For + Inf + Borr + Save, No Default Testings
back to Fan's Dynamic Assets Repository Table of Content.
Testing borrowing and savings cases when default is not allowed
In principle, changes in cmin should not impact results since default does not occur here. cmin should not enter into the solution at all.
@seealso
Contents
- Common Parameters
- Set Parameters where formal and informal interest rates are the same
- Set Parameters where formal and informal interest rates are the different
- Case A1 No Default, Formal Menu (formal can rollover), fl_r_inf (0.07) > fl_r_fbr (0.6)
- Case A2, same as A1, but fl_r_inf (0.10) > fl_r_fbr (0.6)
- Case B1 No Default, Informal Bridge Loan, Formal Menu (formal no rollover), fl_r_inf (0.07) > fl_r_fbr (0.6)
- Case B2, same as B1, but fl_r_inf (0.10) > fl_r_fbr (0.6)
Common Parameters
bl_default = false; fl_r_inf_low = 0.07; fl_r_inf_high = 0.10; fl_r_fbr = 0.06;
Set Parameters where formal and informal interest rates are the same
param_map_group_a = containers.Map('KeyType','char', 'ValueType','any'); % Key Borrowing Controls param_map_group_a('bl_default') = bl_default; % Interset Rates param_map_group_a('fl_r_inf') = fl_r_inf_low; param_map_group_a('fl_r_inf_bridge') = fl_r_inf_low; param_map_group_a('fl_r_fbr') = fl_r_fbr;
Set Parameters where formal and informal interest rates are the different
param_map_group_b = containers.Map('KeyType','char', 'ValueType','any'); % Key Borrowing Controls param_map_group_b('bl_default') = bl_default; % Interset Rates param_map_group_b('fl_r_inf') = fl_r_inf_high; param_map_group_b('fl_r_inf_bridge') = fl_r_inf_high; param_map_group_b('fl_r_fbr') = fl_r_fbr;
Case A1 No Default, Formal Menu (formal can rollover), fl_r_inf (0.07) > fl_r_fbr (0.6)
Same Formal and informal rate
param_map_group_a('bl_bridge') = false; param_map_group_b('bl_rollover') = true; fsi_abz_fibs_ds_vecsv_testmain(param_map_group_a)
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xxx Preference xxxxxx
fl_beta = 0.94
fl_crra = 1.5
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 0
bl_bridge = 0
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -12.5
fl_c_min = 0.025
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xxx Interest Rates xxxxxxxx
fl_r_fsv = 0.025
fl_r_inf = 0.07
fl_r_inf_bridge = 0.07
fl_r_fbr = 0.06
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xxx Formal Menu Params xxxx
st_forbrblk_type = seg3
fl_forbrblk_brmost = -19
fl_forbrblk_brleast = -1
fl_forbrblk_gap = -1.5
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ar_fl_b_bd = -20 -15 -10 -5
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Vary Borrow Bound
ar_fl_b_bd = -20 -15 -10 -5
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xxxxx fl_b_bd = -20 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 5.474632 seconds.
Elapsed time is 0.541811 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -2.0998 2.629 -1.252 -7.8561 49.613 0.016553 0.76551 0.21794 1.6313e-34 -2.8897e-35 -7.392 -7.16 -6.3865 -5.7677 -5.0716 -4.6075 -4.2207 -3.2152 -1.9777 -0.89479 -0.12131 0.11073 0.49747 1.0389 1.9671 4.2102 7.072
cl_mt_pol_coh -0.81984 2.8228 -3.4431 -7.4114 53.286 0 0.59224 0.40776 8.6317e-35 -2.8897e-35 -6.7243 -6.2952 -5.367 -4.6425 -4.0085 -3.4671 -3.003 -2.0127 -0.73795 0.42227 1.1928 1.5646 2.0192 2.6434 3.7208 6.1151 9.1352
cl_mt_pol_c 1.1481 0.34695 0.3022 0.025 4.8826 0 0 1 8.6317e-35 -2.8897e-35 0.17289 0.43549 0.61931 0.73303 0.80914 0.86796 0.92233 1.0021 1.1144 1.2375 1.3382 1.4305 1.5377 1.6376 1.7829 2.0569 2.3248
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.32095 0.36995 -1.1527 -1.227 0 0.39282 0.60718 0 0.0051154 0.39282 -1.227 -1.184 -1.0724 -0.91766 -0.79726 -0.68561 -0.59952 -0.41052 -0.16974 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.097 2.1041 -1.0034 -7.42 0 0.34698 0.65302 0 0.014244 0.34698 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.31808 0.83327 2.6196 0 49.613 0.62374 0 0.37626 0.62374 -2.8897e-35 0 0 0 0 0 0 0 0 0 0.028005 0.1827 0.26543 0.49747 1.0389 1.9671 4.2102 7.072
xxxxx fl_b_bd = -15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 5.973836 seconds.
Elapsed time is 0.459407 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -2.0998 2.629 -1.252 -7.8561 49.613 0.016553 0.76551 0.21794 1.6313e-34 -2.8897e-35 -7.392 -7.16 -6.3865 -5.7677 -5.0716 -4.6075 -4.2207 -3.2152 -1.9777 -0.89479 -0.12131 0.11073 0.49747 1.0389 1.9671 4.2102 7.072
cl_mt_pol_coh -0.81984 2.8228 -3.4431 -7.4114 53.286 0 0.59224 0.40776 8.6317e-35 -2.8897e-35 -6.7243 -6.2952 -5.367 -4.6425 -4.0085 -3.4671 -3.003 -2.0127 -0.73795 0.42227 1.1928 1.5646 2.0192 2.6434 3.7208 6.1151 9.1352
cl_mt_pol_c 1.1481 0.34695 0.3022 0.025 4.8826 0 0 1 8.6317e-35 -2.8897e-35 0.17289 0.43549 0.61931 0.73303 0.80914 0.86796 0.92233 1.0021 1.1144 1.2375 1.3382 1.4305 1.5377 1.6376 1.7829 2.0569 2.3248
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.32095 0.36995 -1.1527 -1.227 0 0.39282 0.60718 0 0.0051154 0.39282 -1.227 -1.184 -1.0724 -0.91766 -0.79726 -0.68561 -0.59952 -0.41052 -0.16974 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.097 2.1041 -1.0034 -7.42 0 0.34698 0.65302 0 0.014244 0.34698 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.31808 0.83327 2.6196 0 49.613 0.62374 0 0.37626 0.62374 -2.8897e-35 0 0 0 0 0 0 0 0 0 0.028005 0.1827 0.26543 0.49747 1.0389 1.9671 4.2102 7.072
xxxxx fl_b_bd = -10 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.389165 seconds.
Elapsed time is 0.421923 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -2.0998 2.629 -1.252 -7.8561 49.613 0.016553 0.76551 0.21794 1.6313e-34 -2.8897e-35 -7.392 -7.16 -6.3865 -5.7677 -5.0716 -4.6075 -4.2207 -3.2152 -1.9777 -0.89479 -0.12131 0.11073 0.49747 1.0389 1.9671 4.2102 7.072
cl_mt_pol_coh -0.81984 2.8228 -3.4431 -7.4114 53.286 0 0.59224 0.40776 8.6317e-35 -2.8897e-35 -6.7243 -6.2952 -5.367 -4.6425 -4.0085 -3.4671 -3.003 -2.0127 -0.73795 0.42227 1.1928 1.5646 2.0192 2.6434 3.7208 6.1151 9.1352
cl_mt_pol_c 1.1481 0.34695 0.3022 0.025 4.8826 0 0 1 8.6317e-35 -2.8897e-35 0.17289 0.43549 0.61931 0.73303 0.80914 0.86796 0.92233 1.0021 1.1144 1.2375 1.3382 1.4305 1.5377 1.6376 1.7829 2.0569 2.3248
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.32095 0.36995 -1.1527 -1.227 0 0.39282 0.60718 0 0.0051154 0.39282 -1.227 -1.184 -1.0724 -0.91766 -0.79726 -0.68561 -0.59952 -0.41052 -0.16974 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.097 2.1041 -1.0034 -7.42 0 0.34698 0.65302 0 0.014244 0.34698 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.31808 0.83327 2.6196 0 49.613 0.62374 0 0.37626 0.62374 -2.8897e-35 0 0 0 0 0 0 0 0 0 0.028005 0.1827 0.26543 0.49747 1.0389 1.9671 4.2102 7.072
xxxxx fl_b_bd = -5 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.398851 seconds.
Elapsed time is 0.420012 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.3503 2.1442 -1.588 -5 49.559 0.021483 0.72021 0.25831 0.011847 -5.2255e-35 -5 -5 -4.6324 -4.2647 -3.8235 -3.3088 -3.0147 -2.4265 -1.3235 -0.44118 0.073529 0.36765 0.73529 1.25 2.2059 4.4118 7.2059
cl_mt_pol_coh -0.070301 2.3627 -33.608 -4.5553 53.286 0 0.52003 0.47997 0.00036942 -5.2255e-35 -4.487 -4.2126 -3.658 -3.1635 -2.6946 -2.2471 -1.8596 -1.1791 -0.12621 0.83484 1.4615 1.8291 2.2703 2.885 3.9615 6.3317 9.3291
cl_mt_pol_c 1.1891 0.34059 0.28642 0.15496 4.9357 0 0 1 0.00036942 -5.2255e-35 0.22325 0.46643 0.68327 0.79326 0.86714 0.91386 0.95622 1.0517 1.1468 1.2698 1.3831 1.4733 1.5547 1.6565 1.8202 2.0495 2.336
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.3018 0.35763 -1.185 -1.2471 0 0.41294 0.58706 0 0.0046559 0.41294 -1.2471 -1.2194 -1.0724 -0.85176 -0.73529 -0.65882 -0.55765 -0.36765 -0.14412 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -1.4143 1.5105 -1.068 -4.24 0 0.40864 0.59136 0 0.13763 0.40864 -4.24 -4.24 -4.24 -4.24 -2.65 -2.65 -2.65 -2.65 -1.06 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.36577 0.8965 2.451 0 49.559 0.60854 0 0.39146 0.60854 -5.2255e-35 0 0 0 0 0 0 0 0 0 0.048824 0.22059 0.36765 0.73529 1.25 2.2059 4.4118 7.2059
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Vary Minimum Consumption
ar_fl_c_min = 0.1 0.067 0.034 0.001
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xxxxx fl_c_min = 0.1 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.790382 seconds.
Elapsed time is 0.399525 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ _______ _______ ________ ________ ________ _______ ________ ________ ________ _________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.9733 2.5417 -1.2881 -7.8561 49.613 0.016664 0.75931 0.22402 3.4155e-08 -4.0498e-35 -6.8506 -6.6959 -6.0771 -5.5357 -4.9169 -4.3754 -3.9887 -3.0605 -1.823 -0.81744 -0.043964 0.18808 0.57482 1.0389 2.0444 4.2102 7.072
cl_mt_pol_coh -0.69325 2.7398 -3.9521 -7.4114 53.286 0 0.58192 0.41808 5.32e-09 -4.0498e-35 -6.2588 -5.8311 -5.091 -4.4042 -3.7854 -3.2904 -2.8145 -1.858 -0.61418 0.49667 1.2359 1.6085 2.0436 2.6653 3.7453 6.1304 9.1545
cl_mt_pol_c 1.1551 0.34568 0.29927 0.1 4.8826 0 0 1 1.5033e-08 -4.0498e-35 0.19498 0.39574 0.63461 0.74507 0.82185 0.87751 0.92504 1.0058 1.1221 1.2428 1.3504 1.4463 1.5395 1.6395 1.7852 2.0601 2.3264
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.31984 0.36733 -1.1485 -1.227 0 0.38992 0.61008 0 0.0041795 0.38992 -1.227 -1.184 -1.0636 -0.91766 -0.79726 -0.68561 -0.5854 -0.41052 -0.16974 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -1.977 1.9939 -1.0086 -7.42 0 0.35586 0.64414 0 2.2376e-05 0.35586 -5.83 -5.83 -5.83 -5.83 -4.24 -4.24 -4.24 -2.65 -1.06 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.32358 0.84234 2.6032 0 49.613 0.62675 0 0.37325 0.62675 -4.0498e-35 0 0 0 0 0 0 0 0 0 0.019261 0.17396 0.26543 0.57482 1.0389 2.0444 4.2102 7.072
xxxxx fl_c_min = 0.067 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.329880 seconds.
