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Describe the bug
The Triangle class supports trailing quarter, semesters and years. However, moving from a triangle grain that is trailing to more aggregate grain produces inaccurate results.
To Reproduce
Steps to reproduce the behavior. Code should be self-contained and runnable against publicly available data. For example:
importchainladderasclprism=cl.load_sample('prism')['Paid'].sum()
prism=prism[prism.valuation<prism.valuation_date].incr_to_cum() # (limit data to November)prism=prism.grain('OQDQ', trailing=True) # OKprimt(prism.origin_close) # OK - latest origin is complete quarter cut-off at Novemberprism.grain('OYDY') # Not OK.
Expected behavior prism.grain('OYDY') should inherit the trailing property and produce ages 12, 24, 36, etc.
The text was updated successfully, but these errors were encountered:
Describe the bug
The
Triangle
class supportstrailing
quarter, semesters and years. However, moving from a triangle grain that is trailing to more aggregate grain produces inaccurate results.To Reproduce
Steps to reproduce the behavior. Code should be self-contained and runnable against publicly available data. For example:
Expected behavior
prism.grain('OYDY')
should inherit thetrailing
property and produce ages 12, 24, 36, etc.The text was updated successfully, but these errors were encountered: