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Merged
nnikolopoulos merged 2 commits into from
Sep 30, 2022
Merged

Rename pv base to present value #32

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7ab7f8b
Rename "PvBase" to "PresentValue"
Sep 29, 2022
fd106cf
Merge remote-tracking branch 'origin/develop' into RenamePvBaseToPres…
Sep 30, 2022
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58 changes: 29 additions & 29 deletions Import/ImportScopeCalculation.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -896,15 +896,15 @@
"id": "NX2BdeLNxk2VWROO8E5pBg",
"cell_type": "code",
"source": [
"public interface PvBase : IWithGetValueFromValues",
"public interface PresentValue : IWithGetValueFromValues",
"\n{ ",
"\n static ApplicabilityBuilder ScopeApplicabilityBuilder(ApplicabilityBuilder builder) =>",
"\n builder.ForScope<PvBase>(s => s.WithApplicability<ComputePvBaseWithIfrsVariable>(x => x.GetStorage().ImportFormat != ImportFormats.Cashflow",
"\n builder.ForScope<PresentValue>(s => s.WithApplicability<ComputePresentValueWithIfrsVariable>(x => x.GetStorage().ImportFormat != ImportFormats.Cashflow",
"\n || x.GetStorage().IsSecondaryScope(x.Identity.Id.DataNode))",
"\n .WithApplicability<PvBaseFromDiscountedCashflow>(x => (x.Identity.Id.AocType == AocTypes.BOP && x.Identity.Id.Novelty != Novelties.C) || x.Identity.Id.AocType == AocTypes.EOP)",
"\n .WithApplicability<PresentValueFromDiscountedCashflow>(x => (x.Identity.Id.AocType == AocTypes.BOP && x.Identity.Id.Novelty != Novelties.C) || x.Identity.Id.AocType == AocTypes.EOP)",
"\n .WithApplicability<CashflowAocStep>(x => x.Identity.Id.AocType == AocTypes.CF)",
"\n .WithApplicability<PvBaseWithInterestAccretionForCreditRisk>(x => x.Identity.Id.IsReinsurance && x.Identity.AmountType == AmountTypes.CDR && x.Identity.Id.AocType == AocTypes.IA)",
"\n .WithApplicability<PvBaseWithInterestAccretion>(x => x.Identity.Id.AocType == AocTypes.IA)",
"\n .WithApplicability<PresentValueWithInterestAccretionForCreditRisk>(x => x.Identity.Id.IsReinsurance && x.Identity.AmountType == AmountTypes.CDR && x.Identity.Id.AocType == AocTypes.IA)",
"\n .WithApplicability<PresentValueWithInterestAccretion>(x => x.Identity.Id.AocType == AocTypes.IA)",
"\n .WithApplicability<EmptyValuesAocStep>(x => new string[]{AocTypes.BOP, AocTypes.EA, AocTypes.AM, AocTypes.RCU}.Contains(x.Identity.Id.AocType) ) //add here combination CRU for At !CDR?",
"\n );",
"\n ",
Expand All @@ -917,40 +917,40 @@
"\n public double Value => GetValueFromValues(Values);",
"\n}",
"\n",
"\npublic interface ComputePvBaseWithIfrsVariable : PvBase",
"\npublic interface ComputePresentValueWithIfrsVariable : PresentValue",
"\n{",
"\n double PvBase.Value => GetStorage().GetValue(Identity.Id, Identity.AmountType, Identity.CalculationType, EconomicBasis, Identity.AccidentYear); //unify CalculationType and EstimateTypeGet",
"\n double[] PvBase.Values => Enumerable.Empty<double>().ToArray();",
"\n double PresentValue.Value => GetStorage().GetValue(Identity.Id, Identity.AmountType, Identity.CalculationType, EconomicBasis, Identity.AccidentYear); //unify CalculationType and EstimateTypeGet",
"\n double[] PresentValue.Values => Enumerable.Empty<double>().ToArray();",
"\n}",
"\n",
"\npublic interface PvBaseFromDiscountedCashflow : PvBase",
"\npublic interface PresentValueFromDiscountedCashflow : PresentValue",
"\n{",
"\n [NotVisible]",
"\n double[] PvBase.Values => GetScope<DiscountedCashflow>(Identity).Values;",
"\n double[] PresentValue.Values => GetScope<DiscountedCashflow>(Identity).Values;",
"\n}",
"\n",
