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* ex 52 and 57 * .. * wip * 58 * reports * 63 * 63b * reports * 59 * 59 no release * update * update * update * Typo * 63 Actuals * more examples * update * update * BUG YC? * New mapping * Trying DA * FIX * YC * fix to YC and AM * sign * yc fix * update * Clean up * Fixed am for run-off and LIC * Fix test * Private * reset 2 files * Cosmetic * Fix BM * update * memory * dim * OCI for ES * fix some numbers * Reset pointer to CE
* paa exclude csm and AM definition * tm review reinsurance + fix typo in test * clean ups * clean up TechnicalMargin and refactor TMtest * doc + sketch proj * align to prevent conflicts * reset changes * PR improvements
* slice by accident year current and previous * rename * update bm
* first report with projections * error fixed + foundation for reports * order the projection configurations. Still wrong: must have a single configuration, rather than 3 different ones, that are not related with one another. The same with the periodicity * ordered projections are the attributes of the report storage * slicing of columns * working version * cleanup * periodicity moved to const. Filter and Order as Utils method * cleanup * report storage reorganization and cleanup * more adjustments * Projection first in slice * rename SelectProjections -> filterProjections and optimize * rename SortRelevantProjections * Relocate sort relevant projection into extensions * const fixed * Update Consts.ipynb reset projections count * Update Consts.ipynb cleanup * cleanup * filter directly * more cleanup * typo fixed * typo fixed * ordered dimension + cleanup * typo: restore month * remove FilterProjections and filter identites * update bms * rename * fix test * merge conflict * resolve merge conflicts and update bm --------- Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
fixes to reports
* Fix QueryReportVariablesSingleScenarioAsync * Update Initial notebook
* add Amortisation Factor * add ContractTerm * add InterpolationMethod at Start * prepare Getters in storage * add getters to ImportStorage * add some tests * Extrapolate Defferable Cashflow from first 12 values * add EconomicBasis to SDNP * bit more * enhance Param files * bit more data in Parameters + move CU and P * adapt CFS for CU change * fix test file * remove unused methods * fix signature & remove unused getter * reset Param files since these are optional * add validations to new parameter items * add ContractDuration to data model * adapt data model * adapt UnitTests for new Parameters (not passing yet) * some documentation * bit more * fix signature of Interpolate method * on importers and tests * clean up * Cu,P * cu,P * clean up * allow CashFlowPeriodicity and InterpolationMethod in cashflow importer * fix tests * renaming * fix validations * more importer changes * update of scaffolding * fix test of ReleasePattern values * documentation * update documentation and cleanup * cosmetic * fix the parser special cases & documentation * new Validation * post merge fix --------- Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
* add Amortisation Factor * add ContractTerm * add InterpolationMethod at Start * prepare Getters in storage * add getters to ImportStorage * add some tests * Extrapolate Defferable Cashflow from first 12 values * add EconomicBasis to SDNP * bit more * enhance Param files * bit more data in Parameters + move CU and P * adapt CFS for CU change * fix test file * remove unused methods * fix signature & remove unused getter * reset Param files since these are optional * add validations to new parameter items * add ContractDuration to data model * adapt data model * adapt UnitTests for new Parameters (not passing yet) * some documentation * bit more * fix signature of Interpolate method * on importers and tests * clean up * Cu,P * cu,P * clean up * allow CashFlowPeriodicity and InterpolationMethod in cashflow importer * fix tests * renaming * fix validations * more importer changes * normalize and test * refactor the amortization factor calc * fix test * fix tests * update of scaffolding * fix test of ReleasePattern values * documentation * update documentation and cleanup * cosmetic * fix the parser special cases & documentation * new Validation * calculation * new data * rename * compiles after merge * Normilize not to return null but empty enum * remove new deferral * Fix Amf from IfrsVariable (to be cherry picked) * update bm and ifrsVartest * add evaluation in the debug nb * improve doc and address comments * skip according to annual cohort --------- Co-authored-by: Slavomir Batka <sbatka@systemorph.com>
