From 2e4f26895f1fa1ca62df63b23d34e00db6e20db9 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Thu, 13 Apr 2023 23:31:09 +0200 Subject: [PATCH 01/40] ex 52 and 57 --- .../Constants/CalculationEngine.ipynb | 3 +- .../DataNodeParameters_FR_2020_12.csv | 13 ++++ .../DataNodes/DataNodeStates_FR_2020_12.csv | 10 +++ .../Files/DataNodes/DataNodes_FR.csv | 23 ++++++ ifrs17-template/Files/Dimensions.csv | 1 + .../Files/Parameters/YieldCurve_2019_12.csv | 16 +++-- .../Files/Parameters/YieldCurve_2020_3.csv | 9 ++- .../TransactionalData/Actuals_FR_2020_12.csv | 11 +++ .../NominalCashflows_FR_2020_12.csv | 25 +++++++ .../InitSystemorphBaseToMemory.ipynb | 6 +- .../InitSystemorphToMemory.ipynb | 70 +++++++++---------- ifrs17-template/Report/ParameterReports.ipynb | 6 +- 12 files changed, 139 insertions(+), 54 deletions(-) create mode 100644 ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv create mode 100644 ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv create mode 100644 ifrs17-template/Files/DataNodes/DataNodes_FR.csv create mode 100644 ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv create mode 100644 ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv diff --git a/ifrs17-template/Constants/CalculationEngine.ipynb b/ifrs17-template/Constants/CalculationEngine.ipynb index b03048c8..c73051b7 100644 --- a/ifrs17-template/Constants/CalculationEngine.ipynb +++ b/ifrs17-template/Constants/CalculationEngine.ipynb @@ -22,7 +22,8 @@ "var projectName = \"ifrs17\";", "\nvar environmentName = \"v1.2.0\";", "\nvar notebookName = \"CalculationEngine\";", - "\nvar calculationEngine = $\"#!import \\\"//{projectName}/{environmentName}/{notebookName}\\\"\";" + "\nvar calculationEngine = $\"#!import \\\"//{projectName}/{environmentName}/{notebookName}\\\"\";", + "\ncalculationEngine = $\"#!import \\\"../../ifrs17/CalculationEngine\\\"\";" ], "metadata": {}, "execution_count": 0, diff --git a/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv b/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv new file mode 100644 index 00000000..8895b98d --- /dev/null +++ b/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv @@ -0,0 +1,13 @@ +@@Main,, +ReportingNode,Year,Month +FR,2020,12 +,, +@@SingleDataNodeParameter,, +DataNode,PremiumAllocation, +EY52BBA.1,1, +EY52PPA.1,1, +EY57BBAG.1,1, +,, +@@InterDataNodeParameter,, +DataNode,LinkedDataNode,ReinsuranceCoverage +EY57BBAG.1,EY57BBAR.1,0.3 diff --git a/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv b/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv new file mode 100644 index 00000000..c4abf803 --- /dev/null +++ b/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv @@ -0,0 +1,10 @@ +@@Main,, +ReportingNode,Year,Month +FR,2020,12 +,, +@@DataNodeState,, +DataNode,State, +EY52BBA.1,Active, +EY52PPA.1,Active, +EY57BBAG.1,Active, +EY57BBAR.1,Active, diff --git a/ifrs17-template/Files/DataNodes/DataNodes_FR.csv b/ifrs17-template/Files/DataNodes/DataNodes_FR.csv new file mode 100644 index 00000000..cedceff5 --- /dev/null +++ b/ifrs17-template/Files/DataNodes/DataNodes_FR.csv @@ -0,0 +1,23 @@ +@@Main,,,,,, +ReportingNode,,,,,, +FR,,,,,, +,,,,,, +@@InsurancePortfolio,,,,,, +SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, +EY52BBA,52 BBA,EUR,MOT,BBA,, +EY52PPA,52 PAA,EUR,MOT,PAA,, +EY57BBAG,57 BBA Gross,EUR,MOT,BBA,, +,,,,,, +@@GroupOfInsuranceContract,,,,,, +SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,YieldCurveName +EY52BBA.1,52 BBA,EY52BBA,2020,LRC,P,NoDiscount +EY52PPA.1,52 PAA,EY52PPA,2020,LRC,P,NoDiscount +EY57BBAG.1,57 BBA Gross,EY57BBAG,2020,LRC,P,NoDiscount +,,,,,, +@@ReinsurancePortfolio,,,,,, +SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, +EY57BBAR,57 BBA Reinsurance,EUR,MOT,BBA,, +,,,,,, +@@GroupOfReinsuranceContract,,,,,, +SystemName,DisplayName,ReinsurancePortfolio,AnnualCohort,LiabilityType,Profitability,Partner +EY57BBAR.1,57 BBA Reinsurance,EY57BBAR,2020,LRC,P,PT1 diff --git a/ifrs17-template/Files/Dimensions.csv b/ifrs17-template/Files/Dimensions.csv index 85a30f1d..db0b638b 100644 --- a/ifrs17-template/Files/Dimensions.csv +++ b/ifrs17-template/Files/Dimensions.csv @@ -234,6 +234,7 @@ LICDW10pct,Lic Down 10pct,,,,,,,,,, @@ValuationApproach,,,,,,,,,,, SystemName,DisplayName,,,,,,,,,, BBA,Building Block Approach,,,,,,,,,, +PAA,Premium Allocation Approach,,,,,,,,,, ,,,,,,,,,,, @@ProjectionConfiguration,,,,,,,,,,, SystemName,DisplayName,Shift,TimeStep,,,,,,,, diff --git a/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv b/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv index 657f3e7e..b48dd069 100644 --- a/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv +++ b/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv @@ -1,7 +1,9 @@ -@@Main -Year,Month -2019,12 -@@YieldCurve -Currency,Values0,Values1,Values2,Values3 -CHF,0,0,0.015,0.02 -XTSHY,0.85,0.85,0.85,0.85 \ No newline at end of file +@@Main,,,,, +Year,Month,,,, +2019,12,,,, +@@YieldCurve,,,,, +Currency,Name,Values0,Values1,Values2,Values3 +CHF,,0,0,0.015,0.02 +XTSHY,,0.85,0.85,0.85,0.85 +EUR,,0,,, +EUR,NoDiscount,0,,, diff --git a/ifrs17-template/Files/Parameters/YieldCurve_2020_3.csv b/ifrs17-template/Files/Parameters/YieldCurve_2020_3.csv index 266e8682..8b8ccfd8 100644 --- a/ifrs17-template/Files/Parameters/YieldCurve_2020_3.csv +++ b/ifrs17-template/Files/Parameters/YieldCurve_2020_3.csv @@ -1,8 +1,7 @@ -@@Main -Year,Month -2020,3 -@@YieldCurve +@@Main,,,, +Year,Month,,, +2020,3,,, +@@YieldCurve,,,, Currency,Values0,Values1,Values2,Values3 -EUR,0.008685495,0.008685495,0.018498471,0.019966839 USD,0.002,0.002,0.002,0.002 GBP,0.01,0.015,0.02,0.02 diff --git a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv new file mode 100644 index 00000000..e5f9359c --- /dev/null +++ b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv @@ -0,0 +1,11 @@ +@@Main,,,,, +ReportingNode,Year,Month,Scenario ,, +FR,2020,12,,, +@@Actual,,,,, +DataNode,AocType,AmountType,EstimateType,AccidentYear,Value +EY52BBA.1,CF,PR,A,,2000 +EY52BBA.1,CF,NIC,A,,-900 +EY57BBAG.1,CF,PR,A,,1000 +EY57BBAG.1,CF,NIC,A,,-900 +EY57BBAR.1,CF,PR,A,,-300 +EY57BBAR.1,CF,NIC,A,,270 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv new file mode 100644 index 00000000..ebcd71bd --- /dev/null +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv @@ -0,0 +1,25 @@ +@@Main,,,,,,,,,,,,,,,,,,,,,,,,,,,,, +ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,, +FR,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,, +@@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,, +DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11,Values12,Values13,Values14,Values15,Values16,Values17,Values18,Values19,Values20,Values21,Values22,Values23 +EY52BBA.1,PR,BE,BOP,N,,2000,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0 +EY52BBA.1,NIC,BE,BOP,N,,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75 +EY52BBA.1,NIC,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667 +EY52BBA.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0 +EY52BBA.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667 +EY52BBA.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 +EY57BBAG.1,PR,BE,BOP,N,,1000,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57BBAG.1,NIC,BE,BOP,N,,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,,,,,,,,,,,, +EY57BBAG.1,,RA,BOP,N,,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,,,,,,,,,,,, +EY57BBAG.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57BBAG.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57BBAG.1,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57BBAG.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, +EY57BBAR.1,PR,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,,,,,,,,,,,, +EY57BBAR.1,NIC,BE,BOP,N,,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,,,,,,,,,,,, +EY57BBAR.1,,RA,BOP,N,,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,,,,,,,,,,,, +EY57BBAR.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57BBAR.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57BBAR.1,,BOP,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57BBAR.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, diff --git a/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb b/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb index 425b716a..0a471367 100644 --- a/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb +++ b/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb @@ -76,7 +76,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/DataNodes/DataNodes_CH.csv\")", + "await Import.FromFile(\"../Files/DataNodes/DataNodes_FR.csv\")", "\n .WithFormat(ImportFormats.DataNode)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -89,7 +89,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/DataNodes/DataNodeStates_CH_2020_12.csv\")", + "await Import.FromFile(\"../Files/DataNodes/DataNodeStates_FR_2020_12.csv\")", "\n .WithFormat(ImportFormats.DataNodeState)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -102,7 +102,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/DataNodes/DataNodeParameters_CH_2020_12.csv\")", + "await Import.FromFile(\"../Files/DataNodes/DataNodeParameters_FR_2020_12.csv\")", "\n .WithFormat(ImportFormats.DataNodeParameter)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", diff --git a/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb b/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb index 43ed45fe..4788464f 100644 --- a/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb +++ b/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb @@ -66,11 +66,11 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/TransactionalData/Openings_CH_2020_12.csv\")", - "\n .WithFormat(ImportFormats.Opening)", - "\n .WithTarget(DataSource)", - "\n .WithActivityLog()", - "\n .ExecuteAsync()" + "// await Import.FromFile(\"../Files/TransactionalData/Openings_CH_2020_12.csv\")", + "\n// .WithFormat(ImportFormats.Opening)", + "\n// .WithTarget(DataSource)", + "\n// .WithActivityLog()", + "\n// .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -79,11 +79,11 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2020_12.csv\")", - "\n .WithFormat(ImportFormats.Cashflow)", - "\n .WithTarget(DataSource)", - "\n .WithActivityLog()", - "\n .ExecuteAsync()" + "// await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2020_12.csv\")", + "\n// .WithFormat(ImportFormats.Cashflow)", + "\n// .WithTarget(DataSource)", + "\n// .WithActivityLog()", + "\n// .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -92,11 +92,11 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/TransactionalData/Actuals_CH_2020_12.csv\")", - "\n .WithFormat(ImportFormats.Actual)", - "\n .WithTarget(DataSource)", - "\n .WithActivityLog()", - "\n .ExecuteAsync()" + "// await Import.FromFile(\"../Files/TransactionalData/Actuals_CH_2020_12.csv\")", + "\n// .WithFormat(ImportFormats.Actual)", + "\n// .WithTarget(DataSource)", + "\n// .WithActivityLog()", + "\n// .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -105,11 +105,11 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2021_3.csv\")", - "\n .WithFormat(ImportFormats.Cashflow)", - "\n .WithTarget(DataSource)", - "\n .WithActivityLog()", - "\n .ExecuteAsync()" + "// await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2021_3.csv\")", + "\n// .WithFormat(ImportFormats.Cashflow)", + "\n// .WithTarget(DataSource)", + "\n// .WithActivityLog()", + "\n// .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -118,11 +118,11 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/TransactionalData/Actuals_CH_2021_3.csv\")", - "\n .WithFormat(ImportFormats.Actual)", - "\n .WithTarget(DataSource)", - "\n .WithActivityLog()", - "\n .ExecuteAsync()" + "// await Import.FromFile(\"../Files/TransactionalData/Actuals_CH_2021_3.csv\")", + "\n// .WithFormat(ImportFormats.Actual)", + "\n// .WithTarget(DataSource)", + "\n// .WithActivityLog()", + "\n// .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -131,11 +131,11 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/TransactionalData/SimpleValue_CH_2020_12.csv\")", - "\n .WithFormat(ImportFormats.SimpleValue )", - "\n .WithTarget(DataSource)", - "\n .WithActivityLog()", - "\n .ExecuteAsync()" + "// await Import.FromFile(\"../Files/TransactionalData/SimpleValue_CH_2020_12.csv\")", + "\n// .WithFormat(ImportFormats.SimpleValue )", + "\n// .WithTarget(DataSource)", + "\n// .WithActivityLog()", + "\n// .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -144,11 +144,11 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2020_12_MTUP10pct.csv\")", - "\n .WithFormat(ImportFormats.Cashflow)", - "\n .WithTarget(DataSource)", - "\n .WithActivityLog()", - "\n .ExecuteAsync()" + "// await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2020_12_MTUP10pct.csv\")", + "\n// .WithFormat(ImportFormats.Cashflow)", + "\n// .WithTarget(DataSource)", + "\n// .WithActivityLog()", + "\n// .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, diff --git a/ifrs17-template/Report/ParameterReports.ipynb b/ifrs17-template/Report/ParameterReports.ipynb index d89cd3a0..308ec952 100644 --- a/ifrs17-template/Report/ParameterReports.ipynb +++ b/ifrs17-template/Report/ParameterReports.ipynb @@ -86,9 +86,9 @@ { "cell_type": "code", "source": [ - "var reportinNode = \"CH\";", - "\nvar year = 2021;", - "\nvar month = 3;", + "var reportinNode = \"FR\";", + "\nvar year = 2020;", + "\nvar month = 12;", "\nvar scenario = (string)default;", "\nvar args = new ImportArgs(reportinNode, year, month, default, scenario, default);" ], From 06167743edfd8685a274a335ad2ab50920957fb9 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Thu, 13 Apr 2023 23:53:05 +0200 Subject: [PATCH 02/40] .. --- .../Files/TransactionalData/NominalCashflows_FR_2020_12.csv | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv index ebcd71bd..aa1d222b 100644 --- a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv @@ -21,5 +21,5 @@ EY57BBAR.1,NIC,BE,BOP,N,,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5, EY57BBAR.1,,RA,BOP,N,,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,,,,,,,,,,,, EY57BBAR.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, EY57BBAR.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, -EY57BBAR.1,,BOP,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57BBAR.1,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, EY57BBAR.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, From d729bc67497e2ec526fc7bd73ddbb4142ec8ed08 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Thu, 13 Apr 2023 23:53:23 +0200 Subject: [PATCH 03/40] wip --- .../Import/CloseImportTemplate.ipynb | 14 ++--- .../InitSystemorphToMemory.ipynb | 20 +++---- ifrs17-template/Report/Reports.ipynb | 60 +++++++++---------- 3 files changed, 47 insertions(+), 47 deletions(-) diff --git a/ifrs17-template/Import/CloseImportTemplate.ipynb b/ifrs17-template/Import/CloseImportTemplate.ipynb index df85f6f5..720e9706 100644 --- a/ifrs17-template/Import/CloseImportTemplate.ipynb +++ b/ifrs17-template/Import/CloseImportTemplate.ipynb @@ -119,11 +119,11 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(pathToFile)", - "\n .WithFormat(format)", - "\n .WithTarget(DataSource)", - "\n .WithActivityLog()", - "\n .ExecuteAsync()" + "// await Import.FromFile(pathToFile)", + "\n// .WithFormat(format)", + "\n// .WithTarget(DataSource)", + "\n// .WithActivityLog()", + "\n// .