Elapsed time is 0.372752 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -2.0608 2.5995 -1.2614 -7.8561 49.613 0.016333 0.76392 0.21975 3.256e-08 -1.9697e-35 -7.2373 -7.0053 -6.2318 -5.6903 -5.0716 -4.5301 -4.1434 -3.1379 -1.9003 -0.89479 -0.12131 0.11073 0.49747 1.0389 1.9671 4.2102 7.072
cl_mt_pol_coh -0.7808 2.7947 -3.5793 -7.4114 53.286 0 0.5893 0.4107 7.266e-09 -1.9697e-35 -6.5682 -6.1405 -5.255 -4.5651 -3.9384 -3.3987 -2.9346 -1.9912 -0.69153 0.46246 1.1957 1.5795 2.0287 2.6474 3.7303 6.1186 9.1352
cl_mt_pol_c 1.1502 0.34657 0.30131 0.067 4.8826 0 0 1 1.5415e-08 -1.9697e-35 0.17855 0.44055 0.62437 0.73809 0.8142 0.87129 0.92305 1.005 1.1179 1.2377 1.3433 1.4356 1.5377 1.6376 1.7838 2.0582 2.3248
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.32256 0.36964 -1.146 -1.227 0 0.38866 0.61134 0 0.0054798 0.38866 -1.227 -1.2183 -1.0724 -0.91766 -0.79726 -0.68561 -0.59952 -0.41052 -0.17848 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.058 2.0644 -1.0031 -7.42 0 0.34939 0.65061 0 0.0081662 0.34939 -7.42 -5.83 -5.83 -5.83 -4.24 -4.24 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.31975 0.83579 2.6139 0 49.613 0.62767 0 0.37233 0.62767 -1.9697e-35 0 0 0 0 0 0 0 0 0 0.019261 0.18808 0.26543 0.49747 1.0389 1.9671 4.2102 7.072
xxxxx fl_c_min = 0.034 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.533951 seconds.
Elapsed time is 0.292972 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -2.0728 2.6078 -1.2581 -7.8561 49.613 0.016295 0.76441 0.21929 4.7611e-08 7.5533e-37 -7.2373 -7.0053 -6.3091 -5.6903 -5.0716 -4.5301 -4.1434 -3.2152 -1.9003 -0.89479 -0.12131 0.11073 0.49747 1.0389 1.9671 4.2102 7.072
cl_mt_pol_coh -0.7928 2.8027 -3.5352 -7.4114 53.286 0 0.59031 0.40969 1.0625e-08 7.5533e-37 -6.6456 -6.1742 -5.2896 -4.6053 -3.9464 -3.4049 -2.9692 -1.9975 -0.69775 0.46246 1.1957 1.5795 2.0287 2.6474 3.7208 6.1186 9.1352
cl_mt_pol_c 1.1495 0.3467 0.3016 0.034 4.8826 0 0 1 1.0625e-08 7.5533e-37 0.1762 0.44055 0.62437 0.73521 0.81173 0.87129 0.92305 1.0039 1.1172 1.2377 1.343 1.4356 1.5377 1.6376 1.7833 2.0582 2.3248
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.32149 0.36952 -1.1494 -1.227 0 0.39008 0.60992 0 0.0051378 0.39008 -1.227 -1.2183 -1.0724 -0.91766 -0.79726 -0.68561 -0.59952 -0.41052 -0.16974 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.0707 2.0762 -1.0026 -7.42 0 0.34862 0.65138 0 0.0098568 0.34862 -7.42 -5.83 -5.83 -5.83 -4.24 -4.24 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.31941 0.835 2.6142 0 49.613 0.62622 0 0.37378 0.62622 7.5533e-37 0 0 0 0 0 0 0 0 0 0.019261 0.1827 0.26543 0.49747 1.0389 1.9671 4.2102 7.072
xxxxx fl_c_min = 0.001 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.572564 seconds.
Elapsed time is 0.196200 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ _______ _______ _______ ________ ________ ________ _______ ________ ________ ________ ________ _______ _______ _______ ______ ______ ______
cl_mt_pol_a -2.2014 2.6915 -1.2226 -7.8561 49.613 0.016269 0.7707 0.21303 1.081e-34 -1.0281e-35 -7.624 -7.392 -6.6185 -5.9224 -5.3036 -4.7622 -4.2981 -3.3699 -2.055 -0.97214 -0.19866 0.11073 0.49747 0.96156 1.9671 4.2102 6.9947
cl_mt_pol_coh -0.92138 2.8821 -3.128 -7.4114 53.286 0 0.60104 0.39896 5.5109e-35 -1.0281e-35 -6.9549 -6.5606 -5.5707 -4.8256 -4.1722 -3.6177 -3.1387 -2.1576 -0.83321 0.38512 1.1648 1.5453 1.9692 2.588 3.6679 6.0657 9.0823
cl_mt_pol_c 1.1425 0.3479 0.3045 0.001 4.8826 0 0 1 5.5109e-35 -1.0281e-35 0.16346 0.42177 0.62437 0.72509 0.79902 0.86117 0.91727 0.99704 1.109 1.2326 1.3271 1.4204 1.5339 1.6358 1.781 2.055 2.3245
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.32088 0.36983 -1.1525 -1.227 0 0.38677 0.61323 0 0.0058947 0.38677 -1.227 -1.2183 -1.0724 -0.91766 -0.79726 -0.68561 -0.5854 -0.41052 -0.16974 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.1923 2.1882 -0.99813 -7.42 0 0.33992 0.66008 0 0.028502 0.33992 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.31175 0.82529 2.6473 0 49.613 0.6295 0 0.3705 0.6295 -1.0281e-35 0 0 0 0 0 0 0 0 0 0.019261 0.17396 0.26543 0.49747 0.96156 1.9671 4.2102 6.9947
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Vary Interest rate
ar_fl_r_inf = 0.2 0.13667 0.073333 0.01
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xxxxx fl_r_inf = 0.2 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.429211 seconds.
Elapsed time is 0.187085 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ _______ _______ _______ ___________ __________ ________ ________ ________ _________ _______ ________ ________ _______ ________ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.9079 2.7405 -1.4364 -7.8561 49.613 0.02551 0.69917 0.27532 -7.1517e-35 4.0373e-35 -7.392 -7.2373 -6.5412 -5.6903 -5.2263 -4.3754 -4.066 -2.9058 -1.7456 -0.50805 0.11073 0.42012 0.72951 1.2709 2.2765 4.4422 7.3041
cl_mt_pol_coh -0.62795 2.9261 -4.6598 -7.4114 53.286 0 0.55107 0.44893 -1.6613e-35 4.0373e-35 -6.8002 -6.4 -5.4853 -4.6363 -4.0175 -3.3214 -2.8573 -1.7806 -0.45949 0.78744 1.4742 1.8145 2.2607 2.8945 3.9623 6.3601 9.3767
cl_mt_pol_c 1.1504 0.35206 0.30603 0.025 4.8826 0 0 1 -6.4017e-35 4.0373e-35 0.17243 0.41768 0.61453 0.73113 0.80295 0.88332 0.915 0.99141 1.1073 1.2377 1.3618 1.4584 1.5452 1.6433 1.7895 2.0625 2.3318
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.016224 0.053032 -3.2686 -0.43608 0 0.8654 0.1346 0 -7.1517e-35 0.8654 -0.32443 -0.29013 -0.14418 -0.043964 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.5057 2.3973 -0.95673 -7.42 0 0.32169 0.67831 0 0.063711 0.32169 -7.42 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -2.65 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.61396 0.86925 1.4158 0 49.613 0.16011 0 0.83989 0.16011 4.0373e-35 0 0 0 0 0 0.019261 0.062306 0.1827 0.36295 0.60374 0.79274 0.91313 1.0678 1.2709 2.2765 4.4422 7.3041
xxxxx fl_r_inf = 0.13667 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.066042 seconds.
Elapsed time is 0.181533 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ _______ _________ ________ ______ _______ _______ _______ ___________ ___________ ________ ________ ________ ________ ________ _________ ________ ________ ________ _______ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.9472 2.7263 -1.4001 -7.8561 49.613 0.02095 0.71249 0.26656 -1.5318e-35 -8.8675e-37 -7.392 -7.2373 -6.4638 -5.7677 -5.2263 -4.4528 -4.066 -2.9832 -1.823 -0.5854 0.11073 0.34277 0.72951 1.2709 2.1991 4.4422 7.2267
cl_mt_pol_coh -0.66718 2.9133 -4.3666 -7.4114 53.286 0 0.55774 0.44226 -1.673e-35 -8.8675e-37 -6.8002 -6.3725 -5.416 -4.6425 -4.0639 -3.3897 -2.9193 -1.85 -0.52785 0.71374 1.4099 1.7926 2.2415 2.8602 3.9029 6.2978 9.3143
cl_mt_pol_c 1.1494 0.351 0.30538 0.025 4.8826 0 0 1 -1.673e-35 -8.8675e-37 0.17243 0.41956 0.61671 0.73458 0.80295 0.88444 0.91437 0.99655 1.1199 1.2335 1.3618 1.438 1.5433 1.6433 1.7885 2.062 2.3301
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.045577 0.10844 -2.3792 -0.53092 0 0.7777 0.2223 0 0.0011009 0.7777 -0.53092 -0.47913 -0.32443 -0.21278 -0.12131 -0.023785 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.445 2.3537 -0.96265 -7.42 0 0.32533 0.67467 0 0.053455 0.32533 -7.42 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -2.65 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.54343 0.8659 1.5934 0 49.613 0.24325 0 0.75675 0.24325 -8.8675e-37 0 0 0 0 0 0 0.010516 0.096608 0.26543 0.49747 0.67234 0.80686 0.94743 1.2709 2.1991 4.4422 7.2267
xxxxx fl_r_inf = 0.073333 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.063928 seconds.
Elapsed time is 0.145583 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ _______ _______ _______ ________ ________ ________ ________ ________ _________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -2.0926 2.6402 -1.2617 -7.8561 49.613 0.016242 0.76241 0.22135 5.3936e-36 3.3742e-36 -7.392 -7.16 -6.3865 -5.7677 -5.1489 -4.6075 -4.2207 -3.2152 -1.9777 -0.81744 -0.12131 0.18808 0.49747 1.0389 2.0444 4.2102 7.072
cl_mt_pol_coh -0.81259 2.8333 -3.4868 -7.4114 53.286 0 0.58987 0.41013 9.7582e-36 3.3742e-36 -6.7243 -6.3289 -5.367 -4.6425 -4.0157 -3.4671 -3.003 -2.0127 -0.73795 0.46246 1.2088 1.5825 2.0287 2.6497 3.7303 6.1281 9.1469
cl_mt_pol_c 1.1475 0.34745 0.30278 0.025 4.8826 0 0 1 9.7582e-36 3.3742e-36 0.17289 0.42935 0.62298 0.73204 0.80491 0.87017 0.91969 1.0002 1.1178 1.2356 1.3418 1.4128 1.5377 1.6376 1.7838 2.0569 2.3248
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.27463 0.34141 -1.2432 -1.1497 0 0.43896 0.56104 0 0.0049631 0.43896 -1.1497 -1.1067 -0.995 -0.84031 -0.71117 -0.60827 -0.50805 -0.33318 -0.092389 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.1529 2.1381 -0.99312 -7.42 0 0.34031 0.65969 0 0.019542 0.34031 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.33494 0.83556 2.4947 0 49.613 0.57728 0 0.42272 0.57728 3.3742e-36 0 0 0 0 0 0 0 0 0 0.096608 0.24256 0.3374 0.49747 1.0389 2.0444 4.2102 7.072
xxxxx fl_r_inf = 0.01 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.556425 seconds.
Elapsed time is 0.232215 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
__________ __________ _________ _______ ______ __________ _______ __________ _________ __________ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______
cl_mt_pol_a -11.874 0.92777 -0.078134 -12.5 49.332 2.1838e-10 1 8.0517e-08 0.32336 3.0779e-35 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.416 -12.249 -11.915 -11.664 -11.414 -11.163 -10.745 -9.9933 -8.2386 -5.9826
cl_mt_pol_coh -10.594 1.2113 -0.11434 -12.055 53.286 0 0.99999 8.0787e-06 0.0024274 3.0779e-35 -12.055 -11.908 -11.817 -11.713 -11.592 -11.486 -11.452 -11.291 -10.951 -10.539 -10.139 -9.8708 -9.5239 -9.0226 -8.1378 -6.1872 -3.7586
cl_mt_pol_c 1.1624 0.34928 0.30047 0.32092 5.1575 0 0 1 0.0024274 3.0779e-35 0.32092 0.46798 0.55886 0.66368 0.78461 0.86816 0.9241 1.0101 1.1727 1.2764 1.4062 1.4844 1.5005 1.6072 1.7616 2.0007 2.247
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -11.874 0.92776 -0.078134 -12.5 0 8.0735e-08 1 0 0.32336 8.0735e-08 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.416 -12.249 -11.915 -11.664 -11.414 -11.163 -10.745 -9.9933 -8.2386 -5.9826
cl_mt_pol_for_borr 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 4.3584e-08 0.00021609 4958.1 0 49.332 1 0 8.0517e-08 1 3.0779e-35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
ans =
Map with properties:
Count: 22
KeyType: char
ValueType: any
Case A2, same as A1, but fl_r_inf (0.10) > fl_r_fbr (0.6)
Different Formal and informal rate
param_map_group_b('bl_bridge') = false; param_map_group_b('bl_rollover') = true; fsi_abz_fibs_ds_vecsv_testmain(param_map_group_b);
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xxx Preference xxxxxx
fl_beta = 0.94
fl_crra = 1.5
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 0
bl_bridge = 0
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -12.5
fl_c_min = 0.025
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xxx Interest Rates xxxxxxxx
fl_r_fsv = 0.025
fl_r_inf = 0.1
fl_r_inf_bridge = 0.1
fl_r_fbr = 0.06
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xxx Formal Menu Params xxxx
st_forbrblk_type = seg3
fl_forbrblk_brmost = -19
fl_forbrblk_brleast = -1
fl_forbrblk_gap = -1.5
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ar_fl_b_bd = -20 -15 -10 -5
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Vary Borrow Bound
ar_fl_b_bd = -20 -15 -10 -5
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xxxxx fl_b_bd = -20 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.744690 seconds.
