├── ifrs17-template ├── Database │ ├── .gitignore │ ├── PersonalConnectionExample.ipynb │ ├── Schema Delete.ipynb │ ├── MigrationAndScaffolding │ │ ├── MigrationFlow.ipynb │ │ └── Scaffold.ipynb │ └── Configure.ipynb ├── Images │ ├── CsmLc.png │ ├── Switch.png │ ├── ActualFormat.png │ ├── CashflowFormat.png │ ├── OpeningFormat.png │ ├── QuotaShareReinsurance.png │ └── QuotaShareReinsurance2.png ├── Files │ ├── Parameters │ │ ├── PartnerRating.csv │ │ ├── YieldCurve_2021_6.csv │ │ ├── YieldCurve_2021_12.csv │ │ ├── YieldCurve_2021_3.csv │ │ ├── YieldCurve_2020_12.csv │ │ ├── YieldCurve_2020_3.csv │ │ ├── YieldCurve_2020_1.csv │ │ ├── YieldCurve_2019_12.csv │ │ ├── ExchangeRate.csv │ │ └── CreditDefaultRate.csv │ ├── TransactionalData │ │ ├── Openings_ES_2020_12.csv │ │ ├── Openings_CH_2020_12.csv │ │ ├── Openings_FR_2020_12.csv │ │ ├── Actuals_ES_2020_12.csv │ │ ├── NominalCashflowsPAA_CH_2020_12.csv │ │ ├── Actuals_FR_2020_12.csv │ │ ├── Actuals_CH_2020_12.csv │ │ ├── NominalCashflows_CH_2020_12_Projection.csv │ │ ├── NominalCashflows_ES_2020_12.csv │ │ ├── Actuals_CH_2021_3.csv │ │ ├── SimpleValue_CH_2020_12.csv │ │ └── NominalCashflows_CH_2020_12_MTUP10pct.csv │ ├── ReportingNodes │ │ └── ReportingNodes.csv │ └── DataNodes │ │ ├── DataNodeParameters_ES_2020_12.csv │ │ ├── DataNodeStates_ES_2020_12.csv │ │ ├── DataNodeStates_FR_2020_12.csv │ │ ├── DataNodeStates_CH_2020_12.csv │ │ ├── DataNodeParameters_FR_2020_12.csv │ │ ├── DataNodes_ES.csv │ │ ├── DataNodeParameters_CH_2020_12.csv │ │ ├── DataNodes_FR.csv │ │ └── DataNodes_CH.csv ├── PracticalUseCases │ ├── CompareReinsuranceContracts │ │ ├── DataNodeStates_CH_2020_12.csv │ │ ├── DataNodeParameters_CH_2020_12.csv │ │ ├── Actual_CH_2020_12_BE.csv │ │ ├── Actual_CH_2020_12_LR70.csv │ │ ├── Actual_CH_2020_12_LR80.csv │ │ ├── Actual_CH_2020_12_ELR60A70.csv │ │ ├── Actual_CH_2020_12_ELR60A80.csv │ │ ├── DataNodes_CH.csv │ │ ├── Scenarios.csv │ │ ├── NominalCashflows_CH_2020_12_BE.csv │ │ ├── NominalCashflows_CH_2020_12_LR80.csv │ │ └── NominalCashflows_CH_2020_12_LR70.csv │ ├── SingleVsMultipleCsmSwitch │ │ ├── DataNodeStates_CsmSwitch_CH_2020_12.csv │ │ ├── DataNodeParameters_CsmSwitch_CH_2020_12.csv │ │ ├── Actuals_CsmSwitch_CH_2020_12.csv │ │ ├── Actuals_CsmSwitch_CH_2021_3.csv │ │ ├── DataNodes_CsmSwitch_CH.csv │ │ ├── NominalCashflows_CsmSwitch_CH_2020_12.csv │ │ ├── NominalCashflows_CsmSwitch_CH_2021_3.csv │ │ ├── SimpleValue_CsmSwitch_CH_2020_12.csv │ │ └── SimpleValue_CsmSwitch_CH_2021_3.csv │ └── ActualsOutsideThePeriod │ │ ├── DataNodeStates_ActualsCase_CH_2020_1.csv │ │ ├── DataNodeParameters_ActualsCase_CH_2020_1.csv │ │ ├── Actuals_ActualsCase_CH_2021_6.csv │ │ ├── Actuals_ActualsCase_CH_2020_12.csv │ │ ├── Actuals_ActualsCase_CH_2021_12.csv │ │ ├── DataNodes_ActualsCase_CH.csv │ │ ├── NominalCashflows_ActualsCase_CH_2021_12.csv │ │ ├── NominalCashflows_ActualsCase_CH_2021_6.csv │ │ └── NominalCashflows_ActualsCase_CH_2020_12.csv ├── Test │ ├── Data │ │ ├── IfrsVariableBenchmarks │ │ │ ├── BM_CH_2020_12_MTUP10pct_F.csv │ │ │ ├── BM_CH_2020_12_MTUP10pct_AA.csv │ │ │ ├── BM_CH_2020_12_MTUP10pct_APA.csv │ │ │ ├── BM_CH_2020_12_MTUP10pct_DA.csv │ │ │ ├── BM_CH_2020_12_MTUP10pct_OA.csv │ │ │ ├── BM_CH_2020_12_MTUP10pct_RA.csv │ │ │ ├── BM_CH_2020_12_MTUP10pct_BEPA.csv │ │ │ ├── BM_CH_2020_12_MTUP10pct_L.csv │ │ │ ├── BM_CH_2020_12_MTUP10pct_LR.csv │ │ │ ├── BM_CH_2021_3__APA.csv │ │ │ ├── BM_CH_2020_12_MTUP10pct_A.csv │ │ │ ├── BM_CH_2020_12__APA.csv │ │ │ ├── BM_CH_2020_12__BEPA.csv │ │ │ ├── BM_CH_2020_12_MTUP10pct_C.csv │ │ │ ├── BM_CH_2020_12__AA.csv │ │ │ ├── BM_CH_2021_3__AA.csv │ │ │ ├── BM_CH_2021_3__F.csv │ │ │ ├── BM_CH_2021_3__L_Projection_DTP.csv │ │ │ ├── BM_CH_2020_12__F.csv │ │ │ ├── BM_CH_2020_12__OA.csv │ │ │ ├── BM_CH_2021_3__BEPA.csv │ │ │ ├── BM_CH_2021_3__OA.csv │ │ │ ├── BM_CH_2021_3__LR.csv │ │ │ ├── BM_CH_2021_3__L.csv │ │ │ ├── BM_CH_2021_3__C_Projection_DTP.csv │ │ │ ├── BM_CH_2020_12__A.csv │ │ │ ├── BM_CH_2021_3__A.csv │ │ │ ├── BM_CH_2020_12__DA.csv │ │ │ ├── BM_CH_2020_12__C.csv │ │ │ ├── BM_CH_2021_3__DA.csv │ │ │ ├── BM_CH_2021_3__RA_Projection_DTP.csv │ │ │ ├── BM_CH_2021_3__C.csv │ │ │ ├── BM_CH_2020_12_MTUP10pct_BE.csv │ │ │ ├── BM_CH_2021_3__BE_Projection_DTP.csv │ │ │ └── BM_CH_2020_12__RA.csv │ │ ├── Actuals_CH_2020_12_MTUP10pct.csv │ │ ├── NominalCashflows_CH_2020_12_DT1.1NoPrem.csv │ │ └── InitSystemorphToMemoryForTesting.ipynb │ └── Tests.ipynb ├── Constants │ ├── CalculationEngine.ipynb │ └── Sharepoint.ipynb ├── LICENSE ├── Initialization │ └── ImportSettings.ipynb ├── Export │ └── ExportSettings.ipynb ├── Report │ ├── InteractiveReports │ │ ├── LoadData.ipynb │ │ ├── LIC.ipynb │ │ ├── LRC.ipynb │ │ ├── Accruals.ipynb │ │ ├── RiskAdjustment.ipynb │ │ ├── TechnicalMargin.ipynb │ │ ├── Deferrals.ipynb │ │ ├── FinancialPerformance.ipynb │ │ ├── FulfilmentCashflow.ipynb │ │ ├── LicActuarial.ipynb │ │ ├── LrcActuarial.ipynb │ │ ├── PresentValue.ipynb │ │ ├── WrittenActual.ipynb │ │ ├── ExperienceAdjustment.ipynb │ │ └── Csm-Lc-LoReCo.ipynb │ └── InteractiveParameterReport.ipynb └── README.md ├── PresentValueSeries ├── Cashflows.xlsx ├── DataNodes.xlsx ├── Dimensions.xlsx ├── YieldCurve.xlsx ├── DataNodes_CH.xlsx ├── DataNodes_DE.xlsx ├── AnalysisOfChange.png ├── CF_CH_2021_12.xlsx ├── CF_DE_2021_12.xlsx ├── CF_DE_2022_12.xlsx ├── Test.ipynb └── InitializeData.ipynb ├── .github └── ISSUE_TEMPLATE │ ├── bug_report.md │ └── feature_request.md ├── README.md └── ifrs17 ├── LICENSE ├── CalculationEngine.ipynb ├── README.md └── Test ├── Tests.ipynb └── OtherTest.ipynb /ifrs17-template/Database/.gitignore: -------------------------------------------------------------------------------- 1 | PersonalConnection.ipynb -------------------------------------------------------------------------------- /PresentValueSeries/Cashflows.xlsx: -------------------------------------------------------------------------------- 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https://raw.githubusercontent.com/Systemorph/IFRS17CalculationEngine/HEAD/ifrs17-template/Images/QuotaShareReinsurance.png -------------------------------------------------------------------------------- /ifrs17-template/Images/QuotaShareReinsurance2.