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -150,7 +150,7 @@ { "cell_type": "code", "source": [ - "var pathToFile = \"../Files/TransactionalData/Openings_CH_2020_12.csv\";" + "var pathToFile = \"../Files/TransactionalData/NominalCashflows_FR_2020_12.csv\";" ], "metadata": {}, "execution_count": 0, @@ -159,7 +159,7 @@ { "cell_type": "code", "source": [ - "var format = ImportFormats.Opening;" + "var format = ImportFormats.Cashflow;" ], "metadata": {}, "execution_count": 0, diff --git a/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb b/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb index 4788464f..e3b30513 100644 --- a/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb +++ b/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb @@ -79,11 +79,11 @@ { "cell_type": "code", "source": [ - "// await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2020_12.csv\")", - "\n// .WithFormat(ImportFormats.Cashflow)", - "\n// .WithTarget(DataSource)", - "\n// .WithActivityLog()", - "\n// .ExecuteAsync()" + "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_FR_2020_12.csv\")", + "\n .WithFormat(ImportFormats.Cashflow)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -92,11 +92,11 @@ { "cell_type": "code", "source": [ - "// await Import.FromFile(\"../Files/TransactionalData/Actuals_CH_2020_12.csv\")", - "\n// .WithFormat(ImportFormats.Actual)", - "\n// .WithTarget(DataSource)", - "\n// .WithActivityLog()", - "\n// .ExecuteAsync()" + "await Import.FromFile(\"../Files/TransactionalData/Actuals_FR_2020_12.csv\")", + "\n .WithFormat(ImportFormats.Actual)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, diff --git a/ifrs17-template/Report/Reports.ipynb b/ifrs17-template/Report/Reports.ipynb index b9dc29aa..0ff03120 100644 --- a/ifrs17-template/Report/Reports.ipynb +++ b/ifrs17-template/Report/Reports.ipynb @@ -94,11 +94,11 @@ "cell_type": "code", "source": [ "var pv = ifrs17.PresentValues;", - "\npv.ReportingNode = \"CH\";", - "\npv.ReportingPeriod = (2021, 3);", + "\npv.ReportingNode = \"FR\";", + "\npv.ReportingPeriod = (2020, 12);", "\npv.CurrencyType = CurrencyType.Contractual;", - "\npv.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"", - "\npv.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.2\"),(\"LiabilityType\", \"LIC\") };", + "\npv.ColumnSlices = new string[]{\"AmountType\"};//\"GroupOfContract\", \"AmountType\"", + "\npv.DataFilter = null;//new [] {(\"EconomicBasis\", \"L\")};", "\n(await pv.ToReportAsync)" ], "metadata": {}, @@ -122,8 +122,8 @@ "cell_type": "code", "source": [ "var ra = ifrs17.RiskAdjustments;", - "\nra.ReportingNode = \"CH\";", - "\nra.ReportingPeriod = (2021, 3);", + "\nra.ReportingNode = \"FR\";", + "\nra.ReportingPeriod = (2020, 12);", "\nra.ColumnSlices = new string[]{};//\"GroupOfContract\", \"EconomicBasis\"", "\nra.DataFilter = null;//new [] {(\"GroupOfContract\", \"DT1.2\")};", "\n(await ra.ToReportAsync)" @@ -150,8 +150,8 @@ "cell_type": "code", "source": [ "var writtenActual = ifrs17.WrittenActuals;", - "\nwrittenActual.ReportingNode = \"CH\";", - "\nwrittenActual.ReportingPeriod = (2021, 3);", + "\nwrittenActual.ReportingNode = \"FR\";", + "\nwrittenActual.ReportingPeriod = (2020, 12);", "\nwrittenActual.ColumnSlices = new string[]{};//\"GroupOfContract\"", "\nwrittenActual.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await writtenActual.ToReportAsync)" @@ -178,8 +178,8 @@ "cell_type": "code", "source": [ "var accrualActual = ifrs17.AccrualActuals;", - "\naccrualActual.ReportingNode = \"CH\";", - "\naccrualActual.ReportingPeriod = (2021, 3);", + "\naccrualActual.ReportingNode = \"FR\";", + "\naccrualActual.ReportingPeriod = (2020, 12);", "\naccrualActual.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"", "\naccrualActual.DataFilter = null; //new [] {(\"EstimateType\", \"AA\")};", "\n(await accrualActual.ToReportAsync)" @@ -203,8 +203,8 @@ "cell_type": "code", "source": [ "var deferrableActual = ifrs17.DeferralActuals;", - "\ndeferrableActual.ReportingNode = \"CH\";", - "\ndeferrableActual.ReportingPeriod = (2021, 3);", + "\ndeferrableActual.ReportingNode = \"FR\";", + "\ndeferrableActual.ReportingPeriod = (2020, 12);", "\ndeferrableActual.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"", "\ndeferrableActual.DataFilter = null;//new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await deferrableActual.ToReportAsync)" @@ -232,8 +232,8 @@ "cell_type": "code", "source": [ "var fulfillmentCashflows = ifrs17.FulfillmentCashflows;", - "\nfulfillmentCashflows.ReportingNode = \"CH\";", - "\nfulfillmentCashflows.ReportingPeriod = (2021, 3);", + "\nfulfillmentCashflows.ReportingNode = \"FR\";", + "\nfulfillmentCashflows.ReportingPeriod = (2020, 12);", "\nfulfillmentCashflows.ColumnSlices = new string[]{};//\"EstimateType\"", "\nfulfillmentCashflows.DataFilter = null;// new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await fulfillmentCashflows.ToReportAsync)" @@ -257,8 +257,8 @@ "cell_type": "code", "source": [ "var experienceAdjustments = ifrs17.ExperienceAdjustments;", - "\nexperienceAdjustments.ReportingNode = \"CH\";", - "\nexperienceAdjustments.ReportingPeriod = (2021, 3);", + "\nexperienceAdjustments.ReportingNode = \"FR\";", + "\nexperienceAdjustments.ReportingPeriod = (2020, 12);", "\nexperienceAdjustments.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"", "\nexperienceAdjustments.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await experienceAdjustments.ToReportAsync)" @@ -283,8 +283,8 @@ "cell_type": "code", "source": [ "var technicalMargins = ifrs17.TechnicalMargins;", - "\ntechnicalMargins.ReportingNode = \"CH\";", - "\ntechnicalMargins.ReportingPeriod = (2021, 3);", + "\ntechnicalMargins.ReportingNode = \"FR\";", + "\ntechnicalMargins.ReportingPeriod = (2020, 12);", "\ntechnicalMargins.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"", "\ntechnicalMargins.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await technicalMargins.ToReportAsync)" @@ -310,8 +310,8 @@ "cell_type": "code", "source": [ "var allocatedTechnicalMargins = ifrs17.AllocatedTechnicalMargins;", - "\nallocatedTechnicalMargins.ReportingNode = \"CH\";", - "\nallocatedTechnicalMargins.ReportingPeriod = (2021, 3);", + "\nallocatedTechnicalMargins.ReportingNode = \"FR\";", + "\nallocatedTechnicalMargins.ReportingPeriod = (2020, 12);", "\nallocatedTechnicalMargins.ColumnSlices = new string[]{};//\"GroupOfContract\", \"EstimateType\"", "\nallocatedTechnicalMargins.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await allocatedTechnicalMargins.ToReportAsync)" @@ -335,8 +335,8 @@ "cell_type": "code", "source": [ "var actuarialLrc = ifrs17.ActuarialLrc;", - "\nactuarialLrc.ReportingNode = \"CH\";", - "\nactuarialLrc.ReportingPeriod = (2021, 3);", + "\nactuarialLrc.ReportingNode = \"FR\";", + "\nactuarialLrc.ReportingPeriod = (2020, 12);", "\nactuarialLrc.ColumnSlices = new string[]{};//\"GroupOfContract\"", "\nactuarialLrc.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await actuarialLrc.ToReportAsync)" @@ -360,8 +360,8 @@ "cell_type": "code", "source": [ "var lrc = ifrs17.Lrc;", - "\nlrc.ReportingNode = \"CH\";", - "\nlrc.ReportingPeriod = (2021, 3);", + "\nlrc.ReportingNode = \"FR\";", + "\nlrc.ReportingPeriod = (2020, 12);", "\nlrc.ColumnSlices = new string[]{};//\"GroupOfContract\",", "\nlrc.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await lrc.ToReportAsync)" @@ -385,8 +385,8 @@ "cell_type": "code", "source": [ "var actuarialLic = ifrs17.ActuarialLic;", - "\nactuarialLic.ReportingNode = \"CH\";", - "\nactuarialLic.ReportingPeriod = (2021, 3);", + "\nactuarialLic.ReportingNode = \"FR\";", + "\nactuarialLic.ReportingPeriod = (2020, 12);", "\nactuarialLic.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"", "\nactuarialLic.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await actuarialLic.ToReportAsync)" @@ -410,8 +410,8 @@ "cell_type": "code", "source": [ "var lic = ifrs17.Lic;", - "\nlic.ReportingNode = \"CH\";", - "\nlic.ReportingPeriod = (2021, 3);", + "\nlic.ReportingNode = \"FR\";", + "\nlic.ReportingPeriod = (2020, 12);", "\nlic.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"", "\nlic.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await lic.ToReportAsync)" @@ -437,8 +437,8 @@ "cell_type": "code", "source": [ "var financialPerformance = ifrs17.FinancialPerformance;", - "\nfinancialPerformance.ReportingNode = \"CH\";", - "\nfinancialPerformance.ReportingPeriod = (2021, 3);", + "\nfinancialPerformance.ReportingNode = \"FR\";", + "\nfinancialPerformance.ReportingPeriod = (2020, 12);", "\nfinancialPerformance.ColumnSlices = new string[]{};//\"GroupOfContract\"", "\nfinancialPerformance.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await financialPerformance.ToReportAsync) with {GroupDefaultExpanded = 3}" From 54d077d53966b09408d567e65808ba8ba05b0ea6 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Fri, 14 Apr 2023 10:35:10 +0200 Subject: [PATCH 04/40] 58 --- .../DataNodeParameters_FR_2020_12.csv | 8 +++- .../DataNodes/DataNodeStates_FR_2020_12.csv | 6 ++- .../Files/DataNodes/DataNodes_FR.csv | 13 ++++-- ifrs17-template/Files/Dimensions.csv | 1 + .../Files/Parameters/CreditDefaultRate.csv | 1 + .../Files/Parameters/PartnerRating.csv | 5 ++- .../TransactionalData/Actuals_FR_2020_12.csv | 14 ++++-- .../NominalCashflows_FR_2020_12.csv | 43 +++++++++++++------ 8 files changed, 63 insertions(+), 28 deletions(-) diff --git a/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv b/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv index 8895b98d..4bae627c 100644 --- a/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv +++ b/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv @@ -6,8 +6,12 @@ FR,2020,12 DataNode,PremiumAllocation, EY52BBA.1,1, EY52PPA.1,1, -EY57BBAG.1,1, +EY57G.1,1, +EY58G.1,1, +EY58G.2,1, ,, @@InterDataNodeParameter,, DataNode,LinkedDataNode,ReinsuranceCoverage -EY57BBAG.1,EY57BBAR.1,0.3 +EY57G.1,EY57R.1,0.3 +EY58G.1,EY58R.1,0.3 +EY58G.2,EY58R.1,0.3 diff --git a/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv b/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv index c4abf803..cb129a3e 100644 --- a/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv +++ b/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv @@ -6,5 +6,7 @@ FR,2020,12 DataNode,State, EY52BBA.1,Active, EY52PPA.1,Active, -EY57BBAG.1,Active, -EY57BBAR.1,Active, +EY57G.1,Active, +EY57R.1,Active, +EY58G.1,Active, +EY58R.1,Active, diff --git a/ifrs17-template/Files/DataNodes/DataNodes_FR.csv b/ifrs17-template/Files/DataNodes/DataNodes_FR.csv index cedceff5..a3c79bae 100644 --- a/ifrs17-template/Files/DataNodes/DataNodes_FR.csv +++ b/ifrs17-template/Files/DataNodes/DataNodes_FR.csv @@ -6,18 +6,23 @@ FR,,,,,, SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, EY52BBA,52 BBA,EUR,MOT,BBA,, EY52PPA,52 PAA,EUR,MOT,PAA,, -EY57BBAG,57 BBA Gross,EUR,MOT,BBA,, +EY57G,57 Gross,EUR,MOT,BBA,, +EY58G,58 Gross,EUR,MOT,BBA,, ,,,,,, @@GroupOfInsuranceContract,,,,,, SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,YieldCurveName EY52BBA.1,52 BBA,EY52BBA,2020,LRC,P,NoDiscount EY52PPA.1,52 PAA,EY52PPA,2020,LRC,P,NoDiscount -EY57BBAG.1,57 BBA Gross,EY57BBAG,2020,LRC,P,NoDiscount +EY57G.1,57 Gross Profitable,EY57G,2020,LRC,P,NoDiscount +EY58G.1,58 Gross Profitable,EY58G,2020,LRC,P,NoDiscount +EY58G.2,58 Gross Onerous,EY58G,2020,LRC,O,NoDiscount ,,,,,, @@ReinsurancePortfolio,,,,,, SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, -EY57BBAR,57 BBA Reinsurance,EUR,MOT,BBA,, +EY57R,57 Reinsurance,EUR,MOT,BBA,, +EY58R,58 Reinsurance,EUR,MOT,BBA,, ,,,,,, @@GroupOfReinsuranceContract,,,,,, SystemName,DisplayName,ReinsurancePortfolio,AnnualCohort,LiabilityType,Profitability,Partner -EY57BBAR.1,57 BBA Reinsurance,EY57BBAR,2020,LRC,P,PT1 +EY57R.1,57 Reinsurance,EY57R,2020,LRC,P,PTI +EY58R.1,58 Reinsurance ,EY58R,2020,LRC,U,PTI diff --git a/ifrs17-template/Files/Dimensions.csv b/ifrs17-template/Files/Dimensions.csv index db0b638b..f2a8106b 100644 --- a/ifrs17-template/Files/Dimensions.csv +++ b/ifrs17-template/Files/Dimensions.csv @@ -163,6 +163,7 @@ Default,Default,,,,,,,,,, @@Partner,,,,,,,,,,, SystemName,DisplayName,,,,,,,,,, PT1,Partner1,,,,,,,,,, +PTI,Internal Partner,,,,,,,,,, ,,,,,,,,,,, @@BsVariableType,,,,,,,,,,, SystemName,DisplayName,Parent,Order,,,,,,,, diff --git a/ifrs17-template/Files/Parameters/CreditDefaultRate.csv b/ifrs17-template/Files/Parameters/CreditDefaultRate.csv index b39c644e..4d754ae8 100644 --- a/ifrs17-template/Files/Parameters/CreditDefaultRate.csv +++ b/ifrs17-template/Files/Parameters/CreditDefaultRate.csv @@ -21,3 +21,4 @@ Year,Month,CreditRiskRating,Values0 1900,12,CCC-,0.079972327 1900,12,CC,0.108600179 1900,12,C,0.147476 +1900,12,I,0 diff --git a/ifrs17-template/Files/Parameters/PartnerRating.csv b/ifrs17-template/Files/Parameters/PartnerRating.csv index 8f9d717c..51001cf3 100644 --- a/ifrs17-template/Files/Parameters/PartnerRating.csv +++ b/ifrs17-template/Files/Parameters/PartnerRating.csv @@ -1,4 +1,5 @@ -@@PartnerRating +@@PartnerRating,,, Partner,CreditRiskRating,Year,Month PT1,AAA,2020,12 -PT1,BBB,2021,3 \ No newline at end of file +PT1,BBB,2021,3 +PTI,I,2019,12 diff --git a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv index e5f9359c..fd4f2468 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv @@ -5,7 +5,13 @@ FR,2020,12,,, DataNode,AocType,AmountType,EstimateType,AccidentYear,Value EY52BBA.1,CF,PR,A,,2000 EY52BBA.1,CF,NIC,A,,-900 -EY57BBAG.1,CF,PR,A,,1000 -EY57BBAG.1,CF,NIC,A,,-900 -EY57BBAR.1,CF,PR,A,,-300 -EY57BBAR.1,CF,NIC,A,,270 +EY57G.1,CF,PR,A,,1000 +EY57G.1,CF,NIC,A,,-900 +EY57R.1,CF,PR,A,,-300 +EY57R.1,CF,NIC,A,,270 +EY58G.1,CF,PR,A,,900 +EY58G.1,CF,NIC,A,,-600 +EY58G.2,CF,PR,A,,210 +EY58G.2,CF,NIC,A,,-300 +EY58R.1,CF,PR,A,,-315 +EY58R.1,CF,NIC,A,,270 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv index aa1d222b..a1df8232 100644 --- a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv @@ -9,17 +9,32 @@ EY52BBA.1,NIC,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,-79.16666667,-79.16666667,-79.166 EY52BBA.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0 EY52BBA.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667,-79.16666667 EY52BBA.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 -EY57BBAG.1,PR,BE,BOP,N,,1000,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, -EY57BBAG.1,NIC,BE,BOP,N,,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,,,,,,,,,,,, -EY57BBAG.1,,RA,BOP,N,,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,,,,,,,,,,,, -EY57BBAG.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, -EY57BBAG.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, -EY57BBAG.1,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, -EY57BBAG.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, -EY57BBAR.1,PR,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,,,,,,,,,,,, -EY57BBAR.1,NIC,BE,BOP,N,,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,,,,,,,,,,,, -EY57BBAR.1,,RA,BOP,N,,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,,,,,,,,,,,, -EY57BBAR.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, -EY57BBAR.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, -EY57BBAR.1,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, -EY57BBAR.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, +EY57G.1,PR,BE,BOP,N,,1000,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57G.1,NIC,BE,BOP,N,,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,-75,,,,,,,,,,,, +EY57G.1,,RA,BOP,N,,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,,,,,,,,,,,, +EY57G.