Elapsed time is 0.326178 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ ___________ __________ ________ ________ ________ _______ ________ ________ ________ _______ ________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.9995 2.7034 -1.3521 -7.8561 49.613 0.019355 0.72661 0.25404 -2.0955e-33 1.8342e-34 -7.392 -7.2373 -6.3865 -5.7677 -5.2263 -4.5301 -4.1434 -3.0605 -1.9003 -0.66275 0.033384 0.26543 0.65217 1.1936 2.1218 4.3649 7.1494
cl_mt_pol_coh -0.71947 2.8922 -4.02 -7.4114 53.286 0 0.56898 0.43102 -7.0353e-34 1.8342e-34 -6.8002 -6.3725 -5.408 -4.6827 -4.0639 -3.4049 -2.9346 -1.9201 -0.60117 0.63236 1.3906 1.7193 2.1703 2.7927 3.872 6.2584 9.275
cl_mt_pol_c 1.1485 0.34987 0.30463 0.025 4.8826 0 0 1 -7.0353e-34 1.8342e-34 0.17243 0.42002 0.61366 0.72563 0.80427 0.87993 0.91123 0.99769 1.1239 1.2297 1.3593 1.4547 1.5414 1.6414 1.7866 2.0602 2.3285
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.10694 0.19207 -1.7961 -0.76296 0 0.6573 0.3427 0 0.0019184 0.6573 -0.76296 -0.71991 -0.56522 -0.4307 -0.33318 -0.22153 -0.13543 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.3464 2.2931 -0.97728 -7.42 0 0.33439 0.66561 0 0.04244 0.33439 -7.42 -7.42 -5.83 -5.83 -5.83 -4.24 -4.24 -2.65 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.45391 0.85734 1.8888 0 49.613 0.36205 0 0.63795 0.36205 1.8342e-34 0 0 0 0 0 0 0 0 0.13965 0.34277 0.51765 0.63804 0.74969 1.1936 2.1218 4.3649 7.1494
xxxxx fl_b_bd = -15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.400217 seconds.
Elapsed time is 0.441305 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ ___________ __________ ________ ________ ________ _______ ________ ________ ________ _______ ________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.9995 2.7034 -1.3521 -7.8561 49.613 0.019355 0.72661 0.25404 -2.0955e-33 1.8342e-34 -7.392 -7.2373 -6.3865 -5.7677 -5.2263 -4.5301 -4.1434 -3.0605 -1.9003 -0.66275 0.033384 0.26543 0.65217 1.1936 2.1218 4.3649 7.1494
cl_mt_pol_coh -0.71947 2.8922 -4.02 -7.4114 53.286 0 0.56898 0.43102 -7.0353e-34 1.8342e-34 -6.8002 -6.3725 -5.408 -4.6827 -4.0639 -3.4049 -2.9346 -1.9201 -0.60117 0.63236 1.3906 1.7193 2.1703 2.7927 3.872 6.2584 9.275
cl_mt_pol_c 1.1485 0.34987 0.30463 0.025 4.8826 0 0 1 -7.0353e-34 1.8342e-34 0.17243 0.42002 0.61366 0.72563 0.80427 0.87993 0.91123 0.99769 1.1239 1.2297 1.3593 1.4547 1.5414 1.6414 1.7866 2.0602 2.3285
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.10694 0.19207 -1.7961 -0.76296 0 0.6573 0.3427 0 0.0019184 0.6573 -0.76296 -0.71991 -0.56522 -0.4307 -0.33318 -0.22153 -0.13543 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.3464 2.2931 -0.97728 -7.42 0 0.33439 0.66561 0 0.04244 0.33439 -7.42 -7.42 -5.83 -5.83 -5.83 -4.24 -4.24 -2.65 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.45391 0.85734 1.8888 0 49.613 0.36205 0 0.63795 0.36205 1.8342e-34 0 0 0 0 0 0 0 0 0.13965 0.34277 0.51765 0.63804 0.74969 1.1936 2.1218 4.3649 7.1494
xxxxx fl_b_bd = -10 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 5.574812 seconds.
Elapsed time is 0.432319 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ ___________ __________ ________ ________ ________ _______ ________ ________ ________ _______ ________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.9995 2.7034 -1.3521 -7.8561 49.613 0.019355 0.72661 0.25404 -2.0955e-33 1.8342e-34 -7.392 -7.2373 -6.3865 -5.7677 -5.2263 -4.5301 -4.1434 -3.0605 -1.9003 -0.66275 0.033384 0.26543 0.65217 1.1936 2.1218 4.3649 7.1494
cl_mt_pol_coh -0.71947 2.8922 -4.02 -7.4114 53.286 0 0.56898 0.43102 -7.0353e-34 1.8342e-34 -6.8002 -6.3725 -5.408 -4.6827 -4.0639 -3.4049 -2.9346 -1.9201 -0.60117 0.63236 1.3906 1.7193 2.1703 2.7927 3.872 6.2584 9.275
cl_mt_pol_c 1.1485 0.34987 0.30463 0.025 4.8826 0 0 1 -7.0353e-34 1.8342e-34 0.17243 0.42002 0.61366 0.72563 0.80427 0.87993 0.91123 0.99769 1.1239 1.2297 1.3593 1.4547 1.5414 1.6414 1.7866 2.0602 2.3285
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.10694 0.19207 -1.7961 -0.76296 0 0.6573 0.3427 0 0.0019184 0.6573 -0.76296 -0.71991 -0.56522 -0.4307 -0.33318 -0.22153 -0.13543 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.3464 2.2931 -0.97728 -7.42 0 0.33439 0.66561 0 0.04244 0.33439 -7.42 -7.42 -5.83 -5.83 -5.83 -4.24 -4.24 -2.65 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.45391 0.85734 1.8888 0 49.613 0.36205 0 0.63795 0.36205 1.8342e-34 0 0 0 0 0 0 0 0 0.13965 0.34277 0.51765 0.63804 0.74969 1.1936 2.1218 4.3649 7.1494
xxxxx fl_b_bd = -5 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 4.434003 seconds.
Elapsed time is 0.563479 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ _______ ________ ________ ________ ________ ________ ________ _______ _______ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.1675 2.1603 -1.8504 -5 49.559 0.020125 0.67615 0.30372 0.0045555 1.2986e-35 -5 -4.8529 -4.3382 -4.1176 -3.75 -3.2353 -2.7941 -2.2794 -1.1029 -0.14706 0.22059 0.51471 0.88235 1.3971 2.4265 4.5588 7.3529
cl_mt_pol_coh 0.11255 2.3756 21.107 -4.5553 53.286 0 0.47941 0.52059 0.00019903 1.2986e-35 -4.4083 -4.0655 -3.4585 -3.0559 -2.621 -2.1115 -1.6877 -1.0086 0.10583 1.0617 1.6453 1.9826 2.4238 3.047 4.115 6.4879 9.4762
cl_mt_pol_c 1.1945 0.34273 0.28692 0.13559 4.9357 0 0 1 0.00019903 1.2986e-35 0.28266 0.46982 0.65944 0.80562 0.87896 0.9093 0.97714 1.0504 1.1615 1.272 1.398 1.4812 1.5668 1.6616 1.8249 2.0546 2.3408
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.10196 0.18534 -1.8177 -0.76 0 0.65327 0.34673 0 0.0045555 0.65327 -0.76 -0.70471 -0.55765 -0.41059 -0.29412 -0.21765 -0.14412 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -1.5593 1.6123 -1.0339 -4.24 0 0.40209 0.59791 0 0.18301 0.40209 -4.24 -4.24 -4.24 -4.24 -4.24 -2.65 -2.65 -2.65 -1.06 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.49384 0.92512 1.8733 0 49.559 0.36685 0 0.63315 0.36685 1.2986e-35 0 0 0 0 0 0 0 0 0.14706 0.36765 0.51765 0.66471 0.88235 1.3971 2.4265 4.5588 7.3529
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Vary Minimum Consumption
ar_fl_c_min = 0.1 0.067 0.034 0.001
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xxxxx fl_c_min = 0.1 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.049452 seconds.
Elapsed time is 0.243240 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ _______ ________ ________ ________ _________ ________ _______ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.8131 2.5678 -1.4163 -7.8561 49.613 0.020138 0.71738 0.26248 3.1587e-08 -1.0545e-34 -6.8506 -6.6185 -5.9224 -5.4583 -4.7622 -4.2981 -3.9113 -2.8285 -1.6683 -0.5854 0.033384 0.34277 0.72951 1.2709 2.1991 4.3649 7.2267
cl_mt_pol_coh -0.53311 2.7628 -5.1824 -7.4114 53.286 0 0.55369 0.44631 4.92e-09 -1.0545e-34 -6.2588 -5.7812 -4.9367 -4.3269 -3.6928 -3.1577 -2.699 -1.6971 -0.44647 0.73166 1.4058 1.7836 2.2013 2.82 3.9 6.2926 9.3092
cl_mt_pol_c 1.1588 0.34788 0.3002 0.1 4.8826 0 0 1 1.3903e-08 -1.0545e-34 0.18563 0.44266 0.61805 0.74779 0.81693 0.88757 0.92383 1.0097 1.135 1.2339 1.3681 1.4584 1.547 1.6451 1.7904 2.0644 2.3301
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.10649 0.18993 -1.7836 -0.76296 0 0.64807 0.35193 0 0.00092881 0.64807 -0.75422 -0.71117 -0.56522 -0.4307 -0.33318 -0.22153 -0.13543 -0.015041 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.1686 2.1316 -0.98294 -7.42 0 0.34594 0.65406 0 0.011791 0.34594 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.46202 0.87045 1.884 0 49.613 0.37207 0 0.62793 0.37207 -1.0545e-34 0 0 0 0 0 0 0 0 0.13965 0.34277 0.52639 0.65217 0.75844 1.2709 2.1991 4.3649 7.2267
xxxxx fl_c_min = 0.067 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 3.170323 seconds.
Elapsed time is 0.307641 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ _______ _______ _______ __________ __________ ________ ________ ________ _______ ________ ________ ________ _______ ________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.913 2.641 -1.3805 -7.8561 49.613 0.01969 0.72246 0.25785 3.4964e-08 2.7269e-35 -7.16 -7.0053 -6.1544 -5.613 -4.9942 -4.3754 -4.066 -2.9832 -1.7456 -0.66275 0.033384 0.34277 0.65217 1.1936 2.1991 4.3649 7.2267
cl_mt_pol_coh -0.63301 2.8326 -4.4747 -7.4114 53.286 0 0.56198 0.43802 5.0292e-09 2.7269e-35 -6.5682 -6.1405 -5.1687 -4.528 -3.861 -3.2786 -2.842 -1.8208 -0.52785 0.69451 1.3944 1.7372 2.1834 2.812 3.885 6.2733 9.2993
cl_mt_pol_c 1.1532 0.34899 0.30262 0.067 4.8826 0 0 1 1.8895e-08 2.7269e-35 0.17809 0.43309 0.61805 0.73836 0.80672 0.88407 0.91708 1.0026 1.1286 1.2316 1.3618 1.4565 1.5433 1.6432 1.7885 2.0621 2.33
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.10678 0.19097 -1.7884 -0.76296 0 0.6541 0.3459 0 0.001917 0.6541 -0.76296 -0.71991 -0.56522 -0.4307 -0.33318 -0.22153 -0.13543 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.2658 2.2224 -0.98082 -7.42 0 0.3398 0.6602 0 0.028774 0.3398 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.45959 0.86322 1.8782 0 49.613 0.36559 0 0.63441 0.36559 2.7269e-35 0 0 0 0 0 0 0 0 0.16521 0.36295 0.51765 0.64679 0.74969 1.1936 2.1991 4.3649 7.2267
xxxxx fl_c_min = 0.034 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.176473 seconds.
