Scenario Info

Overview

The options used when creating the scenario are:

Item Variable Name Example
Scenario ID scenario_id "TESTSCENID1"
Result ID result_id "TESTRESULTID1"
ReferenceDate reference_date "20150902"
ScenarioNum scenario_num 30
Delimiter delimiter "SPACE"
MaxYear maxyear 30
RandomType rnd_type "SOBOL"
RandomSubtype rnd_subtype "SOBOL"
RandomSeed rnd_seed 1
RandomSkip rnd_skip 0
MomentMatching moment_match False
Frequency frequency "monthly"
FrequencyMonth frequency_month 10
FrequencyDay frequency_day 11
NPerYear n_peryear 52
BaseCurrency base_currency "USD"
UseCPU Num thread_num 1

Scenario Num

This is the number of scenarios to be created. You usually use 200, 500, or 1,000 units. and it's minimum is 20 to 100,000.

sen1.general.scenario_num = 1000  # default = 30

Referenc eDate

The reference date of the scenario, which is the date corresponding to the start date. The base date format must be in the form yyyymmdd.

sen1.general.reference_date = '20181011' # default = 20150902

Delimiter

The separator text to be used when generating the scenario result file. Not used in Python Version.

sen1.general.delimiter = '|'  # default = 'SPACE'

MaxYear

The scenario will be created up to the base date + (final maturity) year. The minimum value is 1 year, and the maximum is 120 years.

sen1.general.maxyear = 10   # default = 30

NPerYear

When the interval is set to 'custom', this is the number of intervals per year. When the interval is created as a decimal point, it is mapped to a date corresponding to the nearest integer part.

sen1.general.n_peryear = 52   # default = 30

Random Type

Sets the random number to use. Sobl, Crude can be used.

sen1.general.rnd_type = 'sobol'   # default = 'sobol'

Random Subtype

Sets the detail type of the selected random type. You can make detailed settings as below.

  • Sobol : ...
  • Crude : 메르센, ...
sen1.general.rnd_subtype = 'jackel'   # default = 'jackel'

Random Seed

This is the initial value(seed) used when generating a random number. When the initial values ​​are fixed, a random number is generated in the same order.

sen1.general.rnd_seed = 0      # default = 1

Random Seed

This is a random number after skipping the set number of times based on the scenario.

예시) 10 -> 10번의 시나리오를 건너뜀

sen1.general.rnd_skip = 10      # default = 0

Moment Matching

Adjust posteriorly so that the theoretical(population) mean of each model is equal to the calculated(sample) mean of the generated scenarios.

sen1.general.moment_match = True      # default = False

Frequency

Sets the interval of the interval. The frequency used is as follows. You must set the month or day you want to set as the year or month.

  • monthly
  • everyfourmonth
sen1.general.frequency = 'monthly'      # default = 'monthly'

Frequency Month

Used when the interval period is set to years. This is the fixed month of the month.

sen1.general.frequency_monthly = 2      # default = 1

Frequency Day

Used when the interval period is set to year or month. This is a fixedly generated interval.

sen1.general.frequency_day = 1      # default = 1