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Merged
sbusato merged 3 commits into from
Jul 7, 2023
Merged

Remove Contract Term #342

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94914f5
remove ContractTerm
sbusato Jul 3, 2023
68dfcab
fixed IsReinsurance in DataNodeData
sbusato Jul 4, 2023
2b1ccd4
Merge remote-tracking branch 'origin/develop' into RemoveContractTerm
sbusato Jul 4, 2023
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23 changes: 16 additions & 7 deletions ifrs17/DataModel/DataStructure.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -1412,8 +1412,6 @@
"\n",
"\nA Group of Contract is a set of contracts with the same Annual Cohort, Liability Type, Profitability and Partner (in case the contracts are done with a re-insurer).",
"\n",
"\nContractTerm : defines the term that the given Contract is valid for in whole number of months. It can be used to compute the deferrable or amortized positions in the Balance Sheet. It is not a mandatory input, even if column header 'ContractTerm' is present. The default value is 0.",
"\n",
"\nVarious Group of Contracts are put together into portfolios."
],
"metadata": {},
Expand Down Expand Up @@ -1450,10 +1448,6 @@
"\n public string YieldCurveName { get; init; }",
"\n ",
"\n public virtual string Partner { get; init; }",
"\n ",
"\n [NotVisible]",
"\n [Dimension(typeof(int), nameof(ContractTerm))]",
"\n public int ContractTerm { get; init; }",
"\n}"
],
"metadata": {},
Expand Down Expand Up @@ -1706,10 +1700,25 @@
"\n public State PreviousState { get; init; }",
"\n ",
"\n public bool IsReinsurance { get; init; }",
"\n public int ContractTerm { get; init; }",
"\n",
"\n public DataNodeData(){}",
"\n",
"\n public DataNodeData(GroupOfContract dn)",
"\n {",
"\n DataNode = dn.SystemName;",
"\n ContractualCurrency = dn.ContractualCurrency;",
"\n FunctionalCurrency = dn.FunctionalCurrency;",
"\n LineOfBusiness = dn.LineOfBusiness;",
"\n ValuationApproach = dn.ValuationApproach;",
"\n OciType = dn.OciType;",
"\n Portfolio = dn.Portfolio;",
"\n AnnualCohort = dn.AnnualCohort;",
"\n LiabilityType = dn.LiabilityType;",
"\n Profitability = dn.Profitability;",
"\n Partner = dn.Partner;",
"\n IsReinsurance = dn.GetType().Name == nameof(GroupOfReinsuranceContract);",
"\n YieldCurveName = dn.YieldCurveName;",
"\n }",
"\n}"
],
"metadata": {},
Expand Down
12 changes: 2 additions & 10 deletions ifrs17/Import/Importers.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -1017,8 +1017,6 @@
"\n",
"\n var yieldCurveColumnGroupOfInsuranceContract = dataSet.Tables.Contains(nameof(GroupOfInsuranceContract)) && dataSet.Tables[nameof(GroupOfInsuranceContract)].Columns.Any(x => x.ColumnName == nameof(GroupOfInsuranceContract.YieldCurveName));",
"\n var yieldCurveColumnGroupOfReinsuranceContract = dataSet.Tables.Contains(nameof(GroupOfReinsuranceContract)) && dataSet.Tables[nameof(GroupOfReinsuranceContract)].Columns.Any(x => x.ColumnName == nameof(GroupOfReinsuranceContract.YieldCurveName));",
"\n var contractTermColumnGroupOfInsuranceContract = dataSet.Tables.Contains(nameof(GroupOfInsuranceContract)) && dataSet.Tables[nameof(GroupOfInsuranceContract)].Columns.Any(x => x.ColumnName == nameof(GroupOfInsuranceContract.ContractTerm));",
"\n var contractTermColumnGroupOfReinsuranceContract = dataSet.Tables.Contains(nameof(GroupOfReinsuranceContract)) && dataSet.Tables[nameof(GroupOfReinsuranceContract)].Columns.Any(x => x.ColumnName == nameof(GroupOfReinsuranceContract.ContractTerm));",
"\n",
"\n var importLogGroupOfContracts = await Import.FromDataSet(dataSet)",
"\n .WithType<GroupOfInsuranceContract>((dataset, datarow) => {",
Expand All @@ -1042,10 +1040,7 @@
"\n Portfolio = pf,",
"\n YieldCurveName = yieldCurveColumnGroupOfInsuranceContract",
"\n ? datarow.Field<string>(nameof(GroupOfContract.YieldCurveName)) ",
"\n : (string)null,",
"\n ContractTerm = contractTermColumnGroupOfInsuranceContract",
"\n ? Convert.ToInt32(datarow.Field<string>(nameof(GroupOfContract.ContractTerm))) ",
"\n : default };",
"\n : (string)null };",
"\n return ExtendGroupOfContract(gic, datarow);",
"\n })",
"\n .WithType<GroupOfReinsuranceContract>((dataset, datarow) => {",
Expand All @@ -1070,10 +1065,7 @@
"\n Partner = datarow.Field<string>(nameof(GroupOfContract.Partner)),",
"\n YieldCurveName = yieldCurveColumnGroupOfReinsuranceContract",
"\n ? datarow.Field<string>(nameof(GroupOfContract.YieldCurveName)) ",
"\n : (string)null,",
"\n ContractTerm = contractTermColumnGroupOfReinsuranceContract",
"\n ? Convert.ToInt32(datarow.Field<string>(nameof(GroupOfContract.ContractTerm))) ",
"\n : default };",
"\n : (string)null };",
"\n return ExtendGroupOfContract(gric, datarow);",
"\n })",
"\n .WithTarget(workspace)",
Expand Down
18 changes: 2 additions & 16 deletions ifrs17/Utils/Queries.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -302,24 +302,10 @@
"\n .ToDictionary(dn => dn.SystemName, dn => {",
"\n var dnCurrentState = dataNodeStates[dn.SystemName][CurrentPeriod];",
"\n var dnPreviousState = dataNodeStates[dn.SystemName][PreviousPeriod];",
"\n return new DataNodeData(){Year = dnPreviousState.Year, ",
"\n return new DataNodeData(dn){Year = dnPreviousState.Year, ",
"\n Month = dnPreviousState.Month,",
"\n State = dnCurrentState.State,",
"\n PreviousState = dnPreviousState.State,",
"\n DataNode = dn.SystemName,",
"\n ContractualCurrency = dn.ContractualCurrency,",
"\n FunctionalCurrency = dn.FunctionalCurrency,",
"\n LineOfBusiness = dn.LineOfBusiness,",
"\n ValuationApproach = dn.ValuationApproach,",
"\n OciType = dn.OciType,",
"\n Portfolio = dn.Portfolio,",
"\n AnnualCohort = dn.AnnualCohort,",
"\n LiabilityType = dn.LiabilityType,",
"\n Profitability = dn.Profitability,",
"\n Partner = dn.Partner,",
"\n IsReinsurance = dn.GetType() == typeof(GroupOfReinsuranceContract),",
"\n YieldCurveName = dn.YieldCurveName,",
"\n ContractTerm = dn.ContractTerm",
"\n PreviousState = dnPreviousState.State",
"\n };",
"\n }",
"\n );",
Expand Down