Elapsed time is 0.182134 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ _______ ________ ________ ________ _______ ________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.9474 2.6692 -1.3707 -7.8561 49.613 0.019561 0.72398 0.25646 5.7898e-08 -2.2385e-34 -7.2373 -7.0826 -6.2318 -5.6903 -5.1489 -4.4528 -4.066 -2.9832 -1.823 -0.66275 0.033384 0.26543 0.65217 1.1936 2.1218 4.3649 7.2267
cl_mt_pol_coh -0.66736 2.8595 -4.2848 -7.4114 53.286 0 0.56452 0.43548 1.292e-08 -2.2385e-34 -6.6456 -6.2516 -5.2896 -4.5651 -3.9384 -3.3276 -2.8635 -1.8482 -0.54306 0.65431 1.3944 1.7342 2.1834 2.8021 3.881 6.2733 9.2899
cl_mt_pol_c 1.1513 0.3494 0.30347 0.034 4.8826 0 0 1 1.292e-08 -2.2385e-34 0.1762 0.42743 0.61919 0.73458 0.80483 0.88277 0.91655 1.0002 1.128 1.2315 1.3618 1.4548 1.5433 1.6432 1.7871 2.062 2.3285
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.10727 0.19195 -1.7894 -0.76296 0 0.6553 0.3447 0 0.0019337 0.6553 -0.76296 -0.71991 -0.56522 -0.4307 -0.33318 -0.22153 -0.13543 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.2984 2.2542 -0.98079 -7.42 0 0.33769 0.66231 0 0.035156 0.33769 -7.42 -7.42 -5.83 -5.83 -5.83 -4.24 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.4583 0.86116 1.879 0 49.613 0.36427 0 0.63573 0.36427 -2.2385e-34 0 0 0 0 0 0 0 0 0.16521 0.36295 0.51765 0.63804 0.74969 1.1936 2.1218 4.3649 7.2267
xxxxx fl_c_min = 0.001 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.715945 seconds.
Elapsed time is 0.211789 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ _______ ________ ________ ________ _________ ________ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -2.0707 2.7437 -1.325 -7.8561 49.613 0.016488 0.73454 0.24897 9.5823e-34 -1.3664e-34 -7.5467 -7.3146 -6.5412 -5.845 -5.381 -4.6848 -4.2207 -3.2152 -1.9777 -0.74009 0 0.26543 0.65217 1.1936 2.1218 4.3649 7.1494
cl_mt_pol_coh -0.79071 2.9307 -3.7064 -7.4114 53.286 0 0.57546 0.42454 3.7459e-34 -1.3664e-34 -6.8776 -6.4836 -5.5555 -4.791 -4.1784 -3.5444 -3.0466 -2.0064 -0.68255 0.57696 1.3285 1.7062 2.1239 2.7427 3.8226 6.2204 9.237
cl_mt_pol_c 1.1447 0.3505 0.30619 0.001 4.8826 0 0 1 3.7459e-34 -1.3664e-34 0.16726 0.41579 0.61077 0.72563 0.80295 0.87208 0.90951 0.99333 1.1182 1.2283 1.3502 1.4185 1.5395 1.6413 1.7848 2.0587 2.3283
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.10799 0.1922 -1.7798 -0.76296 0 0.6461 0.3539 0 0.0019072 0.6461 -0.76296 -0.71991 -0.56522 -0.4307 -0.33318 -0.22153 -0.13543 -0.015041 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.4097 2.3354 -0.96916 -7.42 0 0.32834 0.67166 0 0.049511 0.32834 -7.42 -7.42 -5.83 -5.83 -5.83 -4.24 -4.24 -2.65 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.44703 0.85242 1.9069 0 49.613 0.37039 0 0.62961 0.37039 -1.3664e-34 0 0 0 0 0 0 0 0 0.13091 0.34277 0.49747 0.63804 0.74969 1.1936 2.1218 4.3649 7.1494
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Vary Interest rate
ar_fl_r_inf = 0.2 0.13667 0.073333 0.01
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xxxxx fl_r_inf = 0.2 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.631270 seconds.
Elapsed time is 0.236451 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ _______ _______ _______ ___________ __________ ________ ________ ________ _________ _______ ________ ________ _______ ________ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.9079 2.7405 -1.4364 -7.8561 49.613 0.02551 0.69917 0.27532 -7.1517e-35 4.0373e-35 -7.392 -7.2373 -6.5412 -5.6903 -5.2263 -4.3754 -4.066 -2.9058 -1.7456 -0.50805 0.11073 0.42012 0.72951 1.2709 2.2765 4.4422 7.3041
cl_mt_pol_coh -0.62795 2.9261 -4.6598 -7.4114 53.286 0 0.55107 0.44893 -1.6613e-35 4.0373e-35 -6.8002 -6.4 -5.4853 -4.6363 -4.0175 -3.3214 -2.8573 -1.7806 -0.45949 0.78744 1.4742 1.8145 2.2607 2.8945 3.9623 6.3601 9.3767
cl_mt_pol_c 1.1504 0.35206 0.30603 0.025 4.8826 0 0 1 -6.4017e-35 4.0373e-35 0.17243 0.41768 0.61453 0.73113 0.80295 0.88332 0.915 0.99141 1.1073 1.2377 1.3618 1.4584 1.5452 1.6433 1.7895 2.0625 2.3318
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.016224 0.053032 -3.2686 -0.43608 0 0.8654 0.1346 0 -7.1517e-35 0.8654 -0.32443 -0.29013 -0.14418 -0.043964 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.5057 2.3973 -0.95673 -7.42 0 0.32169 0.67831 0 0.063711 0.32169 -7.42 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -2.65 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.61396 0.86925 1.4158 0 49.613 0.16011 0 0.83989 0.16011 4.0373e-35 0 0 0 0 0 0.019261 0.062306 0.1827 0.36295 0.60374 0.79274 0.91313 1.0678 1.2709 2.2765 4.4422 7.3041
xxxxx fl_r_inf = 0.13667 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.295363 seconds.
Elapsed time is 0.173289 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ _______ _________ ________ ______ _______ _______ _______ ___________ ___________ ________ ________ ________ ________ ________ _________ ________ ________ ________ _______ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.9472 2.7263 -1.4001 -7.8561 49.613 0.02095 0.71249 0.26656 -1.5318e-35 -8.8675e-37 -7.392 -7.2373 -6.4638 -5.7677 -5.2263 -4.4528 -4.066 -2.9832 -1.823 -0.5854 0.11073 0.34277 0.72951 1.2709 2.1991 4.4422 7.2267
cl_mt_pol_coh -0.66718 2.9133 -4.3666 -7.4114 53.286 0 0.55774 0.44226 -1.673e-35 -8.8675e-37 -6.8002 -6.3725 -5.416 -4.6425 -4.0639 -3.3897 -2.9193 -1.85 -0.52785 0.71374 1.4099 1.7926 2.2415 2.8602 3.9029 6.2978 9.3143
cl_mt_pol_c 1.1494 0.351 0.30538 0.025 4.8826 0 0 1 -1.673e-35 -8.8675e-37 0.17243 0.41956 0.61671 0.73458 0.80295 0.88444 0.91437 0.99655 1.1199 1.2335 1.3618 1.438 1.5433 1.6433 1.7885 2.062 2.3301
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.045577 0.10844 -2.3792 -0.53092 0 0.7777 0.2223 0 0.0011009 0.7777 -0.53092 -0.47913 -0.32443 -0.21278 -0.12131 -0.023785 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.445 2.3537 -0.96265 -7.42 0 0.32533 0.67467 0 0.053455 0.32533 -7.42 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -2.65 -2.65 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.54343 0.8659 1.5934 0 49.613 0.24325 0 0.75675 0.24325 -8.8675e-37 0 0 0 0 0 0 0.010516 0.096608 0.26543 0.49747 0.67234 0.80686 0.94743 1.2709 2.1991 4.4422 7.2267
xxxxx fl_r_inf = 0.073333 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.700896 seconds.
Elapsed time is 0.252990 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ __________ _______ _______ _______ ________ ________ ________ ________ ________ _________ ________ ________ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -2.0926 2.6402 -1.2617 -7.8561 49.613 0.016242 0.76241 0.22135 5.3936e-36 3.3742e-36 -7.392 -7.16 -6.3865 -5.7677 -5.1489 -4.6075 -4.2207 -3.2152 -1.9777 -0.81744 -0.12131 0.18808 0.49747 1.0389 2.0444 4.2102 7.072
cl_mt_pol_coh -0.81259 2.8333 -3.4868 -7.4114 53.286 0 0.58987 0.41013 9.7582e-36 3.3742e-36 -6.7243 -6.3289 -5.367 -4.6425 -4.0157 -3.4671 -3.003 -2.0127 -0.73795 0.46246 1.2088 1.5825 2.0287 2.6497 3.7303 6.1281 9.1469
cl_mt_pol_c 1.1475 0.34745 0.30278 0.025 4.8826 0 0 1 9.7582e-36 3.3742e-36 0.17289 0.42935 0.62298 0.73204 0.80491 0.87017 0.91969 1.0002 1.1178 1.2356 1.3418 1.4128 1.5377 1.6376 1.7838 2.0569 2.3248
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.27463 0.34141 -1.2432 -1.1497 0 0.43896 0.56104 0 0.0049631 0.43896 -1.1497 -1.1067 -0.995 -0.84031 -0.71117 -0.60827 -0.50805 -0.33318 -0.092389 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -2.1529 2.1381 -0.99312 -7.42 0 0.34031 0.65969 0 0.019542 0.34031 -7.42 -7.42 -5.83 -5.83 -4.24 -4.24 -4.24 -2.65 -1.06 -1.06 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.33494 0.83556 2.4947 0 49.613 0.57728 0 0.42272 0.57728 3.3742e-36 0 0 0 0 0 0 0 0 0 0.096608 0.24256 0.3374 0.49747 1.0389 2.0444 4.2102 7.072
xxxxx fl_r_inf = 0.01 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.952592 seconds.
Elapsed time is 0.129809 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
__________ __________ _________ _______ ______ __________ _______ __________ _________ __________ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______
cl_mt_pol_a -11.874 0.92777 -0.078134 -12.5 49.332 2.1838e-10 1 8.0517e-08 0.32336 3.0779e-35 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.416 -12.249 -11.915 -11.664 -11.414 -11.163 -10.745 -9.9933 -8.2386 -5.9826
cl_mt_pol_coh -10.594 1.2113 -0.11434 -12.055 53.286 0 0.99999 8.0787e-06 0.0024274 3.0779e-35 -12.055 -11.908 -11.817 -11.713 -11.592 -11.486 -11.452 -11.291 -10.951 -10.539 -10.139 -9.8708 -9.5239 -9.0226 -8.1378 -6.1872 -3.7586
cl_mt_pol_c 1.1624 0.34928 0.30047 0.32092 5.1575 0 0 1 0.0024274 3.0779e-35 0.32092 0.46798 0.55886 0.66368 0.78461 0.86816 0.9241 1.0101 1.1727 1.2764 1.4062 1.4844 1.5005 1.6072 1.7616 2.0007 2.247
cl_mt_pol_b_bridge 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -11.874 0.92776 -0.078134 -12.5 0 8.0735e-08 1 0 0.32336 8.0735e-08 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.416 -12.249 -11.915 -11.664 -11.414 -11.163 -10.745 -9.9933 -8.2386 -5.9826
cl_mt_pol_for_borr 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 4.3584e-08 0.00021609 4958.1 0 49.332 1 0 8.0517e-08 1 3.0779e-35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Case B1 No Default, Informal Bridge Loan, Formal Menu (formal no rollover), fl_r_inf (0.07) > fl_r_fbr (0.6)
Same Formal and informal rate
param_map_group_a('bl_bridge') = true;
fsi_abz_fibs_ds_vecsv_testmain(param_map_group_a)
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xxx Preference xxxxxx
fl_beta = 0.94
fl_crra = 1.5
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 0
bl_bridge = 1
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -12.5
fl_c_min = 0.025
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xxx Interest Rates xxxxxxxx
fl_r_fsv = 0.025
fl_r_inf = 0.07
fl_r_inf_bridge = 0.07
fl_r_fbr = 0.06
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xxx Formal Menu Params xxxx
st_forbrblk_type = seg3
fl_forbrblk_brmost = -19
fl_forbrblk_brleast = -1
fl_forbrblk_gap = -1.5
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ar_fl_b_bd = -20 -15 -10 -5
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Vary Borrow Bound
ar_fl_b_bd = -20 -15 -10 -5
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xxxxx fl_b_bd = -20 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.210817 seconds.