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57G.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57G.1,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57G.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, +EY57R.1,PR,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,,,,,,,,,,,, +EY57R.1,NIC,BE,BOP,N,,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,,,,,,,,,,,, +EY57R.1,,RA,BOP,N,,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,1.5,,,,,,,,,,,, +EY57R.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57R.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57R.1,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY57R.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, +EY58G.1,PR,BE,BOP,N,,75,75,75,75,75,75,75,75,75,75,75,75,,,,,,,,,,,, +EY58G.1,NIC,BE,BOP,N,,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,,,,,,,,,,,, +EY58G.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY58G.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY58G.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, +EY58G.2,PR,BE,BOP,N,,17.5,17.5,17.5,17.5,17.5,17.5,17.5,17.5,17.5,17.5,17.5,17.5,,,,,,,,,,,, +EY58G.2,NIC,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,,,,,,,,,,,, +EY58G.2,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY58G.2,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY58G.2,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, +EY58R.1,PR,BE,BOP,N,,-26.25,-26.25,-26.25,-26.25,-26.25,-26.25,-26.25,-26.25,-26.25,-26.25,-26.25,-26.25,,,,,,,,,,,, +EY58R.1,NIC,BE,BOP,N,,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,,,,,,,,,,,, +EY58R.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY58R.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, +EY58R.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, From 17ff636fd6d54b8f49b98685e5d85b50562cb5ed Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Fri, 14 Apr 2023 10:39:20 +0200 Subject: [PATCH 05/40] reports --- ifrs17-template/Report/Reports.ipynb | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/ifrs17-template/Report/Reports.ipynb b/ifrs17-template/Report/Reports.ipynb index 0ff03120..7dc8bb0b 100644 --- a/ifrs17-template/Report/Reports.ipynb +++ b/ifrs17-template/Report/Reports.ipynb @@ -97,7 +97,7 @@ "\npv.ReportingNode = \"FR\";", "\npv.ReportingPeriod = (2020, 12);", "\npv.CurrencyType = CurrencyType.Contractual;", - "\npv.ColumnSlices = new string[]{\"AmountType\"};//\"GroupOfContract\", \"AmountType\"", + "\npv.ColumnSlices = new string[]{\"GroupOfContract\", \"AmountType\"};//\"GroupOfContract\", \"AmountType\"", "\npv.DataFilter = null;//new [] {(\"EconomicBasis\", \"L\")};", "\n(await pv.ToReportAsync)" ], @@ -152,7 +152,7 @@ "var writtenActual = ifrs17.WrittenActuals;", "\nwrittenActual.ReportingNode = \"FR\";", "\nwrittenActual.ReportingPeriod = (2020, 12);", - "\nwrittenActual.ColumnSlices = new string[]{};//\"GroupOfContract\"", + "\nwrittenActual.ColumnSlices = new string[]{\"GroupOfContract\"};//\"GroupOfContract\"", "\nwrittenActual.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await writtenActual.ToReportAsync)" ], @@ -312,7 +312,7 @@ "var allocatedTechnicalMargins = ifrs17.AllocatedTechnicalMargins;", "\nallocatedTechnicalMargins.ReportingNode = \"FR\";", "\nallocatedTechnicalMargins.ReportingPeriod = (2020, 12);", - "\nallocatedTechnicalMargins.ColumnSlices = new string[]{};//\"GroupOfContract\", \"EstimateType\"", + "\nallocatedTechnicalMargins.ColumnSlices = new string[]{\"GroupOfContract\"};//\"GroupOfContract\", \"EstimateType\"", "\nallocatedTechnicalMargins.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await allocatedTechnicalMargins.ToReportAsync)" ], @@ -337,7 +337,7 @@ "var actuarialLrc = ifrs17.ActuarialLrc;", "\nactuarialLrc.ReportingNode = \"FR\";", "\nactuarialLrc.ReportingPeriod = (2020, 12);", - "\nactuarialLrc.ColumnSlices = new string[]{};//\"GroupOfContract\"", + "\nactuarialLrc.ColumnSlices = new string[]{\"GroupOfContract\"};//\"GroupOfContract\"", "\nactuarialLrc.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await actuarialLrc.ToReportAsync)" ], @@ -362,7 +362,7 @@ "var lrc = ifrs17.Lrc;", "\nlrc.ReportingNode = \"FR\";", "\nlrc.ReportingPeriod = (2020, 12);", - "\nlrc.ColumnSlices = new string[]{};//\"GroupOfContract\",", + "\nlrc.ColumnSlices = new string[]{\"GroupOfContract\"};//\"GroupOfContract\",", "\nlrc.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await lrc.ToReportAsync)" ], @@ -439,7 +439,7 @@ "var financialPerformance = ifrs17.FinancialPerformance;", "\nfinancialPerformance.ReportingNode = \"FR\";", "\nfinancialPerformance.ReportingPeriod = (2020, 12);", - "\nfinancialPerformance.ColumnSlices = new string[]{};//\"GroupOfContract\"", + "\nfinancialPerformance.ColumnSlices = new string[]{\"GroupOfContract\"};//\"GroupOfContract\"", "\nfinancialPerformance.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await financialPerformance.ToReportAsync) with {GroupDefaultExpanded = 3}" ], From a49a2a6942ba608ff7c9539040e7a30d44681a00 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Sat, 15 Apr 2023 10:42:53 +0200 Subject: [PATCH 06/40] 63 --- .../Files/DataNodes/DataNodeParameters_FR_2020_12.csv | 2 ++ .../Files/DataNodes/DataNodeStates_FR_2020_12.csv | 2 ++ ifrs17-template/Files/DataNodes/DataNodes_FR.csv | 6 +++++- .../Files/TransactionalData/Actuals_FR_2020_12.csv | 3 +++ .../TransactionalData/NominalCashflows_FR_2020_12.csv | 8 ++++++++ 5 files changed, 20 insertions(+), 1 deletion(-) diff --git a/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv b/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv index 4bae627c..e107ae8b 100644 --- a/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv +++ b/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv @@ -9,9 +9,11 @@ EY52PPA.1,1, EY57G.1,1, EY58G.1,1, EY58G.2,1, +EY63G.1,1, ,, @@InterDataNodeParameter,, DataNode,LinkedDataNode,ReinsuranceCoverage EY57G.1,EY57R.1,0.3 EY58G.1,EY58R.1,0.3 EY58G.2,EY58R.1,0.3 +EY63G.1,EY63R.1,0.5 diff --git a/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv b/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv index cb129a3e..e0fad61d 100644 --- a/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv +++ b/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv @@ -10,3 +10,5 @@ EY57G.1,Active, EY57R.1,Active, EY58G.1,Active, EY58R.1,Active, +EY63G.1,Active, +EY63R.1,Active, diff --git a/ifrs17-template/Files/DataNodes/DataNodes_FR.csv b/ifrs17-template/Files/DataNodes/DataNodes_FR.csv index a3c79bae..1806e3e0 100644 --- a/ifrs17-template/Files/DataNodes/DataNodes_FR.csv +++ b/ifrs17-template/Files/DataNodes/DataNodes_FR.csv @@ -8,6 +8,7 @@ EY52BBA,52 BBA,EUR,MOT,BBA,, EY52PPA,52 PAA,EUR,MOT,PAA,, EY57G,57 Gross,EUR,MOT,BBA,, EY58G,58 Gross,EUR,MOT,BBA,, +EY63G,63 Gross,EUR,MOT,BBA,, ,,,,,, @@GroupOfInsuranceContract,,,,,, SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,YieldCurveName @@ -16,13 +17,16 @@ EY52PPA.1,52 PAA,EY52PPA,2020,LRC,P,NoDiscount EY57G.1,57 Gross Profitable,EY57G,2020,LRC,P,NoDiscount EY58G.1,58 Gross Profitable,EY58G,2020,LRC,P,NoDiscount EY58G.2,58 Gross Onerous,EY58G,2020,LRC,O,NoDiscount +EY63G.1,63 Gross,EY63G,2019,LIC,U,NoDiscount ,,,,,, @@ReinsurancePortfolio,,,,,, SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, EY57R,57 Reinsurance,EUR,MOT,BBA,, EY58R,58 Reinsurance,EUR,MOT,BBA,, +EY63R,63 Reinsurance,EUR,MOT,BBA,, ,,,,,, @@GroupOfReinsuranceContract,,,,,, SystemName,DisplayName,ReinsurancePortfolio,AnnualCohort,LiabilityType,Profitability,Partner EY57R.1,57 Reinsurance,EY57R,2020,LRC,P,PTI -EY58R.1,58 Reinsurance ,EY58R,2020,LRC,U,PTI +EY58R.1,58 Reinsurance ,EY58R,2020,LRC,P,PTI +EY63R.1,63 Reinsurance ,EY63R,2019,LIC,P,PTI diff --git a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv index fd4f2468..04696dae 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv @@ -15,3 +15,6 @@ EY58G.2,CF,PR,A,,210 EY58G.2,CF,NIC,A,,-300 EY58R.1,CF,PR,A,,-315 EY58R.1,CF,NIC,A,,270 +EY63G.1,CF,NIC,A,,15 +EY63R.1,CF,PR,A,,-55 +EY63R.1,CF,NIC,A,,-28.75 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv index a1df8232..0a7ca37a 100644 --- a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv @@ -38,3 +38,11 @@ EY58R.1,NIC,BE,BOP,N,,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22. EY58R.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, EY58R.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, EY58R.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, +EY63G.1,NIC,BE,BOP,I,2019,0,0,0,0,0,0,-25,0,0,0,0,-25,0,0,0,0,0,0,-25,0,0,0,0,-25 +EY63G.1,NIC,BE,EV,I,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-57.5,0,0,0,0,-57.5 +EY63G.1,NIC,BE,CL,C,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-57.5,0,0,0,0,-57.5 +EY63R.1,PR,BE,BOP,N,,-55,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0 +EY63R.1,NIC,BE,BOP,N,2019,0,0,0,0,0,0,12.5,0,0,0,0,12.5,0,0,0,0,0,0,12.5,0,0,0,0,12.5 +EY63R.1,NIC,BE,EV,N,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,28.75,0,0,0,0,28.75 +EY63R.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0 +EY63R.1,NIC,BE,CL,C,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,28.75,0,0,0,0,28.75 From cf9d52230cc461fb581be30d29b10a2e3faffbfd Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Mon, 17 Apr 2023 23:18:33 +0200 Subject: [PATCH 07/40] 63b --- ifrs17-template/Files/DataNodes/DataNodes_FR.csv | 2 +- .../Files/TransactionalData/Actuals_FR_2020_12.csv | 2 +- .../TransactionalData/NominalCashflows_FR_2020_12.csv | 7 ++++--- 3 files changed, 6 insertions(+), 5 deletions(-) diff --git a/ifrs17-template/Files/DataNodes/DataNodes_FR.csv b/ifrs17-template/Files/DataNodes/DataNodes_FR.csv index 1806e3e0..8a276917 100644 --- a/ifrs17-template/Files/DataNodes/DataNodes_FR.csv +++ b/ifrs17-template/Files/DataNodes/DataNodes_FR.csv @@ -29,4 +29,4 @@ EY63R,63 Reinsurance,EUR,MOT,BBA,, SystemName,DisplayName,ReinsurancePortfolio,AnnualCohort,LiabilityType,Profitability,Partner EY57R.1,57 Reinsurance,EY57R,2020,LRC,P,PTI EY58R.1,58 Reinsurance ,EY58R,2020,LRC,P,PTI -EY63R.1,63 Reinsurance ,EY63R,2019,LIC,P,PTI +EY63R.1,63 Reinsurance ,EY63R,2020,LRC,P,PTI diff --git a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv index 04696dae..dd3b07ea 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv @@ -17,4 +17,4 @@ EY58R.1,CF,PR,A,,-315 EY58R.1,CF,NIC,A,,270 EY63G.1,CF,NIC,A,,15 EY63R.1,CF,PR,A,,-55 -EY63R.1,CF,NIC,A,,-28.75 +EY63R.1,CF,NIC,A,,28.75 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv index 0a7ca37a..7a596fab 100644 --- a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv @@ -42,7 +42,8 @@ EY63G.1,NIC,BE,BOP,I,2019,0,0,0,0,0,0,-25,0,0,0,0,-25,0,0,0,0,0,0,-25,0,0,0,0,-2 EY63G.1,NIC,BE,EV,I,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-57.5,0,0,0,0,-57.5 EY63G.1,NIC,BE,CL,C,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-57.5,0,0,0,0,-57.5 EY63R.1,PR,BE,BOP,N,,-55,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0 -EY63R.1,NIC,BE,BOP,N,2019,0,0,0,0,0,0,12.5,0,0,0,0,12.5,0,0,0,0,0,0,12.5,0,0,0,0,12.5 -EY63R.1,NIC,BE,EV,N,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,28.75,0,0,0,0,28.75 +EY63R.1,NIC,BE,BOP,N,,0,0,0,0,0,0,12.5,0,0,0,0,12.5,0,0,0,0,0,0,12.5,0,0,0,0,12.5 +EY63R.1,NIC,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,28.75,0,0,0,0,28.75 EY63R.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0 -EY63R.1,NIC,BE,CL,C,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,28.75,0,0,0,0,28.75 +EY63R.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,28.75,0,0,0,0,28.75 +EY63R.1,,CU,CL,C,,0,0,0,0,0,0,-25,0,0,0,0,-25,0,0,0,0,0,0,-25,0,0,0,0,-25 From fe97a33f458f91105109915113b4d12045c19ed7 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Mon, 17 Apr 2023 23:52:36 +0200 Subject: [PATCH 08/40] reports --- ifrs17-template/Report/Reports.ipynb | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/ifrs17-template/Report/Reports.ipynb b/ifrs17-template/Report/Reports.ipynb index 7dc8bb0b..de163ed4 100644 --- a/ifrs17-template/Report/Reports.ipynb +++ b/ifrs17-template/Report/Reports.ipynb @@ -259,7 +259,8 @@ "var experienceAdjustments = ifrs17.ExperienceAdjustments;", "\nexperienceAdjustments.ReportingNode = \"FR\";", "\nexperienceAdjustments.ReportingPeriod = (2020, 12);", - "\nexperienceAdjustments.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"", + "\nexperienceAdjustments.ColumnSlices = new string[]{\"GroupOfContract\"};//\"GroupOfContract\", \"AmountType\"", + "\nexperienceAdjustments.RowSlices = new string[]{\"AmountType\", \"EstimateType\"};", "\nexperienceAdjustments.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await experienceAdjustments.ToReportAsync)" ], From a4eba438ecd5b2f33b517d97bcb5d4aeb66c3491 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Thu, 20 Apr 2023 21:25:36 +0200 Subject: [PATCH 09/40] 59 --- .../DataNodes/DataNodeParameters_FR_2020_12.csv | 4 ++++ .../DataNodes/DataNodeStates_FR_2020_12.csv | 4 ++++ ifrs17-template/Files/DataNodes/DataNodes_FR.csv | 6 ++++++ .../TransactionalData/Actuals_FR_2020_12.csv | 4 ++++ .../NominalCashflows_FR_2020_12.csv | 16 ++++++++++++++++ .../TransactionalData/Openings_FR_2020_12.csv | 9 +++++++++ 6 files changed, 43 insertions(+) create mode 100644 ifrs17-template/Files/TransactionalData/Openings_FR_2020_12.csv diff --git a/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv b/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv index e107ae8b..f02f1b4e 100644 --- a/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv +++ b/ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv @@ -9,6 +9,8 @@ EY52PPA.1,1, EY57G.1,1, EY58G.1,1, EY58G.2,1, +EY59G.1,1, +EY59G.2,1, EY63G.1,1, ,, @@InterDataNodeParameter,, @@ -16,4 +18,6 @@ DataNode,LinkedDataNode,ReinsuranceCoverage EY57G.1,EY57R.1,0.3 EY58G.1,EY58R.1,0.3 EY58G.2,EY58R.1,0.3 +EY59G.1,EY59R.1,0.3 +EY59G.2,EY59R.2,0.3 EY63G.1,EY63R.1,0.5 diff --git a/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv b/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv index e0fad61d..e913e61c 100644 --- a/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv +++ b/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv @@ -11,4 +11,8 @@ EY57R.1,Active, EY58G.1,Active, EY58R.1,Active, EY63G.1,Active, +EY59G.1,Active, +EY59G.2,Active, +EY59R.1,Active, +EY59R.2,Active, EY63R.1,Active, diff --git a/ifrs17-template/Files/DataNodes/DataNodes_FR.csv b/ifrs17-template/Files/DataNodes/DataNodes_FR.csv index 8a276917..4f77bea5 100644 --- a/ifrs17-template/Files/DataNodes/DataNodes_FR.csv +++ b/ifrs17-template/Files/DataNodes/DataNodes_FR.csv @@ -8,6 +8,7 @@ EY52BBA,52 BBA,EUR,MOT,BBA,, EY52PPA,52 PAA,EUR,MOT,PAA,, EY57G,57 Gross,EUR,MOT,BBA,, EY58G,58 Gross,EUR,MOT,BBA,, +EY59G,59 Gross,EUR,MOT,BBA,, EY63G,63 Gross,EUR,MOT,BBA,, ,,,,,, @@GroupOfInsuranceContract,,,,,, @@ -17,16 +18,21 @@ EY52PPA.1,52 PAA,EY52PPA,2020,LRC,P,NoDiscount EY57G.1,57 Gross Profitable,EY57G,2020,LRC,P,NoDiscount EY58G.1,58 Gross Profitable,EY58G,2020,LRC,P,NoDiscount EY58G.2,58 Gross Onerous,EY58G,2020,LRC,O,NoDiscount +EY59G.1,59 Gross Example A,EY59G,2019,LRC,P,NoDiscount +EY59G.2,59 Gross Example B,EY59G,2019,LRC,P,NoDiscount EY63G.1,63 Gross,EY63G,2019,LIC,U,NoDiscount ,,,,,, @@ReinsurancePortfolio,,,,,, SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, EY57R,57 Reinsurance,EUR,MOT,BBA,, EY58R,58 Reinsurance,EUR,MOT,BBA,, +EY59R,59 Reinsurance,EUR,MOT,BBA,, EY63R,63 Reinsurance,EUR,MOT,BBA,, ,,,,,, @@GroupOfReinsuranceContract,,,,,, SystemName,DisplayName,ReinsurancePortfolio,AnnualCohort,LiabilityType,Profitability,Partner EY57R.1,57 Reinsurance,EY57R,2020,LRC,P,PTI EY58R.1,58 Reinsurance ,EY58R,2020,LRC,P,PTI +EY59R.1,59 Reinsurance Example A,EY59R,2019,LRC,P,PTI +EY59R.2,58 Reinsurance Example B,EY59R,2019,LRC,P,PTI EY63R.1,63 Reinsurance ,EY63R,2020,LRC,P,PTI diff --git a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv index dd3b07ea..7c77fd3c 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv @@ -15,6 +15,10 @@ EY58G.2,CF,PR,A,,210 EY58G.2,CF,NIC,A,,-300 EY58R.1,CF,PR,A,,-315 EY58R.1,CF,NIC,A,,270 +EY59G.1,CF,NIC,A,,-175 +EY59G.2,CF,NIC,A,,-230 +EY59R.1,CF,NIC,A,,52.5 +EY59R.2,CF,NIC,A,,69 EY63G.1,CF,NIC,A,,15 EY63R.1,CF,PR,A,,-55 EY63R.1,CF,NIC,A,,28.75 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv index 7a596fab..c19d2b1c 100644 --- a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv @@ -38,6 +38,22 @@ EY58R.1,NIC,BE,BOP,N,,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22. EY58R.