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Merged
nnikolopoulos merged 32 commits into from
Jun 27, 2023
Merged

Merge New Features to Dev #331

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797bc75
Develop (with removed Arithmetic) to Main (#63)
dcolleoni Nov 2, 2022
ef3e246
Dev to main (#66)
dcolleoni Nov 4, 2022
f693727
Update issue templates (#69)
dcolleoni Nov 7, 2022
911cd71
Dev to main (#84)
dcolleoni Nov 14, 2022
87d05ab
Dev to main (#86)
nnikolopoulos Nov 14, 2022
488870c
Merge branch 'develop' into developToMain
dcolleoni Nov 30, 2022
e8db491
delete full template dir
dcolleoni Nov 30, 2022
3b8acd0
remove images
dcolleoni Nov 30, 2022
ea6c6df
Develop to main (#115)
dcolleoni Nov 30, 2022
414d711
Openings: remove reimport duplicates (#150)
sbusato Dec 22, 2022
d0d8b61
Old develop to Main (#152)
Dec 22, 2022
a71561e
Openings: remove reimport duplicates (#150) (#153)
Dec 22, 2022
f506d37
Develop to main (#177)
dcolleoni Jan 17, 2023
f36d81f
Develop to Main (#187)
dcolleoni Jan 23, 2023
96cd5f3
Develop to main (#205)
dcolleoni Jan 30, 2023
caf13b3
debug import scopes
dcolleoni Feb 1, 2023
50f326f
enhance technical margin test - reproduce the bug -
dcolleoni Feb 7, 2023
1cdac93
fix and increase test coverage
dcolleoni Feb 9, 2023
6efa96c
clean up
dcolleoni Feb 9, 2023
d17f460
typos
dcolleoni Feb 10, 2023
47fdabf
Hot fix loreco (#214)
dcolleoni Feb 21, 2023
7e4aa58
update to v1.1.1
dcolleoni Mar 6, 2023
51a6e43
Update version reference to v1.1.1 (#227)
dcolleoni Mar 6, 2023
fb4494e
Merge remote-tracking branch 'origin/develop' into DevMain
dcolleoni Mar 24, 2023
fbe383c
Develop to main (#251)
dcolleoni Mar 24, 2023
800ca69
Develop (#291)
dcolleoni Apr 28, 2023
f5974fc
Log an Error for Invalid AY Types (#316)
nnikolopoulos Jun 21, 2023
16f1e3c
Introduce Locked In CDR and Partner Rating for Technical Margin (#323)
nnikolopoulos Jun 22, 2023
b78ad41
Update to v1.3.1 (#326)
nnikolopoulos Jun 23, 2023
0a80629
Fix Lambda in LoadCurrentParameterAsync
Jun 23, 2023
70b40ba
Merge branch 'ExternalStakeholderPostProd4' into FeaturesToDev
Jun 26, 2023
9e16d36
Md RAM augment
Jun 26, 2023
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2 changes: 1 addition & 1 deletion ifrs17-template/Constants/CalculationEngine.ipynb
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Expand Up @@ -20,7 +20,7 @@
"cell_type": "code",
"source": [
"var projectName = \"ifrs17\";",
"\nvar environmentName = \"v1.3.0\";",
"\nvar environmentName = \"v1.3.1\";",
"\nvar notebookName = \"CalculationEngine\";",
"\nvar calculationEngine = $\"#!import \\\"//{projectName}/{environmentName}/{notebookName}\\\"\";"
],
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6 changes: 3 additions & 3 deletions ifrs17-template/Export/MapTemplate.ipynb
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"source": [
"# Map Template: Data Node",
"\n",
"\n[DataNodes](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#data-node) defines the properties of [Portfolios](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#portfolios) and [Group of Contracts](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#group-of-contracts)."
"\n[DataNodes](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#data-node) defines the properties of [Portfolios](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#portfolios) and [Group of Contracts](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#group-of-contracts)."
],
"metadata": {},
"execution_count": 0,
Expand Down Expand Up @@ -166,7 +166,7 @@
"source": [
"# Map Template: Data Node State",
"\n",
"\n[Data Node State](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#data-node-state) defines whether the instance is active (used in import/output) or inactive (present in the DataSource but not used in input/output operations)."
"\n[Data Node State](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#data-node-state) defines whether the instance is active (used in import/output) or inactive (present in the DataSource but not used in input/output operations)."
