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Merged
dcolleoni merged 17 commits into from
Oct 2, 2023
Merged

Fixes for ia and others #387

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8c09c64
Remove Prune with YC
Sep 25, 2023
e195a34
Test for IA NB
Sep 25, 2023
4ef5502
Initial IA NB
Sep 26, 2023
27b449d
IA update
Sep 26, 2023
319261c
Merge remote-tracking branch 'origin/develop' into FixesForIaAndOthers
Sep 26, 2023
d0deba3
Added Nominal FCF
Sep 26, 2023
2dcd299
YC
Sep 28, 2023
827e714
BM
Sep 29, 2023
984db47
Update
Sep 29, 2023
fa7056e
Test
Sep 29, 2023
9e23acc
Fix
Oct 2, 2023
809641b
update bm
dcolleoni Oct 2, 2023
06019f4
prune and import storage
dcolleoni Oct 2, 2023
75e24f8
refine pruneButFirst
dcolleoni Oct 2, 2023
da6c552
Financial Performance scope
dcolleoni Oct 2, 2023
94bffd8
update bm for FP
dcolleoni Oct 2, 2023
7a25193
adjusts test
dcolleoni Oct 2, 2023
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8 changes: 4 additions & 4 deletions ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv
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Expand Up @@ -4,7 +4,7 @@ Year,Month,,,,
@@YieldCurve,,,,,
Currency,Name,Values0,Values1,Values2,Values3
CHF,,0,0,0.015,0.02
XTSHY,,0.85,,,
EUR,,0,,,
EUR,NoDiscount,0,,,
EUR,3PCT,0.03,,,
XTSHY,,0.85,0.85,0.85,0.85
EUR,,0,0,0,0
EUR,NoDiscount,0,0,0,0
EUR,3PCT,0.03,0.03,0.03,0.03
2 changes: 1 addition & 1 deletion ifrs17-template/Files/Parameters/YieldCurve_2020_1.csv
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Expand Up @@ -4,4 +4,4 @@ Year,Month,,,,
@@YieldCurve,,,,,
Currency,Name,Values0,Values1,Values2,Values3
USD,,0.002,0.002,0.002,0.002
USD,NoDiscount,0,,,
USD,NoDiscount,0,0,0,0
6 changes: 3 additions & 3 deletions ...template/PracticalUseCases/SingleVsMultipleCsmSwitch/SimpleValue_CsmSwitch_CH_2020_12.csv
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Expand Up @@ -31,10 +31,10 @@ AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Valu
,PR,BOP,MZ1.2,N,BE,N,-800
,PR,CF,MZ1.2,N,BE,N,400
,PR,CF,MZ1.2,N,BEPA,N,320
,,AM,MZ1.2,L,C,C,-107.65988
,,EOP,MZ1.2,L,C,C,28.33891
,,AM,MZ1.2,L,C,C,-172.4902156
,,EOP,MZ1.2,L,C,C,45.40394992
,,BOP,MZ1.2,L,C,N,117.78063
,,IA,MZ1.2,L,C,N,18.21816
,,IA,MZ1.2,L,C,N,100.1135355
,CU,AM,MZ1.2,L,F,C,0.79162
,,EOP,MZ1.2,C,RA,C,21.83648
,,BOP,MZ1.2,C,RA,N,33.63998
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10 changes: 5 additions & 5 deletions ...-template/PracticalUseCases/SingleVsMultipleCsmSwitch/SimpleValue_CsmSwitch_CH_2021_3.csv