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, EY58R.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, EY58R.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, +EY59G.1,NIC,BE,BOP,I,,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5 +EY59G.1,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667 +EY59G.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667 +EY59G.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 +EY59G.2,NIC,BE,BOP,I,,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5 +EY59G.2,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333 +EY59G.2,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333 +EY59G.2,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 +EY59R.1,NIC,BE,BOP,I,,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75 +EY59R.1,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,5,5,5,5,5,5,5,5,5,5,5,5 +EY59R.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,5,5,5,5,5,5,5,5,5,5,5,5 +EY59R.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 +EY59R.2,NIC,BE,BOP,I,,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75 +EY59R.2,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75 +EY59R.2,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75 +EY59R.2,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 EY63G.1,NIC,BE,BOP,I,2019,0,0,0,0,0,0,-25,0,0,0,0,-25,0,0,0,0,0,0,-25,0,0,0,0,-25 EY63G.1,NIC,BE,EV,I,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-57.5,0,0,0,0,-57.5 EY63G.1,NIC,BE,CL,C,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-57.5,0,0,0,0,-57.5 diff --git a/ifrs17-template/Files/TransactionalData/Openings_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/Openings_FR_2020_12.csv new file mode 100644 index 00000000..8b7e20d6 --- /dev/null +++ b/ifrs17-template/Files/TransactionalData/Openings_FR_2020_12.csv @@ -0,0 +1,9 @@ +@@Main,,,, +ReportingNode,Year,Month,, +FR,2020,12,, +@@Opening,,,, +DataNode,EstimateType,AmountType,AccidentYear,Value +EY59G.1,C,,,100 +EY59G.2,C,,,100 +EY59R.1,C,,,-25 +EY59R.2,C,,,-25 From 44ba87a253bbc1fdaa9204337ca66196165001c9 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Fri, 21 Apr 2023 12:40:34 +0200 Subject: [PATCH 10/40] 59 no release --- .../TransactionalData/Actuals_FR_2020_12.csv | 4 --- .../NominalCashflows_FR_2020_12.csv | 32 +++++++++---------- 2 files changed, 16 insertions(+), 20 deletions(-) diff --git a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv index 7c77fd3c..dd3b07ea 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv @@ -15,10 +15,6 @@ EY58G.2,CF,PR,A,,210 EY58G.2,CF,NIC,A,,-300 EY58R.1,CF,PR,A,,-315 EY58R.1,CF,NIC,A,,270 -EY59G.1,CF,NIC,A,,-175 -EY59G.2,CF,NIC,A,,-230 -EY59R.1,CF,NIC,A,,52.5 -EY59R.2,CF,NIC,A,,69 EY63G.1,CF,NIC,A,,15 EY63R.1,CF,PR,A,,-55 EY63R.1,CF,NIC,A,,28.75 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv index c19d2b1c..bbe9a384 100644 --- a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv @@ -38,22 +38,22 @@ EY58R.1,NIC,BE,BOP,N,,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22.5,22. EY58R.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, EY58R.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,, EY58R.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,, -EY59G.1,NIC,BE,BOP,I,,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5 -EY59G.1,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667 -EY59G.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667,-16.66666667 -EY59G.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 -EY59G.2,NIC,BE,BOP,I,,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5,-12.5 -EY59G.2,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333 -EY59G.2,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333,-25.83333333 -EY59G.2,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 -EY59R.1,NIC,BE,BOP,I,,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75 -EY59R.1,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,5,5,5,5,5,5,5,5,5,5,5,5 -EY59R.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,5,5,5,5,5,5,5,5,5,5,5,5 -EY59R.1,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 -EY59R.2,NIC,BE,BOP,I,,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75,3.75 -EY59R.2,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75 -EY59R.2,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75,7.75 -EY59R.2,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 +EY59G.1,NIC,BE,BOP,I,,0,0,0,0,0,0,0,0,0,0,0,0,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 +EY59G.1,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667 +EY59G.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667,-29.16666667 +EY59G.1,,CU,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 +EY59G.2,NIC,BE,BOP,I,,0,0,0,0,0,0,0,0,0,0,0,0,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 +EY59G.2,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333 +EY59G.2,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333,-38.33333333 +EY59G.2,,CU,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 +EY59R.1,NIC,BE,BOP,I,,0,0,0,0,0,0,0,0,0,0,0,0,7.5,7.5,7.5,7.5,7.5,7.5,7.5,7.5,7.5,7.5,7.5,7.5 +EY59R.1,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75 +EY59R.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75 +EY59R.1,,CU,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 +EY59R.2,NIC,BE,BOP,I,,0,0,0,0,0,0,0,0,0,0,0,0,7.5,7.5,7.5,7.5,7.5,7.5,7.5,7.5,7.5,7.5,7.5,7.5 +EY59R.2,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5 +EY59R.2,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5 +EY59R.2,,CU,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 EY63G.1,NIC,BE,BOP,I,2019,0,0,0,0,0,0,-25,0,0,0,0,-25,0,0,0,0,0,0,-25,0,0,0,0,-25 EY63G.1,NIC,BE,EV,I,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-57.5,0,0,0,0,-57.5 EY63G.1,NIC,BE,CL,C,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-57.5,0,0,0,0,-57.5 From 848329abd033f88c78f9d02e9f5f5faf98282969 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Fri, 21 Apr 2023 20:29:03 +0200 Subject: [PATCH 11/40] update --- .../Files/TransactionalData/Actuals_FR_2020_12.csv | 3 --- .../NominalCashflows_FR_2020_12.csv | 14 +++++++------- 2 files changed, 7 insertions(+), 10 deletions(-) diff --git a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv index dd3b07ea..fd4f2468 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv @@ -15,6 +15,3 @@ EY58G.2,CF,PR,A,,210 EY58G.2,CF,NIC,A,,-300 EY58R.1,CF,PR,A,,-315 EY58R.1,CF,NIC,A,,270 -EY63G.1,CF,NIC,A,,15 -EY63R.1,CF,PR,A,,-55 -EY63R.1,CF,NIC,A,,28.75 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv index bbe9a384..662e8b2f 100644 --- a/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_FR_2020_12.csv @@ -54,12 +54,12 @@ EY59R.2,NIC,BE,BOP,I,,0,0,0,0,0,0,0,0,0,0,0,0,7.5,7.5,7.5,7.5,7.5,7.5,7.5,7.5,7. EY59R.2,NIC,BE,EV,I,,0,0,0,0,0,0,0,0,0,0,0,0,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5 EY59R.2,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5,11.5 EY59R.2,,CU,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 -EY63G.1,NIC,BE,BOP,I,2019,0,0,0,0,0,0,-25,0,0,0,0,-25,0,0,0,0,0,0,-25,0,0,0,0,-25 -EY63G.1,NIC,BE,EV,I,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-57.5,0,0,0,0,-57.5 -EY63G.1,NIC,BE,CL,C,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-57.5,0,0,0,0,-57.5 +EY63G.1,NIC,BE,BOP,I,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-100 +EY63G.1,NIC,BE,EV,I,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-115 +EY63G.1,NIC,BE,CL,C,2019,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-115 EY63R.1,PR,BE,BOP,N,,-55,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0 -EY63R.1,NIC,BE,BOP,N,,0,0,0,0,0,0,12.5,0,0,0,0,12.5,0,0,0,0,0,0,12.5,0,0,0,0,12.5 -EY63R.1,NIC,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,28.75,0,0,0,0,28.75 +EY63R.1,NIC,BE,BOP,N,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,50 +EY63R.1,NIC,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,57.5 EY63R.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0 -EY63R.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,28.75,0,0,0,0,28.75 -EY63R.1,,CU,CL,C,,0,0,0,0,0,0,-25,0,0,0,0,-25,0,0,0,0,0,0,-25,0,0,0,0,-25 +EY63R.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,57.5 +EY63R.1,,CU,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,-1 From adb39071af6eba41e6833df0525375702baca712 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Fri, 21 Apr 2023 22:18:22 +0200 Subject: [PATCH 12/40] update --- .../Initialization/InitSystemorphToMemory.ipynb | 13 +++++++++++++ ifrs17-template/Report/Reports.ipynb | 10 +++++----- ifrs17/Import/2ImportScope-PresentValue.ipynb | 4 +--- 3 files changed, 19 insertions(+), 8 deletions(-) diff --git a/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb b/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb index e3b30513..8e4df75c 100644 --- a/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb +++ b/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb @@ -76,6 +76,19 @@ "execution_count": 0, "outputs": [] }, + { + "cell_type": "code", + "source": [ + "await Import.FromFile(\"../Files/TransactionalData/Openings_FR_2020_12.csv\")", + "\n .WithFormat(ImportFormats.Opening)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, { "cell_type": "code", "source": [ diff --git a/ifrs17-template/Report/Reports.ipynb b/ifrs17-template/Report/Reports.ipynb index de163ed4..548857c7 100644 --- a/ifrs17-template/Report/Reports.ipynb +++ b/ifrs17-template/Report/Reports.ipynb @@ -98,7 +98,7 @@ "\npv.ReportingPeriod = (2020, 12);", "\npv.CurrencyType = CurrencyType.Contractual;", "\npv.ColumnSlices = new string[]{\"GroupOfContract\", \"AmountType\"};//\"GroupOfContract\", \"AmountType\"", - "\npv.DataFilter = null;//new [] {(\"EconomicBasis\", \"L\")};", + "\npv.DataFilter = new [] {(\"Portfolio\", \"EY59G\")};//new [] {(\"EconomicBasis\", \"L\")};", "\n(await pv.ToReportAsync)" ], "metadata": {}, @@ -234,7 +234,7 @@ "var fulfillmentCashflows = ifrs17.FulfillmentCashflows;", "\nfulfillmentCashflows.ReportingNode = \"FR\";", "\nfulfillmentCashflows.ReportingPeriod = (2020, 12);", - "\nfulfillmentCashflows.ColumnSlices = new string[]{};//\"EstimateType\"", + "\nfulfillmentCashflows.ColumnSlices = new string[]{\"GroupOfContract\"};//\"EstimateType\"", "\nfulfillmentCashflows.DataFilter = null;// new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await fulfillmentCashflows.ToReportAsync)" ], @@ -286,7 +286,7 @@ "var technicalMargins = ifrs17.TechnicalMargins;", "\ntechnicalMargins.ReportingNode = \"FR\";", "\ntechnicalMargins.ReportingPeriod = (2020, 12);", - "\ntechnicalMargins.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"", + "\ntechnicalMargins.ColumnSlices = new string[]{\"GroupOfContract\", \"AmountType\"};//\"GroupOfContract\", \"AmountType\"", "\ntechnicalMargins.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await technicalMargins.ToReportAsync)" ], @@ -313,8 +313,8 @@ "var allocatedTechnicalMargins = ifrs17.AllocatedTechnicalMargins;", "\nallocatedTechnicalMargins.ReportingNode = \"FR\";", "\nallocatedTechnicalMargins.ReportingPeriod = (2020, 12);", - "\nallocatedTechnicalMargins.ColumnSlices = new string[]{\"GroupOfContract\"};//\"GroupOfContract\", \"EstimateType\"", - "\nallocatedTechnicalMargins.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", + "\nallocatedTechnicalMargins.ColumnSlices = new string[]{\"GroupOfContract\", \"EstimateType\"};//\"GroupOfContract\", \"EstimateType\"", + "\nallocatedTechnicalMargins.DataFilter = new [] {(\"Portfolio\", \"EY59G\")}; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await allocatedTechnicalMargins.ToReportAsync)" ], "metadata": {}, diff --git a/ifrs17/Import/2ImportScope-PresentValue.ipynb b/ifrs17/Import/2ImportScope-PresentValue.ipynb index bc2db357..009711fb 100644 --- a/ifrs17/Import/2ImportScope-PresentValue.ipynb +++ b/ifrs17/Import/2ImportScope-PresentValue.ipynb @@ -894,9 +894,7 @@ "\n [NotVisible] string EconomicBasis => GetContext();", "\n", "\n string EstimateType => EstimateTypes.F;", - "\n double Value => Math.Abs(amortizedFactor - 1d) > Precision", - "\n ? 1d - amortizedFactor", - "\n : 1d;", + "\n double Value => 1d - amortizedFactor;", "\n}", "\n", "\npublic interface AmfFromIfrsVariable : CurrentPeriodAmortizationFactor", From 30390fc3969237eee47562cf3efb625cfaa61103 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Mon, 24 Apr 2023 08:29:30 +0200 Subject: [PATCH 13/40] update --- ifrs17-template/Report/Reports.ipynb | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/ifrs17-template/Report/Reports.ipynb b/ifrs17-template/Report/Reports.ipynb index 548857c7..fc728daa 100644 --- a/ifrs17-template/Report/Reports.ipynb +++ b/ifrs17-template/Report/Reports.ipynb @@ -98,7 +98,7 @@ "\npv.ReportingPeriod = (2020, 12);", "\npv.CurrencyType = CurrencyType.Contractual;", "\npv.ColumnSlices = new string[]{\"GroupOfContract\", \"AmountType\"};//\"GroupOfContract\", \"AmountType\"", - "\npv.DataFilter = new [] {(\"Portfolio\", \"EY59G\")};//new [] {(\"EconomicBasis\", \"L\")};", + "\npv.DataFilter = new [] {(\"Portfolio\", \"EY59R\")};//new [] {(\"EconomicBasis\", \"L\")};", "\n(await pv.ToReportAsync)" ], "metadata": {}, @@ -287,7 +287,7 @@ "\ntechnicalMargins.ReportingNode = \"FR\";", "\ntechnicalMargins.ReportingPeriod = (2020, 12);", "\ntechnicalMargins.ColumnSlices = new string[]{\"GroupOfContract\", \"AmountType\"};//\"GroupOfContract\", \"AmountType\"", - "\ntechnicalMargins.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", + "\ntechnicalMargins.DataFilter = new [] {(\"Portfolio\", \"EY59R\")}; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await technicalMargins.ToReportAsync)" ], "metadata": {}, @@ -314,7 +314,7 @@ "\nallocatedTechnicalMargins.ReportingNode = \"FR\";", "\nallocatedTechnicalMargins.ReportingPeriod = (2020, 12);", "\nallocatedTechnicalMargins.ColumnSlices = new string[]{\"GroupOfContract\", \"EstimateType\"};//\"GroupOfContract\", \"EstimateType\"", - "\nallocatedTechnicalMargins.DataFilter = new [] {(\"Portfolio\", \"EY59G\")}; //new [] {(\"GroupOfContract\", \"DT1.1\")};", + "\nallocatedTechnicalMargins.DataFilter = new [] {(\"Portfolio\", \"EY59R\")}; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await allocatedTechnicalMargins.ToReportAsync)" ], "metadata": {}, @@ -338,8 +338,8 @@ "var actuarialLrc = ifrs17.ActuarialLrc;", "\nactuarialLrc.ReportingNode = \"FR\";", "\nactuarialLrc.ReportingPeriod = (2020, 12);", - "\nactuarialLrc.ColumnSlices = new string[]{\"GroupOfContract\"};//\"GroupOfContract\"", - "\nactuarialLrc.