* Reports * update * fix * fix * Fix * Fix * Fix to reports * BBA .2 * Update * Alt pnl * fp alt * engine * new p&l * Add LC to IR * Update * Fix to eaop * cosmetic * dim * update reports * Update IR * Docu * More fixes * Update * Remove some stuff from IR * Added CE * Fix * Seems to work now * Clean up * reset * Fix premium * WIP * Sign * Name * Fix * Fixed 1 test * add comments * update benchmarks * pr comments --------- Co-authored-by: Slavomir Batka <sbatka@systemorph.com> Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
* add Amortisation Factor * add ContractTerm * add InterpolationMethod at Start * prepare Getters in storage * add getters to ImportStorage * add some tests * Extrapolate Defferable Cashflow from first 12 values * add EconomicBasis to SDNP * bit more * enhance Param files * bit more data in Parameters + move CU and P * adapt CFS for CU change * fix test file * remove unused methods * fix signature & remove unused getter * reset Param files since these are optional * add validations to new parameter items * add ContractDuration to data model * adapt data model * adapt UnitTests for new Parameters (not passing yet) * some documentation * bit more * fix signature of Interpolate method * on importers and tests * clean up * Cu,P * cu,P * clean up * allow CashFlowPeriodicity and InterpolationMethod in cashflow importer * fix tests * renaming * fix validations * more importer changes * normalize and test * refactor the amortization factor calc * fix test * fix tests * update of scaffolding * fix test of ReleasePattern values * documentation * update documentation and cleanup * cosmetic * fix the parser special cases & documentation * new Validation * calculation * new data * rename * post merge fix * compiles after merge * Normilize not to return null but empty enum * Fix Amf from IfrsVariable (to be cherry picked) * update bm and ifrsVartest * fix metadata issue * amortization factor scopes for deferrals * deferral calculation * refinements * reportVariable and clean up * improvements * fixes * refinements and add paa data * clean up --------- Co-authored-by: Slavomir Batka <sbatka@systemorph.com>
* add Constructor to DataNodeData * keep despite constructor (otherwise the DataNodeParameter not mapped properly !?) * try ExtendDataNodeData method * remove double run of Imports * include ContractTerm * adapt Importers * fix * refactor a bit * go back on the Scope "NominalDeferrable" * doku * add deferral to ReportVariables * formatting * add deferral to LRC report * cleanup spaces * reword doku * reset commenting out
* Develop (with removed Arithmetic) to Main (#63) * base code * correct broken links * fixed Opening re-import * Rename "PvBase" to "PresentValue" (#32) * include new default spaces * reorder global metadata using alphabetical order * Break utils nb (#33) * working on reports doc * metadata * break down utils * remove preview * update references to utils * fix image paths * reset doc around reports * fixing test + a ton of metadata * Cleanup redundant comments and import /Tests/TestHelper in SpecificationsFinancialPerformance * Move Export.ipynb inside the Export folder, fix import /Export/Export statement and comments cleanup in Utils/Extensions.ipynb * Empty commit to refresh the meta-data * Remove all *.orig files Co-authored-by: nnikolopoulos <nnikolopoulos@systemorph.com> * Including FX positions to FP scope * FP specification nb - add FX aoc step * Rename calculation type with estimate type (#34) * Replace CalculationType with EstimateType * Correct estimateType capitalization error in Test/SpecificationsImportCashflows.ipynb * Clean up notebooks spaces * Empty commit to refresh the meta-data * Cleanup comments in Import/ImportStorage.ipynb * Fix capitalization in Importers & ImportStorage NB * Fix column order in csv * Add blank cell DataNodeParameters link * new data node factory * metadata * metadata x2 * metadata x3 * implement feedback * split directories * fix tests + add readme + seperate overview nb * include changes on factory * adapt to the split * update packages and fix csm with bm * approaching * better * implement feedback * final feedback * fix * const version ce * Update links (#51) * working on links * read me * remove redundant code * clean up * AocConfiguration ImportFormat * remove reference to init from Overview * removal arithmetics * Simple value test data (#54) * Adding data files * Fix input * Fix input * change to importers test * Fix to sign * Int convention * reset consts * implement feedback part 1 * Overview texts (#53) * Overview (Template), revised text * Reports of template with small adjustments * Overview IFRS17, some adjustments * finalized + hot fixes * ReportGridOptions * final fixes and feedback implementations Co-authored-by: Sara Busato <sbusato@systemorph.com> Co-authored-by: sbusato <103484221+sbusato@users.noreply.github.com> Co-authored-by: nnikolopoulos <114566025+nnikolopoulos@users.noreply.github.com> Co-authored-by: nnikolopoulos <nnikolopoulos@systemorph.com> Co-authored-by: Andrea Muolo <amuolo@systemorph.com> Co-authored-by: amuolo <and.muolo@gmail.com> Co-authored-by: Daniel Trzesniak <dtrzesniak@systemorph.com> Co-authored-by: UMueller1 <108468853+UMueller1@users.noreply.github.com> * Dev to main (#66) * base code * correct broken links * fixed Opening re-import * Rename "PvBase" to "PresentValue" (#32) * include new default spaces * reorder global metadata using alphabetical order * Break utils nb (#33) * working on reports doc * metadata * break down utils * remove preview * update references to utils * fix image paths * reset doc around reports * fixing test + a ton of metadata * Cleanup redundant comments and import /Tests/TestHelper in SpecificationsFinancialPerformance * Move Export.ipynb inside the Export folder, fix import /Export/Export statement and comments cleanup in Utils/Extensions.ipynb * Empty commit to refresh the meta-data * Remove all *.orig files Co-authored-by: nnikolopoulos <nnikolopoulos@systemorph.com> * Including FX positions to FP scope * FP specification nb - add FX aoc step * Rename calculation type with estimate type (#34) * Replace CalculationType with EstimateType * Correct estimateType capitalization error in Test/SpecificationsImportCashflows.ipynb * Clean up notebooks spaces * Empty commit to refresh the meta-data * Cleanup comments in Import/ImportStorage.ipynb * Fix capitalization in Importers & ImportStorage NB * Fix column order in csv * Add blank cell DataNodeParameters link * new data node factory * metadata * metadata x2 * metadata x3 * implement feedback * split directories * fix tests + add readme + seperate overview nb * include changes on factory * adapt to the split * update packages and fix csm with bm * approaching * better * implement feedback * final feedback * fix * const version ce * Update links (#51) * working on links * read me * remove redundant code * clean up * AocConfiguration ImportFormat * remove reference to init from Overview * removal arithmetics * Simple value test data (#54) * Adding data files * Fix input * Fix input * change to importers test * Fix to sign * Int convention * reset consts * implement feedback part 1 * Overview texts (#53) * Overview (Template), revised text * Reports of template with small adjustments * Overview IFRS17, some adjustments * finalized + hot fixes * ReportGridOptions * final fixes and feedback implementations * Interactive reports (#58) * Ifrs17ReportScopes * wip * latest * add other reports * start with pv * filter does not work * clean up * clean up reports * clean up * typo * move it ce * remove partition set * adjust reporting * test readme with relative path for image * back to absolute path - bug in the portal - * wip * settle with identities * some more docs * adding rn and period selector * New format design in importers (#62) * Define new ImportFormats * Apply import w format in DN, DNS, DP, CF * Apply import w format in A, SV and O * Correct Import statements * Replace abs link with var link * Adjust naming convention * Adjust new import format in full-template * Package update (#65) * update packages * add anchors Co-authored-by: Sara Busato <sbusato@systemorph.com> Co-authored-by: sbusato <103484221+sbusato@users.noreply.github.com> Co-authored-by: nnikolopoulos <114566025+nnikolopoulos@users.noreply.github.com> Co-authored-by: nnikolopoulos <nnikolopoulos@systemorph.com> Co-authored-by: Andrea Muolo <amuolo@systemorph.com> Co-authored-by: amuolo <and.muolo@gmail.com> Co-authored-by: Daniel Trzesniak <dtrzesniak@systemorph.com> Co-authored-by: UMueller1 <108468853+UMueller1@users.noreply.github.com> * Update issue templates (#69) * Dev to main (#84) * base code * correct broken links * fixed Opening re-import * Rename "PvBase" to "PresentValue" (#32) * include new default spaces * reorder global metadata using alphabetical order * Break utils nb (#33) * working on reports doc * metadata * break down utils * remove preview * update references to utils * fix image paths * reset doc around reports * fixing test + a ton of metadata * Cleanup redundant comments and import /Tests/TestHelper in SpecificationsFinancialPerformance * Move Export.ipynb inside the Export folder, fix import /Export/Export statement and comments cleanup in Utils/Extensions.ipynb * Empty commit to refresh the meta-data * Remove all *.orig files Co-authored-by: nnikolopoulos <nnikolopoulos@systemorph.com> * Including FX positions to FP scope * FP specification nb - add FX aoc step * Rename calculation type with estimate type (#34) * Replace CalculationType with EstimateType * Correct estimateType capitalization error in Test/SpecificationsImportCashflows.ipynb * Clean up notebooks spaces * Empty commit to refresh the meta-data * Cleanup comments in Import/ImportStorage.ipynb * Fix capitalization in Importers & ImportStorage NB * Fix column order in csv * Add blank cell DataNodeParameters link * new data node factory * metadata * metadata x2 * metadata x3 * implement feedback * split directories * fix tests + add readme + seperate overview nb * include changes on factory * adapt to the split * still not working properly * code cleanup * new file creation * update packages and fix csm with bm * approaching * better * testing ifrsvariables * implement feedback * final feedback * fix * const version ce * testing IfrsVariables calculations * new partition added * implementing new test * test cleaned * Update links (#51) * working on links * read me * remove redundant code * clean up * AocConfiguration ImportFormat * remove reference to init from Overview * removal arithmetics * testing queries * Simple value test data (#54) * Adding data files * Fix input * Fix input * change to importers test * Fix to sign * Int convention * reset consts * implement feedback part 1 * Overview texts (#53) * Overview (Template), revised text * Reports of template with small adjustments * Overview IFRS17, some adjustments * finalized + hot fixes * ReportGridOptions * checking multiple import of the same scenario * final fixes and feedback implementations * dynamic problems solved * fixing aoctype for scenario * Interactive reports (#58) * Ifrs17ReportScopes * wip * latest * add other reports * start with pv * filter does not work * clean up * clean up reports * clean up * typo * move it ce * remove partition set * adjust reporting * test readme with relative path for image * back to absolute path - bug in the portal - * wip * settle with identities * some more docs * adding rn and period selector * test for actualsr * code cleanup * New format design in importers (#62) * Define new ImportFormats * Apply import w format in DN, DNS, DP, CF * Apply import w format in A, SV and O * Correct Import statements * Replace abs link with var link * Adjust naming convention * Adjust new import format in full-template * forward * Package update (#65) * update packages * add anchors * cleanups * Fixing AA and OA opening and benchmark simple importer (#57) * Fixing input data * Workaround for bm generation * Fixed GetSign * Inputs * Fixed Importers * add some doc * fixed CU * Dirty fix on signs * undo CU sign * wip * Fix signs * Init * fix * fix * exclude simple value from test * some partial fix * Full fix * much better * implemented * Aggregate by in report variable (#67) * included back AggregateBy * included Currency column in ReportVariable benchmarks * Clean up doc (#71) * remove spec tests * read me and big picture * help review * code of conduct. Readme. Remove Spec tests * env for go live * rename of directories in file * overview template * improve template readme * calculation engine and reports in template * more on ifrs17ce * NB titles * clean up display order * improve validation * fix links * fix link * Close import template * additions to report guide * solve conflicts * implement feedback * cleanups * cleanups x2 * fixes needed after merge * all tests are green * implement feedback * Doc cleanup2 (#76) * forbiddenSlices and chose init or db connection * clean ups * small letters to capital * complete sentence about filters * implement all feedbacks * packages + withGridOption + await HierarchyCache init (#83) Co-authored-by: Sara Busato <sbusato@systemorph.com> Co-authored-by: sbusato <103484221+sbusato@users.noreply.github.com> Co-authored-by: nnikolopoulos <114566025+nnikolopoulos@users.noreply.github.com> Co-authored-by: nnikolopoulos <nnikolopoulos@systemorph.com> Co-authored-by: Andrea Muolo <amuolo@systemorph.com> Co-authored-by: amuolo <and.muolo@gmail.com> Co-authored-by: Danilo Calderini <dcalderini@systemorph.com> Co-authored-by: Daniel Trzesniak <dtrzesniak@systemorph.com> Co-authored-by: UMueller1 <108468853+UMueller1@users.noreply.github.com> * Dev to main (#86) * base code * correct broken links * fixed Opening re-import * Rename "PvBase" to "PresentValue" (#32) * include new default spaces * reorder global metadata using alphabetical order * Break utils nb (#33) * working on reports doc * metadata * break down utils * remove preview * update references to utils * fix image paths * reset doc around reports * fixing test + a ton of metadata * Cleanup redundant comments and import /Tests/TestHelper in SpecificationsFinancialPerformance * Move Export.ipynb inside the Export folder, fix import /Export/Export statement and comments cleanup in Utils/Extensions.ipynb * Empty commit to refresh the meta-data * Remove all *.orig files Co-authored-by: nnikolopoulos <nnikolopoulos@systemorph.com> * Including FX positions to FP scope * FP specification nb - add FX aoc step * Rename calculation type with estimate type (#34) * Replace CalculationType with EstimateType * Correct estimateType capitalization error in Test/SpecificationsImportCashflows.ipynb * Clean up notebooks spaces * Empty commit to refresh the meta-data * Cleanup comments in Import/ImportStorage.ipynb * Fix capitalization in Importers & ImportStorage NB * Fix column order in csv * Add blank cell DataNodeParameters link * new data node factory * metadata * metadata x2 * metadata x3 * implement feedback * split directories * fix tests + add readme + seperate overview nb * include changes on factory * adapt to the split * still not working properly * code cleanup * new file creation * update packages and fix csm with bm * approaching * better * testing ifrsvariables * implement feedback * final feedback * fix * const version ce * testing IfrsVariables calculations * new partition added * implementing new test * test cleaned * Update links (#51) * working on links * read me * remove redundant code * clean up * AocConfiguration ImportFormat * remove reference to init from Overview * removal arithmetics * testing queries * Simple value test data (#54) * Adding data files * Fix input * Fix input * change to importers test * Fix to sign * Int convention * reset consts * implement feedback part 1 * Overview texts (#53) * Overview (Template), revised text * Reports of template with small adjustments * Overview IFRS17, some adjustments * finalized + hot fixes * ReportGridOptions * checking multiple import of the same scenario * final fixes and feedback implementations * dynamic problems solved * fixing aoctype for scenario * Interactive reports (#58) * Ifrs17ReportScopes * wip * latest * add other reports * start with pv * filter does not work * clean up * clean up reports * clean up * typo * move it ce * remove partition set * adjust reporting * test readme with relative path for image * back to absolute path - bug in the portal - * wip * settle with identities * some more docs * adding rn and period selector * test for actualsr * code cleanup * New format design in importers (#62) * Define