Skip to content
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
85 changes: 78 additions & 7 deletions ifrs17-template/Report/ParameterReports.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -81,7 +81,7 @@
{
"cell_type": "code",
"source": [
"var dataNodeData = await Workspace.GetDataNodeDataReportParameters(args);"
"var dataNodeData = await Workspace.GetDataNodeDataReportParametersAsync(args);"
],
"metadata": {},
"execution_count": 0,
Expand All @@ -90,7 +90,7 @@
{
"cell_type": "code",
"source": [
"var dataNodeStates = await Workspace.GetDataNodeStateReportParameters(args);"
"var dataNodeStates = await Workspace.GetDataNodeStateReportParametersAsync(args);"
],
"metadata": {},
"execution_count": 0,
Expand All @@ -99,7 +99,7 @@
{
"cell_type": "code",
"source": [
"var allYieldCurves = await Workspace.GetYieldCurveReportParameters(args);;"
"var allYieldCurves = await Workspace.GetYieldCurveReportParametersAsync(args);;"
],
"metadata": {},
"execution_count": 0,
Expand All @@ -108,7 +108,7 @@
{
"cell_type": "code",
"source": [
"var singleDataNodeParameters = await Workspace.GetSingleDataNodeReportParameters(args);;"
"var singleDataNodeParameters = await Workspace.GetSingleDataNodeReportParametersAsync(args);;"
],
"metadata": {},
"execution_count": 0,
Expand All @@ -117,7 +117,7 @@
{
"cell_type": "code",
"source": [
"var interDataNodeParameters = await Workspace.GetInterDataNodeParameters(args);;"
"var interDataNodeParameters = await Workspace.GetInterDataNodeParametersAsync(args);;"
],
"metadata": {},
"execution_count": 0,
Expand All @@ -126,7 +126,7 @@
{
"cell_type": "code",
"source": [
"var partnerRatings = await Workspace.GetPartnerRatingsReportParameters(args);"
"var partnerRatings = await Workspace.GetPartnerRatingsReportParametersAsync(args);"
],
"metadata": {},
"execution_count": 0,
Expand All @@ -135,7 +135,7 @@
{
"cell_type": "code",
"source": [
"var partnerDefaultRates = await Workspace.GetCreditDefaultRatesReportParameters(args);;"
"var partnerDefaultRates = await Workspace.GetCreditDefaultRatesReportParametersAsync(args);;"
],
"metadata": {},
"execution_count": 0,
Expand All @@ -150,6 +150,16 @@
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Data node",
"\nProperties of the Group of Contracts and corresponding Portfolios are merged to provide a full description of the [Data Node](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructureDataStructure#data-node)"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
Expand All @@ -163,6 +173,17 @@
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Data node state",
"\n",
"\nCurrent and previous period [data node state](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#data-node-state)."
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
Expand All @@ -178,6 +199,16 @@
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Yield curve",
"\n[Yield Curve](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#yield-curve) used for locked-in discounting and current rating discouning (curret period and previous period) are shown."
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
Expand All @@ -192,6 +223,16 @@
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Single data node parameter",
"\n[Single data node parameters](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#data-node-parameters) for current and previous period. "
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
Expand All @@ -206,6 +247,16 @@
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Inter data node parameter",
"\n[Inter data node parameters](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#data-node-parameters) for current and previous period. "
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
Expand All @@ -220,6 +271,16 @@
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Partner ratings",
"\n[Partner ratings](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#partner-rating) for current and previous period."
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
Expand All @@ -234,6 +295,16 @@
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Partner default rates",
"\n[Partner default rates](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#credit-default-rate) for current and previous period."
