Dac calculation

ifrs17-template/Files/DataNodes/DataNodeParameters_CH_2020_12.csv

@@ -3,7 +3,7 @@ ReportingNode,Year,Month
 CH,2020,12
 ,,
 @@SingleDataNodeParameter,,
-DataNode,PremiumAllocation,CashFlowPeriodicity,InterpolationMethod,ReleasePattern0,ReleasePattern1,ReleasePattern2,ReleasePattern3,ReleasePattern4
+DataNode,PremiumAllocation,CashFlowPeriodicity,InterpolationMethod,EconomicBasisDriver,ReleasePattern0,ReleasePattern1,ReleasePattern2,ReleasePattern3,ReleasePattern4
 GicComplex,0.8,Monthly,
 DT1.1,0.8,Monthly,
 DT1.2,0.8,Monthly,
@@ -15,7 +15,7 @@ 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
+DT10.2,0,Yearly,Uniform,N,1.41,1.14,0.87,0.58
 ,,
 @@InterDataNodeParameter,,
 DataNode,LinkedDataNode,ReinsuranceCoverage

ifrs17-template/Import/InteractWithImportScopes/EvaluateImportScopes.ipynb

@@ -79,7 +79,16 @@
         {
             "cell_type": "code",
             "source": [
-                "await Import.FromFile(\"../../Files/TransactionalData/NominalCashflows_CH_2020_12.csv\")",
+                "ProjectionCount = 5;"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "await Import.FromFile(\"../../Files/TransactionalData/NominalCashflowsPAA_CH_2020_12.csv\")",
                 "\n            .WithFormat(ImportFormats.Cashflow)",
                 "\n            .WithTarget(DataSource)",
                 "\n            .WithActivityLog()",
@@ -229,7 +238,7 @@
         {
             "cell_type": "code",
             "source": [
-                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<PvToIfrsVariable>().SelectMany(x => x.PvLocked.Concat(x.PvCurrent)).ToArray();"
+                "int projection = 0;"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -238,7 +247,7 @@
         {
             "cell_type": "code",
             "source": [
-                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<NominalToIfrsVariable>().SelectMany(x => x.CumulatedNominal).ToArray();"
+                "var ivs = Scopes.ForIdentities(identities.Select(id => id with {ProjectionPeriod = projection}), storage).ToScopes<PvToIfrsVariable>().SelectMany(x => x.PvLocked.Concat(x.PvCurrent)).ToArray();"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -247,7 +256,7 @@
         {
             "cell_type": "code",
             "source": [
-                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<RaToIfrsVariable>().SelectMany(x => x.RaCurrent.Concat(x.RaLocked)).ToArray();"
+                "var ivs = Scopes.ForIdentities(identities.Select(id => id with {ProjectionPeriod = projection}), storage).ToScopes<NominalToIfrsVariable>().SelectMany(x => x.CumulatedNominal).ToArray();"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -256,7 +265,7 @@
         {
             "cell_type": "code",
             "source": [
-                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<ActualToIfrsVariable>().SelectMany(x => x.Actual.Concat(x.AdvanceActual).Concat(x.OverdueActual)).ToArray();"
+                "var ivs = Scopes.ForIdentities(identities.Select(id => id with {ProjectionPeriod = projection}), storage).ToScopes<RaToIfrsVariable>().SelectMany(x => x.RaCurrent.Concat(x.RaLocked)).ToArray();"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -265,7 +274,7 @@
         {
             "cell_type": "code",
             "source": [
-                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<DeferrableToIfrsVariable>().SelectMany(x => x.DeferrableActual).ToArray();"
+                "var ivs = Scopes.ForIdentities(identities.Select(id => id with {ProjectionPeriod = projection}), storage).ToScopes<ActualToIfrsVariable>().SelectMany(x => x.Actual.Concat(x.AdvanceActual).Concat(x.OverdueActual)).ToArray();"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -274,7 +283,7 @@
         {
             "cell_type": "code",
             "source": [
-                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<EaForPremiumToIfrsVariable>().SelectMany(x => x.BeEAForPremium.Concat(x.ActEAForPremium)).ToArray();"
+                "var ivs = Scopes.ForIdentities(identities.Select(id => id with {ProjectionPeriod = projection}), storage).ToScopes<DeferrableToIfrsVariable>().SelectMany(x => x.Deferrable).ToArray();"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -283,7 +292,7 @@
         {
             "cell_type": "code",
             "source": [
-                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<EaForPremiumToIfrsVariable>().SelectMany(x => x.BeEAForPremium.Concat(x.ActEAForPremium)).ToArray();"
+                "var ivs = Scopes.ForIdentities(identities.Select(id => id with {ProjectionPeriod = projection}), storage).ToScopes<DeferrableAmortizationFactorToIfrsVariable>().SelectMany(x => x.DeferrableAmFactor).ToArray();"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -292,7 +301,16 @@
         {
             "cell_type": "code",
             "source": [
-                "var ivs = Scopes.ForIdentities(identities, storage).ToScopes<TmToIfrsVariable>().SelectMany(x => x.AmortizationFactor.Concat(x.Csms).Concat(x.Loss)).ToArray();"
+                "var ivs = Scopes.ForIdentities(identities.Select(id => id with {ProjectionPeriod = projection}), 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.Select(id => id with {ProjectionPeriod = projection}), storage).ToScopes<TmToIfrsVariable>().SelectMany(x => x.AmortizationFactor.Concat(x.Csms).Concat(x.Loss)).ToArray();"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -307,6 +325,44 @@
             "execution_count": 0,
             "outputs": []
         },
+        {
+            "cell_type": "markdown",
+            "source": [
+                "# Temporary test of DAC for PAA"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var iv = Enumerable.Range(0,5).SelectMany(p=>",
+                "\n    Scopes.ForIdentities(identities.Select(id => id with {ProjectionPeriod=p}), storage)",
+                "\n    .ToScopes<DeferrableCashflowToIfrsVariable>().SelectMany(x => x.Deferrable))",
+                "\n.AggregateProjections().Where(x => x.Values.Any(v => Math.Abs(v) > Precision ))",
+                "\n.ToArray();",
+                "\n",
+                "\nvar eops= iv.Where(x => x.AocType == \"EOP\");",
+                "\nvar ams = iv.Where(x => x.AocType == \"AM\" && x.EstimateType == \"DA\");",
+                "\n",
+                "\niv"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "//Testing",
+                "\n(Math.Abs(eops.Single(x => x.AccidentYear == 0).Values.First() - 647.5)< Precision, Math.Abs(eops.Single(x => x.AccidentYear == 2).Values.First() - 918.125)< Precision, ",
+                "\nMath.Abs(ams.Single(x => x.AccidentYear == 0).Values.First() -  -352.5)< Precision, Math.Abs(ams.Single(x => x.AccidentYear == 2).Values.First() - -381.87499999999994)< Precision)"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
         {
             "cell_type": "code",
             "source": [