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", + "\nactuarialLrc.ColumnSlices = new string[]{\"GroupOfContract\", \"EstimateType\"};//\"GroupOfContract\"", + "\nactuarialLrc.DataFilter = new [] {(\"Portfolio\", \"EY59G\")}; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await actuarialLrc.ToReportAsync)" ], "metadata": {}, @@ -441,7 +441,7 @@ "\nfinancialPerformance.ReportingNode = \"FR\";", "\nfinancialPerformance.ReportingPeriod = (2020, 12);", "\nfinancialPerformance.ColumnSlices = new string[]{\"GroupOfContract\"};//\"GroupOfContract\"", - "\nfinancialPerformance.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", + "\nfinancialPerformance.DataFilter = new [] {(\"Portfolio\", \"EY59R\")}; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await financialPerformance.ToReportAsync) with {GroupDefaultExpanded = 3}" ], "metadata": {}, From 780139781d117268d6f021a4cae776feef151de1 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Mon, 24 Apr 2023 09:25:56 +0200 Subject: [PATCH 14/40] Typo --- ifrs17-template/Files/DataNodes/DataNodes_FR.csv | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/ifrs17-template/Files/DataNodes/DataNodes_FR.csv b/ifrs17-template/Files/DataNodes/DataNodes_FR.csv index 4f77bea5..101878c1 100644 --- a/ifrs17-template/Files/DataNodes/DataNodes_FR.csv +++ b/ifrs17-template/Files/DataNodes/DataNodes_FR.csv @@ -34,5 +34,5 @@ SystemName,DisplayName,ReinsurancePortfolio,AnnualCohort,LiabilityType,Profitabi EY57R.1,57 Reinsurance,EY57R,2020,LRC,P,PTI EY58R.1,58 Reinsurance ,EY58R,2020,LRC,P,PTI EY59R.1,59 Reinsurance Example A,EY59R,2019,LRC,P,PTI -EY59R.2,58 Reinsurance Example B,EY59R,2019,LRC,P,PTI +EY59R.2,59 Reinsurance Example B,EY59R,2019,LRC,P,PTI EY63R.1,63 Reinsurance ,EY63R,2020,LRC,P,PTI From 76b31edb4cf6b45ff3994113fb8b4d550f008516 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Mon, 24 Apr 2023 11:30:45 +0200 Subject: [PATCH 15/40] 63 Actuals --- ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv | 1 + 1 file changed, 1 insertion(+) diff --git a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv index fd4f2468..f84d2524 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv @@ -15,3 +15,4 @@ EY58G.2,CF,PR,A,,210 EY58G.2,CF,NIC,A,,-300 EY58R.1,CF,PR,A,,-315 EY58R.1,CF,NIC,A,,270 +EY63G.1,CF,PR,A,,-55 From 416e2ba720d4b6f101e19eff06d7da6ed1101730 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Mon, 24 Apr 2023 22:48:39 +0200 Subject: [PATCH 16/40] more examples --- .../DataNodeParameters_ES_2020_12.csv | 18 +++++++++++++++ .../DataNodes/DataNodeStates_ES_2020_12.csv | 18 +++++++++++++++ .../Files/DataNodes/DataNodes_ES.csv | 23 +++++++++++++++++++ .../Files/Parameters/YieldCurve_2019_12.csv | 1 + .../TransactionalData/Actuals_ES_2020_12.csv | 9 ++++++++ .../NominalCashflows_ES_2020_12.csv | 9 ++++++++ .../TransactionalData/Openings_ES_2020_12.csv | 6 +++++ 7 files changed, 84 insertions(+) create mode 100644 ifrs17-template/Files/DataNodes/DataNodeParameters_ES_2020_12.csv create mode 100644 ifrs17-template/Files/DataNodes/DataNodeStates_ES_2020_12.csv create mode 100644 ifrs17-template/Files/DataNodes/DataNodes_ES.csv create mode 100644 ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv create mode 100644 ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv create mode 100644 ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv diff --git a/ifrs17-template/Files/DataNodes/DataNodeParameters_ES_2020_12.csv b/ifrs17-template/Files/DataNodes/DataNodeParameters_ES_2020_12.csv new file mode 100644 index 00000000..e3bf89c8 --- /dev/null +++ b/ifrs17-template/Files/DataNodes/DataNodeParameters_ES_2020_12.csv @@ -0,0 +1,18 @@ +@@Main,, +ReportingNode,Year,Month +ES,2020,12 +,, +@@SingleDataNodeParameter,, +DataNode,PremiumAllocation, +3BBBA.0,1, +3BPAA.0,1, +3BBBA.1,1, +3BPAA.1,1, +3BBBA.2,1, +3BPAA.2,1, +3BBBA.3,1, +3BPAA.3,1, +3BBBA.4,1, +3BPAA.4,1, +3BBBA.5,1, +3BPAA.5,1, diff --git a/ifrs17-template/Files/DataNodes/DataNodeStates_ES_2020_12.csv b/ifrs17-template/Files/DataNodes/DataNodeStates_ES_2020_12.csv new file mode 100644 index 00000000..4930276e --- /dev/null +++ b/ifrs17-template/Files/DataNodes/DataNodeStates_ES_2020_12.csv @@ -0,0 +1,18 @@ +@@Main,, +ReportingNode,Year,Month +ES,2020,12 +,, +@@DataNodeState,, +DataNode,State, +3BBBA.0,Active, +3BPAA.0,Active, +3BBBA.1,Active, +3BPAA.1,Active, +3BBBA.2,Active, +3BPAA.2,Active, +3BBBA.3,Active, +3BPAA.3,Active, +3BBBA.4,Active, +3BPAA.4,Active, +3BBBA.5,Active, +3BPAA.5,Active, diff --git a/ifrs17-template/Files/DataNodes/DataNodes_ES.csv b/ifrs17-template/Files/DataNodes/DataNodes_ES.csv new file mode 100644 index 00000000..d7154a25 --- /dev/null +++ b/ifrs17-template/Files/DataNodes/DataNodes_ES.csv @@ -0,0 +1,23 @@ +@@Main,,,,,, +ReportingNode,,,,,, +ES,,,,,, +,,,,,, +@@InsurancePortfolio,,,,,, +SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, +3BBBA,BBA,EUR,MOT,BBA,, +3BPAA,PAA,EUR,MOT,PAA,, +,,,,,, +@@GroupOfInsuranceContract,,,,,, +SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,YieldCurveName +3BBBA.0,0 BBA,3BBBA,2020,LRC,P,3PCT +3BPAA.0,0 PAA,3BPAA,2020,LRC,P,3PCT +3BBBA.1,1 BBA,3BBBA,2020,LRC,P,NoDiscount +3BPAA.1,1 PAA,3BPAA,2020,LRC,P,NoDiscount +3BBBA.2,2 BBA,3BBBA,2020,LRC,P,NoDiscount +3BPAA.2,2 PAA,3BPAA,2020,LRC,P,NoDiscount +3BBBA.3,3 BBA,3BBBA,2020,LRC,P,NoDiscount +3BPAA.3,3 PAA,3BPAA,2020,LRC,P,NoDiscount +3BBBA.4,4 BBA,3BBBA,2020,LRC,P,NoDiscount +3BPAA.4,4 PAA,3BPAA,2020,LRC,P,NoDiscount +3BBBA.5,5 BBA,3BBBA,2020,LRC,P,NoDiscount +3BPAA.5,5 PAA,3BPAA,2020,LRC,P,NoDiscount diff --git a/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv b/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv index b48dd069..ecc7b5b2 100644 --- a/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv +++ b/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv @@ -7,3 +7,4 @@ CHF,,0,0,0.015,0.02 XTSHY,,0.85,0.85,0.85,0.85 EUR,,0,,, EUR,NoDiscount,0,,, +EUR,3PCT,0.03,,, diff --git a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv new file mode 100644 index 00000000..74cd91a4 --- /dev/null +++ b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv @@ -0,0 +1,9 @@ +@@Main,,,,, +ReportingNode,Year,Month,Scenario ,, +ES,2020,12,,, +@@Actual,,,,, +DataNode,AocType,AmountType,EstimateType,AccidentYear,Value +3BBBA.0,CF,PR,A,,1000 +3BBBA.0,CF,NIC,A,,-500 +3BBBA.0,CF,AE,A,,-150 +3BBBA.0,CF,DAE,A,,120 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv new file mode 100644 index 00000000..29d10d18 --- /dev/null +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv @@ -0,0 +1,9 @@ +@@Main,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, +ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, +ES,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, +@@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, +DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11,Values12,Values13,Values14,Values15,Values16,Values17,Values18,Values19,Values20,Values21,Values22,Values23,Values24,Values25,Values26,Values27,Values28,Values29,Values30,Values31,Values32,Values33,Values34,Values35 +3BBBA.0,PR,BE,BOP,N,,1000,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,NIC,BE,BOP,N,,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,AE,BE,BOP,N,,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,,,,,,,,,,,,,, diff --git a/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv new file mode 100644 index 00000000..d64e6770 --- /dev/null +++ b/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv @@ -0,0 +1,6 @@ +@@Main,,,, +ReportingNode,Year,Month,, +ES,2020,12,, +@@Opening,,,, +DataNode,EstimateType,AmountType,AccidentYear,Value +3BBBA.0,DA,DAE,,80 From ef51424cccaf467f6a03772a367ffd49aed6ed10 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Mon, 24 Apr 2023 23:16:26 +0200 Subject: [PATCH 17/40] update --- .../Files/TransactionalData/Actuals_ES_2020_12.csv | 2 +- .../Files/TransactionalData/NominalCashflows_ES_2020_12.csv | 5 ++++- 2 files changed, 5 insertions(+), 2 deletions(-) diff --git a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv index 74cd91a4..3a64bc56 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv @@ -6,4 +6,4 @@ DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 3BBBA.0,CF,PR,A,,1000 3BBBA.0,CF,NIC,A,,-500 3BBBA.0,CF,AE,A,,-150 -3BBBA.0,CF,DAE,A,,120 +3BBBA.0,CF,DAE,DA,,120 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv index 29d10d18..2d482032 100644 --- a/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv @@ -3,7 +3,10 @@ ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, ES,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, @@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11,Values12,Values13,Values14,Values15,Values16,Values17,Values18,Values19,Values20,Values21,Values22,Values23,Values24,Values25,Values26,Values27,Values28,Values29,Values30,Values31,Values32,Values33,Values34,Values35 -3BBBA.0,PR,BE,BOP,N,,1000,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,PR,BE,BOP,N,,1000,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,NIC,BE,BOP,N,,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,AE,BE,BOP,N,,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,AE,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,,,,,,,,,,,,,, From 7aadb6e057450baca63996a0923db70088dd3987 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Mon, 24 Apr 2023 23:18:26 +0200 Subject: [PATCH 18/40] update --- .../InitSystemorphBaseToMemory.ipynb | 78 +++++++++++++++++++ .../InitSystemorphToMemory.ipynb | 45 ++++++++++- ifrs17-template/Report/Reports.ipynb | 22 +++--- 3 files changed, 131 insertions(+), 14 deletions(-) diff --git a/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb b/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb index 0a471367..200415ac 100644 --- a/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb +++ b/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb @@ -73,6 +73,45 @@ "execution_count": 0, "outputs": [] }, + { + "cell_type": "code", + "source": [ + "await Import.FromFile(\"../Files/DataNodes/DataNodes_CH.csv\")", + "\n .WithFormat(ImportFormats.DataNode)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, + { + "cell_type": "code", + "source": [ + "await Import.FromFile(\"../Files/DataNodes/DataNodeStates_CH_2020_12.csv\")", + "\n .WithFormat(ImportFormats.DataNodeState)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, + { + "cell_type": "code", + "source": [ + "await Import.FromFile(\"../Files/DataNodes/DataNodeParameters_CH_2020_12.csv\")", + "\n .WithFormat(ImportFormats.DataNodeParameter)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, { "cell_type": "code", "source": [ @@ -112,6 +151,45 @@ "execution_count": 0, "outputs": [] }, + { + "cell_type": "code", + "source": [ + "await Import.FromFile(\"../Files/DataNodes/DataNodes_ES.csv\")", + "\n .WithFormat(ImportFormats.DataNode)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, + { + "cell_type": "code", + "source": [ + "await Import.FromFile(\"../Files/DataNodes/DataNodeStates_ES_2020_12.csv\")", + "\n .WithFormat(ImportFormats.DataNodeState)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, + { + "cell_type": "code", + "source": [ + "await Import.FromFile(\"../Files/DataNodes/DataNodeParameters_ES_2020_12.csv\")", + "\n .WithFormat(ImportFormats.DataNodeParameter)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, { "cell_type": "markdown", "source": [ diff --git a/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb b/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb index 8e4df75c..02df9cf8 100644 --- a/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb +++ b/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb @@ -79,7 +79,20 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/TransactionalData/Openings_FR_2020_12.csv\")", + "// await Import.FromFile(\"../Files/TransactionalData/Openings_FR_2020_12.csv\")", + "\n// .WithFormat(ImportFormats.Opening)", + "\n// .WithTarget(DataSource)", + "\n// .WithActivityLog()", + "\n// .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, + { + "cell_type": "code", + "source": [ + "await Import.FromFile(\"../Files/TransactionalData/Openings_ES_2020_12.csv\")", "\n .WithFormat(ImportFormats.Opening)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -92,7 +105,33 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_FR_2020_12.csv\")", + "// await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_FR_2020_12.csv\")", + "\n// .WithFormat(ImportFormats.Cashflow)", + "\n// .WithTarget(DataSource)", + "\n// .WithActivityLog()", + "\n// .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, + { + "cell_type": "code", + "source": [ + "// await Import.FromFile(\"../Files/TransactionalData/Actuals_FR_2020_12.csv\")", + "\n// .WithFormat(ImportFormats.Actual)", + "\n// .WithTarget(DataSource)", + "\n// .WithActivityLog()", + "\n// .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, + { + "cell_type": "code", + "source": [ + "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_ES_2020_12.csv\")", "\n .WithFormat(ImportFormats.Cashflow)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -105,7 +144,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/TransactionalData/Actuals_FR_2020_12.csv\")", + "await Import.FromFile(\"../Files/TransactionalData/Actuals_ES_2020_12.csv\")", "\n .WithFormat(ImportFormats.Actual)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", diff --git a/ifrs17-template/Report/Reports.ipynb b/ifrs17-template/Report/Reports.ipynb index fc728daa..efcca32e 100644 --- a/ifrs17-template/Report/Reports.ipynb +++ b/ifrs17-template/Report/Reports.ipynb @@ -94,11 +94,11 @@ "cell_type": "code", "source": [ "var pv = ifrs17.PresentValues;", - "\npv.ReportingNode = \"FR\";", + "\npv.ReportingNode = \"ES\";", "\npv.ReportingPeriod = (2020, 12);", "\npv.CurrencyType = CurrencyType.Contractual;", - "\npv.ColumnSlices = new string[]{\"GroupOfContract\", \"AmountType\"};//\"GroupOfContract\", \"AmountType\"", - "\npv.DataFilter = new [] {(\"Portfolio\", \"EY59R\")};//new [] {(\"EconomicBasis\", \"L\")};", + "\npv.ColumnSlices = new string[]{\"Portfolio\",\"GroupOfContract\", \"AmountType\"};//\"GroupOfContract\", \"AmountType\"", + "\npv.DataFilter = new [] {(\"EconomicBasis\", \"L\")}; //new [] {(\"Portfolio\", \"EY59R\")};", "\n(await pv.ToReportAsync)" ], "metadata": {}, @@ -124,8 +124,8 @@ "var ra = ifrs17.RiskAdjustments;", "\nra.ReportingNode = \"FR\";", "\nra.ReportingPeriod = (2020, 12);", - "\nra.ColumnSlices = new string[]{};//\"GroupOfContract\", \"EconomicBasis\"", - "\nra.DataFilter = null;//new [] {(\"GroupOfContract\", \"DT1.2\")};", + "\nra.ColumnSlices = new string[]{\"GroupOfContract\"};//\"GroupOfContract\", \"EconomicBasis\"", + "\nra.DataFilter = new [] {(\"EconomicBasis\", \"L\")};//new [] {(\"GroupOfContract\", \"DT1.2\")};", "\n(await ra.ToReportAsync)" ], "metadata": {}, @@ -150,7 +150,7 @@ "cell_type": "code", "source": [ "var writtenActual = ifrs17.WrittenActuals;", - "\nwrittenActual.ReportingNode = \"FR\";", + "\nwrittenActual.ReportingNode = \"ES\";", "\nwrittenActual.ReportingPeriod = (2020, 12);", "\nwrittenActual.ColumnSlices = new string[]{\"GroupOfContract\"};//\"GroupOfContract\"", "\nwrittenActual.