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
Expand Down
18 changes: 9 additions & 9 deletions ifrs17/Report/ParameterReportsQueries.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -176,7 +176,7 @@
{
"cell_type": "code",
"source": [
"public static async Task<DataNodeData[]> GetDataNodeDataReportParameters(this IWorkspace workspace, ImportArgs args) =>",
"public static async Task<DataNodeData[]> GetDataNodeDataReportParametersAsync(this IWorkspace workspace, ImportArgs args) =>",
"\n (await workspace.LoadDataNodesAsync(args))",
"\n .Values",
"\n .ToArray();"
Expand All @@ -188,7 +188,7 @@
{
"cell_type": "code",
"source": [
"public static async Task<DataNodeStateReportParameter[]> GetDataNodeStateReportParameters(this IWorkspace workspace, ImportArgs args) =>",
"public static async Task<DataNodeStateReportParameter[]> GetDataNodeStateReportParametersAsync(this IWorkspace workspace, ImportArgs args) =>",
"\n (await workspace.LoadCurrentAndPreviousParameterAsync<DataNodeState>(args, x => x.DataNode))",
"\n .Values",
"\n .SelectMany(x => x.Select(y => ",
Expand Down Expand Up @@ -217,8 +217,8 @@
{
"cell_type": "code",
"source": [
"public static async Task<YieldCurveReportParameter[]> GetYieldCurveReportParameters(this IWorkspace workspace, ImportArgs args) {",
"\n var dataNodeData = await workspace.GetDataNodeDataReportParameters(args);",
"public static async Task<YieldCurveReportParameter[]> GetYieldCurveReportParametersAsync(this IWorkspace workspace, ImportArgs args) {",
"\n var dataNodeData = await workspace.GetDataNodeDataReportParametersAsync(args);",
"\n",
"\n var lockedYieldCurves = (await workspace.LoadLockedInYieldCurveAsync(args, dataNodeData))",
"\n .Select(x => new YieldCurveReportParameter {",
Expand Down Expand Up @@ -275,7 +275,7 @@
{
"cell_type": "code",
"source": [
"public static async Task<SingleDataNodeReportParameter[]> GetSingleDataNodeReportParameters(this IWorkspace workspace, ImportArgs args) =>",
"public static async Task<SingleDataNodeReportParameter[]> GetSingleDataNodeReportParametersAsync(this IWorkspace workspace, ImportArgs args) =>",
"\n (await workspace.LoadSingleDataNodeParametersAsync(args))",
"\n .Values",
"\n .SelectMany(x => x.Select(y => new SingleDataNodeReportParameter {",
Expand Down Expand Up @@ -304,7 +304,7 @@
{
"cell_type": "code",
"source": [
"public static async Task<InterDataNodeReportParameter[]> GetInterDataNodeParameters(this IWorkspace workspace, ImportArgs args) =>",
"public static async Task<InterDataNodeReportParameter[]> GetInterDataNodeParametersAsync(this IWorkspace workspace, ImportArgs args) =>",
"\n (await workspace.LoadInterDataNodeParametersAsync(args))",
"\n .Values",
"\n .SelectMany(x => x.SelectMany(y => y.Value.Select(z => ",
Expand Down Expand Up @@ -338,7 +338,7 @@
{
"cell_type": "code",
"source": [
"public static async Task<PartnerRatingsReportParameter[]> GetPartnerRatingsReportParameters(this IWorkspace workspace, ImportArgs args) =>",
"public static async Task<PartnerRatingsReportParameter[]> GetPartnerRatingsReportParametersAsync(this IWorkspace workspace, ImportArgs args) =>",
"\n (await workspace.LoadCurrentAndPreviousParameterAsync<PartnerRating>(args, x => x.Partner))",
"\n .Values",
"\n .SelectMany(x => x.Select(y => ",
Expand All @@ -360,8 +360,8 @@
{
"cell_type": "code",
"source": [
"public static async Task<CreditDefaultRatesReportParameter[]> GetCreditDefaultRatesReportParameters(this IWorkspace workspace, ImportArgs args) {",
"\n var partnerRatings = await workspace.GetPartnerRatingsReportParameters(args);",
"public static async Task<CreditDefaultRatesReportParameter[]> GetCreditDefaultRatesReportParametersAsync(this IWorkspace workspace, ImportArgs args) {",
"\n var partnerRatings = await workspace.GetPartnerRatingsReportParametersAsync(args);",
"\n ",
"\n var creditDefaultRates = (await workspace.LoadCurrentAndPreviousParameterAsync<CreditDefaultRate>(args, x => x.CreditRiskRating))",
"\n .Values",
Expand Down