"\npublic interface CashflowAocStep : PvBase",
"\npublic interface CashflowAocStep : PresentValue",
"\n{",
"\n [NotVisible]",
"\n double[] PvBase.Values => -1d * GetScope<NominalCashflow>(Identity).Values;",
"\n double[] PresentValue.Values => -1d * GetScope<NominalCashflow>(Identity).Values;",
"\n}",
"\n",
"\npublic interface PvBaseWithInterestAccretion : PvBase, IWithInterestAccretion",
"\npublic interface PresentValueWithInterestAccretion : PresentValue, IWithInterestAccretion",
"\n{",
"\n [NotVisible]",
"\n double[] PvBase.Values => GetInterestAccretion();",
"\n double[] PresentValue.Values => GetInterestAccretion();",
"\n}",
"\n",
"\npublic interface PvBaseWithInterestAccretionForCreditRisk : PvBase, IWithInterestAccretionForCreditRisk",
"\npublic interface PresentValueWithInterestAccretionForCreditRisk : PresentValue, IWithInterestAccretionForCreditRisk",
"\n{",
"\n [NotVisible]",
"\n double[] PvBase.Values => GetInterestAccretion();",
"\n double[] PresentValue.Values => GetInterestAccretion();",
"\n}",
"\n",
"\npublic interface EmptyValuesAocStep : PvBase",
"\npublic interface EmptyValuesAocStep : PresentValue",
"\n{",
"\n [NotVisible]",
"\n double[] PvBase.Values => Enumerable.Empty<double>().ToArray();",
"\n double[] PresentValue.Values => Enumerable.Empty<double>().ToArray();",
"\n}"
],
"metadata": {},
Expand Down Expand Up @@ -1014,9 +1014,9 @@
"\n private int?[] accidentYears => GetStorage().GetAccidentYears(Identity.DataNode).ToArray(); ",
"\n ",
"\n [NotVisible]",
"\n PvBase[] PresentValues => GetScope<ValidAmountType>(Identity.DataNode).BeAmountTypes",
"\n PresentValue[] PresentValues => GetScope<ValidAmountType>(Identity.DataNode).BeAmountTypes",
"\n .SelectMany(at => accidentYears",
"\n .Select(ay => GetScope<PvBase>((Identity, at, CalculationType, ay), o => o.WithContext(EconomicBasis))))",
"\n .Select(ay => GetScope<PresentValue>((Identity, at, CalculationType, ay), o => o.WithContext(EconomicBasis))))",
"\n .ToArray();",
"\n double Value => PresentValues.Aggregate().Value;",
"\n}",
Expand All @@ -1032,9 +1032,9 @@
"\n private int?[] accidentYears => GetStorage().GetAccidentYears(Identity.DataNode).ToArray();",
"\n ",
"\n [NotVisible]",
"\n PvBase[] PresentValues => GetScope<ValidAmountType>(Identity.DataNode).BeAmountTypes",
"\n PresentValue[] PresentValues => GetScope<ValidAmountType>(Identity.DataNode).BeAmountTypes",
"\n .SelectMany(at => accidentYears",
"\n .Select(ay => GetScope<PvBase>((Identity, at, CalculationType, ay), o => o.WithContext(EconomicBasis))))",
"\n .Select(ay => GetScope<PresentValue>((Identity, at, CalculationType, ay), o => o.WithContext(EconomicBasis))))",
"\n .ToArray();",
"\n ",
"\n double Value => PresentValues.Aggregate().Value;",
Expand Down Expand Up @@ -1079,7 +1079,7 @@
"\n ",
"\n private int?[] accidentYears => GetStorage().GetAccidentYears(Identity.DataNode).ToArray(); ",
"\n ",
"\n PvBase[] PresentValues => accidentYears.Select(ay => GetScope<PvBase>((Identity, (string)null, CalculationType, ay), o => o.WithContext(EconomicBasis))).ToArray();",
"\n PresentValue[] PresentValues => accidentYears.Select(ay => GetScope<PresentValue>((Identity, (string)null, CalculationType, ay), o => o.WithContext(EconomicBasis))).ToArray();",
"\n ",
"\n double Value => PresentValues.Aggregate().Value;",
"\n}",
Expand All @@ -1093,7 +1093,7 @@
"\n ",
"\n private int?[] accidentYears => GetStorage().GetAccidentYears(Identity.DataNode).ToArray(); ",
"\n ",
"\n PvBase[] PresentValues => accidentYears.Select(ay => GetScope<PvBase>((Identity, (string)null, CalculationType, ay), o => o.WithContext(EconomicBasis))).ToArray(); ",
