Multiple scenario implementation

full-ifrs17-template/Files/Dimensions.csv

@@ -214,7 +214,22 @@ Default,Default,,,,,,,,,,
 ,,,,,,,,,,,
 @@Scenario,,,,,,,,,,,
 SystemName,DisplayName,,,,,,,,,,
-BE,Best Estimate,,,,,,,,,,
+YCUP1.0pct,Yield Curve Up 1.0pct,,,,,,,,,,
+YCDW1.0pct,Yield Curve Down 1.0pct,,,,,,,,,,
+SRUP1.0pct,Spread Rate Up 1.0pct,,,,,,,,,,
+SRDW1.0pct,Spread Rate Down 1.0pct,,,,,,,,,,
+EUP1.0pct,Equity Up 1.0pct,,,,,,,,,,
+EDW1.0pct,Equity Down 1.0pct,,,,,,,,,,
+FXUP1.0pct,Exchange Rate Up 1.0pct,,,,,,,,,,
+FXDW1.0pct,Exchange Rate Down 1.0pct,,,,,,,,,,
+MTUP10pct,Mortality Up 10pct,,,,,,,,,,
+MTDW10pct,Mortality Down 10pct,,,,,,,,,,
+LUP10pct,Longevity Up 10pct,,,,,,,,,,
+LDW10pct,Longevity Down 10pct,,,,,,,,,,
+DUP10pct,Disability Up 10pct,,,,,,,,,,
+DDW10pct,Disability Down 10pct,,,,,,,,,,
+LICUP10pct,Lic Up 10pct,,,,,,,,,,
+LICDW10pct,Lic Down 10pct,,,,,,,,,,
 ,,,,,,,,,,,
 @@ValuationApproach,,,,,,,,,,,
 SystemName,DisplayName,,,,,,,,,,

full-ifrs17-template/Files/TransactionalData/Actuals_CH_2020_12_MTUP10pct.csv

@@ -0,0 +1,12 @@
+@@Main,,,,
+ReportingNode,Year,Month,Scenario,
+CH,2020,12,MTUP10pct,
+@@Actual,,,,
+DataNode,AocType,ValueType,AccidentYear,Value
+DT1.1,CF,NIC,,-310
+DT1.2,CF,NIC,2020,-310
+DT2.1,CF,NIC,,-310
+DT1.3,CF,NIC,,-310
+DT2.2,CF,NIC,2020,-310
+DTR1.1,CF,NIC,,170
+DTR1.2,CF,NIC,2020,170

full-ifrs17-template/Files/TransactionalData/NominalCashflows_CH_2020_12_MTUP10pct.csv

@@ -0,0 +1,13 @@
+@@Main,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,
+CH,2020,12,MTUP10pct,,,,,,,,,,,,,,,,,,,,,,,,,
+@@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+DataNode,AmountType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11,Values12,Values13,Values14,Values15,Values16,Values17,Values18,Values19,Values20,Values21,Values22,Values23
+DT1.1,NIC,BOP,N,,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5
+DT1.1,NIC,CL,C,,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5
+DT1.2,NIC,BOP,N,2020,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5
+DT1.2,NIC,CL,C,2020,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5,-27.5
+DTR1.1,NIC,BOP,N,,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75
+DTR1.1,NIC,CL,C,,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75
+DTR1.2,NIC,BOP,N,2020,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75
+DTR1.2,NIC,CL,C,2020,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75,13.75

full-ifrs17-template/Import/CloseImportTemplate.ipynb

@@ -118,7 +118,9 @@
         {
             "cell_type": "code",
             "source": [
-                "Workspace.Reset(x => x.ResetInitializationRules().ResetCurrentPartitions());"
+                "Workspace.Reset(x => x.ResetInitializationRules().ResetCurrentPartitions());",
+                "\nawait DataSource.Partition.SetAsync<PartitionByReportingNode>(null);",
+                "\nawait DataSource.Partition.SetAsync<PartitionByReportingNodeAndPeriod>(null);"
             ]
         }
     ]

full-ifrs17-template/Initialization/InitSystemorphToMemory.ipynb

@@ -85,6 +85,18 @@
                 "await Import.FromFile(\"../Files/TransactionalData/SimpleValue_CH_2020_12.csv\").WithFormat(ImportFormats.SimpleValue ).WithTarget(DataSource).ExecuteAsync()"
             ]
         },
+        {
+            "cell_type": "code",
+            "source": [
+                "await Import.FromFile(\"../Files/TransactionalData/NominalCashflows_CH_2020_12_MTUP10pct.csv\").WithFormat(ImportFormats.Cashflow).WithTarget(DataSource).ExecuteAsync()"
+            ]
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "await Import.FromFile(\"../Files/TransactionalData/Actuals_CH_2020_12_MTUP10pct.csv\").WithFormat(ImportFormats.Actual).WithTarget(DataSource).ExecuteAsync()"
+            ]
+        },
         {
             "cell_type": "markdown",
             "source": [