],
"metadata": {},
"execution_count": 0,
Expand Down Expand Up @@ -252,7 +252,7 @@
"source": [
"# Map Template: Data Node Parameter",
"\n",
"\n[Data Node Parameters](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#data-node-parameters) are defined at the Group of Contract level and are used during the import calculation. "
"\n[Data Node Parameters](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#data-node-parameters) are defined at the Group of Contract level and are used during the import calculation. "
],
"metadata": {},
"execution_count": 0,
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1 change: 1 addition & 0 deletions ifrs17-template/Files/Dimensions.csv
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Expand Up @@ -5,6 +5,7 @@ CL,Claims,,20,EndOfPeriod,,,,,,,
NIC,Non Investment Component,CL,30,EndOfPeriod,,,,,,,
ICO,Investment Component,CL,40,EndOfPeriod,,,,,,,
CDR,Credit Default Risk,CL,50,EndOfPeriod,,,,,,,
CDRI,Initial Credit Default Risk,CDR,60,EndOfPeriod,,,,,,,
CE,Claim Expenses,CL,200,EndOfPeriod,,,,,,,
ALE,Allocated Loss Adjustment Expenses,CE,210,EndOfPeriod,,,,,,,
ULE,Unallocated Loss Adjustment Expenses,CE,220,EndOfPeriod,,,,,,,
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8 changes: 4 additions & 4 deletions ifrs17-template/Import/CloseImportTemplate.ipynb
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Expand Up @@ -39,7 +39,7 @@
"source": [
"All imports are triggered via the <code>Import</code> command. Several options can be fluently appended to customize the import action:",
"\n- <code>FromFile()</code> : accepts a string as input (eg. \"../Files/TransactionalData/Openings_CH_2020_12.csv\"). It corresponds the file to be imported complete with the path",
"\n- <code>WithFormat()</code> : accepts a string as input (eg. \"Cashflow\" or \"Actual\"). It is used to trigger the desired import logic for the current file. Full list of avalaible ImportFormats can be found [here](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/Constants/Consts#import-formats)",
"\n- <code>WithFormat()</code> : accepts a string as input (eg. \"Cashflow\" or \"Actual\"). It is used to trigger the desired import logic for the current file. Full list of avalaible ImportFormats can be found [here](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/Constants/Consts#import-formats)",
"\n- <code>WithFileStorage()</code> : defined the drive from where the input files is retrieved. In this example we use the project file storage (new files have to be uploaded into the project), other options are SharePoint and OneDrive. ",
"\n- <code>WithTarget()</code> : target drive where the results are stored. In this example we use our in-memory set up",
"\n"
Expand Down Expand Up @@ -89,9 +89,9 @@
"\nNew Data Nodes and Parameters are imported here.",
"\n<br> To easily generate these files, please refer to the **Map Template** files exported [here](../Export/MapTemplate). Edit them at your wish and import them back into the solution through the following cells. ",
"\n<br> For the **ImportFormat**, the following options are expected:",
"\n- ImportFormats.DataNode : [Portfolios](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#portfolios) and [Group of Contracts](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#group-of-contracts)",
"\n- ImportFormats.DataNodeState : the [state of a data node](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#data-node-state) can be either active or inactive.",
"\n- ImportFormats.DataNodeParameter : parameters are described [here](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#data-node-parameters). For **Group of Insurance Contracts** a default [Premium Allocation factor](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/Import/4ImportScope-TechnicalMargin#experience-adjustment-on-premium) of 1 is applied if the parameter is not imported.",
"\n- ImportFormats.DataNode : [Portfolios](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#portfolios) and [Group of Contracts](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#group-of-contracts)",
"\n- ImportFormats.DataNodeState : the [state of a data node](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#data-node-state) can be either active or inactive.",
"\n- ImportFormats.DataNodeParameter : parameters are described [here](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#data-node-parameters). For **Group of Insurance Contracts** a default [Premium Allocation factor](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/Import/4ImportScope-TechnicalMargin#experience-adjustment-on-premium) of 1 is applied if the parameter is not imported.",
"\n"
],
"metadata": {},
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32 changes: 16 additions & 16 deletions ifrs17-template/InputFormatDescription.ipynb
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Expand Up @@ -38,17 +38,17 @@
"source": [
"A cash flow file is named **NominalCashflows** *\\_<reportingNode\\>* *\\_<year\\>* *\\_<month\\>* and is composed of two sections: **Main** and **Cashflow**.",
"\n",
"\nThe **Main** section contains information such as: Reporting Node, Year, Month and Scenario for which the data is being imported. This information is used to define the [partition](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#partitions) to which the data belongs.",
"\nThe **Main** section contains information such as: Reporting Node, Year, Month and Scenario for which the data is being imported. This information is used to define the [partition](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#partitions) to which the data belongs.",
"\n",
"\nThe **Cashflow** section contains the cash flow data. Several pieces of information are required to characterize a cash flow correctly:",
"\n- [DataNode](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#group-of-contracts) : lowest granularity of the Data Node, it is entered with its SystemName,",