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Systemorph/IFRS17CalculationEngine/HEAD/ifrs17-template/Images/QuotaShareReinsurance2.png -------------------------------------------------------------------------------- /ifrs17-template/Files/Parameters/PartnerRating.csv: -------------------------------------------------------------------------------- 1 | @@PartnerRating,,, 2 | Partner,CreditRiskRating,Year,Month 3 | PT1,AAA,2020,12 4 | PT1,BBB,2021,3 5 | PTI,I,2019,12 6 | -------------------------------------------------------------------------------- /ifrs17-template/Files/Parameters/YieldCurve_2021_6.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Year,Month 3 | 2021,6 4 | @@YieldCurve 5 | Currency,Values0,Values1,Values2,Values3 6 | CHF,0.03,0.03,0.035,0.035 7 | -------------------------------------------------------------------------------- /ifrs17-template/Files/Parameters/YieldCurve_2021_12.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Year,Month 3 | 2021,12 4 | @@YieldCurve 5 | Currency,Values0,Values1,Values2,Values3 6 | CHF,0.025,0.025,0.035,0.035 7 | -------------------------------------------------------------------------------- /ifrs17-template/Files/Parameters/YieldCurve_2021_3.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Year,Month 3 | 2021,3 4 | @@YieldCurve 5 | Currency,Values0,Values1,Values2,Values3 6 | USD,0.005,0.005,0.005,0.005 7 | GBP,0.015,0.02,0.02,0.025 8 | -------------------------------------------------------------------------------- /ifrs17-template/Files/Parameters/YieldCurve_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Year,Month 3 | 2020,12 4 | @@YieldCurve 5 | Currency,Values0,Values1,Values2,Values3 6 | USD,0.002,0.002,0.002,0.002 7 | CHF,0.01,0.02,0.025,0.025 8 | 9 | -------------------------------------------------------------------------------- /ifrs17-template/Files/TransactionalData/Openings_ES_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,, 2 | ReportingNode,Year,Month,, 3 | ES,2020,12,, 4 | @@Opening,,,, 5 | DataNode,EstimateType,AmountType,AccidentYear,Value 6 | 3BBBA.0,DA,,,0 7 | -------------------------------------------------------------------------------- /ifrs17-template/Files/Parameters/YieldCurve_2020_3.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,, 2 | Year,Month,,, 3 | 2020,3,,, 4 | @@YieldCurve,,,, 5 | Currency,Values0,Values1,Values2,Values3 6 | USD,0.002,0.002,0.002,0.002 7 | GBP,0.01,0.015,0.02,0.02 8 | -------------------------------------------------------------------------------- /ifrs17-template/Files/Parameters/YieldCurve_2020_1.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | Year,Month,,,, 3 | 2020,1,,,, 4 | @@YieldCurve,,,,, 5 | Currency,Name,Values0,Values1,Values2,Values3 6 | USD,,0.002,0.002,0.002,0.002 7 | USD,NoDiscount,0,0,0,0 8 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/DataNodeStates_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | ReportingNode,Year,Month,Scenario 3 | CH,2020,12, 4 | 5 | @@DataNodeState,, 6 | DataNode,State, 7 | RP1.1,Active, 8 | RPR1.1,Active, 9 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/SingleVsMultipleCsmSwitch/DataNodeStates_CsmSwitch_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,, 2 | ReportingNode,Year,Month 3 | CH,2020,12 4 | ,, 5 | @@DataNodeState,, 6 | DataNode,State, 7 | MZ1.1,Active, 8 | MZ1.2,Active, 9 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_F.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,MTUP10pct,2020 4 | @@F 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_AA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,MTUP10pct,2020 4 | @@AA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_APA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,MTUP10pct,2020 4 | @@APA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_DA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,MTUP10pct,2020 4 | @@DA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_OA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,MTUP10pct,2020 4 | @@OA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_RA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,MTUP10pct,2020 4 | @@RA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_BEPA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,MTUP10pct,2020 4 | @@BEPA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/SingleVsMultipleCsmSwitch/DataNodeParameters_CsmSwitch_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,, 2 | ReportingNode,Year,Month 3 | CH,2020,12 4 | ,, 5 | @@SingleDataNodeParameter,, 6 | DataNode,PremiumAllocation, 7 | MZ1.1,0.8, 8 | MZ1.2,0.8, 9 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/ActualsOutsideThePeriod/DataNodeStates_ActualsCase_CH_2020_1.csv: -------------------------------------------------------------------------------- 1 | @@Main,, 2 | ReportingNode,Year,Month 3 | CH,2020,1 4 | ,, 5 | @@DataNodeState,, 6 | DataNode,State, 7 | MZ2.1,Active, 8 | MZ2.2,Active, 9 | MZ2.3,Active, 10 | MZ2.4,Active, 11 | -------------------------------------------------------------------------------- /ifrs17-template/Files/TransactionalData/Openings_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,, 2 | ReportingNode,Year,Month,, 3 | CH,2020,12,, 4 | @@Opening,,,, 5 | DataNode,EstimateType,AmountType,AccidentYear,Value 6 | DT3.1,C,,,72.2 7 | DT3.1,AA,PR,,-1.5 8 | DT3.1,OA,PR,,1.5 9 | DT3.1,DA,,,-11.0 10 | -------------------------------------------------------------------------------- /ifrs17-template/Files/TransactionalData/Openings_FR_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,, 2 | ReportingNode,Year,Month,, 3 | FR,2020,12,, 4 | @@Opening,,,, 5 | DataNode,EstimateType,AmountType,AccidentYear,Value 6 | EY59G.1,C,,,100 7 | EY59G.2,C,,,100 8 | EY59R.1,C,,,-25 9 | EY59R.2,C,,,-25 10 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/ActualsOutsideThePeriod/DataNodeParameters_ActualsCase_CH_2020_1.csv: -------------------------------------------------------------------------------- 1 | @@Main,, 2 | ReportingNode,Year,Month 3 | CH,2020,1 4 | ,, 5 | @@SingleDataNodeParameter,, 6 | DataNode,PremiumAllocation, 7 | MZ2.1,0.5, 8 | MZ2.2,0.5, 9 | MZ2.3,0.5, 10 | MZ2.4,0.5, 11 | -------------------------------------------------------------------------------- /ifrs17-template/Files/ReportingNodes/ReportingNodes.csv: -------------------------------------------------------------------------------- 1 | @@ReportingNode,,,, 2 | SystemName,DisplayName,Parent,Currency 3 | G,Group,,CHF 4 | CH,Switzerland,G,CHF 5 | DE,Germany,G,EUR 6 | ES,Spain,G,EUR 7 | FR,France,G,EUR 8 | IT,Italy,G,EUR 9 | UK,United Kingdom,G,GBP 10 | SK,Slovakia,G,EUR 11 | -------------------------------------------------------------------------------- /ifrs17-template/Files/Parameters/YieldCurve_2019_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | Year,Month,,,, 3 | 2019,12,,,, 4 | @@YieldCurve,,,,, 5 | Currency,Name,Values0,Values1,Values2,Values3 6 | CHF,,0,0,0.015,0.02 7 | XTSHY,,0.85,0.85,0.85,0.85 8 | EUR,,0,0,0,0 9 | EUR,NoDiscount,0,0,0,0 10 | EUR,3PCT,0.03,0.03,0.03,0.03 11 | -------------------------------------------------------------------------------- /ifrs17-template/Files/TransactionalData/Actuals_ES_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,Scenario ,, 3 | ES,2020,12,,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | 3BBBA.0,CF,PR,A,,1000 7 | 3BBBA.0,CF,NIC,A,,-500 8 | 3BBBA.0,CF,AEM,A,,-150 9 | 3BBBA.0,CF,AEA,A,,-200 10 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/SingleVsMultipleCsmSwitch/Actuals_CsmSwitch_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,,, 3 | CH,2020,12,,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | MZ1.1,CF,PR,A,,400 7 | MZ1.1,CF,NIC,A,,-280 8 | MZ1.1,CF,ACA,A,,-10 9 | MZ1.1,CF,AEA,A,,-5 10 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/DataNodeParameters_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,, 2 | ReportingNode,Year,Month,Scenario 3 | CH,2020,12 4 | ,, 5 | @@SingleDataNodeParameter,, 6 | DataNode,PremiumAllocation, 7 | RP1.1,0.0 8 | ,, 9 | @@InterDataNodeParameter,, 10 | DataNode,LinkedDataNode,ReinsuranceCoverage 11 | RP1.1,RPR1.1,0.3 12 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/SingleVsMultipleCsmSwitch/Actuals_CsmSwitch_CH_2021_3.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,,, 3 | CH,2021,3,,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | MZ1.1,CF,PR,A,,90 7 | MZ1.1,CF,ICO,A,,-6 8 | MZ1.1,CF,NIC,A,,-70 9 | MZ1.1,CF,ACA,A,,-10 10 | MZ1.1,CF,AEA,A,,-5 11 | -------------------------------------------------------------------------------- /ifrs17-template/Files/DataNodes/DataNodeParameters_ES_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,, 2 | ReportingNode,Year,Month 3 | ES,2020,12 4 | ,, 5 | @@SingleDataNodeParameter,, 6 | DataNode,PremiumAllocation, 7 | 3BBBA.0,1, 8 | 3BPAA.0,1, 9 | 3BBBA.1,1, 10 | 3BPAA.1,1, 11 | 3BBBA.2,1, 12 | 3BPAA.2,1, 13 | 3BBBA.3,1, 14 | 3BPAA.3,1, 15 | 3BBBA.4,1, 16 | 3BPAA.4,1, 17 | 3BBBA.5,1, 18 | 3BPAA.5,1, 19 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/Actual_CH_2020_12_BE.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,,, 3 | CH,2020,12,,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | RP1.1,CF,PR,A,,1000 7 | RP1.1,CF,NIC,A,,-600 8 | RP1.1,CF,AEM,A,,-300 9 | RPR1.1,CF,PR,A,,-300 10 | RPR1.1,CF,NIC,A,,180 11 | RPR1.1,CF,AC,A,,105 12 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_L.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,MTUP10pct,2020 4 | @@L 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,,AM,DT1.1,L,L,C,-137.66519 7 | ,,BOP,DT1.1,L,L,N,219.34327 8 | ,,EA,DT1.1,L,L,C,-10 9 | ,,EOP,DT1.1,L,L,C,72.11677 10 | ,,IA,DT1.1,L,L,N,0.43869 -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/Actual_CH_2020_12_LR70.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,Scenario,, 3 | CH,2020,12,LR70,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | RP1.1,CF,PR,A,,1000 7 | RP1.1,CF,NIC,A,,-700 8 | RP1.1,CF,AEM,A,,-300 9 | RPR1.1,CF,PR,A,,-300 10 | RPR1.1,CF,NIC,A,,210 11 | RPR1.1,CF,AC,A,,105 12 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/Actual_CH_2020_12_LR80.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,Scenario,, 3 | CH,2020,12,LR80,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | RP1.1,CF,PR,A,,1000 7 | RP1.1,CF,NIC,A,,-800 8 | RP1.1,CF,AEM,A,,-300 9 | RPR1.1,CF,PR,A,,-300 10 | RPR1.1,CF,NIC,A,,240 11 | RPR1.1,CF,AC,A,,105 12 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/Actual_CH_2020_12_ELR60A70.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,Scenario,, 3 | CH,2020,12,ELR60A70,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | RP1.1,CF,PR,A,,1000 7 | RP1.1,CF,NIC,A,,-700 8 | RP1.1,CF,AEM,A,,-300 9 | RPR1.1,CF,PR,A,,-300 10 | RPR1.1,CF,NIC,A,,210 11 | RPR1.1,CF,AC,A,,105 12 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/Actual_CH_2020_12_ELR60A80.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,Scenario,, 3 | CH,2020,12,ELR60A80,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | RP1.1,CF,PR,A,,1000 7 | RP1.1,CF,NIC,A,,-800 8 | RP1.1,CF,AEM,A,,-300 9 | RPR1.1,CF,PR,A,,-300 10 | RPR1.1,CF,NIC,A,,240 11 | RPR1.1,CF,AC,A,,105 12 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_LR.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,MTUP10pct,2020 4 | @@LR 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,,AM,DTR1.1,L,LR,C,68.83259 7 | ,,BOP,DTR1.1,L,LR,N,-109.67164 8 | ,,EA,DTR1.1,L,LR,C,4.70054 9 | ,,EOP,DTR1.1,L,LR,C,-36.05839 10 | ,,IA,DTR1.1,L,LR,N,0.08012 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/Actuals_CH_2020_12_MTUP10pct.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,Scenario,, 3 | CH,2020,12,MTUP10pct,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | DT1.1,CF,NIC,A,,-310 7 | DT1.2,CF,NIC,A,2020,-310 8 | DT2.1,CF,NIC,A,,-310 9 | DT1.3,CF,NIC,A,,-310 10 | DT2.2,CF,NIC,A,2020,-310 11 | DTR1.1,CF,NIC,A,,170 12 | DTR1.2,CF,NIC,A,2020,170 13 | -------------------------------------------------------------------------------- /ifrs17-template/Files/DataNodes/DataNodeStates_ES_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,, 2 | ReportingNode,Year,Month 3 | ES,2020,12 4 | ,, 5 | @@DataNodeState,, 6 | DataNode,State, 7 | 3BBBA.0,Active, 8 | 3BPAA.0,Active, 9 | 3BBBA.1,Active, 10 | 3BPAA.1,Active, 11 | 3BBBA.2,Active, 12 | 3BPAA.2,Active, 13 | 3BBBA.3,Active, 14 | 3BPAA.3,Active, 15 | 3BBBA.4,Active, 16 | 3BPAA.4,Active, 17 | 3BBBA.5,Active, 18 | 3BPAA.5,Active, 19 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__APA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 3,CH,,2021 4 | @@APA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,PR,CF,DT4.1,,APA,C,72 7 | ,PR,CF,DT3.1,,APA,C,72 8 | ,PR,CF,DT1.1,,APA,C,72 9 | ,PR,CF,DT1.3,,APA,C,90 10 | ,PR,CF,DT2.1,,APA,C,72 11 | ,PR,CF,DT1.4,,APA,C,72 12 | ,PR,CF,DT1.5,,APA,C,72 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_A.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,MTUP10pct,2020 4 | @@A 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,NIC,CF,DT1.1,,A,C,-310 7 | 2020,NIC,CF,DT1.2,,A,C,-310 8 | ,NIC,CF,DT1.3,,A,C,-310 9 | ,NIC,CF,DT2.1,,A,C,-310 10 | 2020,NIC,CF,DT2.2,,A,C,-310 11 | ,NIC,CF,DTR1.1,,A,C,170 12 | 2020,NIC,CF,DTR1.2,,A,C,170 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12__APA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,,2020 4 | @@APA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,PR,CF,DT1.1,,APA,C,320 7 | ,PR,CF,DT2.1,,APA,C,320 8 | ,PR,CF,DT1.3,,APA,C,400 9 | ,PR,CF,DT1.4,,APA,C,320 10 | ,PR,CF,DT3.1,,APA,C,320 11 | ,PR,CF,DT4.1,,APA,C,320 12 | ,PR,CF,DT1.5,,APA,C,320 13 | ,PR,CF,DT5.1,,APA,C,320 -------------------------------------------------------------------------------- /ifrs17-template/Files/DataNodes/DataNodeStates_FR_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,, 2 | ReportingNode,Year,Month 3 | FR,2020,12 4 | ,, 5 | @@DataNodeState,, 6 | DataNode,State, 7 | EY52BBA.1,Active, 8 | EY52BBA.2,Active, 9 | EY52PAA.1,Active, 10 | EY57G.1,Active, 11 | EY57R.1,Active, 12 | EY58G.1,Active, 13 | EY58G.2,Active, 14 | EY58R.1,Active, 15 | EY63G.1,Active, 16 | EY59G.1,Active, 17 | EY59G.2,Active, 18 | EY59R.1,Active, 19 | EY59R.2,Active, 20 | EY63R.1,Active, 21 | -------------------------------------------------------------------------------- /ifrs17-template/Files/Parameters/ExchangeRate.csv: -------------------------------------------------------------------------------- 1 | @@ExchangeRate 2 | Currency,Year,Month,FxType,FxToGroupCurrency 3 | EUR,2021,3,Average,1.2012 4 | EUR,2021,3,Spot,1.2013 5 | EUR,2020,12,Average,1.2014 6 | EUR,2020,12,Spot,1.2015 7 | USD,2021,3,Average,1.2016 8 | USD,2021,3,Spot,1.2017 9 | USD,2020,12,Average,1.2018 10 | USD,2020,12,Spot,1.2019 11 | GBP,2021,3,Average,1.4016 12 | GBP,2021,3,Spot,1.4017 13 | GBP,2020,12,Average,1.4018 14 | GBP,2020,12,Spot,1.4019 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12__BEPA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,,2020 4 | @@BEPA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,PR,CF,DT1.1,L,BEPA,N,320 7 | ,PR,CF,DT1.3,L,BEPA,N,400 8 | ,PR,CF,DT1.4,L,BEPA,N,320 9 | ,PR,CF,DT1.5,L,BEPA,N,320 10 | ,PR,CF,DT2.1,L,BEPA,N,320 11 | ,PR,CF,DT3.1,L,BEPA,N,320 12 | ,PR,CF,DT4.1,L,BEPA,N,320 13 | ,PR,CF,DT5.1,L,BEPA,N,320 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_C.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,MTUP10pct,2020 4 | @@C 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,,AM,DT1.1,L,C,C,0 7 | ,,BOP,DT1.1,L,C,N,0 8 | ,,EA,DT1.1,L,C,C,0 9 | ,,EOP,DT1.1,L,C,C,0 10 | ,,IA,DT1.1,L,C,N,0 11 | ,,AM,DTR1.1,L,C,C,26.34163 12 | ,,BOP,DTR1.1,L,C,N,-40.06074 13 | ,,EOP,DTR1.1,L,C,C,-13.79923 14 | ,,IA,DTR1.1,L,C,N,-0.08012 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12__AA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,,2020 4 | @@AA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,NIC,EOP,DT1.4,,AA,C,-5 7 | ,PR,EOP,DT1.4,,AA,C,15 8 | ,PR,CF,DT1.4,,AA,C,15 9 | ,NIC,CF,DT1.4,,AA,C,-5 10 | ,PR,BOP,DT3.1,,AA,I,-1.5 11 | ,PR,EOP,DT3.1,,AA,C,-1.5 12 | ,PR,CF,DTR1.3,,AA,C,-5 13 | ,NIC,CF,DTR1.3,,AA,C,4 14 | ,PR,EOP,DTR1.3,,AA,C,-5 15 | ,NIC,EOP,DTR1.3,,AA,C,4 -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/ActualsOutsideThePeriod/Actuals_ActualsCase_CH_2021_6.