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Report scope BE and RA - PPA,LRC #373

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Merged
dcolleoni merged 1 commit into from
Aug 11, 2023
Merged

Report scope BE and RA - PPA,LRC #373

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8 changes: 7 additions & 1 deletion ifrs17/Report/ReportScopes.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -269,7 +269,7 @@
"source": [
"public interface BestEstimate: IScope<(ReportIdentity Id, CurrencyType CurrencyType), ReportStorage>, IDataCube<ReportVariable> {",
"\n IDataCube<ReportVariable> BestEstimate => Identity.Id switch {",
"\n { ValuationApproach: ValuationApproaches.PAA } => GetScope<LockedBestEstimate>(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<LockedBestEstimate>(Identity).LockedBestEstimate, //TODO we should use the economic basis driver to decide which Economic basis to use",
"\n { ValuationApproach: ValuationApproaches.BBA, IsOci: true } => GetScope<LockedBestEstimate>(Identity).LockedBestEstimate,",
"\n _ => GetScope<CurrentBestEstimate>(Identity).CurrentBestEstimate };",
"\n}",
Expand Down Expand Up @@ -310,6 +310,7 @@
"source": [
"public interface RiskAdjustment: IScope<(ReportIdentity Id, CurrencyType CurrencyType), ReportStorage>, IDataCube<ReportVariable> {",
"\n IDataCube<ReportVariable> RiskAdjustment => Identity.Id switch {",
"\n { ValuationApproach: ValuationApproaches.PAA, LiabilityType: LiabilityTypes.LRC } => GetScope<LockedRiskAdjustment>(Identity).LockedRiskAdjustment, //TODO we should use the economic basis driver to decide which Economic basis to use",
"\n { ValuationApproach: ValuationApproaches.BBA, IsOci: true } => GetScope<LockedRiskAdjustment>(Identity).LockedRiskAdjustment,",
"\n _ => GetScope<CurrentRiskAdjustment>(Identity).CurrentRiskAdjustment };",
"\n}",
Expand All @@ -322,6 +323,11 @@
"\npublic interface CurrentRiskAdjustment: IScope<(ReportIdentity Id, CurrencyType CurrencyType), ReportStorage>, IDataCube<ReportVariable> {",
"\n IDataCube<ReportVariable> CurrentRiskAdjustment => GetScope<FxData>((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<ReportVariable> {",
"\n IDataCube<ReportVariable> NominalRiskAdjustment => GetScope<FxData>((Identity.Id, Identity.CurrencyType, EstimateTypes.RA)).FxData",
"\n .Filter((\"LiabilityType\", Identity.Id.LiabilityType), (\"EconomicBasis\", EconomicBases.N));",
"\n}"
],
"metadata": {},
Expand Down