ifrs17/Constants/Consts.ipynb

@@ -388,6 +388,8 @@
                 "\n    public const string ALE = nameof(ALE);  // Allocated Loss Adjustment Expenses",
                 "\n    public const string ULE = nameof(ULE);  // Unallocated Loss Adjustment Expenses",
                 "\n    public const string CU = nameof(CU);    // Coverage Units",
+                "\n    public const string DE = nameof(DE);    // Deferrable Expenses",
+                "\n    public const string DAE = nameof(DAE);  // Deferrable Acquisition Expenses",
                 "\n}"
             ],
             "metadata": {},

ifrs17/Import/2ImportScope-PresentValue.ipynb

@@ -892,15 +892,26 @@
                 "\n}",
                 "\n",
                 "\npublic interface AmfFromIfrsVariable : CurrentPeriodAmortizationFactor{",
-                "\n    private double amortizationFactorForAmountType => GetStorage().GetValue(Identity.Id, Identity.AmountType, EstimateType, EconomicBasis, Identity.patternShift == 0 ? null : Identity.patternShift, Identity.Id.ProjectionPeriod);",
+                "\n    private double amortizationFactorForAmountType => GetStorage().GetValue(Identity.Id, Identity.AmountType, EstimateType, EconomicBasis, ",
+                "\n        Identity.patternShift == 0 ? null : Identity.patternShift, Identity.Id.ProjectionPeriod); //TODO shift of 0 is a valid value",
                 "\n    double CurrentPeriodAmortizationFactor.Value => Math.Abs(amortizationFactorForAmountType) >= Precision",
                 "\n        ? amortizationFactorForAmountType ",
                 "\n        : GetStorage().GetValue(Identity.Id, null, EstimateType, EconomicBasis, Identity.patternShift == 0 ? null : Identity.patternShift, Identity.Id.ProjectionPeriod);",
+                "\n    string CurrentPeriodAmortizationFactor.EffectiveAmountType => Math.Abs(amortizationFactorForAmountType) >= Precision ? Identity.AmountType : null;",
                 "\n}"
             ],
             "metadata": {},
             "execution_count": 0,
             "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                ""
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
         }
     ]
 }