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,,, 3 | CH,2021,6,,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | MZ2.1,CF,PR,A,,296 7 | MZ2.1,CF,NIC,A,,-221 8 | MZ2.2,CF,PR,A,,296 9 | MZ2.2,CF,NIC,A,,-221 10 | MZ2.2,WO,PR,OA,,100 11 | MZ2.3,CF,PR,A,,296 12 | MZ2.3,CF,NIC,A,,-221 13 | MZ2.3,WO,NIC,AA,,75 14 | MZ2.4,CF,PR,A,,296 15 | MZ2.4,CF,NIC,A,,-221 16 | MZ2.4,CF,PR,AA,,100 17 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/ActualsOutsideThePeriod/Actuals_ActualsCase_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,,, 3 | CH,2020,12,,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | MZ2.1,CF,PR,A,,413 7 | MZ2.1,CF,NIC,A,,-311 8 | MZ2.2,CF,PR,A,,413 9 | MZ2.2,CF,NIC,A,,-311 10 | MZ2.2,CF,PR,OA,,-200 11 | MZ2.3,CF,PR,A,,413 12 | MZ2.3,CF,NIC,A,,-311 13 | MZ2.3,CF,NIC,AA,,-150 14 | MZ2.4,CF,PR,A,,413 15 | MZ2.4,CF,NIC,A,,-311 16 | MZ2.4,CF,PR,AA,,200 17 | MZ2.4,CF,NIC,OA,,150 18 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/SingleVsMultipleCsmSwitch/DataNodes_CsmSwitch_CH.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,,,,, 3 | CH,,,,, 4 | ,,,,, 5 | @@InsurancePortfolio,,,,, 6 | SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType 7 | MZ1,CSM/LC Switch,XTSHY,ANN,BBA,Default 8 | ,,,,, 9 | @@GroupOfInsuranceContract,,,,, 10 | SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability 11 | MZ1.1,MZ 1.1 Multiple Switches,MZ1,2020,LRC,P 12 | MZ1.2,MZ 1.2 Single Switch,MZ1,2020,LRC,P 13 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__AA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 3,CH,,2021 4 | @@AA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,PR,CF,DT1.4,,AA,C,5 7 | ,NIC,WO,DT1.4,,AA,C,5 8 | ,PR,EOP,DT3.1,,AA,C,-1.5 9 | ,PR,BOP,DT3.1,,AA,I,-1.5 10 | ,PR,BOP,DT1.4,,AA,I,15 11 | ,NIC,BOP,DT1.4,,AA,I,-5 12 | ,PR,EOP,DT1.4,,AA,C,20 13 | ,PR,CF,DTR1.3,,AA,C,1.5 14 | ,NIC,CF,DTR1.3,,AA,C,-4 15 | ,PR,WO,DTR1.3,,AA,C,3.5 16 | ,PR,BOP,DTR1.3,,AA,I,-5 17 | ,NIC,BOP,DTR1.3,,AA,I,4 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__F.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 3,CH,,2021 4 | @@F 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,CU,AM,DT1.1,L,F,C,0.32249 7 | ,CU,AM,DT1.3,L,F,C,0.32249 8 | ,CU,AM,DT2.1,L,F,C,0.32249 9 | ,CU,AM,DTR1.1,L,F,C,0.32249 10 | ,CU,AM,DTR2.1,L,F,C,0.32249 11 | ,,AM,DT3.1,L,F,C,1 12 | ,CU,AM,DT4.1,L,F,C,0.32249 13 | ,CU,AM,DT1.4,L,F,C,0.32249 14 | ,CU,AM,DT1.5,L,F,C,0.32249 15 | ,CU,AM,DTR1.3,L,F,C,0.32249 16 | ,CU,AM,DTR1.4,L,F,C,0.32249 -------------------------------------------------------------------------------- /ifrs17-template/Files/DataNodes/DataNodeStates_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,, 2 | ReportingNode,Year,Month 3 | CH,2020,12 4 | ,, 5 | @@DataNodeState,, 6 | DataNode,State, 7 | GicComplex,Active, 8 | GricComplex,Active, 9 | DT1.1,Active, 10 | DT1.2,Active, 11 | DT1.3,Active, 12 | DT1.4,Active, 13 | DT1.5,Active, 14 | DT2.1,Active, 15 | DT2.2,Active, 16 | DT3.1,Active, 17 | DT4.1,Active, 18 | DT5.1,Active, 19 | DTR1.1,Active, 20 | DTR1.2,Active, 21 | DTR1.3,Active, 22 | DTR1.4,Active, 23 | DTR2.1,Active, 24 | DTR2.2,Active, 25 | DTP1.1,Active, 26 | DT10.1,Active, 27 | DT10.2,Active, -------------------------------------------------------------------------------- /ifrs17-template/Files/DataNodes/DataNodeParameters_FR_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,, 2 | ReportingNode,Year,Month 3 | FR,2020,12 4 | ,, 5 | @@SingleDataNodeParameter,, 6 | DataNode,PremiumAllocation, 7 | EY52BBA.1,1, 8 | EY52BBA.2,1, 9 | EY52PAA.1,0, 10 | EY57G.1,1, 11 | EY58G.1,1, 12 | EY58G.2,1, 13 | EY59G.1,1, 14 | EY59G.2,1, 15 | EY63G.1,1, 16 | ,, 17 | @@InterDataNodeParameter,, 18 | DataNode,LinkedDataNode,ReinsuranceCoverage 19 | EY57G.1,EY57R.1,0.3 20 | EY58G.1,EY58R.1,0.3 21 | EY58G.2,EY58R.1,0.3 22 | EY59G.1,EY59R.1,0.3 23 | EY59G.2,EY59R.2,0.3 24 | EY63G.1,EY63R.1,0.5 25 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/ActualsOutsideThePeriod/Actuals_ActualsCase_CH_2021_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,,, 3 | CH,2021,12,,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | MZ2.1,CF,PR,A,,551 7 | MZ2.1,CF,NIC,A,,-455 8 | MZ2.2,CF,PR,A,,551 9 | MZ2.2,CF,NIC,A,,-455 10 | MZ2.2,WO,PR,OA,,150 11 | MZ2.2,CF,PR,OA,,50 12 | MZ2.3,CF,PR,A,,551 13 | MZ2.3,CF,NIC,A,,-455 14 | MZ2.3,WO,NIC,AA,,125 15 | MZ2.3,CF,NIC,AA,,25 16 | MZ2.4,CF,PR,A,,551 17 | MZ2.4,CF,NIC,A,,-455 18 | MZ2.4,CF,PR,AA,,-200 19 | MZ2.4,CF,NIC,OA,,-150 20 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__L_Projection_DTP.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,, 2 | Month,ReportingNode,Scenario,Year,,,,,,, 3 | 3,CH,,2021,,,,,,, 4 | @@L,,,,,,,,,, 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0,Values1,Values2,Values3 6 | ,,AU,DTP1.1,L,L,N,-849.25,-829.5,-809.75,-790 7 | ,,BOP,DTP1.1,L,L,I,260,0,0,0 8 | ,,BOP,DTP1.1,L,L,N,220,220,220,220 9 | ,,CL,DTP1.1,L,L,C,-1014.75,-1016,-1017.25,-1018.5 10 | ,,EV,DTP1.1,L,L,N,795.5,777,758.5,740 11 | ,,MC,DTP1.1,L,L,I,-260,0,0,0 12 | ,,MC,DTP1.1,L,L,N,848.5,848.5,848.5,848.5 13 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12__F.