Elapsed time is 0.239434 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ _______ ________ ________ _________ ________ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.1244 2.2715 -2.0201 -7.8561 49.613 0.013688 0.67979 0.30652 1.5311e-08 -3.2422e-36 -6.9279 -6.3865 -5.1489 -4.2981 -3.602 -2.9832 -2.5191 -1.7456 -0.97214 -0.12131 0.26543 0.49747 0.88421 1.4256 2.4312 4.5969 7.3814
cl_mt_pol_coh 0.15558 2.4813 15.949 -7.4114 53.286 0 0.45045 0.54955 2.4173e-09 -3.2422e-36 -6.1815 -5.4443 -4.1569 -3.2423 -2.4767 -1.8982 -1.3939 -0.61418 0.27939 1.1155 1.6598 2.0192 2.4692 3.0521 4.132 6.5171 9.5219
cl_mt_pol_c 1.193 0.35036 0.29369 0.025 4.8826 0 0 1 6.5597e-09 -3.2422e-36 0.22599 0.45711 0.67054 0.78939 0.85278 0.90504 0.95638 1.017 1.1587 1.2888 1.4028 1.4933 1.5801 1.6791 1.8318 2.0795 2.3375
cl_mt_pol_b_bridge -0.95715 1.5174 -1.5854 -7.9302 0 0.54955 0.45045 0 2.4173e-09 0.54955 -6.6142 -5.8254 -4.4479 -3.4692 -2.6501 -2.031 -1.4915 -0.65718 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.14271 0.24748 -1.7342 -0.8312 0 0.59536 0.40464 0 0.00074547 0.59536 -0.83097 -0.81744 -0.74009 -0.63086 -0.4891 -0.27601 -0.16595 -0.043438 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.44997 0.52392 -1.1643 -1.06 0 0.5755 0.4245 0 0.4245 0.5755 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.42541 0.94395 2.2189 0 49.613 0.41833 0 0.58167 0.41833 -3.2422e-36 0 0 0 0 0 0 0 0 0.033384 0.1388 0.26543 0.49747 0.88421 1.4256 2.4312 4.5969 7.3814
xxxxx fl_b_bd = -15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.055627 seconds.
Elapsed time is 0.164374 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ _______ ________ ________ _________ ________ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.1244 2.2715 -2.0201 -7.8561 49.613 0.013688 0.67979 0.30652 1.5311e-08 -3.2422e-36 -6.9279 -6.3865 -5.1489 -4.2981 -3.602 -2.9832 -2.5191 -1.7456 -0.97214 -0.12131 0.26543 0.49747 0.88421 1.4256 2.4312 4.5969 7.3814
cl_mt_pol_coh 0.15558 2.4813 15.949 -7.4114 53.286 0 0.45045 0.54955 2.4173e-09 -3.2422e-36 -6.1815 -5.4443 -4.1569 -3.2423 -2.4767 -1.8982 -1.3939 -0.61418 0.27939 1.1155 1.6598 2.0192 2.4692 3.0521 4.132 6.5171 9.5219
cl_mt_pol_c 1.193 0.35036 0.29369 0.025 4.8826 0 0 1 6.5597e-09 -3.2422e-36 0.22599 0.45711 0.67054 0.78939 0.85278 0.90504 0.95638 1.017 1.1587 1.2888 1.4028 1.4933 1.5801 1.6791 1.8318 2.0795 2.3375
cl_mt_pol_b_bridge -0.95715 1.5174 -1.5854 -7.9302 0 0.54955 0.45045 0 2.4173e-09 0.54955 -6.6142 -5.8254 -4.4479 -3.4692 -2.6501 -2.031 -1.4915 -0.65718 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.14271 0.24748 -1.7342 -0.8312 0 0.59536 0.40464 0 0.00074547 0.59536 -0.83097 -0.81744 -0.74009 -0.63086 -0.4891 -0.27601 -0.16595 -0.043438 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.44997 0.52392 -1.1643 -1.06 0 0.5755 0.4245 0 0.4245 0.5755 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.42541 0.94395 2.2189 0 49.613 0.41833 0 0.58167 0.41833 -3.2422e-36 0 0 0 0 0 0 0 0 0.033384 0.1388 0.26543 0.49747 0.88421 1.4256 2.4312 4.5969 7.3814
xxxxx fl_b_bd = -10 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.320034 seconds.
Elapsed time is 0.258089 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ _______ ________ ________ _________ ________ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.1244 2.2715 -2.0201 -7.8561 49.613 0.013688 0.67979 0.30652 1.5311e-08 -3.2422e-36 -6.9279 -6.3865 -5.1489 -4.2981 -3.602 -2.9832 -2.5191 -1.7456 -0.97214 -0.12131 0.26543 0.49747 0.88421 1.4256 2.4312 4.5969 7.3814
cl_mt_pol_coh 0.15558 2.4813 15.949 -7.4114 53.286 0 0.45045 0.54955 2.4173e-09 -3.2422e-36 -6.1815 -5.4443 -4.1569 -3.2423 -2.4767 -1.8982 -1.3939 -0.61418 0.27939 1.1155 1.6598 2.0192 2.4692 3.0521 4.132 6.5171 9.5219
cl_mt_pol_c 1.193 0.35036 0.29369 0.025 4.8826 0 0 1 6.5597e-09 -3.2422e-36 0.22599 0.45711 0.67054 0.78939 0.85278 0.90504 0.95638 1.017 1.1587 1.2888 1.4028 1.4933 1.5801 1.6791 1.8318 2.0795 2.3375
cl_mt_pol_b_bridge -0.95715 1.5174 -1.5854 -7.9302 0 0.54955 0.45045 0 2.4173e-09 0.54955 -6.6142 -5.8254 -4.4479 -3.4692 -2.6501 -2.031 -1.4915 -0.65718 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.14271 0.24748 -1.7342 -0.8312 0 0.59536 0.40464 0 0.00074547 0.59536 -0.83097 -0.81744 -0.74009 -0.63086 -0.4891 -0.27601 -0.16595 -0.043438 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.44997 0.52392 -1.1643 -1.06 0 0.5755 0.4245 0 0.4245 0.5755 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.42541 0.94395 2.2189 0 49.613 0.41833 0 0.58167 0.41833 -3.2422e-36 0 0 0 0 0 0 0 0 0.033384 0.1388 0.26543 0.49747 0.88421 1.4256 2.4312 4.5969 7.3814
xxxxx fl_b_bd = -5 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.393889 seconds.
Elapsed time is 0.138863 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ ________ ________ _________ ________ _________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -0.82969 2.0152 -2.4289 -5 49.559 0.020349 0.65197 0.32768 0.0057701 -8.5088e-36 -5 -4.8529 -4.1912 -3.6029 -3.0882 -2.5735 -2.1324 -1.5441 -0.73529 -0.073529 0.36765 0.58824 0.95588 1.5441 2.5 4.6324 7.5
cl_mt_pol_coh 0.45031 2.2402 4.9747 -4.5553 53.286 0 0.41514 0.58486 0.00017656 -8.5088e-36 -4.4083 -4.0181 -3.203 -2.5412 -1.9668 -1.4732 -1.0706 -0.35951 0.46719 1.2455 1.762 2.1232 2.5644 3.1699 4.2235 6.5984 9.567
cl_mt_pol_c 1.211 0.3452 0.28506 0.11758 4.9357 0 0 1 0.00017656 -8.5088e-36 0.26464 0.517 0.68437 0.80864 0.87754 0.93706 0.97528 1.0388 1.1666 1.3016 1.4473 1.5316 1.5755 1.6778 1.8327 2.069 2.3462
cl_mt_pol_b_bridge -0.71637 1.1638 -1.6245 -4.8742 0 0.58486 0.41514 0 0.00017656 0.58486 -4.7168 -4.2994 -3.4272 -2.7191 -2.1045 -1.5764 -1.1456 -0.38467 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.13325 0.23872 -1.7916 -0.83154 0 0.60224 0.39776 0 0.00076128 0.60224 -0.83096 -0.81239 -0.73529 -0.58824 -0.44118 -0.24348 -0.14706 -0.041479 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.43259 0.52097 -1.2043 -1.06 0 0.5919 0.4081 0 0.4081 0.5919 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.45251 0.96811 2.1394 0 49.559 0.41811 0 0.58189 0.41811 -8.5088e-36 0 0 0 0 0 0 0 0 0.036765 0.14706 0.36765 0.58824 0.95588 1.5441 2.5 4.6324 7.5
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Vary Minimum Consumption
ar_fl_c_min = 0.1 0.067 0.034 0.001
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxx fl_c_min = 0.1 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.845553 seconds.
Elapsed time is 0.215990 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ ________ ________ _________ ________ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.0272 2.1857 -2.1277 -7.8561 49.613 0.014662 0.67128 0.31406 1.6791e-08 -7.6251e-36 -6.2318 -5.845 -4.8395 -4.1434 -3.4473 -2.8285 -2.3644 -1.6683 -0.89479 -0.12131 0.26543 0.57482 0.96156 1.503 2.4312 4.5969 7.4588
cl_mt_pol_coh 0.25275 2.4005 9.4974 -7.4114 53.286 0 0.43972 0.56028 1.7177e-09 -7.6251e-36 -5.5492 -4.9519 -3.8319 -3.012 -2.3221 -1.7654 -1.2973 -0.53684 0.34492 1.1648 1.7098 2.0436 2.4927 3.1115 4.1849 6.5298 9.5337
cl_mt_pol_c 1.1989 0.34851 0.29069 0.1 4.8826 0 0 1 9.7351e-09 -7.6251e-36 0.26504 0.48023 0.67417 0.79996 0.86399 0.91153 0.95967 1.0254 1.1612 1.2902 1.4099 1.5005 1.5858 1.6801 1.832 2.0833 2.3377
cl_mt_pol_b_bridge -0.87739 1.4002 -1.5958 -7.9302 0 0.56028 0.43972 0 1.7177e-09 0.56028 -5.9376 -5.2985 -4.1001 -3.2228 -2.4846 -1.889 -1.3881 -0.57442 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.13951 0.24518 -1.7575 -0.83165 0 0.5976 0.4024 0 2.3957e-05 0.5976 -0.82789 -0.81744 -0.74009 -0.63684 -0.45185 -0.27601 -0.15512 -0.038498 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.444 0.52298 -1.1779 -1.06 0 0.58114 0.41886 0 0.41886 0.58114 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.43365 0.95203 2.1954 0 49.613 0.41706 0 0.58294 0.41706 -7.6251e-36 0 0 0 0 0 0 0 0 0.033384 0.14007 0.26543 0.57482 0.96156 1.503 2.4312 4.5969 7.4588
xxxxx fl_c_min = 0.067 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.589918 seconds.
Elapsed time is 0.244804 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ ________ ________ _________ ________ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.0779 2.23 -2.0688 -7.8561 49.613 0.014159 0.6756 0.31025 1.3054e-08 -1.4188e-35 -6.5412 -6.1544 -4.9942 -4.2207 -3.5246 -2.9058 -2.4417 -1.7456 -0.97214 -0.12131 0.26543 0.57482 0.88421 1.503 2.4312 4.5969 7.4588
cl_mt_pol_coh 0.20206 2.4422 12.087 -7.4114 53.286 0 0.44541 0.55459 2.0081e-09 -1.4188e-35 -5.8721 -5.2398 -4.0022 -3.1357 -2.3994 -1.8387 -1.3567 -0.58619 0.31753 1.1586 1.7 2.0287 2.4797 3.0985 4.135 6.5247 9.5219
cl_mt_pol_c 1.1958 0.34949 0.29226 0.067 4.8826 0 0 1 5.89e-09 -1.4188e-35 0.24623 0.4667 0.67417 0.79468 0.85871 0.90684 0.95786 1.0208 1.1602 1.2889 1.4072 1.4952 1.582 1.6807 1.8318 2.0814 2.3377
cl_mt_pol_b_bridge -0.91869 1.4615 -1.5909 -7.9302 0 0.55459 0.44541 0 2.0081e-09 0.55459 -6.2831 -5.6066 -4.2824 -3.3552 -2.5674 -1.9674 -1.4517 -0.62723 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.14146 0.24701 -1.7461 -0.8312 0 0.59594 0.40406 0 0.00078559 0.59594 -0.83097 -0.81744 -0.74009 -0.63471 -0.48854 -0.27601 -0.16054 -0.039264 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.44665 0.5234 -1.1719 -1.06 0 0.57863 0.42137 0 0.42137 0.57863 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.42885 0.94767 2.2098 0 49.613 0.41822 0 0.58178 0.41822 -1.4188e-35 0 0 0 0 0 0 0 0 0.033384 0.13676 0.26543 0.57482 0.88421 1.503 2.4312 4.5969 7.4588
xxxxx fl_c_min = 0.034 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.503513 seconds.