full-ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_A.csv

@@ -0,0 +1,14 @@
+@@Main
+Month,ReportingNode,Scenario,Year
+12,CH,MTUP10pct,2020
+@@A
+AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Value
+,NIC,CF,DT2.1,,A,C,-310
+2020,NIC,CF,DT1.2,,A,C,-310
+,NIC,CF,DT1.1,,A,C,-310
+,NIC,CF,DT1.3,,A,C,-310
+2020,NIC,CF,DT2.2,,A,C,-310
+,NIC,CF,DTR1.1,,A,C,170
+2020,NIC,CF,DTR1.2,,A,C,170
+,PR,CF,DTR2.1,,A,C,-200
+,NIC,CF,DTR2.1,,A,C,140

full-ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_BE.csv

@@ -0,0 +1,69 @@
+@@Main
+Month,ReportingNode,Scenario,Year
+12,CH,MTUP10pct,2020
+@@BE
+AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Value
+,NIC,BOP,DT1.1,L,BE,N,658.6282390585294
+,PR,BOP,DT1.1,L,BE,N,-798.536731161375
+,NIC,BOP,DT1.1,C,BE,N,658.6282390585294
+,PR,BOP,DT1.1,C,BE,N,-798.536731161375
+,NIC,EOP,DT1.1,L,BE,C,329.6431046636596
+,PR,EOP,DT1.1,L,BE,C,-399.63392949885525
+,NIC,EOP,DT1.1,C,BE,C,329.6431046636596
+,PR,EOP,DT1.1,C,BE,C,-399.63392949885525
+,NIC,IA,DT1.1,L,BE,N,1.0148656051304286
+,PR,IA,DT1.1,L,BE,N,-1.0971983374806105
+,NIC,IA,DT1.1,C,BE,N,1.0148656051304286
+,PR,IA,DT1.1,C,BE,N,-1.0971983374806105
+,NIC,CF,DT1.1,L,BE,N,-330
+,PR,CF,DT1.1,L,BE,N,400
+,NIC,CF,DT1.1,C,BE,N,-330
+,PR,CF,DT1.1,C,BE,N,400
+2020,NIC,BOP,DT1.2,L,BE,N,658.6282390585294
+2020,NIC,BOP,DT1.2,C,BE,N,658.6282390585294
+2020,NIC,EOP,DT1.2,L,BE,C,329.6431046636596
+2020,NIC,EOP,DT1.2,C,BE,C,329.6431046636596
+2020,NIC,IA,DT1.2,L,BE,N,1.0148656051304286
+2020,NIC,IA,DT1.2,C,BE,N,1.0148656051304286
+2020,NIC,CF,DT1.2,L,BE,N,-330
+2020,NIC,CF,DT1.2,C,BE,N,-330
+,NIC,BOP,DTR1.1,L,BE,N,-329.3141195292647
+,PR,BOP,DTR1.1,L,BE,N,399.2683655806875
+,CDR,BOP,DTR1.1,L,BE,N,0.5292475300191577
+,NIC,BOP,DTR1.1,C,BE,N,-329.3141195292647
+,PR,BOP,DTR1.1,C,BE,N,399.2683655806875
+,CDR,BOP,DTR1.1,C,BE,N,0.5292475300191577
+,NIC,EOP,DTR1.1,L,BE,C,-164.8215523318298
+,PR,EOP,DTR1.1,L,BE,C,199.81696474942763
+,CDR,EOP,DTR1.1,L,BE,C,0.12679876434718015
+,NIC,EOP,DTR1.1,C,BE,C,-164.8215523318298
+,PR,EOP,DTR1.1,C,BE,C,199.81696474942763
+,CDR,EOP,DTR1.1,C,BE,C,0.12679876434718015
+,NIC,IA,DTR1.1,L,BE,N,-0.5074328025652143
+,PR,IA,DTR1.1,L,BE,N,0.5485991687403052
+,CDR,IA,DTR1.1,L,BE,N,0.001287210150087148
+,NIC,IA,DTR1.1,C,BE,N,-0.5074328025652143
+,PR,IA,DTR1.1,C,BE,N,0.5485991687403052
+,CDR,IA,DTR1.1,C,BE,N,0.001287210150087148
+,NIC,CF,DTR1.1,L,BE,N,165
+,PR,CF,DTR1.1,L,BE,N,-200
+,CDR,CF,DTR1.1,L,BE,N,-0.40373597582193455
+,NIC,CF,DTR1.1,C,BE,N,165
+,PR,CF,DTR1.1,C,BE,N,-200
+,CDR,CF,DTR1.1,C,BE,N,-0.40373597582193455
+2020,NIC,BOP,DTR1.2,L,BE,N,-329.3141195292647
+2020,CDR,BOP,DTR1.2,L,BE,N,0.5292475300191577
+2020,NIC,BOP,DTR1.2,C,BE,N,-329.3141195292647
+2020,CDR,BOP,DTR1.2,C,BE,N,0.5292475300191577
+2020,NIC,EOP,DTR1.2,L,BE,C,-164.8215523318298
+2020,CDR,EOP,DTR1.2,L,BE,C,0.12679876434718015
+2020,NIC,EOP,DTR1.2,C,BE,C,-164.8215523318298
+2020,CDR,EOP,DTR1.2,C,BE,C,0.12679876434718015
+2020,NIC,IA,DTR1.2,L,BE,N,-0.5074328025652143
+2020,CDR,IA,DTR1.2,L,BE,N,0.001287210150087148
+2020,NIC,IA,DTR1.2,C,BE,N,-0.5074328025652143
+2020,CDR,IA,DTR1.2,C,BE,N,0.001287210150087148
+2020,NIC,CF,DTR1.2,L,BE,N,165
+2020,CDR,CF,DTR1.2,L,BE,N,-0.40373597582193455
+2020,NIC,CF,DTR1.2,C,BE,N,165
+2020,CDR,CF,DTR1.2,C,BE,N,-0.40373597582193455

