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Merged
dcolleoni merged 7 commits into from
Jan 13, 2023
Merged

Parameters report #163

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bf8aa4c
adding NB with some queries
Dec 29, 2022
3e4bcb1
update
Jan 5, 2023
aaceeb1
Merge remote-tracking branch 'origin/develop' into ParametersReport
Jan 6, 2023
fa41664
update
Jan 10, 2023
825113f
update
Jan 10, 2023
e5ab051
Split in 2 files
Jan 12, 2023
6f2c49f
Merge branch 'develop' into ParametersReport
tkukuljan Jan 13, 2023
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252 changes: 252 additions & 0 deletions ifrs17-template/Report/ParameterReports.ipynb
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Original file line number Diff line number Diff line change
@@ -0,0 +1,252 @@
{
"metadata": {
"authors": [],
"kernelspec": {
"display_name": "Formula Framework",
"language": "C#",
"name": "C#"
},
"language_info": {
"file_extension": ".cs",
"mimetype": "text/plain",
"name": "C#"
}
},
"nbformat": 4,
"nbformat_minor": 5,
"cells": [
{
"cell_type": "markdown",
"source": [
"# Data Initialization"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"#!eval-notebook \"../Initialization/InitSystemorphBaseToMemory\""
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"Workspace.Reset(x => x.ResetInitializationRules().ResetCurrentPartitions());"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"Workspace.InitializeFrom(DataSource);"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Args"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var args = new ImportArgs(\"CH\", 2021, 3, default, default , default);"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Data Node"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var dataNodeData = await Workspace.GetDataNodeDataReportParameters(args);"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var dataNodeStates = await Workspace.GetDataNodeStateReportParameters(args);"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var allYieldCurves = await Workspace.GetYieldCurveReportParameters(args);;"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var singleDataNodeParameters = await Workspace.GetSingleDataNodeReportParameters(args);;"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var interDataNodeParameters = await Workspace.GetInterDataNodeParameters(args);;"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var partnerRatings = await Workspace.GetPartnerRatingsReportParameters(args);"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var partnerDefaultRates = await Workspace.GetCreditDefaultRatesReportParameters(args);;"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Reports"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Report.ForObjects(dataNodeData)",
"\n .WithQuerySource(Workspace)",
"\n .GroupRowsBy(x => x.Portfolio).GroupRowsBy(x => x.DataNode)",
"\n .ToTable()",
"\n .ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Report.ForObjects(dataNodeStates)",
"\n .WithQuerySource(Workspace)",
"\n .GroupRowsBy(x => x.GroupOfContract)",
"\n .GroupColumnsBy(x => x.Period)",
"\n .ToTable()",
"\n .ExecuteAsync()",
"\n "
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Report.ForObjects(allYieldCurves)",
"\n .WithQuerySource(Workspace)",
"\n .GroupRowsBy(x => x.GroupOfContract)",
"\n .GroupColumnsBy(x => x.YieldCurveType).GroupColumnsBy(x => x.Period)",
"\n .ToTable()",
"\n .ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Report.ForObjects(singleDataNodeParameters)",
"\n .WithQuerySource(Workspace)",
"\n .GroupRowsBy(x => x.GroupOfContract)",
"\n .GroupColumnsBy(x => x.Period)",
"\n .ToTable()",
"\n .ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Report.ForObjects(interDataNodeParameters)",
"\n .WithQuerySource(Workspace)",
"\n .GroupRowsBy(x => x.GroupOfContract).GroupRowsBy(x => x.LinkedDataNode)",
"\n .GroupColumnsBy(x => x.Period)",
"\n .ToTable()",
"\n .ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Report.ForObjects(partnerRatings)",
"\n .WithQuerySource(Workspace)",
"\n .GroupRowsBy(x => x.Partner)",
"\n .GroupColumnsBy(x => x.Period)",
"\n .ToTable()",
"\n .ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Report.ForObjects(partnerDefaultRates)",
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"\n .WithQuerySource(Workspace)",
"\n .GroupRowsBy(x => x.CreditRiskRating)",
"\n .GroupColumnsBy(x => x.Period)",
"\n .ToTable()",
"\n .ExecuteAsync()"
],
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dcolleoni marked this conversation as resolved.
"metadata": {},
"execution_count": 0,
"outputs": []
}
]
}
3 changes: 2 additions & 1 deletion ifrs17/CalculationEngine.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -23,7 +23,8 @@
"\n#!import \"Import/Importers\"",
"\n#!import \"Export/ExportConfiguration\"",
"\n#!import \"Utils/TestHelper\"",
"\n#!import \"Utils/ActivityLog\""
"\n#!import \"Utils/ActivityLog\"",
"\n#!import \"Report/ParameterReportsQueries\""
],
"metadata": {},
"execution_count": 0,
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