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,,2020 4 | @@F 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,CU,AM,DT1.1,L,F,C,0.65623 7 | ,CU,AM,DT1.3,L,F,C,0.65623 8 | ,CU,AM,DT2.1,L,F,C,0.65623 9 | ,CU,AM,DTR1.1,L,F,C,0.65623 10 | ,CU,AM,DTR2.1,L,F,C,0.65623 11 | ,CU,AM,DT3.1,L,F,C,0.65623 12 | ,CU,AM,DT4.1,L,F,C,0.65623 13 | ,CU,AM,DT1.4,L,F,C,0.65623 14 | ,CU,AM,DT1.5,L,F,C,0.65623 15 | ,CU,AM,DTR1.3,L,F,C,0.65623 16 | ,CU,AM,DTR1.4,L,F,C,0.65623 17 | ,,AM,DT5.1,L,F,C,0.65623 -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/ActualsOutsideThePeriod/DataNodes_ActualsCase_CH.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,,,,, 3 | CH,,,,, 4 | ,,,,, 5 | @@InsurancePortfolio,,,,, 6 | SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType 7 | MZ2,Actuals Case,CHF,ANN,BBA,Default 8 | ,,,,, 9 | @@GroupOfInsuranceContract,,,,, 10 | SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability 11 | MZ2.1,MZ 2.1 Written,MZ2,2020,LRC,P 12 | MZ2.2,MZ 2.2 OA Premium,MZ2,2020,LRC,P 13 | MZ2.3,MZ 2.3 AA Claim,MZ2,2020,LRC,P 14 | MZ2.4,MZ 2.4 AA Premium / OA Claim,MZ2,2020,LRC,P 15 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12__OA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,,2020 4 | @@OA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,NIC,EOP,DT1.4,,OA,C,8 7 | ,PR,EOP,DT1.4,,OA,C,-10 8 | ,PR,CF,DT1.4,,OA,C,-10 9 | ,NIC,CF,DT1.4,,OA,C,8 10 | ,PR,BOP,DT3.1,,OA,I,1.5 11 | ,PR,EOP,DT3.1,,OA,C,1.5 12 | ,PR,CF,DT1.5,,OA,C,-10 13 | ,PR,EOP,DT1.5,,OA,C,-10 14 | ,PR,CF,DTR1.3,,OA,C,7.5 15 | ,NIC,CF,DTR1.3,,OA,C,-2.5 16 | ,PR,EOP,DTR1.3,,OA,C,7.5 17 | ,NIC,EOP,DTR1.3,,OA,C,-2.5 18 | ,NIC,CF,DTR1.4,,OA,C,-10 19 | ,NIC,EOP,DTR1.4,,OA,C,-10 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__BEPA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 3,CH,,2021 4 | @@BEPA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,PR,CF,DT1.1,L,BEPA,I,88 7 | ,PR,CF,DT1.1,L,BEPA,N,8 8 | ,PR,CF,DT1.3,L,BEPA,I,110 9 | ,PR,CF,DT1.3,L,BEPA,N,10 10 | ,PR,CF,DT1.4,L,BEPA,I,88 11 | ,PR,CF,DT1.4,L,BEPA,N,8 12 | ,PR,CF,DT1.5,L,BEPA,I,88 13 | ,PR,CF,DT1.5,L,BEPA,N,8 14 | ,PR,CF,DT2.1,L,BEPA,I,88 15 | ,PR,CF,DT2.1,L,BEPA,N,8 16 | ,PR,CF,DT3.1,L,BEPA,I,88 17 | ,PR,CF,DT3.1,L,BEPA,N,8 18 | ,PR,CF,DT4.1,L,BEPA,I,88 19 | ,PR,CF,DT4.1,L,BEPA,N,16 -------------------------------------------------------------------------------- /ifrs17-template/Files/TransactionalData/NominalCashflowsPAA_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,, 3 | CH,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,CashFlowPeriodicity,InterpolationMethod,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11,Values12,Values13,Values14,Values15,Values16,Values17,Values18,Values19,Values20,Values21,Values22,Values23 6 | DT10.2,DAE,BE,BOP,N,,Monthly,Uniform,1000,0,1300 7 | DT10.2,PR,BE,BOP,N,,Monthly,Uniform,1000, 8 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__OA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 3,CH,,2021 4 | @@OA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,PR,WO,DT1.4,,OA,C,7 7 | ,PR,EOP,DT3.1,,OA,C,1.5 8 | ,PR,BOP,DT3.1,,OA,I,1.5 9 | ,PR,CF,DT1.4,,OA,C,3 10 | ,NIC,CF,DT1.4,,OA,C,-8 11 | ,PR,BOP,DT1.4,,OA,I,-10 12 | ,NIC,BOP,DT1.4,,OA,I,8 13 | ,PR,WO,DT1.5,,OA,C,10 14 | ,PR,BOP,DT1.5,,OA,I,-10 15 | ,PR,CF,DTR1.3,,OA,C,2.5 16 | ,NIC,WO,DTR1.3,,OA,C,2.5 17 | ,PR,BOP,DTR1.3,,OA,I,7.5 18 | ,NIC,BOP,DTR1.3,,OA,I,-2.5 19 | ,PR,EOP,DTR1.3,,OA,C,10 20 | ,NIC,WO,DTR1.4,,OA,C,10 21 | ,NIC,BOP,DTR1.4,,OA,I,-10 -------------------------------------------------------------------------------- /ifrs17-template/Files/TransactionalData/Actuals_FR_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,Scenario ,, 3 | FR,2020,12,,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | EY52BBA.1,CF,PR,A,,2000 7 | EY52BBA.1,CF,NIC,A,,-900 8 | EY52BBA.2,CF,PR,A,,2000 9 | EY52BBA.2,CF,NIC,A,,-900 10 | EY52PAA.1,CF,PR,A,,2000 11 | EY52PAA.1,CF,NIC,A,,-900 12 | EY57G.1,CF,PR,A,,1000 13 | EY57G.1,CF,NIC,A,,-900 14 | EY57R.1,CF,PR,A,,-300 15 | EY57R.1,CF,NIC,A,,270 16 | EY58G.1,CF,PR,A,,900 17 | EY58G.1,CF,NIC,A,,-600 18 | EY58G.2,CF,PR,A,,210 19 | EY58G.2,CF,NIC,A,,-300 20 | EY58R.1,CF,PR,A,,-315 21 | EY58R.1,CF,NIC,A,,270 22 | EY63R.1,CF,PR,A,,-55 23 | -------------------------------------------------------------------------------- /.github/ISSUE_TEMPLATE/bug_report.md: -------------------------------------------------------------------------------- 1 | --- 2 | name: Bug report 3 | about: Create a report to help us improve 4 | title: '' 5 | labels: triage 6 | assignees: '' 7 | 8 | --- 9 | 10 | **Describe the bug** 11 | A clear and concise description of what the bug is. 12 | 13 | **To Reproduce** 14 | Steps to reproduce the behavior: 15 | 1. Go to '...' 16 | 2. Click on '....' 17 | 3. Scroll down to '....' 18 | 4. See error 19 | 20 | **Expected behavior** 21 | A clear and concise description of what you expected to happen. 22 | 23 | **Screenshots** 24 | If applicable, add screenshots to help explain your problem. 25 | 26 | **Additional context** 27 | Add any other context about the problem here. 28 | -------------------------------------------------------------------------------- /ifrs17-template/Files/Parameters/CreditDefaultRate.csv: -------------------------------------------------------------------------------- 1 | @@CreditDefaultRate,,, 2 | Year,Month,CreditRiskRating,Values0 3 | 1900,12,AAA,0.00014 4 | 1900,12,AA+,0.000242487 5 | 1900,12,AA,0.00042 6 | 1900,12,AA-,0.000469849 7 | 1900,12,A+,0.000525615 8 | 1900,12,A,0.000588 9 | 1900,12,A-,0.000853615 10 | 1900,12,BBB+,0.001239215 11 | 1900,12,BBB,0.001799 12 | 1900,12,BBB-,0.00297649 13 | 1900,12,BB+,0.004924677 14 | 1900,12,BB,0.008148 15 | 1900,12,BB-,0.011522675 16 | 1900,12,B+,0.016295046 17 | 1900,12,B,0.023044 18 | 1900,12,B-,0.031505634 19 | 1900,12,CCC+,0.043074334 20 | 1900,12,CCC,0.058891 21 | 1900,12,CCC-,0.079972327 22 | 1900,12,CC,0.108600179 23 | 1900,12,C,0.147476 24 | 1900,12,I,0 25 | -------------------------------------------------------------------------------- /.github/ISSUE_TEMPLATE/feature_request.md: -------------------------------------------------------------------------------- 1 | --- 2 | name: Feature request 3 | about: Suggest an idea for this project 4 | title: '' 5 | labels: triage 6 | assignees: '' 7 | 8 | --- 9 | 10 | **Is your feature request related to a problem? Please describe.