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.1\")};", @@ -203,7 +203,7 @@ "cell_type": "code", "source": [ "var deferrableActual = ifrs17.DeferralActuals;", - "\ndeferrableActual.ReportingNode = \"FR\";", + "\ndeferrableActual.ReportingNode = \"ES\";", "\ndeferrableActual.ReportingPeriod = (2020, 12);", "\ndeferrableActual.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"", "\ndeferrableActual.DataFilter = null;//new [] {(\"GroupOfContract\", \"DT1.1\")};", @@ -234,7 +234,7 @@ "var fulfillmentCashflows = ifrs17.FulfillmentCashflows;", "\nfulfillmentCashflows.ReportingNode = \"FR\";", "\nfulfillmentCashflows.ReportingPeriod = (2020, 12);", - "\nfulfillmentCashflows.ColumnSlices = new string[]{\"GroupOfContract\"};//\"EstimateType\"", + "\nfulfillmentCashflows.ColumnSlices = new string[]{\"GroupOfContract\", \"EstimateType\"};//\"EstimateType\"", "\nfulfillmentCashflows.DataFilter = null;// new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await fulfillmentCashflows.ToReportAsync)" ], @@ -314,7 +314,7 @@ "\nallocatedTechnicalMargins.ReportingNode = \"FR\";", "\nallocatedTechnicalMargins.ReportingPeriod = (2020, 12);", "\nallocatedTechnicalMargins.ColumnSlices = new string[]{\"GroupOfContract\", \"EstimateType\"};//\"GroupOfContract\", \"EstimateType\"", - "\nallocatedTechnicalMargins.DataFilter = new [] {(\"Portfolio\", \"EY59R\")}; //new [] {(\"GroupOfContract\", \"DT1.1\")};", + "\nallocatedTechnicalMargins.DataFilter = null;//new [] {(\"Portfolio\", \"EY59R\")};", "\n(await allocatedTechnicalMargins.ToReportAsync)" ], "metadata": {}, @@ -339,7 +339,7 @@ "\nactuarialLrc.ReportingNode = \"FR\";", "\nactuarialLrc.ReportingPeriod = (2020, 12);", "\nactuarialLrc.ColumnSlices = new string[]{\"GroupOfContract\", \"EstimateType\"};//\"GroupOfContract\"", - "\nactuarialLrc.DataFilter = new [] {(\"Portfolio\", \"EY59G\")}; //new [] {(\"GroupOfContract\", \"DT1.1\")};", + "\nactuarialLrc.DataFilter = null; //new [] {(\"Portfolio\", \"EY59G\")};", "\n(await actuarialLrc.ToReportAsync)" ], "metadata": {}, @@ -441,7 +441,7 @@ "\nfinancialPerformance.ReportingNode = \"FR\";", "\nfinancialPerformance.ReportingPeriod = (2020, 12);", "\nfinancialPerformance.ColumnSlices = new string[]{\"GroupOfContract\"};//\"GroupOfContract\"", - "\nfinancialPerformance.DataFilter = new [] {(\"Portfolio\", \"EY59R\")}; //new [] {(\"GroupOfContract\", \"DT1.1\")};", + "\nfinancialPerformance.DataFilter = new [] {(\"Portfolio\", \"EY63R\")}; //new [] {(\"GroupOfContract\", \"DT1.1\")};", "\n(await financialPerformance.ToReportAsync) with {GroupDefaultExpanded = 3}" ], "metadata": {}, From e9701cab610e5408c4a7bd9ea64eaac4823d5d67 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Mon, 24 Apr 2023 23:29:21 +0200 Subject: [PATCH 19/40] BUG YC? --- ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv b/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv index ecc7b5b2..c14a0d11 100644 --- a/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv +++ b/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv @@ -7,4 +7,4 @@ CHF,,0,0,0.015,0.02 XTSHY,,0.85,0.85,0.85,0.85 EUR,,0,,, EUR,NoDiscount,0,,, -EUR,3PCT,0.03,,, +EUR,3PCT,0.03,0.03,0.03,0.03 From 65ee09ea7fed8931d9d409fa530fb8be463b3132 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Tue, 25 Apr 2023 09:13:39 +0200 Subject: [PATCH 20/40] New mapping --- .../Files/TransactionalData/Actuals_ES_2020_12.csv | 2 +- .../Files/TransactionalData/NominalCashflows_ES_2020_12.csv | 6 +++--- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv index 3a64bc56..136a8b24 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv @@ -5,5 +5,5 @@ ES,2020,12,,, DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 3BBBA.0,CF,PR,A,,1000 3BBBA.0,CF,NIC,A,,-500 -3BBBA.0,CF,AE,A,,-150 +3BBBA.0,CF,AEM,A,,-150 3BBBA.0,CF,DAE,DA,,120 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv index 2d482032..ef805e0f 100644 --- a/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv @@ -4,9 +4,9 @@ ES,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, @@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11,Values12,Values13,Values14,Values15,Values16,Values17,Values18,Values19,Values20,Values21,Values22,Values23,Values24,Values25,Values26,Values27,Values28,Values29,Values30,Values31,Values32,Values33,Values34,Values35 3BBBA.0,PR,BE,BOP,N,,1000,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, -3BBBA.0,NIC,BE,BOP,N,,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,,,,,,,,,,,,,,,,,,,,,,,, -3BBBA.0,AE,BE,BOP,N,,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,-8.333333333,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,NIC,BE,BOP,N,,0,0,0,0,0,0,0,0,0,0,0,-600,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,AEM,BE,BOP,N,,0,0,0,0,0,0,0,0,0,0,0,-100,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, -3BBBA.0,AE,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,AEM,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,,,,,,,,,,,,,, From aa44696baa1a308eeba140d8c6d7d0a6c2c4b777 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Tue, 25 Apr 2023 12:10:44 +0200 Subject: [PATCH 21/40] Trying DA --- ifrs17-template/Files/Dimensions.csv | 6 +++--- .../Files/TransactionalData/Actuals_ES_2020_12.csv | 2 +- .../Files/TransactionalData/Openings_ES_2020_12.csv | 2 +- 3 files changed, 5 insertions(+), 5 deletions(-) diff --git a/ifrs17-template/Files/Dimensions.csv b/ifrs17-template/Files/Dimensions.csv index f2a8106b..d014b1ca 100644 --- a/ifrs17-template/Files/Dimensions.csv +++ b/ifrs17-template/Files/Dimensions.csv @@ -8,9 +8,9 @@ CDR,Credit Default Risk,CL,50,EndOfPeriod,,,,,,, CE,Claim Expenses,CL,200,EndOfPeriod,,,,,,, ALE,Allocated Loss Adjustment Expenses,CE,210,EndOfPeriod,,,,,,, ULE,Unallocated Loss Adjustment Expenses,CE,220,EndOfPeriod,,,,,,, -AE,Attributable Expenses,,80,BeginningOfPeriod,,,,,,, -AEA,Aquisition,AE,90,BeginningOfPeriod,,,,,,, -AEM,Maintenance,AE,100,BeginningOfPeriod,,,,,,, +AE,Attributable Expenses,,80,EndOfPeriod,,,,,,, +AEA,Aquisition,AE,90,EndOfPeriod,,,,,,, +AEM,Maintenance,AE,100,EndOfPeriod,,,,,,, NE,Non Attributable Expenses,,110,BeginningOfPeriod,,,,,,, AC,Attributable Commission,,120,BeginningOfPeriod,,,,,,, ACA,Aquisition,AC,130,BeginningOfPeriod,,,,,,, diff --git a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv index 136a8b24..aac1ba7a 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv @@ -6,4 +6,4 @@ DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 3BBBA.0,CF,PR,A,,1000 3BBBA.0,CF,NIC,A,,-500 3BBBA.0,CF,AEM,A,,-150 -3BBBA.0,CF,DAE,DA,,120 +3BBBA.0,CF,AEA,A,,120 diff --git a/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv index d64e6770..8bf866ed 100644 --- a/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv @@ -3,4 +3,4 @@ ReportingNode,Year,Month,, ES,2020,12,, @@Opening,,,, DataNode,EstimateType,AmountType,AccidentYear,Value -3BBBA.0,DA,DAE,,80 +3BBBA.0,DA,,,80 From 75c5e9e91906c5f40712b18b5e1653d076d29696 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Tue, 2 May 2023 14:19:24 +0200 Subject: [PATCH 22/40] FIX --- ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv | 1 + 1 file changed, 1 insertion(+) diff --git a/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv b/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv index e913e61c..61536920 100644 --- a/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv +++ b/ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv @@ -9,6 +9,7 @@ EY52PPA.1,Active, EY57G.1,Active, EY57R.1,Active, EY58G.1,Active, +EY58G.2,Active, EY58R.1,Active, EY63G.1,Active, EY59G.1,Active, From 9b72d7c9606a615edafdc47219109e9174a3a198 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Wed, 3 May 2023 09:03:35 +0200 Subject: [PATCH 23/40] YC --- ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv b/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv index c14a0d11..7b60d3ff 100644 --- a/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv +++ b/ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv @@ -4,7 +4,7 @@ Year,Month,,,, @@YieldCurve,,,,, Currency,Name,Values0,Values1,Values2,Values3 CHF,,0,0,0.015,0.02 -XTSHY,,0.85,0.85,0.85,0.85 +XTSHY,,0.85,,, EUR,,0,,, EUR,NoDiscount,0,,, -EUR,3PCT,0.03,0.03,0.03,0.03 +EUR,3PCT,0.03,,, From 6191be47c1e13ec870ac977d00252c262a8db163 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Wed, 3 May 2023 11:43:24 +0200 Subject: [PATCH 24/40] fix to YC and AM --- ifrs17/Import/2ImportScope-PresentValue.ipynb | 19 +++++++++++++------ ifrs17/Import/Importers.ipynb | 3 +-- 2 files changed, 14 insertions(+), 8 deletions(-) diff --git a/ifrs17/Import/2ImportScope-PresentValue.ipynb b/ifrs17/Import/2ImportScope-PresentValue.ipynb index 924af6d8..f14200c7 100644 --- a/ifrs17/Import/2ImportScope-PresentValue.ipynb +++ b/ifrs17/Import/2ImportScope-PresentValue.ipynb @@ -822,7 +822,7 @@ "For a certain GIC, the monthly Amortization Factors $\\text{Monthly }AF_i$ are computed from the cash flows of the underlying coverage unit for that GIC:", "\n", "\n$$", - "\n\\text{Monthly }AF_i = 1 - \\frac{ \\text{Nominal}_i(CL)} {\\text{CDC}_i(CL) } ~.", + "\n\\text{Monthly }AF_i = Max\\left(0, 1 - \\frac{ \\text{Nominal}_i(CL)} {\\text{CDC}_i(CL) }\\right) ~.", "\n$$", "\n", "\nwhere:", @@ -834,21 +834,28 @@ "execution_count": 0, "outputs": [] }, + { + "cell_type": "markdown", + "source": [ + "" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, { "cell_type": "code", "source": [ "public interface MonthlyAmortizationFactorCashflow : IScope", "\n{", - "\n private double[] NominalCuCashflow => GetScope((Identity with {AocType = AocTypes.CL}, (string)null, EstimateTypes.CU, (int?)null)).Values;", - "\n private double[] DiscountedCuCashflow => Multiply(-1d, GetScope(Identity with {AocType = AocTypes.CL}, o => o.WithContext(EconomicBasis)).Values);", + "\n double[] NominalCuCashflow => GetScope((Identity with {AocType = AocTypes.CL}, (string)null, EstimateTypes.CU, (int?)null)).Values;", + "\n double[] DiscountedCuCashflow => Multiply(-1d, GetScope(Identity with {AocType = AocTypes.CL}, o => o.WithContext(EconomicBasis)).Values);", "\n ", "\n [NotVisible] string EconomicBasis => GetContext();", "\n ", "\n double[] MonthlyAmortizationFactors => Identity.AocType switch {", "\n AocTypes.AM => NominalCuCashflow.Zip(DiscountedCuCashflow, //Extract to an other scope with month in the identity to avoid Zip?", - "\n (nominal, discountedCumulated) => Math.Abs(discountedCumulated) >= Precision ", - "\n ? 1 - nominal / discountedCumulated ", - "\n : 0).ToArray(),", + "\n (nominal, discountedCumulated) => Math.Abs(discountedCumulated) >= Precision ? Math.Max(0, 1 - nominal / discountedCumulated) : 0).ToArray(),", "\n _ => Enumerable.Empty().ToArray(),", "\n };", "\n}" diff --git a/ifrs17/Import/Importers.ipynb b/ifrs17/Import/Importers.ipynb index 7e899cdb..99450cfb 100644 --- a/ifrs17/Import/Importers.ipynb +++ b/ifrs17/Import/Importers.ipynb @@ -884,13 +884,12 @@ "\n (dataset, datarow) => {", "\n var values = datarow.Table.Columns.Where(c => c.ColumnName.StartsWith(nameof(YieldCurve.Values))).OrderBy(c => c.ColumnName.Length).ThenBy(c => c.ColumnName)", "\n .Select(x => datarow.Field(x.ColumnName).CheckStringForExponentialAndConvertToDouble()).ToArray().Prune();", - "\n if (!values.Any()) return null;", "\n return new YieldCurve {", "\n Currency = datarow.Field(nameof(YieldCurve.Currency)),", "\n Year = primaryArgs.Year,", "\n Month = primaryArgs.Month, ", "\n Scenario = primaryArgs.Scenario,", - "\n Values = values,", + "\n Values = !values.Any() ? new [] {0d} : values,", "\n Name = hasNameColumn ? datarow.Field(nameof(YieldCurve.Name)) : default(string)", "\n };", "\n }", From ac2a00b5c510262409bdb0e85b1691647d7d8fbd Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Wed, 3 May 2023 13:45:43 +0200 Subject: [PATCH 25/40] sign --- ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv | 2 +- .../Files/TransactionalData/NominalCashflows_ES_2020_12.csv | 2 ++ 2 files changed, 3 insertions(+), 1 deletion(-) diff --git a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv index aac1ba7a..488900c6 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv @@ -6,4 +6,4 @@ DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 3BBBA.0,CF,PR,A,,1000 3BBBA.0,CF,NIC,A,,-500 3BBBA.0,CF,AEM,A,,-150 -3BBBA.0,CF,AEA,A,,120 +3BBBA.0,CF,AEA,A,,-120 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv index ef805e0f..dacb3e3f 100644 --- a/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv @@ -6,7 +6,9 @@ DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Va 3BBBA.0,PR,BE,BOP,N,,1000,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,NIC,BE,BOP,N,,0,0,0,0,0,0,0,0,0,0,0,-600,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,AEM,BE,BOP,N,,0,0,0,0,0,0,0,0,0,0,0,-100,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,AEA,BE,BOP,N,,-200,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,AEM,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,AEA,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,,CU,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,,,,,,,,,,,,,, From b92f490d3761ff5ed5f67e6d5b7a75a57fd8c1b7 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Wed, 3 May 2023 14:03:33 +0200 Subject: [PATCH 26/40] yc fix --- ifrs17/Import/ImportStorage.ipynb | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/ifrs17/Import/ImportStorage.ipynb b/ifrs17/Import/ImportStorage.ipynb index f566d2c0..a5f64a40 100644 --- a/ifrs17/Import/ImportStorage.ipynb +++ b/ifrs17/Import/ImportStorage.ipynb @@ -315,7 +315,8 @@ "\n //YieldCurve", "\n public double[] GetYearlyYieldCurve(ImportIdentity id, string economicBasis) {", "\n var yc = GetYieldCurve(id, economicBasis);", - "\n return yc.Values.Skip(args.Year - yc.Year).ToArray(); //Check if the returned array is empty? Log Warning?", + "\n var ret = yc.Values.Skip(args.Year - yc.Year);", + "\n return (ret.Any() ? ret : yc.Values.Last().RepeatOnce()).ToArray();", "\n }", "\n ", "\n public YieldCurve GetYieldCurve(ImportIdentity id, string economicBasis) => (economicBasis, GetYieldCurvePeriod(id)) switch {", From df259c29cf1477e8fa108d80e7e52cd7a02b88b9 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Thu, 4 May 2023 09:04:46 +0200 Subject: [PATCH 27/40] update --- .../Files/TransactionalData/Actuals_ES_2020_12.csv | 2 +- .../Files/TransactionalData/Openings_ES_2020_12.csv | 2 +- ifrs17/Import/2ImportScope-PresentValue.ipynb | 4 ++-- 3 files changed, 4 insertions(+), 4 deletions(-) diff --git a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv index 488900c6..86812659 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv @@ -6,4 +6,4 @@ DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 3BBBA.0,CF,PR,A,,1000 3BBBA.0,CF,NIC,A,,-500 3BBBA.0,CF,AEM,A,,-150 -3BBBA.0,CF,AEA,A,,-120 +3BBBA.0,CF,AEA,A,,-200 diff --git a/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv index 8bf866ed..a32e8502 100644 --- a/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv @@ -3,4 +3,4 @@ ReportingNode,Year,Month,, ES,2020,12,, @@Opening,,,, DataNode,EstimateType,AmountType,AccidentYear,Value -3BBBA.0,DA,,,80 +3BBBA.0,DA,,,-80 diff --git a/ifrs17/Import/2ImportScope-PresentValue.ipynb b/ifrs17/Import/2ImportScope-PresentValue.ipynb index f14200c7..b4333529 100644 --- a/ifrs17/Import/2ImportScope-PresentValue.ipynb +++ b/ifrs17/Import/2ImportScope-PresentValue.ipynb @@ -848,8 +848,8 @@ "source": [ "public interface MonthlyAmortizationFactorCashflow : IScope", "\n{", - "\n double[] NominalCuCashflow => GetScope((Identity with {AocType = AocTypes.CL}, (string)null, EstimateTypes.CU, (int?)null)).Values;", - "\n double[] DiscountedCuCashflow => Multiply(-1d, GetScope(Identity with {AocType = AocTypes.CL}, o => o.WithContext(EconomicBasis)).Values);", + "\n private double[] NominalCuCashflow => GetScope((Identity with {AocType = AocTypes.CL}, (string)null, EstimateTypes.CU, (int?)null)).Values;", + "\n private double[] DiscountedCuCashflow => Multiply(-1d, GetScope(Identity with {AocType = AocTypes.CL}, o => o.WithContext(EconomicBasis)).Values);", "\n ", "\n [NotVisible] string EconomicBasis => GetContext();", "\n ", From 99891ddbd054142eaab513d9b88a4fc6b95989cd Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Thu, 4 May 2023 11:27:54 +0200 Subject: [PATCH 28/40] Clean up --- .../InitSystemorphBaseToMemory.ipynb | 27 ++++ .../InitSystemorphToMemory.ipynb | 137 ++++++++++++------ 2 files changed, 122 insertions(+), 42 deletions(-) diff --git a/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb b/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb index 200415ac..f0ab8a28 100644 --- a/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb +++ b/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb @@ -73,6 +73,15 @@ "execution_count": 0, "outputs": [] }, + { + "cell_type": "markdown", + "source": [ + "## CH Data Nodes" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, { "cell_type": "code", "source": [ @@ -112,6 +121,15 @@ "execution_count": 0, "outputs": [] }, + { + "cell_type": "markdown", + "source": [ + "## FR Data Nodes" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, { "cell_type": "code", "source": [ @@ -151,6 +169,15 @@ "execution_count": 0, "outputs": [] }, + { + "cell_type": "markdown", + "source": [ + "## ES Data Nodes" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, { "cell_type": "code", "source": [ diff --git a/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb b/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb index 02df9cf8..aa4bd390 100644 --- a/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb +++ b/ifrs17-template/Initialization/InitSystemorphToMemory.ipynb @@ -63,14 +63,36 @@ "execution_count": 0, "outputs": [] }, + { + "cell_type": "markdown", + "source": [ + "## FR Transactional Data" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, { "cell_type": "code", "source": [ - "// await Import.FromFile(\"../Files/TransactionalData/Openings_CH_2020_12.csv\")", - "\n// .WithFormat(ImportFormats.Opening)", - "\n// .WithTarget(DataSource)", - "\n// .WithActivityLog()", - "\n// .ExecuteAsync()" + "await Import.FromFile(\"../Files/TransactionalData/Openings_FR_2020_12.csv\")", + "\n .WithFormat(ImportFormats.Opening)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, + { + "cell_type": "code", + "source": [ + "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_FR_2020_12.csv\")", + "\n .WithFormat(ImportFormats.Cashflow)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -79,11 +101,20 @@ { "cell_type": "code", "source": [ - "// await Import.FromFile(\"../Files/TransactionalData/Openings_FR_2020_12.csv\")", - "\n// .WithFormat(ImportFormats.Opening)", - "\n// .WithTarget(DataSource)", - "\n// .WithActivityLog()", - "\n// .ExecuteAsync()" + "await Import.FromFile(\"../Files/TransactionalData/Actuals_FR_2020_12.csv\")", + "\n .WithFormat(ImportFormats.Actual)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, + { + "cell_type": "markdown", + "source": [ + "## ES Transactional Data" ], "metadata": {}, "execution_count": 0, @@ -105,11 +136,11 @@ { "cell_type": "code", "source": [ - "// await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_FR_2020_12.csv\")", - "\n// .WithFormat(ImportFormats.Cashflow)", - "\n// .WithTarget(DataSource)", - "\n// .WithActivityLog()", - "\n// .ExecuteAsync()" + "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_ES_2020_12.csv\")", + "\n .WithFormat(ImportFormats.Cashflow)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -118,11 +149,20 @@ { "cell_type": "code", "source": [ - "// await Import.FromFile(\"../Files/TransactionalData/Actuals_FR_2020_12.csv\")", - "\n// .WithFormat(ImportFormats.Actual)", - "\n// .WithTarget(DataSource)", - "\n// .WithActivityLog()", - "\n// .ExecuteAsync()" + "await Import.FromFile(\"../Files/TransactionalData/Actuals_ES_2020_12.csv\")", + "\n .WithFormat(ImportFormats.Actual)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, + { + "cell_type": "markdown", + "source": [ + "## CH Transactional Data" ], "metadata": {}, "execution_count": 0, @@ -131,7 +171,20 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_ES_2020_12.csv\")", + "await Import.FromFile(\"../Files/TransactionalData/Openings_CH_2020_12.csv\")", + "\n .WithFormat(ImportFormats.Opening)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" + ], + "metadata": {}, + "execution_count": 0, + "outputs": [] + }, + { + "cell_type": "code", + "source": [ + "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2020_12.csv\")", "\n .WithFormat(ImportFormats.Cashflow)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -144,7 +197,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/TransactionalData/Actuals_ES_2020_12.csv\")", + "await Import.FromFile(\"../Files/TransactionalData/Actuals_CH_2020_12.csv\")", "\n .WithFormat(ImportFormats.Actual)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -157,11 +210,11 @@ { "cell_type": "code", "source": [ - "// await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2021_3.csv\")", - "\n// .WithFormat(ImportFormats.Cashflow)", - "\n// .WithTarget(DataSource)", - "\n// .WithActivityLog()", - "\n// .ExecuteAsync()" + "await Import.FromFile(\"../Files/TransactionalData/SimpleValue_CH_2020_12.csv\")", + "\n .WithFormat(ImportFormats.SimpleValue )", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -170,11 +223,11 @@ { "cell_type": "code", "source": [ - "// await Import.FromFile(\"../Files/TransactionalData/Actuals_CH_2021_3.csv\")", - "\n// .WithFormat(ImportFormats.Actual)", - "\n// .WithTarget(DataSource)", - "\n// .WithActivityLog()", - "\n// .ExecuteAsync()" + "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2020_12_MTUP10pct.csv\")", + "\n .WithFormat(ImportFormats.Cashflow)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -183,11 +236,11 @@ { "cell_type": "code", "source": [ - "// await Import.FromFile(\"../Files/TransactionalData/SimpleValue_CH_2020_12.csv\")", - "\n// .WithFormat(ImportFormats.SimpleValue )", - "\n// .WithTarget(DataSource)", - "\n// .WithActivityLog()", - "\n// .ExecuteAsync()" + "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2021_3.csv\")", + "\n .WithFormat(ImportFormats.Cashflow)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -196,11 +249,11 @@ { "cell_type": "code", "source": [ - "// await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2020_12_MTUP10pct.csv\")", - "\n// .WithFormat(ImportFormats.Cashflow)", - "\n// .WithTarget(DataSource)", - "\n// .WithActivityLog()", - "\n// .ExecuteAsync()" + "await Import.FromFile(\"../Files/TransactionalData/Actuals_CH_2021_3.csv\")", + "\n .WithFormat(ImportFormats.Actual)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, From a1176d27bd0670292de7ffc821ab6318ed9daae3 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Thu, 4 May 2023 16:18:54 +0200 Subject: [PATCH 29/40] Fixed am for run-off and LIC --- ifrs17/Import/2ImportScope-PresentValue.ipynb | 14 ++++++++------ 1 file changed, 8 insertions(+), 6 deletions(-) diff --git a/ifrs17/Import/2ImportScope-PresentValue.ipynb b/ifrs17/Import/2ImportScope-PresentValue.ipynb index b4333529..88b8ce29 100644 --- a/ifrs17/Import/2ImportScope-PresentValue.ipynb +++ b/ifrs17/Import/2ImportScope-PresentValue.ipynb @@ -848,16 +848,16 @@ "source": [ "public interface MonthlyAmortizationFactorCashflow : IScope", "\n{", - "\n private double[] NominalCuCashflow => GetScope((Identity with {AocType = AocTypes.CL}, (string)null, EstimateTypes.CU, (int?)null)).Values;", - "\n private double[] DiscountedCuCashflow => Multiply(-1d, GetScope(Identity with {AocType = AocTypes.CL}, o => o.WithContext(EconomicBasis)).Values);", + "\n double[] NominalCuCashflow => GetScope((Identity with {AocType = AocTypes.CL}, (string)null, EstimateTypes.CU, (int?)null)).Values;", + "\n double[] DiscountedCuCashflow => Multiply(-1d, GetScope(Identity with {AocType = AocTypes.CL}, o => o.WithContext(EconomicBasis)).Values);", "\n ", "\n [NotVisible] string EconomicBasis => GetContext();", "\n ", "\n double[] MonthlyAmortizationFactors => Identity.AocType switch {", - "\n AocTypes.AM => NominalCuCashflow.Zip(DiscountedCuCashflow, //Extract to an other scope with month in the identity to avoid Zip?", - "\n (nominal, discountedCumulated) => Math.Abs(discountedCumulated) >= Precision ? Math.Max(0, 1 - nominal / discountedCumulated) : 0).ToArray(),", - "\n _ => Enumerable.Empty().ToArray(),", - "\n };", + "\n AocTypes.AM when NominalCuCashflow.Any() => NominalCuCashflow.Zip(DiscountedCuCashflow, //Extract to an other scope with month in the identity to avoid Zip?", + "\n (nominal, discountedCumulated) => Math.Abs(discountedCumulated) >= Precision ? Math.Max(0, 1 - nominal / discountedCumulated) : 0).ToArray(),", + "\n _ => Enumerable.Empty().ToArray(),", + "\n };", "\n}" ], "metadata": {}, @@ -897,7 +897,9 @@ "\n .MonthlyAmortizationFactors", "\n .Skip(shift)", "\n .Take(timeStep)", + "\n .DefaultIfEmpty()", "\n .Aggregate(1d, (x, y) => x * y);", + "\n ", "\n [NotVisible] string EconomicBasis => GetContext();", "\n", "\n string EstimateType => EstimateTypes.F;", From 5e5cf3c0a8c0a87b873e7978f6a352fdc8d6da5a Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Thu, 4 May 2023 16:36:12 +0200 Subject: [PATCH 30/40] Fix test --- .../InitSystemorphBaseToMemory.ipynb | 24 +++++++++---------- 1 file changed, 12 insertions(+), 12 deletions(-) diff --git a/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb b/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb index f0ab8a28..ecb28355 100644 --- a/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb +++ b/ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb @@ -76,7 +76,7 @@ { "cell_type": "markdown", "source": [ - "## CH Data Nodes" + "## FR Data Nodes" ], "metadata": {}, "execution_count": 0, @@ -85,7 +85,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/DataNodes/DataNodes_CH.csv\")", + "await Import.FromFile(\"../Files/DataNodes/DataNodes_FR.csv\")", "\n .WithFormat(ImportFormats.DataNode)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -98,7 +98,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/DataNodes/DataNodeStates_CH_2020_12.csv\")", + "await Import.FromFile(\"../Files/DataNodes/DataNodeStates_FR_2020_12.csv\")", "\n .WithFormat(ImportFormats.DataNodeState)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -111,7 +111,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/DataNodes/DataNodeParameters_CH_2020_12.csv\")", + "await Import.FromFile(\"../Files/DataNodes/DataNodeParameters_FR_2020_12.csv\")", "\n .WithFormat(ImportFormats.DataNodeParameter)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -124,7 +124,7 @@ { "cell_type": "markdown", "source": [ - "## FR Data Nodes" + "## ES Data Nodes" ], "metadata": {}, "execution_count": 0, @@ -133,7 +133,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/DataNodes/DataNodes_FR.csv\")", + "await Import.FromFile(\"../Files/DataNodes/DataNodes_ES.csv\")", "\n .WithFormat(ImportFormats.DataNode)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -146,7 +146,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/DataNodes/DataNodeStates_FR_2020_12.csv\")", + "await Import.FromFile(\"../Files/DataNodes/DataNodeStates_ES_2020_12.csv\")", "\n .WithFormat(ImportFormats.DataNodeState)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -159,7 +159,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/DataNodes/DataNodeParameters_FR_2020_12.csv\")", + "await Import.FromFile(\"../Files/DataNodes/DataNodeParameters_ES_2020_12.csv\")", "\n .WithFormat(ImportFormats.DataNodeParameter)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -172,7 +172,7 @@ { "cell_type": "markdown", "source": [ - "## ES Data Nodes" + "## CH Data Nodes" ], "metadata": {}, "execution_count": 0, @@ -181,7 +181,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/DataNodes/DataNodes_ES.csv\")", + "await Import.FromFile(\"../Files/DataNodes/DataNodes_CH.csv\")", "\n .WithFormat(ImportFormats.DataNode)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -194,7 +194,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/DataNodes/DataNodeStates_ES_2020_12.csv\")", + "await Import.FromFile(\"../Files/DataNodes/DataNodeStates_CH_2020_12.csv\")", "\n .WithFormat(ImportFormats.DataNodeState)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", @@ -207,7 +207,7 @@ { "cell_type": "code", "source": [ - "await Import.FromFile(\"../Files/DataNodes/DataNodeParameters_ES_2020_12.csv\")", + "await Import.FromFile(\"../Files/DataNodes/DataNodeParameters_CH_2020_12.csv\")", "\n .WithFormat(ImportFormats.DataNodeParameter)", "\n .WithTarget(DataSource)", "\n .WithActivityLog()", From d23736f59143a45c8968cf0303c1099e3b05b48d Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Thu, 4 May 2023 16:48:27 +0200 Subject: [PATCH 31/40] Private --- ifrs17/Import/2ImportScope-PresentValue.ipynb | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/ifrs17/Import/2ImportScope-PresentValue.ipynb b/ifrs17/Import/2ImportScope-PresentValue.ipynb index 88b8ce29..d422a9d5 100644 --- a/ifrs17/Import/2ImportScope-PresentValue.ipynb +++ b/ifrs17/Import/2ImportScope-PresentValue.ipynb @@ -848,8 +848,8 @@ "source": [ "public interface MonthlyAmortizationFactorCashflow : IScope", "\n{", - "\n double[] NominalCuCashflow => GetScope((Identity with {AocType = AocTypes.CL}, (string)null, EstimateTypes.CU, (int?)null)).Values;", - "\n double[] DiscountedCuCashflow => Multiply(-1d, GetScope(Identity with {AocType = AocTypes.CL}, o => o.WithContext(EconomicBasis)).Values);", + "\n private double[] NominalCuCashflow => GetScope((Identity with {AocType = AocTypes.CL}, (string)null, EstimateTypes.CU, (int?)null)).Values;", + "\n private double[] DiscountedCuCashflow => Multiply(-1d, GetScope(Identity with {AocType = AocTypes.CL}, o => o.WithContext(EconomicBasis)).Values);", "\n ", "\n [NotVisible] string EconomicBasis => GetContext();", "\n ", From c0168d41f60ef2b932b5a6d16ed3e667a7f5d628 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Thu, 4 May 2023 16:56:19 +0200 Subject: [PATCH 32/40] reset 2 files --- ifrs17-template/Import/CloseImportTemplate.ipynb | 14 +++++++------- ifrs17-template/Report/ParameterReports.ipynb | 6 +++--- 2 files changed, 10 insertions(+), 10 deletions(-) diff --git a/ifrs17-template/Import/CloseImportTemplate.ipynb b/ifrs17-template/Import/CloseImportTemplate.ipynb index 2d3da55b..d6c33af3 100644 --- a/ifrs17-template/Import/CloseImportTemplate.ipynb +++ b/ifrs17-template/Import/CloseImportTemplate.ipynb @@ -119,11 +119,11 @@ { "cell_type": "code", "source": [ - "// await Import.FromFile(pathToFile)", - "\n// .WithFormat(format)", - "\n// .WithTarget(DataSource)", - "\n// .WithActivityLog()", - "\n// .ExecuteAsync()" + "await