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Expand Up @@ -72,15 +72,15 @@ AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Valu
,PR,EV,MZ1.2,N,BE,N,15
,PR,CF,MZ1.2,N,BEPA,I,88
,PR,CF,MZ1.2,N,BEPA,N,8
,,AM,MZ1.2,L,C,C,-11.61521
,,AM,MZ1.2,L,C,C,-19.82305538
,,EA,MZ1.2,L,C,C,-27
,,EOP,MZ1.2,L,C,C,16.7136
,,BOP,MZ1.2,L,C,I,28.33891
,,IA,MZ1.2,L,C,I,17.78898
,,EOP,MZ1.2,L,C,C,28.52419113
,,BOP,MZ1.2,L,C,I,45.40394992
,,IA,MZ1.2,L,C,I,20.62609801
,,MC,MZ1.2,L,C,I,78.66025
,,BOP,MZ1.2,L,C,N,-21.78754
,,EV,MZ1.2,L,C,N,-43.93326
,,IA,MZ1.2,L,C,N,-3.73853
,,IA,MZ1.2,L,C,N,-3.622253137
,,EOP,MZ1.2,C,RA,C,17.56543
,CU,AM,MZ1.2,L,F,C,0.41001
,,BOP,MZ1.2,C,RA,I,21.83648
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8 changes: 4 additions & 4 deletions ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_C.csv
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Expand Up @@ -4,11 +4,11 @@ Month,ReportingNode,Scenario,Year
@@C
AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0
,,AM,DT1.1,L,C,C,0
,,BOP,DT1.1,L,C,N,0
,,EA,DT1.1,L,C,C,0
,,EOP,DT1.1,L,C,C,0
,,BOP,DT1.1,L,C,N,0
,,IA,DT1.1,L,C,N,0
,,AM,DTR1.1,L,C,C,26.28586
,,EOP,DTR1.1,L,C,C,-13.77001
,,AM,DTR1.1,L,C,C,26.34163
,,BOP,DTR1.1,L,C,N,-40.06074
,,IA,DTR1.1,L,C,N,0.00487
,,EOP,DTR1.1,L,C,C,-13.79923
,,IA,DTR1.1,L,C,N,-0.08012
8 changes: 4 additions & 4 deletions ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_L.csv
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Expand Up @@ -3,8 +3,8 @@ Month,ReportingNode,Scenario,Year
12,CH,MTUP10pct,2020
@@L
AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0
,,AM,DT1.1,L,L,C,-137.68654
,,EA,DT1.1,L,L,C,-10
,,EOP,DT1.1,L,L,C,72.12796
,,AM,DT1.1,L,L,C,-137.66519
,,BOP,DT1.1,L,L,N,219.34327
,,IA,DT1.1,L,L,N,0.47123
,,EA,DT1.1,L,L,C,-10
,,EOP,DT1.1,L,L,C,72.11677
,,IA,DT1.1,L,L,N,0.43869
8 changes: 4 additions & 4 deletions ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_LR.csv
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Expand Up @@ -3,8 +3,8 @@ Month,ReportingNode,Scenario,Year
12,CH,MTUP10pct,2020
@@LR
AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0
,,AM,DTR1.1,L,LR,C,68.84327
,,EA,DTR1.1,L,LR,C,4.76925
,,EOP,DTR1.1,L,LR,C,-36.06398
,,AM,DTR1.1,L,LR,C,68.83259
,,BOP,DTR1.1,L,LR,N,-109.67164
,,IA,DTR1.1,L,LR,N,-0.00487
,,EA,DTR1.1,L,LR,C,4.70054
,,EOP,DTR1.1,L,LR,C,-36.05839
,,IA,DTR1.1,L,LR,N,0.08012