Elapsed time is 0.205121 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ ________ ________ _________ ________ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.1167 2.2637 -2.0272 -7.8561 49.613 0.013705 0.67942 0.30688 1.6539e-08 -1.7398e-35 -6.8506 -6.3091 -5.1489 -4.2981 -3.602 -2.9832 -2.5191 -1.7456 -0.97214 -0.12131 0.26543 0.49747 0.88421 1.4256 2.4312 4.5969 7.3814
cl_mt_pol_coh 0.16332 2.4739 15.147 -7.4114 53.286 0 0.44976 0.55024 2.5847e-09 -1.7398e-35 -6.1679 -5.4097 -4.1011 -3.2287 -2.4705 -1.8863 -1.3877 -0.61418 0.30777 1.1155 1.6598 2.0192 2.4735 3.0871 4.132 6.5171 9.5219
cl_mt_pol_c 1.1934 0.35019 0.29343 0.034 4.8826 0 0 1 7.2318e-09 -1.7398e-35 0.22939 0.45711 0.67054 0.7924 0.85402 0.90504 0.95638 1.0173 1.1592 1.2888 1.4028 1.4933 1.5801 1.6791 1.8318 2.0795 2.3377
cl_mt_pol_b_bridge -0.95017 1.5075 -1.5865 -7.9302 0 0.55024 0.44976 0 2.5847e-09 0.55024 -6.5997 -5.7884 -4.3881 -3.4547 -2.6435 -2.0184 -1.4848 -0.65718 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.14232 0.24703 -1.7357 -0.8312 0 0.59558 0.40442 0 0.00075397 0.59558 -0.83097 -0.81744 -0.74009 -0.62932 -0.48369 -0.27601 -0.16595 -0.043438 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.45005 0.52394 -1.1642 -1.06 0 0.57542 0.42458 0 0.42458 0.57542 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.42587 0.94435 2.2175 0 49.613 0.41813 0 0.58187 0.41813 -1.7398e-35 0 0 0 0 0 0 0 0 0.033384 0.1388 0.26543 0.49747 0.88421 1.4256 2.4312 4.5969 7.3814
xxxxx fl_c_min = 0.001 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.250049 seconds.
Elapsed time is 0.145257 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ _______ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ ________ ________ _________ ________ ________ _______ _______ _______ ______ ______ ______ ______
cl_mt_pol_a -1.1459 2.2945 -2.0023 -7.8561 49.613 0.013587 0.6809 0.30552 7.1322e-09 -1.2582e-35 -7.0826 -6.4638 -5.2263 -4.3754 -3.602 -3.0605 -2.5191 -1.823 -0.97214 -0.12131 0.26543 0.49747 0.88421 1.4256 2.4312 4.5969 7.3814
cl_mt_pol_coh 0.13409 2.503 18.666 -7.4114 53.286 0 0.45257 0.54743 1.5916e-09 -1.2582e-35 -6.3725 -5.5707 -4.2365 -3.3061 -2.5389 -1.9273 -1.4341 -0.64878 0.26757 1.1005 1.6598 2.0156 2.4333 3.0521 4.132 6.5148 9.507
cl_mt_pol_c 1.1916 0.35085 0.29444 0.001 4.8826 0 0 1 3.3766e-09 -1.2582e-35 0.21587 0.45204 0.67169 0.78734 0.85073 0.90355 0.95304 1.0165 1.1551 1.2883 1.4028 1.4933 1.5801 1.6782 1.8318 2.0791 2.3375
cl_mt_pol_b_bridge -0.97635 1.5473 -1.5848 -7.9302 0 0.54743 0.45257 0 1.5916e-09 0.54743 -6.8186 -5.9606 -4.5331 -3.5375 -2.7166 -2.0623 -1.5345 -0.69419 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.14295 0.24752 -1.7316 -0.8312 0 0.59365 0.40635 0 0.0007507 0.59365 -0.83097 -0.81744 -0.74009 -0.62909 -0.48702 -0.27601 -0.16595 -0.043964 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.45106 0.52409 -1.1619 -1.06 0 0.57447 0.42553 0 0.42553 0.57447 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.42444 0.94272 2.2211 0 49.613 0.41994 0 0.58006 0.41994 -1.2582e-35 0 0 0 0 0 0 0 0 0.033384 0.14007 0.26543 0.49747 0.88421 1.4256 2.4312 4.5969 7.3814
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Vary Interest rate
ar_fl_r_inf = 0.2 0.13667 0.073333 0.01
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xxxxx fl_r_inf = 0.2 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.809535 seconds.
Elapsed time is 0.240863 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
__________ ________ _________ ________ ______ ________ ________ _______ __________ __________ ________ ________ ________ ________ ________ ________ _________ ________ _______ _______ ______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.63055 1.3077 2.0739 -7.8561 49.613 0.082454 0.25038 0.66716 1.3839e-10 1.4292e-34 -1.4362 -1.0495 -0.81744 -0.74009 -0.5854 -0.27601 -0.043964 0.033384 0.26543 0.65217 1.0389 1.3483 1.735 2.2765 3.282 5.4477 8.1549
cl_mt_pol_coh 1.9105 1.5706 0.82207 -7.4114 53.286 0 0.044335 0.95567 1.1439e-12 1.4292e-34 -0.76856 -0.33939 0.019873 0.27939 0.51297 0.74348 0.90837 1.1648 1.5516 2.0466 2.5661 2.8945 3.3341 3.9529 4.9828 7.3526 10.286
cl_mt_pol_c 1.2861 0.34509 0.26832 0.025 4.8826 0 0 1 1.2181e-10 1.4292e-34 0.422 0.5595 0.74907 0.85428 0.90837 0.99378 1.0479 1.1279 1.2907 1.4122 1.549 1.5699 1.6545 1.7471 1.8678 2.1168 2.3603
cl_mt_pol_b_bridge -0.012111 0.076171 -6.2894 -8.8937 0 0.95567 0.044335 0 1.1439e-12 0.95567 -0.92227 -0.40726 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.0045072 0.023553 -5.2255 -0.30729 0 0.95145 0.048549 0 1.6072e-14 0.95145 -0.19866 -0.12131 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.21396 0.42546 -1.9885 -2.65 0 0.79815 0.20185 0 4.624e-12 0.79815 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.86112 1.1398 1.3236 0 49.613 0.131 0 0.869 0.131 1.4292e-34 0 0 0 0 0.033384 0.11073 0.18808 0.27856 0.4746 0.70665 1.0389 1.3483 1.735 2.2765 3.282 5.4477 8.1549
xxxxx fl_r_inf = 0.13667 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.027129 seconds.
Elapsed time is 0.183360 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ ________ ________ _______ __________ __________ ________ ________ ________ _________ ________ ________ _______ _______ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.45269 1.391 3.0727 -7.8561 49.613 0.065541 0.34496 0.5895 1.4991e-09 8.7267e-35 -2.8285 -1.7456 -1.2042 -0.97214 -0.81744 -0.66275 -0.4307 0 0.18808 0.57482 0.96156 1.2709 1.6577 2.1991 3.1273 5.293 8.0775
cl_mt_pol_coh 1.7327 1.6514 0.9531 -7.4114 53.286 0 0.1055 0.8945 4.1303e-11 8.7267e-35 -2.0047 -0.99154 -0.33939 -0.029997 0.19022 0.40661 0.65431 1.0191 1.4278 1.9663 2.4735 2.8021 3.247 3.8256 4.9004 7.2289 10.168
cl_mt_pol_c 1.2758 0.3457 0.27096 0.025 4.8826 0 0 1 1.3746e-09 8.7267e-35 0.44133 0.57637 0.7643 0.8506 0.91825 0.97295 1.0191 1.1071 1.2545 1.4065 1.5046 1.5641 1.6509 1.7451 1.864 2.1135 2.3584
cl_mt_pol_b_bridge -0.05243 0.21687 -4.1363 -8.4243 0 0.8945 0.1055 0 4.1303e-11 0.8945 -2.2787 -1.127 -0.38577 -0.034096 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.012836 0.049152 -3.8294 -0.47036 0 0.91582 0.084182 0 1.415e-12 0.91582 -0.27601 -0.27601 -0.12131 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.27745 0.46596 -1.6794 -2.65 0 0.73825 0.26175 0 6.7942e-11 0.73825 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.7954 1.1213 1.4097 0 49.613 0.14972 0 0.85028 0.14972 8.7267e-35 0 0 0 0 0.010516 0.11073 0.11073 0.23054 0.37179 0.6293 0.96156 1.2709 1.6577 2.1991 3.1273 5.293 8.0775
xxxxx fl_r_inf = 0.073333 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.467202 seconds.
Elapsed time is 0.137175 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ ________ _________ ________ ________ _________ _______ _______ ______ ______ ______ ______ ______
cl_mt_pol_a -0.9153 2.1778 -2.3793 -7.8561 49.613 0.018624 0.65085 0.33053 8.5223e-09 -1.0211e-37 -6.6959 -6.0771 -4.7622 -3.9113 -3.2152 -2.6738 -2.2097 -1.5136 -0.81744 -0.043964 0.34277 0.65217 1.0389 1.5803 2.5085 4.6742 7.5361
cl_mt_pol_coh 0.3647 2.3921 6.5591 -7.4114 53.286 0 0.41553 0.58447 1.3196e-09 -1.0211e-37 -5.9494 -5.1349 -3.7545 -2.8483 -2.1522 -1.577 -1.0845 -0.37316 0.46246 1.2422 1.7926 2.121 2.5701 3.1889 4.2587 6.6071 9.5993
cl_mt_pol_c 1.2023 0.35076 0.29174 0.025 4.8826 0 0 1 3.7964e-09 -1.0211e-37 0.22514 0.46674 0.66563 0.79804 0.86425 0.91406 0.95283 1.0344 1.1635 1.3035 1.4552 1.5022 1.5876 1.6848 1.8356 2.0889 2.3396
cl_mt_pol_b_bridge -0.81482 1.3839 -1.6984 -7.9549 0 0.58447 0.41553 0 1.3196e-09 0.58447 -6.3857 -5.5115 -4.0298 -3.0572 -2.31 -1.6926 -1.164 -0.40052 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.10551 0.20752 -1.9667 -0.77705 0 0.65813 0.34187 0 8.5768e-06 0.65813 -0.76981 -0.74009 -0.66275 -0.50805 -0.27601 -0.17097 -0.066093 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.46304 0.52575 -1.1354 -1.06 0 0.56317 0.43683 0 0.43683 0.56317 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.46808 0.96944 2.0711 0 49.613 0.36049 0 0.63951 0.36049 -1.0211e-37 0 0 0 0 0 0 0 0 0.086696 0.18808 0.34277 0.65217 1.0389 1.5803 2.5085 4.6742 7.5361
xxxxx fl_r_inf = 0.01 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.366116 seconds.
Elapsed time is 0.130782 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
__________ __________ _________ _______ ______ __________ _______ __________ __________ __________ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________
cl_mt_pol_a -11.874 0.92777 -0.078134 -12.5 49.332 2.1838e-10 1 8.0517e-08 0.32336 3.0779e-35 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.416 -12.249 -11.915 -11.664 -11.414 -11.163 -10.745 -9.9933 -8.2386 -5.9826
cl_mt_pol_coh -10.594 1.2113 -0.11434 -12.055 53.286 0 0.99999 8.0787e-06 0.0024274 3.0779e-35 -12.055 -11.908 -11.817 -11.713 -11.592 -11.486 -11.452 -11.291 -10.951 -10.539 -10.139 -9.8708 -9.5239 -9.0226 -8.1378 -6.1872 -3.7586
cl_mt_pol_c 1.1624 0.34928 0.30047 0.32092 5.1575 0 0 1 0.0024274 3.0779e-35 0.32092 0.46798 0.55886 0.66368 0.78461 0.86816 0.9241 1.0101 1.1727 1.2764 1.4062 1.4844 1.5005 1.6072 1.7616 2.0007 2.247
cl_mt_pol_b_bridge -10.7 1.2233 -0.11433 -12.176 0 8.0787e-06 0.99999 0 0.0024274 8.0787e-06 -12.176 -12.027 -11.936 -11.83 -11.708 -11.601 -11.567 -11.404 -11.06 -10.645 -10.241 -9.9695 -9.6192 -9.1128 -8.2191 -6.2491 -3.7962
cl_mt_pol_inf_borr_nobridge -1.1741 0.35276 -0.30046 -2.6171 0 8.0735e-08 1 0 4.7419e-07 8.0735e-08 -2.2695 -2.0207 -1.7792 -1.6233 -1.5155 -1.4993 -1.4202 -1.2892 -1.1844 -1.0202 -0.93334 -0.87684 -0.79245 -0.67032 -0.56444 -0.47266 -0.32413
cl_mt_pol_for_borr 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 4.3584e-08 0.00021609 4958.1 0 49.332 1 0 8.0517e-08 1 3.0779e-35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
ans =
Map with properties:
Count: 22
KeyType: char
ValueType: any
Case B2, same as B1, but fl_r_inf (0.10) > fl_r_fbr (0.6)
Different Formal and informal rate
param_map_group_b('bl_bridge') = true;
fsi_abz_fibs_ds_vecsv_testmain(param_map_group_b)
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xxx Preference xxxxxx
fl_beta = 0.94
fl_crra = 1.5
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xxx shocks xxxxxx
fl_z_rho = 0.8
fl_z_sig = 0.2
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xxx Boolean Controls xxxxxx
bl_default = 0
bl_bridge = 1
bl_rollover = 1
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xxx Float Controls xxxxxxxx
fl_default_aprime = 0
fl_b_bd = -12.5
fl_c_min = 0.025
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xxx Interest Rates xxxxxxxx
fl_r_fsv = 0.025
fl_r_inf = 0.1
fl_r_inf_bridge = 0.1
fl_r_fbr = 0.06
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xxx Formal Menu Params xxxx
st_forbrblk_type = seg3
fl_forbrblk_brmost = -19
fl_forbrblk_brleast = -1
fl_forbrblk_gap = -1.5
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ar_fl_b_bd = -20 -15 -10 -5
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Vary Borrow Bound
ar_fl_b_bd = -20 -15 -10 -5
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xxxxx fl_b_bd = -20 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.305839 seconds.
