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Hot fix loreco #214

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Merged
dcolleoni merged 5 commits into from
Feb 21, 2023
Merged

Hot fix loreco #214

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caf13b3
debug import scopes
dcolleoni Feb 1, 2023
50f326f
enhance technical margin test - reproduce the bug -
dcolleoni Feb 7, 2023
1cdac93
fix and increase test coverage
dcolleoni Feb 9, 2023
6efa96c
clean up
dcolleoni Feb 9, 2023
d17f460
typos
dcolleoni Feb 10, 2023
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16 changes: 7 additions & 9 deletions ifrs17/Import/ImportScopeCalculation.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -1869,7 +1869,7 @@
"\n //Switch",
"\n static ApplicabilityBuilder ScopeApplicabilityBuilder(ApplicabilityBuilder builder) => ",
"\n builder.ForScope<AllocateTechnicalMargin>(s => s",
"\n .WithApplicability<AllocateTechnicalMarginForReinsuranceCL>(x => x.Identity.IsReinsurance && x.Identity.AocType == AocTypes.CL) ",
"\n .WithApplicability<AllocateTechnicalMarginForReinsuranceCL>(x => x.Identity.IsReinsurance && x.Identity.AocType == AocTypes.CL)",
"\n .WithApplicability<AllocateTechnicalMarginForReinsurance>(x => x.Identity.IsReinsurance, ",
"\n p => p.ForMember(s => s.ComputedEstimateType)",
"\n .ForMember(s => s.HasSwitch))",
Expand All @@ -1881,11 +1881,10 @@
"\n ",
"\n [NotVisible] double AggregatedTechnicalMargin => GetScope<TechnicalMargin>(Identity).AggregatedValue; ",
"\n [NotVisible] double TechnicalMargin => GetScope<TechnicalMargin>(Identity).Value;",
"\n ",
"\n [NotVisible] string ComputedEstimateType => ComputeEstimateType(GetScope<TechnicalMargin>(Identity).AggregatedValue + TechnicalMargin);",
"\n [NotVisible] bool HasSwitch => ComputedEstimateType != ComputeEstimateType(GetScope<TechnicalMargin>(Identity).AggregatedValue);",
"\n ",
"\n //Allocate ",
"\n //Allocate",
"\n [NotVisible] string EstimateType => GetContext();",
"\n ",
"\n double Value => (HasSwitch, EstimateType == ComputedEstimateType) switch {",
Expand Down Expand Up @@ -1914,14 +1913,14 @@
"\n",
"\npublic interface AllocateTechnicalMarginForReinsurance : AllocateTechnicalMargin",
"\n{ ",
"\n //TODO add Reinsurance Coverage Update (RCU, Novelty=I) AocStep",
"\n //TODO add Reinsurance Coverage Update (RCU, Novelty=I) AocStep",
"\n private IEnumerable<string> underlyingGic => GetStorage().GetUnderlyingGic(Identity);",
"\n ",
"\n private double weightedUnderlyingTM => underlyingGic.Sum(gic => GetStorage().GetReinsuranceCoverage(Identity, gic) * ",
"\n GetScope<AllocateTechnicalMargin>(Identity with {DataNode = gic}).TechnicalMargin);",
"\n GetScope<TechnicalMargin>(Identity with {DataNode = gic}).Value);",
"\n ",
"\n private double weightedUnderlyingAggregatedTM => underlyingGic.Sum(gic => GetStorage().GetReinsuranceCoverage(Identity, gic) * ",
"\n GetScope<AllocateTechnicalMargin>(Identity with {DataNode = gic}).AggregatedTechnicalMargin);",
"\n GetScope<TechnicalMargin>(Identity with {DataNode = gic}).AggregatedValue);",
"\n ",
"\n private string ComputeReinsuranceEstimateType(double aggregatedFcf) => aggregatedFcf > Precision ? EstimateTypes.LR : EstimateTypes.C;",
"\n ",
Expand All @@ -1935,10 +1934,10 @@
"\n private IEnumerable<string> underlyingGic => GetStorage().GetUnderlyingGic(Identity);",
"\n ",
"\n private double weightedUnderlyingTM => underlyingGic.Sum(gic => GetStorage().GetReinsuranceCoverage(Identity, gic) * ",
"\n GetScope<AllocateTechnicalMargin>(Identity with {DataNode = gic}).TechnicalMargin);",
"\n GetScope<TechnicalMargin>(Identity with {DataNode = gic}).Value);",
"\n ",
"\n private double weightedUnderlyingAggregatedTM => underlyingGic.Sum(gic => GetStorage().GetReinsuranceCoverage(Identity, gic) * ",
"\n GetScope<AllocateTechnicalMargin>(Identity with {DataNode = gic}).AggregatedTechnicalMargin);",
"\n GetScope<TechnicalMargin>(Identity with {DataNode = gic}).AggregatedValue);",
"\n private string ComputeReinsuranceEstimateType(double aggregatedFcf) => aggregatedFcf > Precision ? EstimateTypes.LR : EstimateTypes.C;",
"\n ",
"\n string AllocateTechnicalMargin.ComputedEstimateType => ComputeReinsuranceEstimateType(weightedUnderlyingAggregatedTM + weightedUnderlyingTM);",
Expand Down Expand Up @@ -1970,7 +1969,6 @@
"\n : (double)default; });",
"\n",
"\n [NotVisible] bool AllocateTechnicalMargin.HasSwitch => Math.Abs(balancingValue) > Precision;",
"\n ",
"\n [NotVisible] double AllocateTechnicalMargin.AggregatedTechnicalMargin => balancingValue;",
"\n}",
"\n",
Expand Down
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