new ImportFormats * Apply import w format in DN, DNS, DP, CF * Apply import w format in A, SV and O * Correct Import statements * Replace abs link with var link * Adjust naming convention * Adjust new import format in full-template * forward * Package update (#65) * update packages * add anchors * cleanups * Fixing AA and OA opening and benchmark simple importer (#57) * Fixing input data * Workaround for bm generation * Fixed GetSign * Inputs * Fixed Importers * add some doc * fixed CU * Dirty fix on signs * undo CU sign * wip * Fix signs * Init * fix * fix * exclude simple value from test * some partial fix * Full fix * much better * implemented * Aggregate by in report variable (#67) * included back AggregateBy * included Currency column in ReportVariable benchmarks * Clean up doc (#71) * remove spec tests * read me and big picture * help review * code of conduct. Readme. Remove Spec tests * env for go live * rename of directories in file * overview template * improve template readme * calculation engine and reports in template * more on ifrs17ce * NB titles * clean up display order * improve validation * fix links * fix link * Close import template * additions to report guide * solve conflicts * implement feedback * cleanups * cleanups x2 * fixes needed after merge * all tests are green * implement feedback * Doc cleanup2 (#76) * forbiddenSlices and chose init or db connection * clean ups * small letters to capital * complete sentence about filters * implement all feedbacks * packages + withGridOption + await HierarchyCache init (#83) * Change in ReportMutableScopes NB * Change in ReportMutableScopes NB (#85) Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com> Co-authored-by: Davide Colleoni <103409906+dcolleoni@users.noreply.github.com> Co-authored-by: Sara Busato <sbusato@systemorph.com> Co-authored-by: sbusato <103484221+sbusato@users.noreply.github.com> Co-authored-by: Andrea Muolo <amuolo@systemorph.com> Co-authored-by: amuolo <and.muolo@gmail.com> Co-authored-by: Danilo Calderini <dcalderini@systemorph.com> Co-authored-by: Daniel Trzesniak <dtrzesniak@systemorph.com> Co-authored-by: UMueller1 <108468853+UMueller1@users.noreply.github.com> * delete full template dir * remove images * Openings: remove reimport duplicates (#150) * fixed ImportStorage queries for openings * clean up * debug import scopes * enhance technical margin test - reproduce the bug - * fix and increase test coverage * clean up * typos * update to v1.1.1 * Log an Error for Invalid AY Types (#316) * Log an error for invalid AY types * Undo some changes in Importers * Undo * Feedback * Implement feedback * Optimize * Introduce Locked In CDR and Partner Rating for Technical Margin (#323) * First commit * Implement GetLockedNonPerformanceRiskRate * Improve and fix tests * Sketch ImportStorage Getter and add new CDR amount type * Implement GetAmountTypeDescendants in ImportStorage * Add EstimateType to the Identity of ValidAmountType scope * Add TM EstimateType and adjust TechnicalMargin scope * CDR Applicabilities should also apply for new CDR AmountType * Add TM EstimateType in Dimensions.csv * Feedback * Properly populate the locked-in dictionaries * Adjust the ParameterReportsQueries for locked-in Partner Rating and CreditDefaultRates * Feedback * Slicing in ParameterReports * Fix tests * All tests green * ParameterReports adjustments * Undo ParameterReports changes * Cleanup * Feedback: Refactor GetNonPerformanceRiskRate * Feedback * Revert EstimateType TM related changes * Adjust Dimensions.csv * Feedback * Filter out CDRI from Locked and Current BestEstimate in ReportScopes * Exclude CDR from BeAmountTypes in TechnicalMargin scope * Adapt BM for IfrsVariableTest * Adapt BM for ReportVariableTest * Fix PracticalCase-CompareReinsuranceTest * Fix diffs in ReportVariable BMs * Revert changes in ReportVariableBenchmarks_2020_12_CH__Contractual * Feedback in BM_CH_2020_12_MTUP10pct_BE * Feedback in README * Undo change in BM_CH_2020_12_MTUP10pct_BE * No need to compute and store CDRI for LIC * Adjust ParameterReports * Redo BMs for IfrsVariablesTest * Cleanup * Remove EstimateType TM from Consts * Feedback * Navigation MD in ImportScopeCalculation notebooks * Optimize GetNonPerformanceRiskRate * Feedback * Update to v1.3.1 (#326) Replace v1.3.0 with v1.3.1 * Fix Lambda in LoadCurrentParameterAsync * Md RAM augment --------- Co-authored-by: Davide Colleoni <103409906+dcolleoni@users.noreply.github.com> Co-authored-by: Sara Busato <sbusato@systemorph.com> Co-authored-by: sbusato <103484221+sbusato@users.noreply.github.com> Co-authored-by: Andrea Muolo <amuolo@systemorph.com> Co-authored-by: amuolo <and.muolo@gmail.com> Co-authored-by: Daniel Trzesniak <dtrzesniak@systemorph.com> Co-authored-by: UMueller1 <108468853+UMueller1@users.noreply.github.com> Co-authored-by: Danilo Calderini <dcalderini@systemorph.com> Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
Add LockedIn PartnerRating and CreditDefaultRate to the interactive parameter report
* get GetReportingPeriod getter * validation
* 1st draft * Fix Loreco FP * Avoid Loreco for LIC * RI cover * Update * Update to Loreco * clean * Type and style * AdjustValues added * DS * accidentYear * testing * update bms * scopes clean up 1 * scopes clean up 2 * conflict resolution * benchmarks * documentation and one fix * report scopes and fix bm * import scopes refinements * add economic basis to csm variables * rephrase * comments from pr * GetUnderlyingIdentity --------- Co-authored-by: Daniel Trzesniak <dtrzesniak@systemorph.com>
* remove ContractTerm * fixed IsReinsurance in DataNodeData
* Add ReimportTest notebook * Restructure ReimportTest nb and add notes * Implement all requested cases, add data and assertions * WIP in all cases except use case 3 * fix syntax in Instance() * More work in case 3 in imports, queries and assertions * Add new case and make ReimportTest pass * Cleanup * Fix assertions * Add ReimportTest in Tests * Fix the used memory markdown 28Gb RAM * Fix case 3 assertion and clean up * Clean up, implement feedback and update RAM md in Tests * Clean up x2 * Feedback * Restructuring and strictly keeping the "reimport" cases. * Tests RAM markdown * Feedback + test case proposal * RAM md in Tests * Correct RAM in Tests
* Sketch test for LoadCurrentParameter * Cleanup and new test case proposals * RAM md in Tests
* clean up AocConfig * refactor creation of identities * ifrs17ce * dimension * dimension * scopes and tests * clean up * test new novelty * remove hardcoded novelties.N * fix reference * AocConfiguration - remove compulsory requirements Add use case * clean up * improvements * pr comments * comments
* First proposition * Reverting the change * Davides feedback * Feedback * Refactoring activity * Feedback * Merge details
* clean up AocConfig * refactor creation of identities * ifrs17ce * dimension * dimension * scopes and tests * clean up * test new novelty * remove hardcoded novelties.N * fix reference * AocConfiguration - remove compulsory requirements Add use case * clean up * improvements * improvements * improve GetReleasePattern + clear CSM-LC calc for PAA # Conflicts: # ifrs17/Import/5ImportScope-ToIfrsVar.ipynb * merge issue * wip * fixes AMF calc and fix test * update bm iv * filter for null * adjust amf from ifrsvariable * resolve conflict * validate missing previous period data * pr comments
* Placeholder for the customer project method * small fix * Custom enhancement
* Filter AYs * Working, checking deltas to DEV * Update * Update * Fixed projections * Tests green, actuals == expected for ALL projections
* Fix bundled projections * Added report * update BM * Update * Uncomment test
* add Getter * add a validation
* improve GetReleasePattern + clear CSM-LC calc for PAA * first round - calculation * more at import * fix data for failing test * preparing data for dt1.1 * updates * more changes - code compiles * improve inputs and adapt BM * improve calculation and new inputs+bm * update scenario * 2021 data and bm * fix test and validation improvement * prem pattern + ifrs test improvement * clean up and fix tests * clean up * revenue estimate type * last fixes * move pattern to CU * fix + adapt tests * update bepa bm * update report bm from bepa update * fix def mistake in applicability * update dt5.1 data and bm * comments in pr discussion
