To main

ifrs17-template/Constants/CalculationEngine.ipynb

@@ -20,7 +20,7 @@
             "cell_type": "code",
             "source": [
                 "var projectName = \"ifrs17\";",
-                "\nvar environmentName = \"v1.3.1\";",
+                "\nvar environmentName = \"v1.3.2\";",
                 "\nvar notebookName = \"CalculationEngine\";",
                 "\nvar calculationEngine = $\"#!import \\\"//{projectName}/{environmentName}/{notebookName}\\\"\";"
             ],

ifrs17-template/Constants/Sharepoint.ipynb

@@ -0,0 +1,53 @@
+{
+    "metadata": {
+        "authors": [],
+        "id": "FhSOUFpXwkCCDrVeJ6_P0g",
+        "kernelspec": {
+            "display_name": "Formula Framework",
+            "language": "C#",
+            "name": "C#"
+        },
+        "language_info": {
+            "file_extension": ".cs",
+            "mimetype": "text/plain",
+            "name": "C#"
+        }
+    },
+    "nbformat": 4,
+    "nbformat_minor": 5,
+    "cells": [
+        {
+            "cell_type": "markdown",
+            "source": [
+                "<p style=\"font-weight:bold;\"> <span style=\"font-size: 36px\"> Sharepoint Settings </span> </p>"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "markdown",
+            "source": [
+                "This notebook allows to enter the details to connect the IFRS 17 calculation engine to your personal sharepoint. This allows the calculation engine to import data directly from your sharepoint and to export reports and other financial documents directly to your sharepoint."
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "public class Sharepoint{",
+                "\n    public const string Sites  = \"sites/XXX\"; //Sharepoint sites",
+                "\n    public const string Tenant = \"systemorph.sharepoint.com\";             //Sharepoint tenant",
+                "\n    public const string Root = \"Dev/\";                                    //Dev main directory",
+                "\n    public const string PathToExport = Root + \"ExportFilesTest/\"          //Target export directory ",
+                "\n    public const string PathToImport = Root + \"ImportFiles/\"",
+                "\n}"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        }
+    ]
+}

ifrs17-template/Database/MigrationAndScaffolding/Initial.ipynb

@@ -37,7 +37,7 @@
         {
             "cell_type": "code",
             "source": [
-                "[Migration(\"20230425145745_InitialTypes\")]",
+                "[Migration(\"20230523120744_InitialTypes\")]",
                 "\npublic class InitialTypes : Migration",
                 "\n{",
                 "\n    protected override void Up(MigrationBuilder migrationBuilder)",
@@ -162,7 +162,9 @@
                 "\n                ReinsuranceCoverage = table.Column<double>(type: \"float\", nullable: true),",
                 "\n                PremiumAllocation = table.Column<double>(type: \"float\", nullable: true),",
                 "\n                CashFlowPeriodicity = table.Column<int>(type: \"int\", nullable: true),",
-                "\n                InterpolationMethod = table.Column<int>(type: \"int\", nullable: true)",
+                "\n                InterpolationMethod = table.Column<int>(type: \"int\", nullable: true),",
+                "\n                EconomicBasisDriver = table.Column<string>(type: \"nvarchar(max)\", nullable: true),",
+                "\n                ReleasePattern = table.Column<byte[]>(type: \"varbinary(max)\", nullable: true)",
                 "\n            },",
                 "\n            constraints: table =>",
                 "\n            {",
@@ -421,7 +423,8 @@
                 "\n                SystemName = table.Column<string>(type: \"nvarchar(16)\", maxLength: 16, nullable: false),",
                 "\n                Shift = table.Column<int>(type: \"int\", nullable: false),",
                 "\n                TimeStep = table.Column<int>(type: \"int\", nullable: false),",
-                "\n                DisplayName = table.Column<string>(type: \"nvarchar(max)\", nullable: true)",
+                "\n                DisplayName = table.Column<string>(type: \"nvarchar(max)\", nullable: true),",
+                "\n                Order = table.Column<int>(type: \"int\", nullable: false)",
                 "\n            },",
                 "\n            constraints: table =>",
                 "\n            {",