** 11 | A clear and concise description of what the problem is. Ex. I'm always frustrated when [...] 12 | 13 | **Describe the solution you'd like** 14 | A clear and concise description of what you want to happen. 15 | 16 | **Describe alternatives you've considered** 17 | A clear and concise description of any alternative solutions or features you've considered. 18 | 19 | **Additional context** 20 | Add any other context or screenshots about the feature request here. 21 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__LR.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 3,CH,,2021 4 | @@LR 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,,BOP,DTR1.1,L,LR,N,-15.97937 7 | ,,CL,DTR1.1,L,LR,C,43.71446 8 | ,,EV,DTR1.1,L,LR,N,-27.72711 9 | ,,IA,DTR1.1,L,LR,N,-0.00798 10 | ,,BOP,DTR1.3,L,LR,N,-15.97937 11 | ,,CL,DTR1.3,L,LR,C,43.71446 12 | ,,EV,DTR1.3,L,LR,N,-27.72711 13 | ,,IA,DTR1.3,L,LR,N,-0.00798 14 | ,,BOP,DTR1.4,L,LR,N,-15.97937 15 | ,,CL,DTR1.4,L,LR,C,43.71446 16 | ,,EV,DTR1.4,L,LR,N,-27.72711 17 | ,,IA,DTR1.4,L,LR,N,-0.00798 18 | ,,BOP,DTR2.1,L,LR,N,-15.97937 19 | ,,CL,DTR2.1,L,LR,C,43.71446 20 | ,,EV,DTR2.1,L,LR,N,-27.72711 21 | ,,IA,DTR2.1,L,LR,N,-0.00798 -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/DataNodes_CH.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | ReportingNode 3 | CH 4 | @@InsurancePortfolio 5 | SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, 6 | RP1,Insurance Portfolio,USD,ANN,BBA,Default, 7 | @@GroupOfInsuranceContract 8 | SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability, 9 | RP1.1,Gross Business Reinsured,RP1,2020,LRC,O, 10 | @@ReinsurancePortfolio 11 | SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, 12 | RPR1,Reinsurance Portfolio,USD,ANN,BBA,Default, 13 | @@GroupOfReinsuranceContract 14 | SystemName,DisplayName,ReinsurancePortfolio,AnnualCohort,LiabilityType,Profitability,Partner 15 | RPR1.1,Reinsurance Contract,RPR1,2020,LRC,P,PT1 16 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 |

2 | Systemorph logo 3 |

4 | 5 | IFRS17CalculationEngine is Systemorph repository for all IFRS 17 related projects available in our [portal](https://portal.systemorph.cloud/). 6 | 7 | The content of each directory in this repository corresponds to a different Systemorph Cloud project: 8 | - ifrs17 directory contains the [IFRS 17 Calculation Engine](https://portal.systemorph.cloud/project/ifrs17) project 9 | - ifrs17Template directory contains the [IFRS 17 Template](https://portal.systemorph.cloud/project/ifrs17-template) project 10 | - PresentValueSeries directory contains the [Present Value of Cash flow](https://portal.systemorph.cloud/project/present-value-of-cash-flows) project 11 | -------------------------------------------------------------------------------- /ifrs17-template/Database/PersonalConnectionExample.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "iMY-rLl2BUa8lkYs0sDLqg", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "code", 21 | "source": [ 22 | "var connectionStringMsSql = \"here enter your connection string\";" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | } 28 | ] 29 | } -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__L.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 3,CH,,2021 4 | @@L 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,,BOP,DT1.1,L,L,N,31.95874 7 | ,,CL,DT1.1,L,L,C,-87.43102 8 | ,,EV,DT1.1,L,L,N,55.45632 9 | ,,IA,DT1.1,L,L,N,0.01597 10 | ,,BOP,DT1.3,L,L,N,31.95874 11 | ,,CL,DT1.3,L,L,C,-87.43102 12 | ,,EV,DT1.3,L,L,N,55.45632 13 | ,,IA,DT1.3,L,L,N,0.01597 14 | ,,BOP,DT1.4,L,L,N,31.95874 15 | ,,CL,DT1.4,L,L,C,-87.43102 16 | ,,EV,DT1.4,L,L,N,55.45632 17 | ,,IA,DT1.4,L,L,N,0.01597 18 | ,,BOP,DT1.5,L,L,N,31.95874 19 | ,,CL,DT1.5,L,L,C,-87.43102 20 | ,,EV,DT1.5,L,L,N,55.45632 21 | ,,IA,DT1.5,L,L,N,0.01597 22 | ,,BOP,DT2.1,L,L,N,31.95874 23 | ,,CL,DT2.1,L,L,C,-87.43102 24 | ,,EV,DT2.1,L,L,N,55.45632 25 | ,,IA,DT2.1,L,L,N,0.01597 26 | ,,BOP,DT3.1,L,L,N,31.95874 27 | ,,CL,DT3.1,L,L,C,-87.43102 28 | ,,EV,DT3.1,L,L,N,55.45632 29 | ,,IA,DT3.1,L,L,N,0.01597 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__C_Projection_DTP.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,, 2 | Month,ReportingNode,Scenario,Year,,,,,,,,,,,,, 3 | 3,CH,,2021,,,,,,,,,,,,, 4 | @@C,,,,,,,,,,,,,,,, 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9 6 | ,,AM,DTP1.1,L,C,C,0,-57.61957,-184.03308,-362.58879,-241.72586,-241.72586,-241.72586,-241.72586,-1208.62928,-241.72586 7 | ,,AU,DTP1.1,L,C,I,-89,-86,-83,-80,0,0,0,0,0,0 8 | ,,BOP,DTP1.1,L,C,I,0,475.25,1267.63043,1932.34735,2417.25857,2175.53271,1933.80685,1692.081,1450.35514,241.72586 9 | ,,CL,DTP1.1,L,C,C,-1014.75,-1016,-1017.25,-1018.5,0,0,0,0,0,0 10 | ,,EA,DTP1.1,L,C,C,-116,0,0,0,0,0,0,0,0,0 11 | ,,EOP,DTP1.1,L,C,C,475.25,1267.63043,1932.34735,2417.25857,2175.53271,1933.80685,1692.081,1450.35514,241.72586,0 12 | ,,EV,DTP1.1,L,C,I,89,86,83,80,0,0,0,0,0,0 13 | ,,MC,DTP1.1,L,C,I,1606,1866,1866,1866,0,0,0,0,0,0 14 | -------------------------------------------------------------------------------- /ifrs17-template/Files/DataNodes/DataNodes_ES.