flow
km_lifetable | Kaplan-Meier survival curve and a lifetable-style life table
lifetable | Build an annual life table (tidy tibble) from lx, qx, px, or mx
life_contract | Create a life-contingency contract specification
loans_sample | Sample loan contracts for amortization examples
lt_tau | Total-decrement lifetable from a multiple decrement table: lt_tau
mc_annuity | Compute simulated present values for life annuities
mc_insurance | Compute simulated present values for life insurance benefits
mc_loss | Compute Monte Carlo loss random variables for life contingencies
mc_multilife_status | Compute multiple-life simulated status variables
mc_premium | Compute Monte Carlo net premiums for life contingencies
mc_reserve | Compute Monte Carlo prospective reserves for life contingencies
md_table | Multiple decrement table (annual, discrete ages)
mortality_colombia_tables | Colombian mortality tables
mortality_law_table | Generate a tidy life table from a theoretical mortality law
mortality_world_sample_2015_2023 | World mortality sample panel, 2015-2023
mortality_world_sample_2023 | World mortality sample, 2023
multiple_decrement_sample | Sample multiple decrement probabilities
plot_cash_flow | Plot a cash-flow diagram
plot_immunization_gap | Plot immunization performance under interest-rate shifts
plot_km | Plot a Kaplan-Meier survival curve
portfolio_convexity | Compute portfolio convexity as a market-value-weighted average
portfolio_duration | Compute portfolio duration as a market-value-weighted average
premium_gross | Gross premium under a simple expense-loaded equivalence principle
premium_x | Net premium for single-life insurance by the equivalence principle
premium_xy | Net premium for two-life insurance by the equivalence principle
present_value | Present value of a single payment
pv_flow | Present value of a general cash flow
reserve_x | Benefit reserves for single-life insurance
reserve_xy | Benefit reserves for two-life insurance
simulate_annuity_x | Monte Carlo simulation of a life annuity
simulate_insurance_x | Monte Carlo simulation of a life insurance
simulate_lifetime | Simulate future lifetimes from a life table
simulate_lifetimes | Simulate future lifetimes for multiple lives
sinking_fund_schedule | Sinking fund amortization schedule for a loan
soa08lt | SOA Illustrative Life Table
solve_value | Solve a scalar equation of value
standardize_interest | Standardize an interest rate to the annual effective rate i
summary_mc | Summarise Monte Carlo simulation output
s_angle | Level annuity accumulation factor s-angle-n
t_Ex | Pure endowment (discounted survival): {}_tE_x
t_px | t-year survival probability from a life table
t_pxy | Two-life survival probability for independent lives
t_qx | t-year death probability from a life table
t_qxj | t-year probability of decrement by cause j: t_qxj
yield_curve | Validate a yield curve and compute discount factors