diff --git a/ifrs17/Report/ReportScopes.ipynb b/ifrs17/Report/ReportScopes.ipynb index 4fad9ffa..1933fbe3 100644 --- a/ifrs17/Report/ReportScopes.ipynb +++ b/ifrs17/Report/ReportScopes.ipynb @@ -269,7 +269,7 @@ "source": [ "public interface BestEstimate: IScope<(ReportIdentity Id, CurrencyType CurrencyType), ReportStorage>, IDataCube {", "\n IDataCube BestEstimate => Identity.Id switch {", - "\n { ValuationApproach: ValuationApproaches.PAA } => GetScope(Identity).LockedBestEstimate, //TODO we should use the economic basis driver to decide which Economic basis to use", + "\n { ValuationApproach: ValuationApproaches.PAA, LiabilityType: LiabilityTypes.LRC } => GetScope(Identity).LockedBestEstimate, //TODO we should use the economic basis driver to decide which Economic basis to use", "\n { ValuationApproach: ValuationApproaches.BBA, IsOci: true } => GetScope(Identity).LockedBestEstimate,", "\n _ => GetScope(Identity).CurrentBestEstimate };", "\n}", @@ -310,6 +310,7 @@ "source": [ "public interface RiskAdjustment: IScope<(ReportIdentity Id, CurrencyType CurrencyType), ReportStorage>, IDataCube {", "\n IDataCube RiskAdjustment => Identity.Id switch {", + "\n { ValuationApproach: ValuationApproaches.PAA, LiabilityType: LiabilityTypes.LRC } => GetScope(Identity).LockedRiskAdjustment, //TODO we should use the economic basis driver to decide which Economic basis to use", "\n { ValuationApproach: ValuationApproaches.BBA, IsOci: true } => GetScope(Identity).LockedRiskAdjustment,", "\n _ => GetScope(Identity).CurrentRiskAdjustment };", "\n}", @@ -322,6 +323,11 @@ "\npublic interface CurrentRiskAdjustment: IScope<(ReportIdentity Id, CurrencyType CurrencyType), ReportStorage>, IDataCube {", "\n IDataCube CurrentRiskAdjustment => GetScope((Identity.Id, Identity.CurrencyType, EstimateTypes.RA)).FxData", "\n .Filter((\"LiabilityType\", Identity.Id.LiabilityType), (\"EconomicBasis\", EconomicBases.C));", + "\n}", + "\n", + "\npublic interface NominalRiskAdjustment: IScope<(ReportIdentity Id, CurrencyType CurrencyType), ReportStorage>, IDataCube {", + "\n IDataCube NominalRiskAdjustment => GetScope((Identity.Id, Identity.CurrencyType, EstimateTypes.RA)).FxData", + "\n .Filter((\"LiabilityType\", Identity.Id.LiabilityType), (\"EconomicBasis\", EconomicBases.N));", "\n}" ], "metadata": {},