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Migrate Base code #29

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Merged
dcolleoni merged 2 commits into from
Sep 28, 2022
Merged

Migrate Base code #29

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6d7c59e
base code
dcolleoni Sep 28, 2022
1f545cd
correct broken links
dcolleoni Sep 28, 2022
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386 changes: 386 additions & 0 deletions Constants/Consts.ipynb
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{
"metadata": {
"kernelspec": {
"display_name": "Formula Framework",
"language": "C#",
"name": "C#"
},
"toc-autonumbering": "True",
"toc-showcode": "False",
"toc-showmarkdowntxt": "False",
"authors": [],
"language_info": {
"file_extension": ".cs",
"mimetype": "text/plain",
"name": "C#"
}
},
"nbformat": 4,
"nbformat_minor": 5,
"cells": [
{
"id": "2kYu9e9ygUipdOuqA9Hk6A",
"cell_type": "markdown",
"source": [
"<p style=\"font-weight:bold;\"> <span style=\"font-size: 36px\"> Consts </span> </p>"
],
"metadata": {}
},
{
"id": "DmUpa-myfk6s7tnBoktcyw",
"cell_type": "markdown",
"source": [
"# Numerical Precision"
],
"metadata": {}
},
{
"id": "KG3zmL2K_kGTNzWA2eQJvg",
"cell_type": "code",
"source": [
"public const double Precision = 1E-5;"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "gMPLPUb7kUiJnLQWtEkkFA",
"cell_type": "code",
"source": [
"public const double ProjectionPrecision = 1E-3;"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "gv0HnKTwuU--7Xo8e6UU2w",
"cell_type": "code",
"source": [
"public const double BenchmarkPrecision = 1E-4;"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "gbuDd5t2Ike1Jq-lnVVIqg",
"cell_type": "markdown",
"source": [
"# Time Period"
],
"metadata": {}
},
{
"id": "oX6yOw75DE-NwrYkdYTmzg",
"cell_type": "code",
"source": [
"public const int CurrentPeriod = 0; "
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "2XFjLebnDEWBoNCyq6lKgg",
"cell_type": "code",
"source": [
"public const int PreviousPeriod = -1; "
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "5ydvfd1abEm-CSTH-csz-g",
"cell_type": "code",
"source": [
"public const int MonthInAYear = 12;"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "yhpv5BPDJUGKucF6Y_AVeQ",
"cell_type": "markdown",
"source": [
"# Defaults"
],
"metadata": {}
},
{
"id": "uOfb6nvi8USI3mPOH8YvwQ",
"cell_type": "code",
"source": [
"public const int DefaultDataNodeActivationMonth = 1;"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "ZU5IN71RqEmHfRQSSCUvnw",
"cell_type": "code",
"source": [
"public const double DefaultPremiumExperienceAdjustmentFactor = 1.0;"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "KNUzhe58B0GBnCuZD1ATOg",
"cell_type": "markdown",
"source": [
"# Names"
],
"metadata": {}
},
{
"id": "hZGPPDopiECnoXlB48cB2Q",
"cell_type": "code",
"source": [
"public const string Main = nameof(Main);"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "w5Zs2AGjxkWgRQfAGs8BIA",
"cell_type": "code",
"source": [
"public const string Default = nameof(Default);"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "jAyhudwOJkmsPwMaZM1P4g",
"cell_type": "code",
"source": [
"public const string ValueType = nameof(ValueType);"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "Aj_qnZxiqUeFHk088tNruA",
"cell_type": "markdown",
"source": [
"GroupCurrency defines the SystemName (from Currency Dimension) to be used as the Group Currency."
],
"metadata": {}
},
{
"id": "pvlhKSXdW0Wt3dns45SWfQ",
"cell_type": "code",
"source": [
"public const string GroupCurrency = \"CHF\";"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "9SCJFj6zcUK_5Uczpicjjw",
"cell_type": "markdown",
"source": [
"# Import Formats"
],
"metadata": {}
},
{
"id": "xEDrrk_AxUicpKHTSr6acA",
"cell_type": "code",
"source": [
"public static class ImportFormats{",
"\n public const string Cashflow = nameof(Cashflow);",
"\n public const string Actual = nameof(Actual);",
"\n public const string DataNodeParameter = nameof(DataNodeParameter);",
"\n public const string SimpleValue = nameof(SimpleValue);",
"\n public const string Opening = nameof(Opening);",
"\n}"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "DQHpY4V8xUOGR8L84B7DTg",
"cell_type": "markdown",
"source": [
"# IFRS specific"
],
"metadata": {}
},
{
"id": "YjgOf6OCyUuxcwR9IhoZvA",
"cell_type": "code",
"source": [
"public static class ValuationApproaches{",
"\n public const string BBA = nameof(BBA); //Building Block Approach",
"\n public const string VFA = nameof(VFA); //Variable Fee Approach",
"\n public const string PAA = nameof(PAA); //Premium Allocation Approach",
"\n}"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "pMhVfzvrjkyXcNpx0Tn4wA",
"cell_type": "code",
"source": [
