Paa data and amortization factor refactor

ifrs17-template/Files/DataNodes/DataNodeParameters_CH_2020_12.csv

@@ -3,17 +3,19 @@ ReportingNode,Year,Month
 CH,2020,12
 ,,
 @@SingleDataNodeParameter,,
-DataNode,PremiumAllocation,
-GicComplex,0.8,
-DT1.1,0.8,
-DT1.2,0.8,
-DT1.3,1,
-DT1.4,0.8,
-DT1.5,0.8,
-DT2.1,0.8,
-DT2.2,0.8,
-DT3.1,0.8,
-DT4.1,0.8,
+DataNode,PremiumAllocation,CashFlowPeriodicity,InterpolationMethod,ReleasePattern0,ReleasePattern1,ReleasePattern2,ReleasePattern3,ReleasePattern4
+GicComplex,0.8,Monthly,
+DT1.1,0.8,Monthly,
+DT1.2,0.8,Monthly,
+DT1.3,1,Monthly,
+DT1.4,0.8,Monthly,
+DT1.5,0.8,Monthly,
+DT2.1,0.8,Monthly,
+DT2.2,0.8,Monthly,
+DT3.1,0.8,Monthly,
+DT4.1,0.8,Monthly,
+DT10.1,0,Yearly,Uniform,
+DT10.2,0,Yearly,Uniform,1.41,1.14,0.87,0.58
 ,,
 @@InterDataNodeParameter,,
 DataNode,LinkedDataNode,ReinsuranceCoverage

ifrs17-template/Files/DataNodes/DataNodeStates_CH_2020_12.csv

@@ -23,3 +23,5 @@ DTR1.4,Active,
 DTR2.1,Active,
 DTR2.2,Active,
 DTP1.1,Active,
+DT10.1,Active,
+DT10.2,Active,

ifrs17-template/Files/DataNodes/DataNodes_CH.csv

@@ -10,6 +10,7 @@ DT2,DT2 NOCI,USD,ANN,BBA,,
 DT3,DT3 RunOff,USD,ANN,BBA,Default,
 DT4,DT4 OCI,USD,ANN,BBA,Default,
 DT5,DT5 Simple Import,USD,ANN,BBA,Default,
+DT10,DT10 PPA,USD,ANN,PAA,Default,
 ,,,,,,
 @@GroupOfInsuranceContract,,,,,,
 SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,
@@ -25,6 +26,8 @@ DT3.1,DT3.1 Runoff - PA 0.8,DT3,2020,LRC,P,
 DT4.1,DT4.1 CSM PA 0.8,DT4,2020,LRC,P,
 DT5.1,DT5.1 Simple Import on DT 4.1,DT5,2020,LRC,P,
 DTP1.1,DTP1.1 Projection,DT1,2020,LRC,P,
+DT10.1,DT10.1 PAA,DT10,2020,LIC,P
+DT10.2,DT10.1 PAA,DT10,2020,LRC,P
 ,,,,,,
 @@ReinsurancePortfolio,,,,,,
 SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType,

ifrs17-template/Files/TransactionalData/NominalCashflowsPAA_CH_2020_12.csv

@@ -0,0 +1,7 @@
+@@Main,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,,
+CH,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,,
+@@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,CashFlowPeriodicity,InterpolationMethod,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11,Values12,Values13,Values14,Values15,Values16,Values17,Values18,Values19,Values20,Values21,Values22,Values23
+DT10.2,DAE,BE,BOP,N,,Monthly,Uniform,1000,0,1300
+DT10.2,PR,BE,BOP,N,,Monthly,Uniform,1000,

ifrs17-template/Import/InteractWithImportScopes/EvaluateImportScopes.ipynb

@@ -202,14 +202,16 @@
         {
             "cell_type": "code",
             "source": [
-                "var ret = universe.GetScopes<CumulatedNominalBE>(identities)",
-                "\n                .SelectMany(x => x.PresentValues)",
-                "\n                .Select(x => new {Value= x.Value, ",
-                "\n                                  Id = x.Identity.Id, ",
-                "\n                                  AmoutType = x.Identity.AmountType,",
-                "\n                                  EstimateType = x.Identity.EstimateType,",
-                "\n                                  AccidentYear = x.Identity.AccidentYear});",
-                "\nret.ToArray();"
+                "identities.First()"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var idByDn = identities.ToDictionaryGrouped(x => x.DataNode, x => x.ToArray());"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -224,6 +226,87 @@
             "execution_count": 0,
             "outputs": []
         },
+        {
+            "cell_type": "code",
+            "source": [
+                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<PvToIfrsVariable>().SelectMany(x => x.PvLocked.Concat(x.PvCurrent)).ToArray();"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<NominalToIfrsVariable>().SelectMany(x => x.CumulatedNominal).ToArray();"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<RaToIfrsVariable>().SelectMany(x => x.RaCurrent.Concat(x.RaLocked)).ToArray();"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<ActualToIfrsVariable>().SelectMany(x => x.Actual.Concat(x.AdvanceActual).Concat(x.OverdueActual)).ToArray();"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<DeferrableToIfrsVariable>().SelectMany(x => x.DeferrableActual).ToArray();"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<EaForPremiumToIfrsVariable>().SelectMany(x => x.BeEAForPremium.Concat(x.ActEAForPremium)).ToArray();"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<EaForPremiumToIfrsVariable>().SelectMany(x => x.BeEAForPremium.Concat(x.ActEAForPremium)).ToArray();"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<TmToIfrsVariable>().SelectMany(x => x.AmortizationFactor.Concat(x.Csms).Concat(x.Loss)).ToArray();"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                ""
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
         {
             "cell_type": "code",
             "source": [

ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12__F.csv

@@ -3,19 +3,19 @@ Month,ReportingNode,Scenario,Year
 12,CH,,2020
 @@F
 AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0
-,,AM,DT1.1,L,F,C,0.65623
+,CU,AM,DT1.1,L,F,C,0.65623
 ,,AM,DT1.2,L,F,C,1
-,,AM,DT1.3,L,F,C,0.65623
-,,AM,DT2.1,L,F,C,0.65623
+,CU,AM,DT1.3,L,F,C,0.65623
+,CU,AM,DT2.1,L,F,C,0.65623
 ,,AM,DT2.2,L,F,C,1
-,,AM,DTR1.1,L,F,C,0.65623
+,CU,AM,DTR1.1,L,F,C,0.65623
 ,,AM,DTR1.2,L,F,C,1
-,,AM,DTR2.1,L,F,C,0.65623
+,CU,AM,DTR2.1,L,F,C,0.65623
 ,,AM,DTR2.2,L,F,C,1
-,,AM,DT3.1,L,F,C,0.65623
-,,AM,DT4.1,L,F,C,0.65623
-,,AM,DT1.4,L,F,C,0.65623
-,,AM,DT1.5,L,F,C,0.65623
-,,AM,DTR1.3,L,F,C,0.65623
-,,AM,DTR1.4,L,F,C,0.65623
+,CU,AM,DT3.1,L,F,C,0.65623
+,CU,AM,DT4.1,L,F,C,0.65623
+,CU,AM,DT1.4,L,F,C,0.65623
+,CU,AM,DT1.5,L,F,C,0.65623
+,CU,AM,DTR1.3,L,F,C,0.65623
+,CU,AM,DTR1.4,L,F,C,0.65623
 ,,AM,DT5.1,L,F,C,0.65623

ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__F.csv

@@ -3,18 +3,18 @@ Month,ReportingNode,Scenario,Year
 3,CH,,2021
 @@F
 AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0
-,,AM,DT1.1,L,F,C,0.32249
+,CU,AM,DT1.1,L,F,C,0.32249
 ,,AM,DT1.2,L,F,C,1
-,,AM,DT1.3,L,F,C,0.32249
-,,AM,DT2.1,L,F,C,0.32249
+,CU,AM,DT1.3,L,F,C,0.32249
+,CU,AM,DT2.1,L,F,C,0.32249
 ,,AM,DT2.2,L,F,C,1
-,,AM,DTR1.1,L,F,C,0.32249
+,CU,AM,DTR1.1,L,F,C,0.32249
 ,,AM,DTR1.2,L,F,C,1
-,,AM,DTR2.1,L,F,C,0.32249
+,CU,AM,DTR2.1,L,F,C,0.32249
 ,,AM,DTR2.2,L,F,C,1
 ,,AM,DT3.1,L,F,C,1
-,,AM,DT4.1,L,F,C,0.32249
-,,AM,DT1.4,L,F,C,0.32249
-,,AM,DT1.5,L,F,C,0.32249
-,,AM,DTR1.3,L,F,C,0.32249
-,,AM,DTR1.4,L,F,C,0.32249
+,CU,AM,DT4.1,L,F,C,0.32249
+,CU,AM,DT1.4,L,F,C,0.32249
+,CU,AM,DT1.5,L,F,C,0.32249
+,CU,AM,DTR1.3,L,F,C,0.32249
+,CU,AM,DTR1.4,L,F,C,0.32249

ifrs17-template/Test/IfrsVariablesTest.ipynb

@@ -186,7 +186,7 @@
                 "\n    var computedNotExpected = computed.Where(x => x.Values.Any(y => Math.Abs(y) > BenchmarkPrecision)).Except(expected, comparer);",
                 "\n    if (expectedNotComputed.Any()){",
                 "\n        foreach(var element in expectedNotComputed){",
-                "\n            errors.Add(new BenchmarkTestResult(\"Extra expected variable for: Partition \" + element.Partition + \", \" + element.ToIdentityString()));",
+                "\n            errors.Add(new BenchmarkTestResult(\"Extra expected variable for: Partition \" + element.Partition + \", \" + element.ToIdentityString(), element.Values, null));",
                 "\n        }",
                 "\n    }",
                 "\n    if (computedNotExpected.Any()){",