ifrs17-template/Export/ExportSettings.ipynb

@@ -0,0 +1,51 @@
+{
+    "metadata": {
+        "authors": [],
+        "id": "SW5aARBVpEi8-8zKI1xJoQ",
+        "kernelspec": {
+            "display_name": "Formula Framework",
+            "language": "C#",
+            "name": "C#"
+        },
+        "language_info": {
+            "file_extension": ".cs",
+            "mimetype": "text/plain",
+            "name": "C#"
+        }
+    },
+    "nbformat": 4,
+    "nbformat_minor": 5,
+    "cells": [
+        {
+            "cell_type": "markdown",
+            "source": [
+                "In order to allow direct export of the files into the sharepoint folder of choice, please comment out the first row of the following code and uncomment the rest of the code."
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var pathToExport = \"\";",
+                "\n//#!import \"../Constants/Sharepoint\"",
+                "\n//var fileStorage = SharePoint.Site(Sharepoint.Sites, Sharepoint.Tenant);",
+                "\n//var pathToExport = Sharepoint.PathToExport",
+                "\n//Export.SetDefaultFileStorage(fileStorage);"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                ""
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        }
+    ]
+}

ifrs17-template/Export/MapTemplate.ipynb

@@ -72,7 +72,8 @@
         {
             "cell_type": "code",
             "source": [
-                "#!eval-notebook \"../Import/CloseImportTemplate\""
+                "#!eval-notebook \"../Import/CloseImportTemplate\"",
+                "\n#!eval-notebook \"ExportSettings\""
             ],
             "metadata": {},
             "execution_count": 0,
@@ -110,7 +111,7 @@
             "source": [
                 "# Map Template: Data Node",
                 "\n",
-                "\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)."
+                "\n[DataNodes](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.2/DataModel/DataStructure#data-node) defines the properties of [Portfolios](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.2/DataModel/DataStructure#portfolios) and [Group of Contracts](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.2/DataModel/DataStructure#group-of-contracts)."
             ],
             "metadata": {},
             "execution_count": 0,
@@ -147,7 +148,7 @@
         {
             "cell_type": "code",
             "source": [
-                "await Export.ToExcel(\"DataNodes\")",
+                "await Export.ToExcel(pathToExport + \"DataNodes\")",
                 "\n    .WithSource(Workspace)",
                 "\n    .PortfolioConfiguration<ReinsurancePortfolio>()",
                 "\n    .PortfolioConfiguration<InsurancePortfolio>()",
@@ -166,7 +167,7 @@
             "source": [
                 "# Map Template: Data Node State",
                 "\n",
-                "\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)."
+                "\n[Data Node State](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.2/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,
@@ -235,7 +236,7 @@
         {
             "cell_type": "code",
             "source": [
-                "await Export.ToExcel(\"DataNodeState\")",
+                "await Export.ToExcel(pathToExport + \"DataNodeState\")",
                 "\n    .WithSource(Workspace)",
                 "\n    .StateEnumConfiguration() ",
                 "\n    .DataNodeStateConfiguration(dataNodeStates)",
@@ -252,7 +253,7 @@
             "source": [
                 "# Map Template: Data Node Parameter",
                 "\n",
-                "\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. "
+                "\n[Data Node Parameters](https://portal.systemorph.cloud/project/ifrs17/env/v1.3.2/DataModel/DataStructure#data-node-parameters) are defined at the Group of Contract level and are used during the import calculation. "
             ],
             "metadata": {},
             "execution_count": 0,
@@ -323,7 +324,7 @@
         {
             "cell_type": "code",
             "source": [
-                "await Export.ToExcel(\"DataNodeParameter\")",
+                "await Export.ToExcel(pathToExport + \"DataNodeParameter\")",
                 "\n    .WithSource(Workspace)",
                 "\n    .DataNodeParameterConfiguration(dataNodeParameters)",
                 "\n    .MainTabConfiguration(partition)",

