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HotSwapp
230
app/api/pension_valuation.py
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230
app/api/pension_valuation.py
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"""
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Pension Valuation API endpoints
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Exposes endpoints under /api/pensions/valuation for:
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- Single-life present value
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- Joint-survivor present value
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"""
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from __future__ import annotations
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from typing import Dict, Optional, List, Union, Any
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from fastapi import APIRouter, Depends, HTTPException, status
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from pydantic import BaseModel, Field
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from sqlalchemy.orm import Session
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from app.database.base import get_db
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from app.models.user import User
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from app.auth.security import get_current_user
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from app.services.pension_valuation import (
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SingleLifeInputs,
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JointSurvivorInputs,
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present_value_single_life,
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present_value_joint_survivor,
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)
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router = APIRouter(prefix="/valuation", tags=["pensions", "pensions-valuation"])
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class SingleLifeRequest(BaseModel):
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monthly_benefit: float = Field(ge=0)
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term_months: int = Field(ge=0, description="Number of months in evaluation horizon")
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start_age: Optional[int] = Field(default=None, ge=0)
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sex: str = Field(description="M, F, or A (all)")
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race: str = Field(description="W, B, H, or A (all)")
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discount_rate: float = Field(default=0.0, ge=0, description="Annual percent, e.g. 3.0")
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cola_rate: float = Field(default=0.0, ge=0, description="Annual percent, e.g. 2.0")
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defer_months: float = Field(default=0, ge=0, description="Months to delay first payment (supports fractional)")
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payment_period_months: int = Field(default=1, ge=1, description="Months per payment (1=monthly, 3=quarterly, 12=annual)")
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certain_months: int = Field(default=0, ge=0, description="Guaranteed months from commencement regardless of mortality")
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cola_mode: str = Field(default="monthly", description="'monthly' or 'annual_prorated'")
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cola_cap_percent: Optional[float] = Field(default=None, ge=0)
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interpolation_method: str = Field(default="linear", description="'linear' or 'step' for NA interpolation")
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max_age: Optional[int] = Field(default=None, ge=0, description="Optional cap on participant age for term truncation")
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class SingleLifeResponse(BaseModel):
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pv: float
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@router.post("/single-life", response_model=SingleLifeResponse)
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async def value_single_life(
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payload: SingleLifeRequest,
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db: Session = Depends(get_db),
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current_user: User = Depends(get_current_user),
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):
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try:
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pv = present_value_single_life(
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db,
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SingleLifeInputs(
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monthly_benefit=payload.monthly_benefit,
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term_months=payload.term_months,
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start_age=payload.start_age,
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sex=payload.sex,
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race=payload.race,
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discount_rate=payload.discount_rate,
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cola_rate=payload.cola_rate,
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defer_months=payload.defer_months,
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payment_period_months=payload.payment_period_months,
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certain_months=payload.certain_months,
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cola_mode=payload.cola_mode,
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cola_cap_percent=payload.cola_cap_percent,
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interpolation_method=payload.interpolation_method,
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max_age=payload.max_age,
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),
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)
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except ValueError as e:
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raise HTTPException(status_code=status.HTTP_400_BAD_REQUEST, detail=str(e))
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return SingleLifeResponse(pv=float(round(pv, 2)))
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class JointSurvivorRequest(BaseModel):
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monthly_benefit: float = Field(ge=0)
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term_months: int = Field(ge=0)
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participant_age: Optional[int] = Field(default=None, ge=0)
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participant_sex: str
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participant_race: str
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spouse_age: Optional[int] = Field(default=None, ge=0)
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spouse_sex: str
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spouse_race: str
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survivor_percent: float = Field(ge=0, le=100, description="Percent of benefit to spouse on participant death")
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discount_rate: float = Field(default=0.0, ge=0)
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cola_rate: float = Field(default=0.0, ge=0)
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defer_months: float = Field(default=0, ge=0)
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payment_period_months: int = Field(default=1, ge=1)
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certain_months: int = Field(default=0, ge=0)
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cola_mode: str = Field(default="monthly")
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cola_cap_percent: Optional[float] = Field(default=None, ge=0)
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survivor_basis: str = Field(default="contingent", description="'contingent' or 'last_survivor'")
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survivor_commence_participant_only: bool = Field(default=False, description="If true, survivor component uses participant survival as commencement basis")
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interpolation_method: str = Field(default="linear")
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max_age: Optional[int] = Field(default=None, ge=0)
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class JointSurvivorResponse(BaseModel):
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pv_total: float
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pv_participant_component: float
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pv_survivor_component: float
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@router.post("/joint-survivor", response_model=JointSurvivorResponse)