"\n- [AmountType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#amount-type) : entered with its SystemName,",
"\n- [EstimateType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#estimate-type) : entered with its SystemName,",
"\n- [AocType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#aoc-type) : entered with its SystemName,",
"\n- [Novelty](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#novelty) : entered with its SystemName,",
"\n- [DataNode](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#group-of-contracts) : lowest granularity of the Data Node, it is entered with its SystemName,",
"\n- [AmountType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#amount-type) : entered with its SystemName,",
"\n- [EstimateType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#estimate-type) : entered with its SystemName,",
"\n- [AocType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#aoc-type) : entered with its SystemName,",
"\n- [Novelty](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#novelty) : entered with its SystemName,",
"\n- AccidentYear : relevant for Data Node with Liability Type: Liability for Incurred Claims.",
"\n",
"\nAll valid combinations of AocType and Novelty can be found in [AocConfiguration](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#aoc-configuration) with DataType Optional or Mandatory.",
"\nAll valid combinations of AocType and Novelty can be found in [AocConfiguration](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#aoc-configuration) with DataType Optional or Mandatory.",
"\n<br>The cash flow is entered in the columns named <code>ValuesN</code> where N goes from 0 to the length of cash flow. The Value0 corresponds to January of the Year entered in the **Main** section for every combination of AocType and Novelty. "
],
"metadata": {},
Expand All @@ -73,13 +73,13 @@
"source": [
"An Actuals file is named **Actuals** *\\_<reportingNode\\>* *\\_<year\\>* *\\_<month\\>* and is composed of two sections: **Main** and **Actual**.",
"\n",
"\nThe **Main** section contains information such as: Reporting Node, Year, Month for which the data is being imported. This information is used to define the [partition](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#partition) to which the data belong.",
"\nThe **Main** section contains information such as: Reporting Node, Year, Month for which the data is being imported. This information is used to define the [partition](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#partition) to which the data belong.",
"\n",
"\nThe **Actual** section contains the actuals data. Several pieces of information are required to to characterize an Actuals amount correctly:",
"\n- [DataNode](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#group-of-contracts) : lowest granularity of the Data Node, it is entered with its SystemName,",
"\n- [AocType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#aoc-type) : entered with its SystemName,",
"\n- [AmountType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#amount-type) : entered with its SystemName,",
"\n- [EstimateType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#estimate-type) : entered with its SystemName,",
"\n- [DataNode](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#group-of-contracts) : lowest granularity of the Data Node, it is entered with its SystemName,",
"\n- [AocType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#aoc-type) : entered with its SystemName,",
"\n- [AmountType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#amount-type) : entered with its SystemName,",
"\n- [EstimateType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#estimate-type) : entered with its SystemName,",
"\n- AccidentYear : relevant for Data Node with Liability Type: Liability for Incurred Claims."
],
"metadata": {},
Expand All @@ -104,12 +104,12 @@
"source": [
"An Openings file is named **Openings** *\\_<reportingNode\\>* *\\_<year\\>* *\\_<month\\>* and is composed of two sections: **Main** and **Opening**. In an AoC for one period, we only need one file with the year/month combination of the beginning of the period. Some GICs do not need any entries in Openings.",
"\n",
"\nThe **Main** section contains information such as: Reporting Node, Year, Month for which the data is being imported. This information is used to define the [partition](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#partition) to which the data belong.",
"\nThe **Main** section contains information such as: Reporting Node, Year, Month for which the data is being imported. This information is used to define the [partition](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#partition) to which the data belong.",
"\n",
"\nThe **Opening** section contains values at opening of an analysis. Several pieces of information are required to to characterize an Opening amount correctly:",
"\n- [DataNode](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#group-of-contracts) : lowest granularity of the Data Node, it is entered with its SystemName,",
"\n- [AmountType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#amount-type) : entered with its SystemName,",
"\n- [EstimateType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.0/DataModel/DataStructure#estimate-type) : entered with its SystemName,",
"\n- [DataNode](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#group-of-contracts) : lowest granularity of the Data Node, it is entered with its SystemName,",
"\n- [AmountType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#amount-type) : entered with its SystemName,",
"\n- [EstimateType](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.1/DataModel/DataStructure#estimate-type) : entered with its SystemName,",
"\n- AccidentYear : relevant for Data Node with Liability Type: Liability for Incurred Claims."
],
"metadata": {},
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