full-ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_BEPA.csv

@@ -0,0 +1,6 @@
+@@Main
+Month,ReportingNode,Scenario,Year
+12,CH,MTUP10pct,2020
+@@BEPA
+AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Value
+,PR,CF,DT1.1,L,BEPA,N,320

full-ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_C.csv

@@ -0,0 +1,22 @@
+@@Main
+Month,ReportingNode,Scenario,Year
+12,CH,MTUP10pct,2020
+@@C
+AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Value
+,,EA,DT2.1,,C,C,-139.99082483519595
+,,EA,DT1.1,,C,C,-80.02326986577215
+,,BOP,DT1.1,,C,N,80.03319764297927
+,,IA,DT1.1,,C,N,-0.009927777207129784
+,,BOP,DT2.1,,C,N,139.90849210284577
+,,IA,DT2.1,,C,N,0.08233273235018213
+,,EA,DT1.3,,C,C,-139.99082483519595
+,,BOP,DT1.3,,C,N,139.90849210284577
+,,IA,DT1.3,,C,N,0.08233273235018213
+,,AM,DTR1.1,,C,C,26.60498224366728
+,,EOP,DTR1.1,,C,C,-13.93718742938804
+,,BOP,DTR1.1,,C,N,-40.5458463515088
+,,IA,DTR1.1,,C,N,0.003676678453477744
+,,AM,DTR2.1,,C,C,46.24958203305145
+,,EOP,DTR2.1,,C,C,-24.22813469379126
+,,BOP,DTR2.1,,C,N,-70.43538016962212
+,,IA,DTR2.1,,C,N,-0.04233655722058882

full-ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_F.csv

@@ -0,0 +1,9 @@
+@@Main
+Month,ReportingNode,Scenario,Year
+12,CH,MTUP10pct,2020
+@@F
+AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Value
+,,AM,DT1.1,L,F,C,0.6562298579039588
+,,AM,DT1.2,L,F,C,1
+,,AM,DTR1.1,L,F,C,0.6562298579039588
+,,AM,DTR1.2,L,F,C,1

full-ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_L.csv

@@ -0,0 +1,14 @@
+@@Main
+Month,ReportingNode,Scenario,Year
+12,CH,MTUP10pct,2020
+@@L
+AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Value
+,,AM,DT2.1,,L,C,-118.1273954398082
+,,EA,DT2.1,,L,C,180.00917516480405
+,,EA,DT1.1,,L,C,239.97673013422786
+,,AM,DT1.1,,L,C,-157.47989551624102
+,,EOP,DT1.1,,L,C,82.49683461798685
+,,EOP,DT2.1,,L,C,61.88177972499585
+,,EA,DT1.3,,L,C,260.00917516480405
+,,AM,DT1.3,,L,C,-170.6257840721249
+,,EOP,DT1.3,,L,C,89.38339109267915

