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Merged
dtrzesniak merged 13 commits into from
Sep 19, 2023
Merged

Ay in lrc #380

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b8121e1
1st attempt
Aug 31, 2023
0b872b4
fixing CL C
Sep 1, 2023
afb1158
wip
dcolleoni Sep 1, 2023
69fded5
Working version, to be cleaned-up and reviewed
Sep 6, 2023
b5a78f6
clean Working version
Sep 7, 2023
2adfdb0
more clean up
Sep 11, 2023
d7463aa
clean up
Sep 11, 2023
cce1c21
PV cosmetic
Sep 13, 2023
fc69e4c
refactoring + warning for missing Pattern
dcolleoni Sep 18, 2023
04490ad
reset
dcolleoni Sep 18, 2023
95df8b3
doc and clean up
dcolleoni Sep 18, 2023
2c40c42
Merge branch 'AyInLrc' of https://github.com/Systemorph/IFRS17Calcula…
dcolleoni Sep 18, 2023
ea5c706
clean
dcolleoni Sep 18, 2023
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47 changes: 0 additions & 47 deletions ifrs17-template/Import/InteractWithImportScopes/EvaluateImportScopes.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -307,53 +307,6 @@
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
""
],
"metadata": {},
"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<DeferrableToIfrsVariable>().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": [
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6 changes: 6 additions & 0 deletions ifrs17/Constants/Validations.ipynb
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Expand Up @@ -75,13 +75,19 @@
"\n public static readonly Warning VariablesAlreadyCalculated = new Warning(nameof(VariablesAlreadyCalculated));",
"\n public static readonly Warning ScenarioReCalculations = new Warning(nameof(ScenarioReCalculations));",
"\n public static readonly Warning MandatoryAocStepMissing = new Warning(nameof(MandatoryAocStepMissing));",
"\n",
"\n // ImportStorage",
"\n public static readonly Warning ReleasePatternNotFound = new Warning(nameof(ReleasePatternNotFound));",
"\n",
"\n public static readonly Warning Generic = new Warning(nameof(Generic));",
"\n",
"\n public override string GetMessage(params string[] s) => (MessageCode, s.Length) switch{",
"\n (nameof(ActiveDataNodeWithCashflowBOPI), 1) => $\"Cash flow with AoC Type: {AocTypes.BOP} and Novelty: {Novelties.I} for Group of Contract {s[0]} is not allowed because previous period data are available.\",",
"\n (nameof(VariablesAlreadyImported), 0) => $\"The import of the current file does not contain any new data. Hence, no data will be saved or calculations will be performed.\",",
"\n (nameof(MandatoryAocStepMissing), 3) => $\"The AoC step ({s[0]}, {s[1]}) is not imported for ({s[2]}).\",",
"\n (nameof(ScenarioReCalculations), 1) => $\"The present Best Estimate import makes the result of dependent Scenarios out of date. Hence, the following Scenarios are re-calculated: {s[0]}.\", ",
"\n // ImportStorage",
"\n (nameof(ReleasePatternNotFound), 2) => $\"Release pattern for Group of Contract {s[0]} and AmountType {s[1]} is not found.\",",
"\n // Default",
"\n (nameof(Generic), _) => $\"{s[0]}\",",
"\n _ => DefaultMessage",
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3 changes: 3 additions & 0 deletions ifrs17/DataModel/DataStructure.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -1873,6 +1873,9 @@
"\n ",
"\n [NotVisible]",
"\n public string ValuationApproach { get; init; }",
"\n",
"\n [NotVisible]",
"\n public string LiabilityType { get; init; }",
"\n ",
"\n [NotVisible]",
"\n public int ProjectionPeriod { get; init; }",
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3 changes: 2 additions & 1 deletion ifrs17/Import/1ImportScope-Identities.ipynb
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Expand Up @@ -146,7 +146,8 @@
"\n protected IEnumerable<ImportIdentity> allIdentities => GetStorage().AocConfigurationByAocStep.Values.Select(x => new ImportIdentity {AocType = x.AocType, Novelty = x.Novelty, DataNode = Identity });",
"\n",
"\n IEnumerable<ImportIdentity> Identities => allIdentities.Select(id => id with { IsReinsurance = GetStorage().DataNodeDataBySystemName[id.DataNode].IsReinsurance,",
"\n ValuationApproach = GetStorage().DataNodeDataBySystemName[id.DataNode].ValuationApproach});",
"\n ValuationApproach = GetStorage().DataNodeDataBySystemName[id.DataNode].ValuationApproach,",
"\n LiabilityType = GetStorage().DataNodeDataBySystemName[id.DataNode].LiabilityType });",
"\n}",
"\n",
"\npublic interface GetCashflowIdentities : GetIdentities",
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