84 changes: 42 additions & 42 deletions ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12__C.csv
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Original file line number Diff line number Diff line change
Expand Up @@ -3,61 +3,61 @@ Month,ReportingNode,Scenario,Year
12,CH,,2020
@@C
AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0
,,AM,DT1.1,L,C,C,-98.42846
,,EA,DT1.1,L,C,C,10
,,EOP,DT1.1,L,C,C,51.56237
,,AM,DT1.1,L,C,C,-98.55805
,,BOP,DT1.1,L,C,N,139.90849
,,IA,DT1.1,L,C,N,0.08233
,,AM,DT1.3,L,C,C,-98.42846
,,EA,DT1.3,L,C,C,10
,,EOP,DT1.3,L,C,C,51.56237
,,EA,DT1.1,L,C,C,10
,,EOP,DT1.1,L,C,C,51.63026
,,IA,DT1.1,L,C,N,0.27982
,,AM,DT1.3,L,C,C,-98.55805
,,BOP,DT1.3,L,C,N,139.90849
,,IA,DT1.3,L,C,N,0.08233
,,AM,DT1.4,L,C,C,-98.42846
,,EA,DT1.4,L,C,C,10
,,EOP,DT1.4,L,C,C,51.56237
,,EA,DT1.3,L,C,C,10
,,EOP,DT1.3,L,C,C,51.63026
,,IA,DT1.3,L,C,N,0.27982
,,AM,DT1.4,L,C,C,-98.55805
,,BOP,DT1.4,L,C,N,139.90849
,,IA,DT1.4,L,C,N,0.08233
,,AM,DT1.5,L,C,C,-98.42846
,,EA,DT1.5,L,C,C,10
,,EOP,DT1.5,L,C,C,51.56237
,,EA,DT1.4,L,C,C,10
,,EOP,DT1.4,L,C,C,51.63026
,,IA,DT1.4,L,C,N,0.27982
,,AM,DT1.5,L,C,C,-98.55805
,,BOP,DT1.5,L,C,N,139.90849
,,IA,DT1.5,L,C,N,0.08233
,,AM,DT2.1,L,C,C,-98.42846
,,EA,DT2.1,L,C,C,10
,,EOP,DT2.1,L,C,C,51.56237
,,EA,DT1.5,L,C,C,10
,,EOP,DT1.5,L,C,C,51.63026
,,IA,DT1.5,L,C,N,0.27982
,,AM,DT2.1,L,C,C,-98.55805
,,BOP,DT2.1,L,C,N,139.90849
,,IA,DT2.1,L,C,N,0.08233
,,AM,DT3.1,L,C,C,-145.90301
,,EA,DT3.1,L,C,C,10
,,EOP,DT3.1,L,C,C,76.43221
,,EA,DT2.1,L,C,C,10
,,EOP,DT2.1,L,C,C,51.63026
,,IA,DT2.1,L,C,N,0.27982
,,AM,DT3.1,L,C,C,-146.03261
,,BOP,DT3.1,L,C,I,72.2
,,IA,DT3.1,L,C,I,0.1444
,,BOP,DT3.1,L,C,N,139.90849
,,IA,DT3.1,L,C,N,0.08233
,,AM,DT4.1,L,C,C,-98.42846
,,EA,DT4.1,L,C,C,10
,,EOP,DT4.1,L,C,C,51.56237
,,EA,DT3.1,L,C,C,10
,,EOP,DT3.1,L,C,C,76.5001
,,IA,DT3.1,L,C,I,0.1444
,,IA,DT3.1,L,C,N,0.27982
,,AM,DT4.1,L,C,C,-98.55805
,,BOP,DT4.1,L,C,N,139.90849
,,IA,DT4.1,L,C,N,0.08233
,,EA,DT4.1,L,C,C,10
,,EOP,DT4.1,L,C,C,51.63026
,,IA,DT4.1,L,C,N,0.27982
,,AM,DT5.1,,C,C,-82.02271
,,BOP,DT5.1,,C,N,139.90849
,,EA,DT5.1,,C,C,-15
,,EOP,DT5.1,,C,C,42.96811
,,BOP,DT5.1,,C,N,139.90849
,,IA,DT5.1,,C,N,0.08233
,,AM,DTR1.1,L,C,C,45.95948
,,EOP,DTR1.1,L,C,C,-24.07616
,,AM,DTR1.1,L,C,C,46.02427
,,BOP,DTR1.1,L,C,N,-69.99438
,,IA,DTR1.1,L,C,N,-0.04126
,,AM,DTR1.3,L,C,C,45.95948
,,EOP,DTR1.3,L,C,C,-24.07616
,,EOP,DTR1.1,L,C,C,-24.1101
,,IA,DTR1.1,L,C,N,-0.13999
,,AM,DTR1.3,L,C,C,46.02427
,,BOP,DTR1.3,L,C,N,-69.99438