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async def value_joint_survivor(
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payload: JointSurvivorRequest,
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db: Session = Depends(get_db),
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current_user: User = Depends(get_current_user),
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):
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try:
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result: Dict[str, float] = present_value_joint_survivor(
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db,
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JointSurvivorInputs(
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monthly_benefit=payload.monthly_benefit,
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term_months=payload.term_months,
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participant_age=payload.participant_age,
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participant_sex=payload.participant_sex,
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participant_race=payload.participant_race,
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spouse_age=payload.spouse_age,
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spouse_sex=payload.spouse_sex,
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spouse_race=payload.spouse_race,
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survivor_percent=payload.survivor_percent,
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discount_rate=payload.discount_rate,
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cola_rate=payload.cola_rate,
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defer_months=payload.defer_months,
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payment_period_months=payload.payment_period_months,
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certain_months=payload.certain_months,
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cola_mode=payload.cola_mode,
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cola_cap_percent=payload.cola_cap_percent,
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survivor_basis=payload.survivor_basis,
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survivor_commence_participant_only=payload.survivor_commence_participant_only,
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interpolation_method=payload.interpolation_method,
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max_age=payload.max_age,
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),
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)
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except ValueError as e:
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raise HTTPException(status_code=status.HTTP_400_BAD_REQUEST, detail=str(e))
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# Round to 2 decimals for response
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return JointSurvivorResponse(
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pv_total=float(round(result["pv_total"], 2)),
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pv_participant_component=float(round(result["pv_participant_component"], 2)),
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pv_survivor_component=float(round(result["pv_survivor_component"], 2)),
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)
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class ErrorResponse(BaseModel):
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error: str
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class BatchSingleLifeRequest(BaseModel):
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# Accept raw dicts to allow per-item validation inside the loop (avoid 422 on the entire batch)
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items: List[Dict[str, Any]]
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class BatchSingleLifeItemResponse(BaseModel):
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success: bool
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result: Optional[SingleLifeResponse] = None
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error: Optional[str] = None
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class BatchSingleLifeResponse(BaseModel):
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results: List[BatchSingleLifeItemResponse]
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@router.post("/batch-single-life", response_model=BatchSingleLifeResponse)
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async def batch_value_single_life(
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payload: BatchSingleLifeRequest,
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db: Session = Depends(get_db),
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current_user: User = Depends(get_current_user),
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):
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results = []
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for item in payload.items:
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try:
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inputs = SingleLifeInputs(**item)
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pv = present_value_single_life(db, inputs)
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results.append(BatchSingleLifeItemResponse(
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success=True,
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result=SingleLifeResponse(pv=float(round(pv, 2))),
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))
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except ValueError as e:
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results.append(BatchSingleLifeItemResponse(
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success=False,
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error=str(e),
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))
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return BatchSingleLifeResponse(results=results)
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class BatchJointSurvivorRequest(BaseModel):
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# Accept raw dicts to allow per-item validation inside the loop (avoid 422 on the entire batch)
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items: List[Dict[str, Any]]
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class BatchJointSurvivorItemResponse(BaseModel):
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success: bool
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result: Optional[JointSurvivorResponse] = None
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error: Optional[str] = None
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class BatchJointSurvivorResponse(BaseModel):
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results: List[BatchJointSurvivorItemResponse]
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@router.post("/batch-joint-survivor", response_model=BatchJointSurvivorResponse)
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async def batch_value_joint_survivor(
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payload: BatchJointSurvivorRequest,
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db: Session = Depends(get_db),
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current_user: User = Depends(get_current_user),
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):
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results = []
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for item in payload.items:
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try:
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inputs = JointSurvivorInputs(**item)
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result = present_value_joint_survivor(db, inputs)
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results.append(BatchJointSurvivorItemResponse(
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success=True,
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result=JointSurvivorResponse(
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pv_total=float(round(result["pv_total"], 2)),
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pv_participant_component=float(round(result["pv_participant_component"], 2)),
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pv_survivor_component=float(round(result["pv_survivor_component"], 2)),
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),
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))
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except ValueError as e:
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results.append(BatchJointSurvivorItemResponse(
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success=False,
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error=str(e),
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))
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return BatchJointSurvivorResponse(results=results)
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