App Roadmap
A structured plan for the actuarial tools to build, organised by complexity tier. Tier 1 tools use only what this stack already provides. Each subsequent tier introduces one new concept — external data, authentication, sharing — keeping each step manageable.
Tier 1 — Fundamentals
Self-contained computations. No external calls, no shared state. Build these first.
Apply BaFin / EIOPA lapse stress (Type 1 additive or Type 2 multiplicative) to a policy block and project in-force movement over the duration of the portfolio.
Estimate the Solvency Capital Requirement for equity and interest rate risk using the Solvency II standard formula shocks: equity -39% (Type 1), interest rate ±relative shock by maturity.
Bootstrap a zero-coupon yield curve from par swap rates using sequential discounting. Essential for Solvency II technical provisions, IFRS 17 discount rates, and pension liability valuation.
Tier 2 — External Data
Introduces async HTTP calls inside function.py. Models become live rather than static.
Fetch and visualise the EIOPA monthly risk-free rate curve for Solvency II technical provisions. Supports EUR, GBP, and CHF with and without the Volatility Adjustment.
Compare internal model SCR assumptions against published EIOPA or industry benchmarks. Flag deviations beyond a configurable tolerance band.
Tier 3 — Collaborative Features
Introduces authentication, sharing, and export. This is the production-grade platform.
GET /runs/{id} already exists. Add a "Copy link" button to the results panel. Anyone with the URL sees the exact inputs and outputs — not a screenshot, the live result.
Add a print-optimised CSS stylesheet and a "Download PDF" button that calls window.print(). The result is a professional, branded one-pager with the inputs, chart, and table.
Add a login flow, JWT tokens issued by FastAPI, and user-scoped run history. Each actuary sees only their own runs. The admin can see all.