,,IA,DTR1.3,L,C,N,-0.04126
,,AM,DTR1.4,L,C,C,45.95948
,,EOP,DTR1.4,L,C,C,-24.07616
,,EOP,DTR1.3,L,C,C,-24.1101
,,IA,DTR1.3,L,C,N,-0.13999
,,AM,DTR1.4,L,C,C,46.02427
,,BOP,DTR1.4,L,C,N,-69.99438
,,IA,DTR1.4,L,C,N,-0.04126
,,AM,DTR2.1,L,C,C,45.95948
,,EOP,DTR2.1,L,C,C,-24.07616
,,EOP,DTR1.4,L,C,C,-24.1101
,,IA,DTR1.4,L,C,N,-0.13999
,,AM,DTR2.1,L,C,C,46.02427
,,BOP,DTR2.1,L,C,N,-69.99438
,,IA,DTR2.1,L,C,N,-0.04126
,,EOP,DTR2.1,L,C,C,-24.1101
,,IA,DTR2.1,L,C,N,-0.13999
42 changes: 21 additions & 21 deletions ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12__DA.csv
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Expand Up @@ -3,43 +3,43 @@ Month,ReportingNode,Scenario,Year
12,CH,,2020
@@DA
AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0
,,AM,DT1.1,L,DA,C,-190.2002
,,AM,DT1.1,L,DA,C,-190.2904
,,BOP,DT1.1,L,DA,N,299.37647
,,EA,DT1.1,L,DA,C,-10
,,EOP,DT1.1,L,DA,C,99.63757
,,IA,DT1.1,L,DA,N,0.4613
,,AM,DT1.3,L,DA,C,-190.2002
,,EOP,DT1.1,L,DA,C,99.68482
,,IA,DT1.1,L,DA,N,0.59875
,,AM,DT1.3,L,DA,C,-190.2904
,,BOP,DT1.3,L,DA,N,299.37647
,,EA,DT1.3,L,DA,C,-10
,,EOP,DT1.3,L,DA,C,99.63757
,,IA,DT1.3,L,DA,N,0.4613
,,AM,DT1.4,L,DA,C,-190.2002
,,EOP,DT1.3,L,DA,C,99.68482
,,IA,DT1.3,L,DA,N,0.59875
,,AM,DT1.4,L,DA,C,-190.2904
,,BOP,DT1.4,L,DA,N,299.37647
,,EA,DT1.4,L,DA,C,-10
,,EOP,DT1.4,L,DA,C,99.63757
,,IA,DT1.4,L,DA,N,0.4613
,,AM,DT1.5,L,DA,C,-190.2002
,,EOP,DT1.4,L,DA,C,99.68482
,,IA,DT1.4,L,DA,N,0.59875
,,AM,DT1.5,L,DA,C,-190.2904
,,BOP,DT1.5,L,DA,N,299.37647
,,EA,DT1.5,L,DA,C,-10
,,EOP,DT1.5,L,DA,C,99.63757
,,IA,DT1.5,L,DA,N,0.4613
,,AM,DT2.1,L,DA,C,-190.2002
,,EOP,DT1.5,L,DA,C,99.68482
,,IA,DT1.5,L,DA,N,0.59875
,,AM,DT2.1,L,DA,C,-190.2904
,,BOP,DT2.1,L,DA,N,299.37647
,,EA,DT2.1,L,DA,C,-10
,,EOP,DT2.1,L,DA,C,99.63757
,,IA,DT2.1,L,DA,N,0.4613
,,AM,DT3.1,L,DA,C,-182.96724
,,EOP,DT2.1,L,DA,C,99.68482
,,IA,DT2.1,L,DA,N,0.59875
,,AM,DT3.1,L,DA,C,-183.05744
,,BOP,DT3.1,L,DA,I,-11
,,BOP,DT3.1,L,DA,N,299.37647
,,EA,DT3.1,L,DA,C,-10
,,EOP,DT3.1,L,DA,C,95.84854
,,EOP,DT3.1,L,DA,C,95.89579
,,IA,DT3.1,L,DA,I,-0.022
,,IA,DT3.1,L,DA,N,0.4613
,,AM,DT4.1,L,DA,C,-190.2002
,,IA,DT3.1,L,DA,N,0.59875
,,AM,DT4.1,L,DA,C,-190.2904
,,BOP,DT4.1,L,DA,N,299.37647
,,EA,DT4.1,L,DA,C,-10
,,EOP,DT4.1,L,DA,C,99.63757
,,IA,DT4.1,L,DA,N,0.4613
,,EOP,DT4.1,L,DA,C,99.68482
,,IA,DT4.1,L,DA,N,0.59875
,,AM,DT5.1,,DA,C,9.85821
,,BOP,DT5.1,,DA,N,-15
,,EOP,DT5.1,,DA,C,-5.16429
Expand Down
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