Elapsed time is 0.183166 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ ________ __________ ________ _______ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.1139 1.5821 13.89 -7.8561 49.613 0.048725 0.46279 0.48849 4.6881e-09 4.5129e-37 -4.7622 -3.3699 -2.1324 -1.5909 -1.2815 -1.0495 -0.89479 -0.4307 0 0.42012 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
cl_mt_pol_coh 1.3939 1.8323 1.3145 -7.4114 53.286 0 0.20477 0.79523 2.869e-10 4.5129e-37 -3.8625 -2.4575 -1.2236 -0.6606 -0.29581 -0.0016224 0.23042 0.69451 1.2359 1.7926 2.2786 2.6344 3.0521 3.6679 4.7358 7.0661 10.01
cl_mt_pol_c 1.2566 0.34706 0.2762 0.025 4.8826 0 0 1 3.1494e-09 4.5129e-37 0.36274 0.57339 0.71677 0.8383 0.89867 0.96449 1.0071 1.0812 1.2129 1.3869 1.4952 1.5584 1.6452 1.7376 1.8582 2.1092 2.353
cl_mt_pol_b_bridge -0.19093 0.53791 -2.8173 -8.1525 0 0.79523 0.20477 0 2.869e-10 0.79523 -4.2487 -2.7033 -1.3459 -0.72666 -0.32539 -0.0017847 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.032079 0.096996 -3.0237 -0.60081 0 0.85746 0.14254 0 3.1881e-08 0.85746 -0.50805 -0.50599 -0.27601 -0.12131 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.35261 0.49943 -1.4164 -1.06 0 0.66735 0.33265 0 0.33265 0.66735 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.68952 1.0852 1.5738 0 49.613 0.19127 0 0.80873 0.19127 4.5129e-37 0 0 0 0 0 0.010516 0.033384 0.1286 0.26543 0.4746 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
xxxxx fl_b_bd = -15 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 2.010862 seconds.
Elapsed time is 0.137662 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ ________ __________ ________ _______ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.1139 1.5821 13.89 -7.8561 49.613 0.048725 0.46279 0.48849 4.6881e-09 4.5129e-37 -4.7622 -3.3699 -2.1324 -1.5909 -1.2815 -1.0495 -0.89479 -0.4307 0 0.42012 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
cl_mt_pol_coh 1.3939 1.8323 1.3145 -7.4114 53.286 0 0.20477 0.79523 2.869e-10 4.5129e-37 -3.8625 -2.4575 -1.2236 -0.6606 -0.29581 -0.0016224 0.23042 0.69451 1.2359 1.7926 2.2786 2.6344 3.0521 3.6679 4.7358 7.0661 10.01
cl_mt_pol_c 1.2566 0.34706 0.2762 0.025 4.8826 0 0 1 3.1494e-09 4.5129e-37 0.36274 0.57339 0.71677 0.8383 0.89867 0.96449 1.0071 1.0812 1.2129 1.3869 1.4952 1.5584 1.6452 1.7376 1.8582 2.1092 2.353
cl_mt_pol_b_bridge -0.19093 0.53791 -2.8173 -8.1525 0 0.79523 0.20477 0 2.869e-10 0.79523 -4.2487 -2.7033 -1.3459 -0.72666 -0.32539 -0.0017847 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.032079 0.096996 -3.0237 -0.60081 0 0.85746 0.14254 0 3.1881e-08 0.85746 -0.50805 -0.50599 -0.27601 -0.12131 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.35261 0.49943 -1.4164 -1.06 0 0.66735 0.33265 0 0.33265 0.66735 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.68952 1.0852 1.5738 0 49.613 0.19127 0 0.80873 0.19127 4.5129e-37 0 0 0 0 0 0.010516 0.033384 0.1286 0.26543 0.4746 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
xxxxx fl_b_bd = -10 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.772173 seconds.
Elapsed time is 0.133255 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ ________ __________ ________ _______ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.1139 1.5821 13.89 -7.8561 49.613 0.048725 0.46279 0.48849 4.6881e-09 4.5129e-37 -4.7622 -3.3699 -2.1324 -1.5909 -1.2815 -1.0495 -0.89479 -0.4307 0 0.42012 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
cl_mt_pol_coh 1.3939 1.8323 1.3145 -7.4114 53.286 0 0.20477 0.79523 2.869e-10 4.5129e-37 -3.8625 -2.4575 -1.2236 -0.6606 -0.29581 -0.0016224 0.23042 0.69451 1.2359 1.7926 2.2786 2.6344 3.0521 3.6679 4.7358 7.0661 10.01
cl_mt_pol_c 1.2566 0.34706 0.2762 0.025 4.8826 0 0 1 3.1494e-09 4.5129e-37 0.36274 0.57339 0.71677 0.8383 0.89867 0.96449 1.0071 1.0812 1.2129 1.3869 1.4952 1.5584 1.6452 1.7376 1.8582 2.1092 2.353
cl_mt_pol_b_bridge -0.19093 0.53791 -2.8173 -8.1525 0 0.79523 0.20477 0 2.869e-10 0.79523 -4.2487 -2.7033 -1.3459 -0.72666 -0.32539 -0.0017847 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.032079 0.096996 -3.0237 -0.60081 0 0.85746 0.14254 0 3.1881e-08 0.85746 -0.50805 -0.50599 -0.27601 -0.12131 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.35261 0.49943 -1.4164 -1.06 0 0.66735 0.33265 0 0.33265 0.66735 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.68952 1.0852 1.5738 0 49.613 0.19127 0 0.80873 0.19127 4.5129e-37 0 0 0 0 0 0.010516 0.033384 0.1286 0.26543 0.4746 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
xxxxx fl_b_bd = -5 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.532403 seconds.
Elapsed time is 0.152280 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ _______ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ ________ _________ ________ ________ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.10401 1.5775 15.167 -5 49.632 0.044165 0.46677 0.48907 1.5074e-34 6.6229e-35 -4.2647 -3.2353 -2.1324 -1.6176 -1.3235 -1.1029 -0.95588 -0.44118 0 0.36765 0.80882 1.1029 1.4706 2.0588 2.9412 5.1471 7.8676
cl_mt_pol_coh 1.384 1.8285 1.3212 -4.5553 53.286 0 0.20668 0.79332 5.3744e-35 6.6229e-35 -3.435 -2.3556 -1.2291 -0.66442 -0.29677 -0.047515 0.17936 0.65911 1.2088 1.762 2.2768 2.6058 3.047 3.6674 4.714 7.067 10.017
cl_mt_pol_c 1.2561 0.34683 0.27611 0.025 4.864 0 0 1 5.3744e-35 6.6229e-35 0.37784 0.56929 0.72548 0.83308 0.89765 0.95954 0.99976 1.0846 1.2088 1.3926 1.4877 1.5648 1.6451 1.7334 1.8484 2.119 2.3598
cl_mt_pol_b_bridge -0.1907 0.52174 -2.736 -5.0108 0 0.79332 0.20668 0 5.3744e-35 0.79332 -3.7785 -2.5912 -1.3521 -0.73086 -0.32645 -0.052266 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.030387 0.08981 -2.9555 -0.60584 0 0.85995 0.14005 0 9.8292e-09 0.85995 -0.44206 -0.44118 -0.29412 -0.14706 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.36286 0.50296 -1.3861 -1.06 0 0.65768 0.34232 0 0.34232 0.65768 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.68795 1.0834 1.5749 0 49.632 0.18422 0 0.81578 0.18422 6.6229e-35 0 0 0 0 0 0.025 0.047059 0.14706 0.25932 0.47176 0.80882 1.1029 1.4706 2.0588 2.9412 5.1471 7.8676
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Vary Minimum Consumption
ar_fl_c_min = 0.1 0.067 0.034 0.001
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxx fl_c_min = 0.1 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.640398 seconds.
Elapsed time is 0.132078 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ ________ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ ________ __________ ________ _______ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.12166 1.5726 12.927 -7.8561 49.613 0.049037 0.46141 0.48955 9.5784e-09 1.9734e-34 -4.3754 -3.2926 -2.055 -1.5909 -1.2815 -1.0495 -0.89479 -0.4307 0 0.42012 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
cl_mt_pol_coh 1.4017 1.8237 1.3011 -7.4114 53.286 0 0.20356 0.79644 4.6675e-10 1.9734e-34 -3.5444 -2.3842 -1.1902 -0.64878 -0.29178 -0.0016224 0.23042 0.69451 1.2359 1.7926 2.2786 2.6344 3.0521 3.6679 4.7358 7.0661 10.01
cl_mt_pol_c 1.2572 0.34679 0.27585 0.1 4.8826 0 0 1 8.3389e-09 1.9734e-34 0.37537 0.58024 0.7098 0.8383 0.89867 0.96449 1.0071 1.0812 1.2146 1.3869 1.4952 1.5584 1.6452 1.7376 1.8582 2.1094 2.353
cl_mt_pol_b_bridge -0.18541 0.51873 -2.7977 -8.1525 0 0.79644 0.20356 0 4.6675e-10 0.79644 -3.8989 -2.6226 -1.3092 -0.71366 -0.32095 -0.0017847 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.03196 0.096615 -3.023 -0.60081 0 0.8575 0.1425 0 1.6324e-08 0.8575 -0.50805 -0.49026 -0.27601 -0.12131 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.35108 0.49889 -1.421 -1.06 0 0.66879 0.33121 0 0.33121 0.66879 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.69011 1.086 1.5737 0 49.613 0.19153 0 0.80847 0.19153 1.9734e-34 0 0 0 0 0 0.010516 0.033384 0.1286 0.26543 0.4746 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
xxxxx fl_c_min = 0.067 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.764193 seconds.
Elapsed time is 0.137297 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ __________ ________ _______ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.11855 1.5772 13.303 -7.8561 49.613 0.049008 0.46168 0.48931 6.7922e-09 -1.0199e-34 -4.5301 -3.2926 -2.1324 -1.5909 -1.2815 -1.0495 -0.89479 -0.4307 0 0.42012 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
cl_mt_pol_coh 1.3986 1.8278 1.3069 -7.4114 53.286 0 0.20403 0.79597 3.7212e-10 -1.0199e-34 -3.7063 -2.3994 -1.1902 -0.64878 -0.29581 -0.0016224 0.23042 0.69451 1.2359 1.7926 2.2786 2.6344 3.0521 3.6679 4.7358 7.0661 10.01
cl_mt_pol_c 1.2569 0.34692 0.27601 0.067 4.8826 0 0 1 4.7675e-09 -1.0199e-34 0.36274 0.57418 0.71001 0.8383 0.89867 0.96449 1.0071 1.0812 1.2146 1.3869 1.4952 1.5584 1.6452 1.7376 1.8582 2.1094 2.353
cl_mt_pol_b_bridge -0.18797 0.52785 -2.8082 -8.1525 0 0.79597 0.20403 0 3.7212e-10 0.79597 -4.077 -2.6393 -1.3092 -0.71366 -0.32539 -0.0017847 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.031872 0.096471 -3.0269 -0.60081 0 0.85772 0.14228 0 2.2396e-08 0.85772 -0.50805 -0.50023 -0.27601 -0.12131 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.35165 0.49909 -1.4193 -1.06 0 0.66825 0.33175 0 0.33175 0.66825 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.69005 1.0858 1.5735 0 49.613 0.19129 0 0.80871 0.19129 -1.0199e-34 0 0 0 0 0 0.010516 0.033384 0.1286 0.26543 0.4746 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
xxxxx fl_c_min = 0.034 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.688252 seconds.