full-ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_RA.csv

@@ -0,0 +1,37 @@
+@@Main
+Month,ReportingNode,Scenario,Year
+12,CH,MTUP10pct,2020
+@@RA
+AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Value
+,,BOP,DT1.1,C,RA,N,59.8752944598663
+,,BOP,DT1.1,L,RA,N,59.8752944598663
+,,EOP,DT1.1,C,RA,C,29.967554969423595
+,,EOP,DT1.1,L,RA,C,29.967554969423595
+,,IA,DT1.1,C,RA,N,0.09226050955731169
+,,IA,DT1.1,L,RA,N,0.09226050955731169
+,,CF,DT1.1,C,RA,N,-30
+,,CF,DT1.1,L,RA,N,-30
+2020,,BOP,DT1.2,C,RA,N,59.8752944598663
+2020,,BOP,DT1.2,L,RA,N,59.8752944598663
+2020,,EOP,DT1.2,C,RA,C,29.967554969423595
+2020,,EOP,DT1.2,L,RA,C,29.967554969423595
+2020,,IA,DT1.2,C,RA,N,0.09226050955731169
+2020,,IA,DT1.2,L,RA,N,0.09226050955731169
+2020,,CF,DT1.2,C,RA,N,-30
+2020,,CF,DT1.2,L,RA,N,-30
+,,BOP,DTR1.1,C,RA,N,-29.93764722993315
+,,BOP,DTR1.1,L,RA,N,-29.93764722993315
+,,EOP,DTR1.1,C,RA,C,-14.983777484711798
+,,EOP,DTR1.1,L,RA,C,-14.983777484711798
+,,IA,DTR1.1,C,RA,N,-0.046130254778655844
+,,IA,DTR1.1,L,RA,N,-0.046130254778655844
+,,CF,DTR1.1,C,RA,N,15
+,,CF,DTR1.1,L,RA,N,15
+2020,,BOP,DTR1.2,C,RA,N,-29.93764722993315
+2020,,BOP,DTR1.2,L,RA,N,-29.93764722993315
+2020,,EOP,DTR1.2,C,RA,C,-14.983777484711798
+2020,,EOP,DTR1.2,L,RA,C,-14.983777484711798
+2020,,IA,DTR1.2,C,RA,N,-0.046130254778655844
+2020,,IA,DTR1.2,L,RA,N,-0.046130254778655844
+2020,,CF,DTR1.2,C,RA,N,15
+2020,,CF,DTR1.2,L,RA,N,15

full-ifrs17-template/Test/ExportIfrsVariable.ipynb

@@ -53,14 +53,28 @@
         {
             "cell_type": "code",
             "source": [
-                "public async Task ExportBenchmarks(ImportArgs args)",
-                "\n{",
-                "\n    await DataSource.Partition.SetAsync<PartitionByReportingNodeAndPeriod>(new {ReportingNode = args.ReportingNode, Year= args.Year, Month = args.Month, Scenario = args.Scenario});",
-                "\n    var computedVariables = (await DataSource.Query<IfrsVariable>().ToArrayAsync()).ToDictionaryGrouped(x => x.EstimateType, x => x.ToArray());",
-                "\n",
-                "\n    foreach (var estimateType in computedVariables.Keys)",
-                "\n    {",
-                "\n        await Export.ToCsv(pathToBm+\"BM_\"+args.ReportingNode+\"_\"+args.Year.ToString()+\"_\"+args.Month.ToString()+\"_\"+estimateType)",
+                "var scenario = \"MTUP10pct\";"
+            ]
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var args = new ImportArgs (\"CH\", 2020, 12, Periodicity.Quarterly, scenario, null);",
+                "\nawait DataSource.Partition.SetAsync<PartitionByReportingNodeAndPeriod>(new {ReportingNode = args.ReportingNode, Year= args.Year, Month = args.Month, Scenario = args.Scenario});",
+                "\nvar computedVariables = (await DataSource.Query<IfrsVariable>().ToArrayAsync()).ToDictionaryGrouped(x => x.EstimateType, x => x.ToArray());"
+            ]
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "(0, computedVariables.Keys)"
+            ]
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var estimateType = \"BEPA\";",
+                "\nawait Export.ToCsv(\"BM_\"+args.ReportingNode+\"_\"+args.Year.ToString()+\"_\"+args.Month.ToString()+\"_\"+scenario+\"_\"+estimateType)",
                 "\n                                    .WithTable<ImportArgs>(tableConfig => tableConfig",
                 "\n                                                                    .AtBeginning()",
                 "\n                                                                    .WithName(Main)",
@@ -74,16 +88,8 @@
                 "\n                                                                  .WithColumn(x => x.Partition, x => x.Delete())",
                 "\n                                                                  .WithColumn(x => x.Id, x => x.Delete())",
                 "\n                                                                 )",
-                "\n                                    .ExecuteAsync();",
-                "\n    }",
-                "\n}"
-            ]
-        },
-        {
-            "cell_type": "code",
-            "source": [
-                "foreach (var args in argsArray)",
-                "\n        await ExportBenchmarks(args);"
+                "\n                                    .WithSource(DataSource)",
+                "\n                                    .ExecuteAsync()"
             ]
         },
         {