* Rewrite warnings as a class with a protected constructor. Should work, but have not tested it yet. * partial rearrangement of errors. Not done yet * compiling error get * remove obsolete pieces of code * bug fixed, tests pass * name change: not sure it was necessary * revert to old names * warnings: new more compact API * moved the Get functions to be virtual methods of the error and warning classes. The application message in Utils must be updated accordingly. * application message updated * Tests adaptation * adapt two tests from the template * one more test adaptation * include GetMessage as an abstract method in the base class * verbal explanation slightly modified. * further adjustment to the explanation * remove comment * name change everywhere * changed environment to dev * Update CalculationEngine.ipynb Return the reference to the CE to the original form, similar to the prod
* Rewrite warnings as a class with a protected constructor. Should work, but have not tested it yet. * partial rearrangement of errors. Not done yet * compiling error get * remove obsolete pieces of code * bug fixed, tests pass * name change: not sure it was necessary * revert to old names * add new error and log it into the cashflow importer * define a Util and use it to end the activity if there is no table * Yield curve * API improvement: use everywhere the Yield Curve way to log the error * warnings: new more compact API * moved the Get functions to be virtual methods of the error and warning classes. The application message in Utils must be updated accordingly. * application message updated * Tests adaptation * adapt two tests from the template * one more test adaptation * include GetMessage as an abstract method in the base class * define new error and log the error * Move the checks to the format definitions * openings * verbal explanation slightly modified. * further adjustment to the explanation * all validations are in place * update the validations file correctly * identations
* fix with explicit names * Update Validations.ipynb slightly modifies the error message
* method that queries yield curves for VFA * Update GetYieldCurveReportParameters. Not tested yet * saving the progress * cleanup
* Fix to P&L PAA * Comments
* exclude cu from be amountType * correct ce ref in template * fix at in ce tests
best estimate and risk adjustment report scopes
* save the progress -- does not work yet, the path is still wrong * working version of exports to SP * further modifications * map template test modified * tests modified * incorporate feedback * refactoring * address review comments : Sharepoint NB * export settings fixed * allow import from sharepoint * init base to memory * changed all the imports appropriately, * short verbal explanation added
GetHierarchy<T> Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
* 1st attempt * fixing CL C * wip * Working version, to be cleaned-up and reviewed * clean Working version * more clean up * clean up * PV cosmetic * refactoring + warning for missing Pattern * reset * doc and clean up * clean --------- Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
Preparing the holders for extra logic when importing portfolios.
* Remove Prune with YC * Test for IA NB * Initial IA NB * IA update * Added Nominal FCF * YC * BM * Update * Test * Fix * update bm * prune and import storage * refine pruneButFirst * Financial Performance scope * update bm for FP * adjusts test --------- Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
# Conflicts: # ifrs17-template/Constants/CalculationEngine.ipynb # ifrs17-template/Export/MapTemplate.ipynb # ifrs17-template/Import/CloseImportTemplate.ipynb # ifrs17-template/InputFormatDescription.ipynb # ifrs17-template/Report/ParameterReports.ipynb # ifrs17-template/Report/Reports.ipynb # ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__C.csv # ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__LR.csv # ifrs17-template/Test/Data/ReportVariableBenchmarks/ReportVariableBenchmarks_2021_3_CH__Contractual.csv # ifrs17-template/Test/PracticalCase-CompareReinsuranceTest.ipynb # ifrs17/Constants/Consts.ipynb # ifrs17/Constants/Validations.ipynb # ifrs17/Import/2ImportScope-PresentValue.ipynb # ifrs17/Import/4ImportScope-TechnicalMargin.ipynb # ifrs17/Import/ImportStorage.ipynb # ifrs17/Report/ReportScopes.ipynb
dcolleoni
approved these changes
Oct 2, 2023
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