Elapsed time is 0.151684 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ ________ _______ _______ __________ __________ ________ ________ ________ ________ ________ __________ ________ _______ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.11712 1.5793 13.484 -7.8561 49.613 0.048999 0.46179 0.48921 4.8094e-09 1.4738e-37 -4.6848 -3.3699 -2.1324 -1.5909 -1.2815 -1.0495 -0.89479 -0.4307 0 0.42012 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
cl_mt_pol_coh 1.3971 1.8298 1.3097 -7.4114 53.286 0 0.20418 0.79582 2.9367e-10 1.4738e-37 -3.8475 -2.4278 -1.1902 -0.64878 -0.29581 -0.0016224 0.23042 0.69451 1.2359 1.7926 2.2786 2.6344 3.0521 3.6679 4.7358 7.0661 10.01
cl_mt_pol_c 1.2568 0.34701 0.2761 0.034 4.8826 0 0 1 3.5254e-09 1.4738e-37 0.36274 0.57397 0.71001 0.8383 0.89867 0.96449 1.0071 1.0812 1.2146 1.3869 1.4952 1.5584 1.6452 1.7376 1.8582 2.1094 2.353
cl_mt_pol_b_bridge -0.18912 0.53322 -2.8195 -8.1525 0 0.79582 0.20418 0 2.9367e-10 0.79582 -4.2323 -2.6706 -1.3092 -0.71366 -0.32539 -0.0017847 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.031869 0.096498 -3.028 -0.60081 0 0.85776 0.14224 0 2.9233e-08 0.85776 -0.50805 -0.50599 -0.27601 -0.12131 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.35181 0.49915 -1.4188 -1.06 0 0.6681 0.3319 0 0.3319 0.6681 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.68992 1.0854 1.5733 0 49.613 0.19124 0 0.80876 0.19124 1.4738e-37 0 0 0 0 0 0.010516 0.033384 0.1286 0.26543 0.4746 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
xxxxx fl_c_min = 0.001 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.687034 seconds.
Elapsed time is 0.141781 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ _______ _______ _______ __________ __________ ________ ________ ________ ________ ________ __________ ________ _______ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.11327 1.5832 13.978 -7.8561 49.613 0.04872 0.46283 0.48845 2.8322e-09 2.0947e-35 -4.7622 -3.3699 -2.1324 -1.5909 -1.2815 -1.0495 -0.89479 -0.4307 0 0.42012 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
cl_mt_pol_coh 1.3933 1.8333 1.3159 -7.4114 53.286 0 0.20484 0.79516 2.3217e-10 2.0947e-35 -3.9384 -2.4615 -1.224 -0.6606 -0.29581 -0.0016224 0.23042 0.69451 1.2359 1.7926 2.2786 2.6344 3.0521 3.6679 4.7358 7.0661 10.01
cl_mt_pol_c 1.2565 0.3471 0.27624 0.001 4.8826 0 0 1 2.2979e-09 2.0947e-35 0.37537 0.57339 0.71677 0.8383 0.89867 0.96449 1.0071 1.0812 1.2129 1.3869 1.4952 1.5584 1.6452 1.7376 1.8582 2.1092 2.353
cl_mt_pol_b_bridge -0.19148 0.54052 -2.8228 -8.1525 0 0.79516 0.20484 0 2.3217e-10 0.79516 -4.3322 -2.7077 -1.3464 -0.72666 -0.32539 -0.0017847 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.032129 0.097124 -3.023 -0.60081 0 0.85738 0.14262 0 3.1823e-08 0.85738 -0.50805 -0.50671 -0.27601 -0.12131 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.35258 0.49942 -1.4165 -1.06 0 0.66738 0.33262 0 0.33262 0.66738 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.68946 1.0851 1.5739 0 49.613 0.19134 0 0.80866 0.19134 2.0947e-35 0 0 0 0 0 0.010516 0.033384 0.1286 0.26543 0.4746 0.80686 1.1163 1.503 2.0444 2.9726 5.1383 7.9228
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Vary Interest rate
ar_fl_r_inf = 0.2 0.13667 0.073333 0.01
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxx fl_r_inf = 0.2 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.556764 seconds.
Elapsed time is 0.170196 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
__________ ________ _________ ________ ______ ________ ________ _______ __________ __________ ________ ________ ________ ________ ________ ________ _________ ________ _______ _______ ______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.63055 1.3077 2.0739 -7.8561 49.613 0.082454 0.25038 0.66716 1.3839e-10 1.4292e-34 -1.4362 -1.0495 -0.81744 -0.74009 -0.5854 -0.27601 -0.043964 0.033384 0.26543 0.65217 1.0389 1.3483 1.735 2.2765 3.282 5.4477 8.1549
cl_mt_pol_coh 1.9105 1.5706 0.82207 -7.4114 53.286 0 0.044335 0.95567 1.1439e-12 1.4292e-34 -0.76856 -0.33939 0.019873 0.27939 0.51297 0.74348 0.90837 1.1648 1.5516 2.0466 2.5661 2.8945 3.3341 3.9529 4.9828 7.3526 10.286
cl_mt_pol_c 1.2861 0.34509 0.26832 0.025 4.8826 0 0 1 1.2181e-10 1.4292e-34 0.422 0.5595 0.74907 0.85428 0.90837 0.99378 1.0479 1.1279 1.2907 1.4122 1.549 1.5699 1.6545 1.7471 1.8678 2.1168 2.3603
cl_mt_pol_b_bridge -0.012111 0.076171 -6.2894 -8.8937 0 0.95567 0.044335 0 1.1439e-12 0.95567 -0.92227 -0.40726 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.0045072 0.023553 -5.2255 -0.30729 0 0.95145 0.048549 0 1.6072e-14 0.95145 -0.19866 -0.12131 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.21396 0.42546 -1.9885 -2.65 0 0.79815 0.20185 0 4.624e-12 0.79815 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.86112 1.1398 1.3236 0 49.613 0.131 0 0.869 0.131 1.4292e-34 0 0 0 0 0.033384 0.11073 0.18808 0.27856 0.4746 0.70665 1.0389 1.3483 1.735 2.2765 3.282 5.4477 8.1549
xxxxx fl_r_inf = 0.13667 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.640998 seconds.
Elapsed time is 0.133066 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
_________ ________ _________ ________ ______ ________ ________ _______ __________ __________ ________ ________ ________ _________ ________ ________ _______ _______ _______ _______ _______ ______ ______ ______ ______ ______ ______
cl_mt_pol_a 0.45269 1.391 3.0727 -7.8561 49.613 0.065541 0.34496 0.5895 1.4991e-09 8.7267e-35 -2.8285 -1.7456 -1.2042 -0.97214 -0.81744 -0.66275 -0.4307 0 0.18808 0.57482 0.96156 1.2709 1.6577 2.1991 3.1273 5.293 8.0775
cl_mt_pol_coh 1.7327 1.6514 0.9531 -7.4114 53.286 0 0.1055 0.8945 4.1303e-11 8.7267e-35 -2.0047 -0.99154 -0.33939 -0.029997 0.19022 0.40661 0.65431 1.0191 1.4278 1.9663 2.4735 2.8021 3.247 3.8256 4.9004 7.2289 10.168
cl_mt_pol_c 1.2758 0.3457 0.27096 0.025 4.8826 0 0 1 1.3746e-09 8.7267e-35 0.44133 0.57637 0.7643 0.8506 0.91825 0.97295 1.0191 1.1071 1.2545 1.4065 1.5046 1.5641 1.6509 1.7451 1.864 2.1135 2.3584
cl_mt_pol_b_bridge -0.05243 0.21687 -4.1363 -8.4243 0 0.8945 0.1055 0 4.1303e-11 0.8945 -2.2787 -1.127 -0.38577 -0.034096 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.012836 0.049152 -3.8294 -0.47036 0 0.91582 0.084182 0 1.415e-12 0.91582 -0.27601 -0.27601 -0.12131 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.27745 0.46596 -1.6794 -2.65 0 0.73825 0.26175 0 6.7942e-11 0.73825 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.7954 1.1213 1.4097 0 49.613 0.14972 0 0.85028 0.14972 8.7267e-35 0 0 0 0 0.010516 0.11073 0.11073 0.23054 0.37179 0.6293 0.96156 1.2709 1.6577 2.1991 3.1273 5.293 8.0775
xxxxx fl_r_inf = 0.073333 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.864675 seconds.
Elapsed time is 0.134561 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
________ _______ _________ ________ ______ ________ _______ _______ __________ ___________ ________ ________ ________ ________ ________ ________ _________ ________ ________ _________ _______ _______ ______ ______ ______ ______ ______
cl_mt_pol_a -0.9153 2.1778 -2.3793 -7.8561 49.613 0.018624 0.65085 0.33053 8.5223e-09 -1.0211e-37 -6.6959 -6.0771 -4.7622 -3.9113 -3.2152 -2.6738 -2.2097 -1.5136 -0.81744 -0.043964 0.34277 0.65217 1.0389 1.5803 2.5085 4.6742 7.5361
cl_mt_pol_coh 0.3647 2.3921 6.5591 -7.4114 53.286 0 0.41553 0.58447 1.3196e-09 -1.0211e-37 -5.9494 -5.1349 -3.7545 -2.8483 -2.1522 -1.577 -1.0845 -0.37316 0.46246 1.2422 1.7926 2.121 2.5701 3.1889 4.2587 6.6071 9.5993
cl_mt_pol_c 1.2023 0.35076 0.29174 0.025 4.8826 0 0 1 3.7964e-09 -1.0211e-37 0.22514 0.46674 0.66563 0.79804 0.86425 0.91406 0.95283 1.0344 1.1635 1.3035 1.4552 1.5022 1.5876 1.6848 1.8356 2.0889 2.3396
cl_mt_pol_b_bridge -0.81482 1.3839 -1.6984 -7.9549 0 0.58447 0.41553 0 1.3196e-09 0.58447 -6.3857 -5.5115 -4.0298 -3.0572 -2.31 -1.6926 -1.164 -0.40052 0 0 0 0 0 0 0 0 0
cl_mt_pol_inf_borr_nobridge -0.10551 0.20752 -1.9667 -0.77705 0 0.65813 0.34187 0 8.5768e-06 0.65813 -0.76981 -0.74009 -0.66275 -0.50805 -0.27601 -0.17097 -0.066093 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_borr -0.46304 0.52575 -1.1354 -1.06 0 0.56317 0.43683 0 0.43683 0.56317 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 -1.06 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 0.46808 0.96944 2.0711 0 49.613 0.36049 0 0.63951 0.36049 -1.0211e-37 0 0 0 0 0 0 0 0 0.086696 0.18808 0.34277 0.65217 1.0389 1.5803 2.5085 4.6742 7.5361
xxxxx fl_r_inf = 0.01 xxxxx
xxxxx it_a_n = 750, it_z_n = 15 xxxxx
Elapsed time is 1.391523 seconds.
Elapsed time is 0.129112 seconds.
tb_outcomes_meansdperc: mean, sd, percentiles
mean sd coefofvar min max pYis0 pYls0 pYgr0 pYisMINY pYisMAXY p0_1 p1 p5 p10 p15 p20 p25 p35 p50 p65 p75 p80 p85 p90 p95 p99 p99_9
__________ __________ _________ _______ ______ __________ _______ __________ __________ __________ _______ _______ _______ _______ _______ _______ _______ _______ _______ _______ ________ ________ ________ ________ ________ ________ ________
cl_mt_pol_a -11.874 0.92777 -0.078134 -12.5 49.332 2.1838e-10 1 8.0517e-08 0.32336 3.0779e-35 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.5 -12.416 -12.249 -11.915 -11.664 -11.414 -11.163 -10.745 -9.9933 -8.2386 -5.9826
cl_mt_pol_coh -10.594 1.2113 -0.11434 -12.055 53.286 0 0.99999 8.0787e-06 0.0024274 3.0779e-35 -12.055 -11.908 -11.817 -11.713 -11.592 -11.486 -11.452 -11.291 -10.951 -10.539 -10.139 -9.8708 -9.5239 -9.0226 -8.1378 -6.1872 -3.7586
cl_mt_pol_c 1.1624 0.34928 0.30047 0.32092 5.1575 0 0 1 0.0024274 3.0779e-35 0.32092 0.46798 0.55886 0.66368 0.78461 0.86816 0.9241 1.0101 1.1727 1.2764 1.4062 1.4844 1.5005 1.6072 1.7616 2.0007 2.247
cl_mt_pol_b_bridge -10.7 1.2233 -0.11433 -12.176 0 8.0787e-06 0.99999 0 0.0024274 8.0787e-06 -12.176 -12.027 -11.936 -11.83 -11.708 -11.601 -11.567 -11.404 -11.06 -10.645 -10.241 -9.9695 -9.6192 -9.1128 -8.2191 -6.2491 -3.7962
cl_mt_pol_inf_borr_nobridge -1.1741 0.35276 -0.30046 -2.6171 0 8.0735e-08 1 0 4.7419e-07 8.0735e-08 -2.2695 -2.0207 -1.7792 -1.6233 -1.5155 -1.4993 -1.4202 -1.2892 -1.1844 -1.0202 -0.93334 -0.87684 -0.79245 -0.67032 -0.56444 -0.47266 -0.32413
cl_mt_pol_for_borr 0 0 NaN 0 0 1 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
cl_mt_pol_for_save 4.3584e-08 0.00021609 4958.1 0 49.332 1 0 8.0517e-08 1 3.0779e-35 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
ans =
Map with properties:
Count: 22
KeyType: char
ValueType: any