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Documentation Yield curve change #168

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dcolleoni merged 3 commits into from
Jan 13, 2023
Merged

Documentation Yield curve change #168

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e4b2ac6
change in documentation
Jan 13, 2023
6c68989
yc query logic description
dcolleoni Jan 13, 2023
2d278ca
indent
dcolleoni Jan 13, 2023
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2 changes: 1 addition & 1 deletion ifrs17/DataModel/DataStructure.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -1116,7 +1116,7 @@
"\n",
"\nThe Yield Curve values must be entered with **yearly** granularity, i.e. every value corresponds to the rate of the whole year starting from the year entered in column <code>Year</code>. The last value is considered valid also for the following years (for which no value has been provided). ",
"\n",
"\nWhen the current Yield Curve must be used in the calculation, the latest Yield Curve available in the system with Year and Month earlier or equal to Year and Month of the closing period will be used."
"\nDuring calculation, the Yield Curve are retrieved from the DataSource. The Yield Curve Name defined for each group-of-contracts will be used to match the Name of the Yield Curve to be considered. This occurs only for the curve that is used in the computation of the Contractual Service Margin (locked-in for BBA valuation approach, current otherwise). The calculation engine allows the update of the locked-in curve during the entire inception year of the group-of-contracts. When the locked-in Yield Curve is used, the latest Yield Curve available in the system with Year earlier or equal to the inception Year of the group-of-contracts will be used. When the current Yield Curve is used in the calculation, the latest Yield Curve available in the system with Year and Month earlier or equal to Year and Month of the closing period will be used."
],
"metadata": {},
"execution_count": 0,
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