"\n PresentValue[] PresentValues => accidentYears.Select(ay => GetScope<PresentValue>((Identity, (string)null, CalculationType, ay), o => o.WithContext(EconomicBasis))).ToArray(); ",
"\n ",
"\n double Value => PresentValues.Aggregate().Value;",
"\n}"
Expand Down Expand Up @@ -1580,12 +1580,12 @@
"\n string EstimateType => EstimateTypes.BEPA;",
"\n string EconomicBasis => EconomicBases.L;",
"\n ",
"\n PvBase[] ByAmountType => GetStorage().GetPremiums().Select(pr => GetStorage().GetPremiumAllocationFactor(Identity) * GetScope<PvBase>((Identity, pr, EstimateTypes.BE, (int?)null), o => o.WithContext(EconomicBasis))).ToArray(); ",
"\n PresentValue[] ByAmountType => GetStorage().GetPremiums().Select(pr => GetStorage().GetPremiumAllocationFactor(Identity) * GetScope<PresentValue>((Identity, pr, EstimateTypes.BE, (int?)null), o => o.WithContext(EconomicBasis))).ToArray(); ",
"\n}",
"\n",
"\npublic interface DefaultValueBeExperienceAdjustmentForPremium : BeExperienceAdjustmentForPremium",
"\n{",
"\n PvBase[] BeExperienceAdjustmentForPremium.ByAmountType => Enumerable.Empty<PvBase>().ToArray();",
"\n PresentValue[] BeExperienceAdjustmentForPremium.ByAmountType => Enumerable.Empty<PresentValue>().ToArray();",
"\n}"
],
"metadata": {},
Expand Down Expand Up @@ -1702,7 +1702,7 @@
"\n ",
"\n double Value => GetScope<ValidAmountType>(Identity.DataNode).BeAmountTypes",
"\n .Except(GetStorage().GetNonAttributableAmountType())",
"\n .Sum(at => GetScope<PvBase>((Identity, at, CalculationTypes.BE, (int?)null), o => o.WithContext(EconomicBasis)).Value) +",
"\n .Sum(at => GetScope<PresentValue>((Identity, at, CalculationTypes.BE, (int?)null), o => o.WithContext(EconomicBasis)).Value) +",
"\n GetScope<RaLocked>(Identity).Value;",
"\n ",
"\n double AggregatedValue => GetScope<PreviousAocSteps>((Identity, InputSource.Cashflow)).Values",
Expand Down Expand Up @@ -1755,12 +1755,12 @@
"\n ",
"\n private double attributableExpenseAndCommissions => GetStorage().GetAttributableExpenseAndCommissionAmountType().Sum(d =>",
"\n GetStorage().GetNovelties(referenceAocType, InputSource.Cashflow)",
"\n .Sum(n => GetScope<PvBase>((Identity with {AocType = referenceAocType, Novelty = n}, d, CalculationTypes.BE, (int?)null), o => o.WithContext(EconomicBasis)).Value) -",
"\n .Sum(n => GetScope<PresentValue>((Identity with {AocType = referenceAocType, Novelty = n}, d, CalculationTypes.BE, (int?)null), o => o.WithContext(EconomicBasis)).Value) -",
"\n GetScope<ActualBase>((Identity with {AocType = referenceAocType, Novelty = Novelties.C}, d, EstimateTypes.A, (int?)null)).Value);",
"\n",
"\n private double investmentClaims => GetStorage().GetInvestmentClaims().Sum(ic =>",
"\n GetStorage().GetNovelties(referenceAocType, InputSource.Cashflow)",
"\n .Sum(n => GetScope<PvBase>((Identity with {AocType = referenceAocType, Novelty = n}, ic, CalculationTypes.BE, (int?)null), o => o.WithContext(EconomicBasis)).Value) -",
"\n .Sum(n => GetScope<PresentValue>((Identity with {AocType = referenceAocType, Novelty = n}, ic, CalculationTypes.BE, (int?)null), o => o.WithContext(EconomicBasis)).Value) -",
"\n GetScope<ActualBase>((Identity with {AocType = referenceAocType, Novelty = Novelties.C}, ic, EstimateTypes.A, (int?)null)).Value - ",
"\n GetScope<ActualBase>((Identity with {AocType = referenceAocType, Novelty = Novelties.C}, ic, EstimateTypes.AA, (int?)null)).Value -",
"\n GetScope<ActualBase>((Identity with {AocType = referenceAocType, Novelty = Novelties.C}, ic, EstimateTypes.OA, (int?)null)).Value);",
Expand Down
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