ifrs17-template/Files/DataNodes/DataNodeParameters_CH_2020_12.csv

@@ -1,26 +1,28 @@
-@@Main,,
-ReportingNode,Year,Month
-CH,2020,12
-,,
-@@SingleDataNodeParameter,,
-DataNode,PremiumAllocation,
-GicComplex,0.8,
-DT1.1,0.8,
-DT1.2,0.8,
-DT1.3,1,
-DT1.4,0.8,
-DT1.5,0.8,
-DT2.1,0.8,
-DT2.2,0.8,
-DT3.1,0.8,
-DT4.1,0.8,
-,,
-@@InterDataNodeParameter,,
-DataNode,LinkedDataNode,ReinsuranceCoverage
-DT1.1,DTR1.1,1
-DT1.2,DTR1.2,1
-DT1.4,DTR1.3,1
-DT1.5,DTR1.4,1
-DT2.1,DTR2.1,1
-DT2.2,DTR2.2,1
-GricComplex,GicComplex,1
+@@Main,,,,,,,,,
+ReportingNode,Year,Month,,,,,,,
+CH,2020,12,,,,,,,
+,,,,,,,,,
+@@SingleDataNodeParameter,,,,,,,,,
+DataNode,PremiumAllocation,CashFlowPeriodicity,InterpolationMethod,EconomicBasisDriver,ReleasePattern0,ReleasePattern1,ReleasePattern2,ReleasePattern3,ReleasePattern4
+GicComplex,0.8,Monthly,,,,,,,
+DT1.1,0.8,Monthly,,,,,,,
+DT1.2,0.8,Monthly,,,,,,,
+DT1.3,1,Monthly,,,,,,,
+DT1.4,0.8,Monthly,,,,,,,
+DT1.5,0.8,Monthly,,,,,,,
+DT2.1,0.8,Monthly,,,,,,,
+DT2.2,0.8,Monthly,,,,,,,
+DT3.1,0.8,Monthly,,,,,,,
+DT4.1,0.8,Monthly,,,,,,,
+DT10.1,0,Yearly,Uniform,,,,,,
+DT10.2,0,Yearly,Uniform,N,1.41,1.14,0.87,0.58,
+,,,,,,,,,
+@@InterDataNodeParameter,,,,,,,,,
+DataNode,LinkedDataNode,ReinsuranceCoverage,,,,,,,
+DT1.1,DTR1.1,0.5,,,,,,,
+DT1.2,DTR1.2,0.5,,,,,,,
+DT1.4,DTR1.3,0.5,,,,,,,
+DT1.5,DTR1.4,0.5,,,,,,,
+DT2.1,DTR2.1,0.5,,,,,,,
+DT2.2,DTR2.2,0.5,,,,,,,
+GricComplex,GicComplex,0.5,,,,,,,

ifrs17-template/Files/DataNodes/DataNodeParameters_ES_2020_12.csv

@@ -0,0 +1,18 @@
+@@Main,,
+ReportingNode,Year,Month
+ES,2020,12
+,,
+@@SingleDataNodeParameter,,
+DataNode,PremiumAllocation,
+3BBBA.0,1,
+3BPAA.0,1,
+3BBBA.1,1,
+3BPAA.1,1,
+3BBBA.2,1,
+3BPAA.2,1,
+3BBBA.3,1,
+3BPAA.3,1,
+3BBBA.4,1,
+3BPAA.4,1,
+3BBBA.5,1,
+3BPAA.5,1,

ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv

@@ -0,0 +1,24 @@
+@@Main,,
+ReportingNode,Year,Month
+FR,2020,12
+,,
+@@SingleDataNodeParameter,,
+DataNode,PremiumAllocation,
+EY52BBA.1,1,
+EY52BBA.2,1,
+EY52PAA.1,0,
+EY57G.1,1,
+EY58G.1,1,
+EY58G.2,1,
+EY59G.1,1,
+EY59G.2,1,
+EY63G.1,1,
+,,
+@@InterDataNodeParameter,,
+DataNode,LinkedDataNode,ReinsuranceCoverage
+EY57G.1,EY57R.1,0.3
+EY58G.1,EY58R.1,0.3
+EY58G.2,EY58R.1,0.3
+EY59G.1,EY59R.1,0.3
+EY59G.2,EY59R.2,0.3
+EY63G.1,EY63R.1,0.5

ifrs17-template/Files/DataNodes/DataNodeStates_CH_2020_12.csv

@@ -23,3 +23,5 @@ DTR1.4,Active,
 DTR2.1,Active,
 DTR2.2,Active,
 DTP1.1,Active,
+DT10.1,Active,
+DT10.2,Active,

ifrs17-template/Files/DataNodes/DataNodeStates_ES_2020_12.csv

@@ -0,0 +1,18 @@
+@@Main,,
+ReportingNode,Year,Month
+ES,2020,12
+,,
+@@DataNodeState,,
+DataNode,State,
+3BBBA.0,Active,
+3BPAA.0,Active,
+3BBBA.1,Active,
+3BPAA.1,Active,
+3BBBA.2,Active,
+3BPAA.2,Active,
+3BBBA.3,Active,
+3BPAA.3,Active,
+3BBBA.4,Active,
+3BPAA.4,Active,
+3BBBA.5,Active,
+3BPAA.5,Active,

ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv

@@ -0,0 +1,20 @@
+@@Main,,
+ReportingNode,Year,Month
+FR,2020,12
+,,
+@@DataNodeState,,
+DataNode,State,
+EY52BBA.1,Active,
+EY52BBA.2,Active,
+EY52PAA.1,Active,
+EY57G.1,Active,
+EY57R.1,Active,
+EY58G.1,Active,
+EY58G.2,Active,
+EY58R.1,Active,
+EY63G.1,Active,
+EY59G.1,Active,
+EY59G.2,Active,
+EY59R.1,Active,
+EY59R.2,Active,
+EY63R.1,Active,

ifrs17-template/Files/DataNodes/DataNodes_CH.csv

@@ -10,9 +10,10 @@ DT2,DT2 NOCI,USD,ANN,BBA,,
 DT3,DT3 RunOff,USD,ANN,BBA,Default,
 DT4,DT4 OCI,USD,ANN,BBA,Default,
 DT5,DT5 Simple Import,USD,ANN,BBA,Default,
+DT10,DT10 PPA,USD,ANN,PAA,Default,
 ,,,,,,
 @@GroupOfInsuranceContract,,,,,,
-SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,
+SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,YieldCurveName
 GicComplex,Gic test discounting,DT,2020,LRC,P,
 DT1.1,DT1.1 OCI LRC PA 0.8,DT1,2020,LRC,P,
 DT1.2,DT1.2 OCI LIC,DT1,2020,LIC,P,
@@ -24,7 +25,9 @@ DT2.2,DT2.2 NOCI LIC,DT2,2020,LIC,P,
 DT3.1,DT3.1 Runoff - PA 0.8,DT3,2020,LRC,P,
 DT4.1,DT4.1 CSM PA 0.8,DT4,2020,LRC,P,
 DT5.1,DT5.1 Simple Import on DT 4.1,DT5,2020,LRC,P,
-DTP1.1,DTP1.1 Projection,DT1,2020,LRC,P,
+DTP1.1,DTP1.1 Projection,DT1,2020,LRC,P,NoDiscount
+DT10.1,DT10.1 PAA,DT10,2020,LIC,P,
+DT10.2,DT10.1 PAA,DT10,2020,LRC,P,
 ,,,,,,
 @@ReinsurancePortfolio,,,,,,
 SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType,