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feat: Portfolio.dcf.find_the_largest_withdrawals_size() uses Bisection solver
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main.py

Lines changed: 7 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -41,17 +41,21 @@
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pf.dcf.set_mc_parameters(
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distribution="norm",
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period=50,
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number=1000
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period=25,
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number=100
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)
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# df = pf.dcf.monte_carlo_survival_period()
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# print(df.describe())
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w, err = pf.dcf.find_the_largest_withdrawals_size(
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goal="maintain_balance_pv",
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goal="survival_period",
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target_survival_period=10,
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percentile=20,
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tolerance_rel=0.01,
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# withdrawals_range=(- 2_000_000 * 90 * 0.10 / 12, 100_000),
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withdrawals_range=(0.05, 0.30),
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iter_max = 10
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)
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print(w, err)

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