"public static class LiabilityTypes{",
"\n public const string LRC = nameof(LRC); //Liability for Remaining Coverage",
"\n public const string LIC = nameof(LIC); //Liability Incurred Claims",
"\n}"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "1eDEjgoZmEOfPbRzZthlTQ",
"cell_type": "code",
"source": [
"public static class CalculationTypes{",
"\n public const string BE = nameof(BE); //Best Estimate",
"\n public const string CU = nameof(CU); //Coverage Units",
"\n public const string RA = nameof(RA); //Risk Adjustment",
"\n}"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "b6cmqzNyQ0q0McHf-Rf5lw",
"cell_type": "code",
"source": [
"public static class EstimateTypes{",
"\n public const string BE = nameof(BE); //Best Estimate",
"\n public const string RA = nameof(RA); //Risk Adjustment",
"\n public const string A = nameof(A); //Actuals",
"\n public const string AA = nameof(AA); //Advance Actuals",
"\n public const string OA = nameof(OA); //Overdue Actuals",
"\n public const string DA = nameof(DA); //Deferrable Actuals",
"\n public const string C = nameof(C); //Contractual Service Margin",
"\n public const string L = nameof(L); //Loss Component",
"\n public const string LR = nameof(LR); //Loss Recovery",
"\n public const string F = nameof(F); //factors",
"\n public const string FCF = nameof(FCF); //Fulfilment Cash flows",
"\n public const string BEPA = nameof(BEPA); //Experience Adjusted BE Premium to Csm",
"\n public const string APA = nameof(APA); //Experience Adjusted Written Actual Premium to Csm",
"\n public const string AAPA = nameof(AAPA); //Experience Adjusted Advance Actual Premium to Csm",
"\n public const string OAPA = nameof(OAPA); //Experience Adjusted Overdue Actual Premium to Csm",
"\n}"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "vCJNvDF6D02HPepD8ay2pA",
"cell_type": "code",
"source": [
"public static class AocTypes{",
"\n public const string BOP = nameof(BOP);",
"\n public const string MC = nameof(MC);",
"\n public const string RCU = nameof(RCU);",
"\n public const string CF = nameof(CF);",
"\n public const string IA = nameof(IA);",
"\n public const string YCU = nameof(YCU);",
"\n public const string CRU = nameof(CRU);",
"\n public const string WO = nameof(WO);",
"\n public const string EV = nameof(EV);",
"\n public const string CL = nameof(CL);",
"\n public const string EA = nameof(EA);",
"\n public const string AM = nameof(AM);",
"\n public const string FX = nameof(FX);",
"\n public const string EOP = nameof(EOP);",
"\n}"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "OE45Je2KUk6WlHo9upd5fA",
"cell_type": "code",
"source": [
"public static class Novelties{",
"\n public const string I = nameof(I); //In-Force",
"\n public const string N = nameof(N); //New Business",
"\n public const string C = nameof(C); //All Novelties Combined",
"\n}"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "BUPmJSTjdkuP8nR7MJyQiw",
"cell_type": "code",
"source": [
"public static class EconomicBases{",
"\n public const string L = nameof(L); //Locked Interest Rates",
"\n public const string C = nameof(C); //Current Interest Rates",
"\n public const string N = nameof(N); //Nominal Interest Rates",
"\n}"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "-cRhXT5tKE-834Umpyaudw",
"cell_type": "code",
"source": [
"public static class AmountTypes{",
"\n public const string ACA = nameof(ACA); //Attributable Commissions Acquisition",
"\n public const string AEA = nameof(AEA); //Attributable Expenses Acquisition",
"\n public const string CDR = nameof(CDR); //Credit Default Risk",
"\n public const string CL = nameof(CL); //Claims",
"\n public const string PR = nameof(PR); //Premiums",
"\n public const string NIC = nameof(NIC); //Claims Non-Investment component",
"\n public const string ICO = nameof(ICO); //Claims Investment component",
"\n public const string NE = nameof(NE); //Non Attributable Expenses",
"\n public const string ACM = nameof(ACM); //Attributable Commissions Maintenance",
"\n public const string AEM = nameof(AEM); //Attributable Expenses Maintenance",
"\n public const string AC = nameof(AC); //Attributable Commissions",
"\n public const string AE = nameof(AE); //Attributable Expenses",
"\n}"
],
"metadata": {},
"execution_count": 1,
"outputs": []
},
{
"id": "e33hFwGm9kmVNOsShmvn4w",
"cell_type": "markdown",
"source": [
"# Insurance specific"
],
"metadata": {}
},
{
"id": "9n2de6iCUEKECrkoUtSuiw",
"cell_type": "code",
"source": [
"public static class LineOfBusinesses{",
"\n public const string LI = nameof(LI); //Life",
"\n public const string NL = nameof(NL); //Non-Life",
"\n}"
],
"metadata": {},
"execution_count": 1,
"outputs": []
}
]
}
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