Import.FromFile(pathToFile)", + "\n .WithFormat(format)", + "\n .WithTarget(DataSource)", + "\n .WithActivityLog()", + "\n .ExecuteAsync()" ], "metadata": {}, "execution_count": 0, @@ -150,7 +150,7 @@ { "cell_type": "code", "source": [ - "var pathToFile = \"../Files/TransactionalData/NominalCashflows_FR_2020_12.csv\";" + "var pathToFile = \"../Files/TransactionalData/Openings_CH_2020_12.csv\";" ], "metadata": {}, "execution_count": 0, @@ -159,7 +159,7 @@ { "cell_type": "code", "source": [ - "var format = ImportFormats.Cashflow;" + "var format = ImportFormats.Opening;" ], "metadata": {}, "execution_count": 0, diff --git a/ifrs17-template/Report/ParameterReports.ipynb b/ifrs17-template/Report/ParameterReports.ipynb index f214eb60..9154351b 100644 --- a/ifrs17-template/Report/ParameterReports.ipynb +++ b/ifrs17-template/Report/ParameterReports.ipynb @@ -86,9 +86,9 @@ { "cell_type": "code", "source": [ - "var reportinNode = \"FR\";", - "\nvar year = 2020;", - "\nvar month = 12;", + "var reportinNode = \"CH\";", + "\nvar year = 2021;", + "\nvar month = 3;", "\nvar scenario = (string)default;", "\nvar args = new ImportArgs(reportinNode, year, month, default, scenario, default);" ], From 4546326b33b030d33c59e8fdafa334bcb8f91680 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Thu, 4 May 2023 16:59:49 +0200 Subject: [PATCH 33/40] Cosmetic --- ifrs17/Import/2ImportScope-PresentValue.ipynb | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/ifrs17/Import/2ImportScope-PresentValue.ipynb b/ifrs17/Import/2ImportScope-PresentValue.ipynb index d422a9d5..46d985d5 100644 --- a/ifrs17/Import/2ImportScope-PresentValue.ipynb +++ b/ifrs17/Import/2ImportScope-PresentValue.ipynb @@ -848,8 +848,8 @@ "source": [ "public interface MonthlyAmortizationFactorCashflow : IScope", "\n{", - "\n private double[] NominalCuCashflow => GetScope((Identity with {AocType = AocTypes.CL}, (string)null, EstimateTypes.CU, (int?)null)).Values;", - "\n private double[] DiscountedCuCashflow => Multiply(-1d, GetScope(Identity with {AocType = AocTypes.CL}, o => o.WithContext(EconomicBasis)).Values);", + "\n private double[] NominalCuCashflow => GetScope((Identity with {AocType = AocTypes.CL}, (string)null, EstimateTypes.CU, (int?)null)).Values;", + "\n private double[] DiscountedCuCashflow => Multiply(-1d, GetScope(Identity with {AocType = AocTypes.CL}, o => o.WithContext(EconomicBasis)).Values);", "\n ", "\n [NotVisible] string EconomicBasis => GetContext();", "\n ", From 85a5e591bda119bae246052c0224b3009564bba1 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Thu, 4 May 2023 17:30:38 +0200 Subject: [PATCH 34/40] Fix BM --- ...PracticalCase-CompareReinsuranceTest.ipynb | 26 +++++++++---------- 1 file changed, 13 insertions(+), 13 deletions(-) diff --git a/ifrs17-template/Test/PracticalCase-CompareReinsuranceTest.ipynb b/ifrs17-template/Test/PracticalCase-CompareReinsuranceTest.ipynb index 0c658c79..71bbfbb1 100644 --- a/ifrs17-template/Test/PracticalCase-CompareReinsuranceTest.ipynb +++ b/ifrs17-template/Test/PracticalCase-CompareReinsuranceTest.ipynb @@ -84,7 +84,7 @@ { "cell_type": "code", "source": [ - "bops.Where(x => x.GroupOfContract==grossBusinessReinsured && x.Scenario==null).Sum(x=>x.Value).Should().BeApproximately(-100.00828, Precision);" + "bops.Where(x => x.GroupOfContract==grossBusinessReinsured && x.Scenario==null).Sum(x=>x.Value).Should().BeApproximately(-100.05818, Precision);" ], "metadata": {}, "execution_count": 0, @@ -93,7 +93,7 @@ { "cell_type": "code", "source": [ - "bops.Where(x => x.GroupOfContract==grossBusinessReinsured && x.Scenario==\"LR70\").Sum(x=>x.Value).Should().BeApproximately(-0.11643, Precision);" + "bops.Where(x => x.GroupOfContract==grossBusinessReinsured && x.Scenario==\"LR70\").Sum(x=>x.Value).Should().BeApproximately(-0.16633, Precision);" ], "metadata": {}, "execution_count": 0, @@ -102,7 +102,7 @@ { "cell_type": "code", "source": [ - "bops.Where(x => x.GroupOfContract==grossBusinessReinsured && x.Scenario==\"LR80\").Sum(x=>x.Value).Should().BeApproximately(99.77541, Precision);" + "bops.Where(x => x.GroupOfContract==grossBusinessReinsured && x.Scenario==\"LR80\").Sum(x=>x.Value).Should().BeApproximately(99.72551, Precision);" ], "metadata": {}, "execution_count": 0, @@ -111,7 +111,7 @@ { "cell_type": "code", "source": [ - "bops.Where(x => x.GroupOfContract==grossBusinessReinsured && x.Scenario==\"ELR60A70\").Sum(x=>x.Value).Should().BeApproximately(-100.00828, Precision);" + "bops.Where(x => x.GroupOfContract==grossBusinessReinsured && x.Scenario==\"ELR60A70\").Sum(x=>x.Value).Should().BeApproximately(-100.05818, Precision);" ], "metadata": {}, "execution_count": 0, @@ -120,7 +120,7 @@ { "cell_type": "code", "source": [ - "bops.Where(x => x.GroupOfContract==grossBusinessReinsured && x.Scenario==\"ELR60A80\").Sum(x=>x.Value).Should().BeApproximately(-100.00828, Precision);" + "bops.Where(x => x.GroupOfContract==grossBusinessReinsured && x.Scenario==\"ELR60A80\").Sum(x=>x.Value).Should().BeApproximately(-100.05818, Precision);" ], "metadata": {}, "execution_count": 0, @@ -255,7 +255,7 @@ { "cell_type": "code", "source": [ - "csmAM.Where(x => x.Scenario == null).Sum(x => x.Value).Should().BeApproximately(-84.98727, Precision);" + "csmAM.Where(x => x.Scenario == null).Sum(x => x.Value).Should().BeApproximately(-84.98845, Precision);" ], "metadata": {}, "execution_count": 0, @@ -264,7 +264,7 @@ { "cell_type": "code", "source": [ - "csmAM.Where(x => x.Scenario == \"LR70\").Sum(x => x.Value).Should().BeApproximately(-14.98673, Precision);" + "csmAM.Where(x => x.Scenario == \"LR70\").Sum(x => x.Value).Should().BeApproximately(-14.98652, Precision);" ], "metadata": {}, "execution_count": 0, @@ -273,7 +273,7 @@ { "cell_type": "code", "source": [ - "csmAM.Where(x => x.Scenario == \"LR80\").Sum(x => x.Value).Should().BeApproximately(-55.01464, Precision);" + "csmAM.Where(x => x.Scenario == \"LR80\").Sum(x => x.Value).Should().BeApproximately(-55.015398, Precision);" ], "metadata": {}, "execution_count": 0, @@ -300,7 +300,7 @@ { "cell_type": "code", "source": [ - "pnl.Where(x => x.Scenario == \"Best Estimate\").Sum(x => x.Value).Should().BeApproximately(84.99882, Precision);" + "pnl.Where(x => x.Scenario == \"Best Estimate\").Sum(x => x.Value).Should().BeApproximately(85.0, Precision);" ], "metadata": {}, "execution_count": 0, @@ -309,7 +309,7 @@ { "cell_type": "code", "source": [ - "pnl.Where(x => x.Scenario == \"LR70\").Sum(x => x.Value).Should().BeApproximately(15.00021, Precision);" + "pnl.Where(x => x.Scenario == \"LR70\").Sum(x => x.Value).Should().BeApproximately(15.0, Precision);" ], "metadata": {}, "execution_count": 0, @@ -318,7 +318,7 @@ { "cell_type": "code", "source": [ - "pnl.Where(x => x.Scenario == \"LR80\").Sum(x => x.Value).Should().BeApproximately(-55.00076, Precision);" + "pnl.Where(x => x.Scenario == \"LR80\").Sum(x => x.Value).Should().BeApproximately(-55.0, Precision);" ], "metadata": {}, "execution_count": 0, @@ -327,7 +327,7 @@ { "cell_type": "code", "source": [ - "pnl.Where(x => x.Scenario == \"ELR60A70\").Sum(x => x.Value).Should().BeApproximately(14.99882, Precision);" + "pnl.Where(x => x.Scenario == \"ELR60A70\").Sum(x => x.Value).Should().BeApproximately(15.0, Precision);" ], "metadata": {}, "execution_count": 0, @@ -336,7 +336,7 @@ { "cell_type": "code", "source": [ - "pnl.Where(x => x.Scenario == \"ELR60A80\").Sum(x => x.Value).Should().BeApproximately(-55.00117, Precision);" + "pnl.Where(x => x.Scenario == \"ELR60A80\").Sum(x => x.Value).Should().BeApproximately(-55.0, Precision);" ], "metadata": {}, "execution_count": 0, From 68bd4ac3c8af5e364f055f313070171106f53110 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Fri, 5 May 2023 09:23:11 +0200 Subject: [PATCH 35/40] update --- ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv | 2 +- .../Files/TransactionalData/NominalCashflows_ES_2020_12.csv | 3 ++- 2 files changed, 3 insertions(+), 2 deletions(-) diff --git a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv index 86812659..488900c6 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv @@ -6,4 +6,4 @@ DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 3BBBA.0,CF,PR,A,,1000 3BBBA.0,CF,NIC,A,,-500 3BBBA.0,CF,AEM,A,,-150 -3BBBA.0,CF,AEA,A,,-200 +3BBBA.0,CF,AEA,A,,-120 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv index dacb3e3f..1facfce8 100644 --- a/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv @@ -3,10 +3,11 @@ ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, ES,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, @@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11,Values12,Values13,Values14,Values15,Values16,Values17,Values18,Values19,Values20,Values21,Values22,Values23,Values24,Values25,Values26,Values27,Values28,Values29,Values30,Values31,Values32,Values33,Values34,Values35 +3BBBA.0,AEA,BE,BOP,I,,-80,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,PR,BE,BOP,N,,1000,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,NIC,BE,BOP,N,,0,0,0,0,0,0,0,0,0,0,0,-600,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,AEM,BE,BOP,N,,0,0,0,0,0,0,0,0,0,0,0,-100,,,,,,,,,,,,,,,,,,,,,,,, -3BBBA.0,AEA,BE,BOP,N,,-200,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,AEA,BE,BOP,N,,-120,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,AEM,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, From 819d926752e4af8068722f0b40c5a3644eb4c7f1 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Fri, 5 May 2023 09:25:12 +0200 Subject: [PATCH 36/40] memory --- ifrs17-template/Test/Tests.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/ifrs17-template/Test/Tests.ipynb b/ifrs17-template/Test/Tests.ipynb index c6c44706..0cc0bb0f 100644 --- a/ifrs17-template/Test/Tests.ipynb +++ b/ifrs17-template/Test/Tests.ipynb @@ -29,7 +29,7 @@ "cell_type": "markdown", "source": [ "Comprehensive collection of tests executed on top of the Systemorph use cases (initialization).", - "\n
Execute this Notebook using at least 20Gb RAM." + "\n
Execute this Notebook using at least 26Gb RAM." ], "metadata": {}, "execution_count": 0, From 803c116d53bdebf1cd5c1e2ca05fa07bcf38080b Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Fri, 5 May 2023 09:57:11 +0200 Subject: [PATCH 37/40] dim --- ifrs17-template/Files/Dimensions.csv | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/ifrs17-template/Files/Dimensions.csv b/ifrs17-template/Files/Dimensions.csv index d014b1ca..783a3a3c 100644 --- a/ifrs17-template/Files/Dimensions.csv +++ b/ifrs17-template/Files/Dimensions.csv @@ -9,12 +9,12 @@ CE,Claim Expenses,CL,200,EndOfPeriod,,,,,,, ALE,Allocated Loss Adjustment Expenses,CE,210,EndOfPeriod,,,,,,, ULE,Unallocated Loss Adjustment Expenses,CE,220,EndOfPeriod,,,,,,, AE,Attributable Expenses,,80,EndOfPeriod,,,,,,, -AEA,Aquisition,AE,90,EndOfPeriod,,,,,,, +AEA,Aquisition,AE,90,BeginningOfPeriod,,,,,,, AEM,Maintenance,AE,100,EndOfPeriod,,,,,,, NE,Non Attributable Expenses,,110,BeginningOfPeriod,,,,,,, AC,Attributable Commission,,120,BeginningOfPeriod,,,,,,, ACA,Aquisition,AC,130,BeginningOfPeriod,,,,,,, -ACM,Maitenance,AC,140,BeginningOfPeriod,,,,,,, +ACM,Maitenance,AC,140,EndOfPeriod,,,,,,, ,,,,,,,,,,, @@DeferrableAmountType,,,,,,,,,,, SystemName,DisplayName,Parent,Order,PeriodType,,,,,,, From 00c446d44a459d57efaac58bf5e87afe047f64c0 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Fri, 5 May 2023 10:12:19 +0200 Subject: [PATCH 38/40] OCI for ES --- ifrs17-template/Files/DataNodes/DataNodes_ES.csv | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/ifrs17-template/Files/DataNodes/DataNodes_ES.csv b/ifrs17-template/Files/DataNodes/DataNodes_ES.csv index d7154a25..2115f6be 100644 --- a/ifrs17-template/Files/DataNodes/DataNodes_ES.csv +++ b/ifrs17-template/Files/DataNodes/DataNodes_ES.csv @@ -4,8 +4,8 @@ ES,,,,,, ,,,,,, @@InsurancePortfolio,,,,,, SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, -3BBBA,BBA,EUR,MOT,BBA,, -3BPAA,PAA,EUR,MOT,PAA,, +3BBBA,BBA,EUR,MOT,BBA,Default, +3BPAA,PAA,EUR,MOT,PAA,Default, ,,,,,, @@GroupOfInsuranceContract,,,,,, SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,YieldCurveName From e93644968d0ab0b4623545b61ba81aabb3881a9d Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Fri, 5 May 2023 11:02:36 +0200 Subject: [PATCH 39/40] fix some numbers --- ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv | 2 +- .../Files/TransactionalData/NominalCashflows_ES_2020_12.csv | 3 +-- .../Files/TransactionalData/Openings_ES_2020_12.csv | 2 +- 3 files changed, 3 insertions(+), 4 deletions(-) diff --git a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv index 488900c6..86812659 100644 --- a/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv @@ -6,4 +6,4 @@ DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 3BBBA.0,CF,PR,A,,1000 3BBBA.0,CF,NIC,A,,-500 3BBBA.0,CF,AEM,A,,-150 -3BBBA.0,CF,AEA,A,,-120 +3BBBA.0,CF,AEA,A,,-200 diff --git a/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv index 1facfce8..dacb3e3f 100644 --- a/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv @@ -3,11 +3,10 @@ ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, ES,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, @@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11,Values12,Values13,Values14,Values15,Values16,Values17,Values18,Values19,Values20,Values21,Values22,Values23,Values24,Values25,Values26,Values27,Values28,Values29,Values30,Values31,Values32,Values33,Values34,Values35 -3BBBA.0,AEA,BE,BOP,I,,-80,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,PR,BE,BOP,N,,1000,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,NIC,BE,BOP,N,,0,0,0,0,0,0,0,0,0,0,0,-600,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,AEM,BE,BOP,N,,0,0,0,0,0,0,0,0,0,0,0,-100,,,,,,,,,,,,,,,,,,,,,,,, -3BBBA.0,AEA,BE,BOP,N,,-120,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, +3BBBA.0,AEA,BE,BOP,N,,-200,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 3BBBA.0,AEM,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, diff --git a/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv b/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv index a32e8502..c3271624 100644 --- a/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv +++ b/ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv @@ -3,4 +3,4 @@ ReportingNode,Year,Month,, ES,2020,12,, @@Opening,,,, DataNode,EstimateType,AmountType,AccidentYear,Value -3BBBA.0,DA,,,-80 +3BBBA.0,DA,,,0 From 892241f90f711fa21101bc9a8f01bbb1119f1c26 Mon Sep 17 00:00:00 2001 From: Daniel Trzesniak Date: Fri, 5 May 2023 11:17:37 +0200 Subject: [PATCH 40/40] Reset pointer to CE --- ifrs17-template/Constants/CalculationEngine.ipynb | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/ifrs17-template/Constants/CalculationEngine.ipynb b/ifrs17-template/Constants/CalculationEngine.ipynb index b7e7b0cf..721e117b 100644 --- a/ifrs17-template/Constants/CalculationEngine.ipynb +++ b/ifrs17-template/Constants/CalculationEngine.ipynb @@ -22,8 +22,7 @@ "var projectName = \"ifrs17\";", "\nvar environmentName = \"v1.3.0\";", "\nvar notebookName = \"CalculationEngine\";", - "\nvar calculationEngine = $\"#!import \\\"//{projectName}/{environmentName}/{notebookName}\\\"\";", - "\ncalculationEngine = $\"#!import \\\"../../ifrs17/CalculationEngine\\\"\";" + "\nvar calculationEngine = $\"#!import \\\"//{projectName}/{environmentName}/{notebookName}\\\"\";" ], "metadata": {}, "execution_count": 0,