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,, 2 | ReportingNode,,,,,, 3 | ES,,,,,, 4 | ,,,,,, 5 | @@InsurancePortfolio,,,,,, 6 | SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, 7 | 3BBBA,BBA,EUR,MOT,BBA,Default, 8 | 3BPAA,PAA,EUR,MOT,PAA,Default, 9 | ,,,,,, 10 | @@GroupOfInsuranceContract,,,,,, 11 | SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,YieldCurveName 12 | 3BBBA.0,0 BBA,3BBBA,2020,LRC,P,3PCT 13 | 3BPAA.0,0 PAA,3BPAA,2020,LRC,P,3PCT 14 | 3BBBA.1,1 BBA,3BBBA,2020,LRC,P,NoDiscount 15 | 3BPAA.1,1 PAA,3BPAA,2020,LRC,P,NoDiscount 16 | 3BBBA.2,2 BBA,3BBBA,2020,LRC,P,NoDiscount 17 | 3BPAA.2,2 PAA,3BPAA,2020,LRC,P,NoDiscount 18 | 3BBBA.3,3 BBA,3BBBA,2020,LRC,P,NoDiscount 19 | 3BPAA.3,3 PAA,3BPAA,2020,LRC,P,NoDiscount 20 | 3BBBA.4,4 BBA,3BBBA,2020,LRC,P,NoDiscount 21 | 3BPAA.4,4 PAA,3BPAA,2020,LRC,P,NoDiscount 22 | 3BBBA.5,5 BBA,3BBBA,2020,LRC,P,NoDiscount 23 | 3BPAA.5,5 PAA,3BPAA,2020,LRC,P,NoDiscount 24 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/Scenarios.csv: -------------------------------------------------------------------------------- 1 | @@Scenario,,,,,,,,,,, 2 | SystemName,DisplayName,,,,,,,,,, 3 | LR70,Loss Ratio 70, 4 | LR80,Loss Ratio 80, 5 | ELR60A70,Expected Loss Ratio 60 Actual 70, 6 | ELR60A80,Expected Loss Ratio 60 Actual 80, 7 | YCUP1.0pct,Yield Curve Up 1.0pct,,,,,,,,,, 8 | YCDW1.0pct,Yield Curve Down 1.0pct,,,,,,,,,, 9 | SRUP1.0pct,Spread Rate Up 1.0pct,,,,,,,,,, 10 | SRDW1.0pct,Spread Rate Down 1.0pct,,,,,,,,,, 11 | EUP1.0pct,Equity Up 1.0pct,,,,,,,,,, 12 | EDW1.0pct,Equity Down 1.0pct,,,,,,,,,, 13 | FXUP1.0pct,Exchange Rate Up 1.0pct,,,,,,,,,, 14 | FXDW1.0pct,Exchange Rate Down 1.0pct,,,,,,,,,, 15 | MTUP10pct,Mortality Up 10pct,,,,,,,,,, 16 | MTDW10pct,Mortality Down 10pct,,,,,,,,,, 17 | LUP10pct,Longevity Up 10pct,,,,,,,,,, 18 | LDW10pct,Longevity Down 10pct,,,,,,,,,, 19 | DUP10pct,Disability Up 10pct,,,,,,,,,, 20 | DDW10pct,Disability Down 10pct,,,,,,,,,, 21 | LICUP10pct,Lic Up 10pct,,,,,,,,,, 22 | LICDW10pct,Lic Down 10pct,,,,,,,,,, 23 | -------------------------------------------------------------------------------- /ifrs17-template/Files/DataNodes/DataNodeParameters_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,, 2 | ReportingNode,Year,Month,,,,,,, 3 | CH,2020,12,,,,,,, 4 | ,,,,,,,,, 5 | @@SingleDataNodeParameter,,,,,,,,, 6 | DataNode,PremiumAllocation,CashFlowPeriodicity,InterpolationMethod,EconomicBasisDriver,ReleasePattern0,ReleasePattern1,ReleasePattern2,ReleasePattern3,ReleasePattern4 7 | GicComplex,0.8,Monthly,,,,,,, 8 | DT1.1,0.8,Monthly,,,,,,, 9 | DT1.2,0.8,Monthly,,,,,,, 10 | DT1.3,1,Monthly,,,,,,, 11 | DT1.4,0.8,Monthly,,,,,,, 12 | DT1.5,0.8,Monthly,,,,,,, 13 | DT2.1,0.8,Monthly,,,,,,, 14 | DT2.2,0.8,Monthly,,,,,,, 15 | DT3.1,0.8,Monthly,,,,,,, 16 | DT4.1,0.8,Monthly,,,,,,, 17 | DT10.1,0,Yearly,Uniform,,,,,, 18 | DT10.2,0,Yearly,Uniform,N,1.41,1.14,0.87,0.58, 19 | ,,,,,,,,, 20 | @@InterDataNodeParameter,,,,,,,,, 21 | DataNode,LinkedDataNode,ReinsuranceCoverage,,,,,,, 22 | DT1.1,DTR1.1,0.5,,,,,,, 23 | DT1.2,DTR1.2,0.5,,,,,,, 24 | DT1.4,DTR1.3,0.5,,,,,,, 25 | DT1.5,DTR1.4,0.5,,,,,,, 26 | DT2.1,DTR2.1,0.5,,,,,,, 27 | DT2.2,DTR2.2,0.5,,,,,,, 28 | GricComplex,GicComplex,0.5,,,,,,, 29 | -------------------------------------------------------------------------------- /ifrs17-template/Constants/CalculationEngine.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "ORrEbLR_T0C1aoQoVcXCpA", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "code", 21 | "source": [ 22 | "var projectName = \"ifrs17\";", 23 | "\nvar environmentName = \"v1.3.2\";", 24 | "\nvar notebookName = \"CalculationEngine\";", 25 | "\nvar calculationEngine = $\"#!import \\\"//{projectName}/{environmentName}/{notebookName}\\\"\";" 26 | ], 27 | "metadata": {}, 28 | "execution_count": 0, 29 | "outputs": [] 30 | } 31 | ] 32 | } -------------------------------------------------------------------------------- /ifrs17/LICENSE: -------------------------------------------------------------------------------- 1 | MIT License 2 | 3 | Copyright (c) 2022 Systemorph 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. 22 | -------------------------------------------------------------------------------- /ifrs17-template/LICENSE: -------------------------------------------------------------------------------- 1 | MIT License 2 | 3 | Copyright (c) 2022 Systemorph 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. 22 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/NominalCashflows_CH_2020_12_DT1.1NoPrem.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,, 3 | CH,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,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 6 | DT1.1,NIC,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 7 | DT1.1,CU,P,BOP,N,,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-3 8 | DT1.1,,RA,BOP,N,,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 9 | DT1.1,NIC,BE,CL,C,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 10 | DT1.1,CU,P,CL,C,,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-3 11 | DT1.1,,RA,CL,C,,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 12 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12__A.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,,2020 4 | @@A 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,DAE,CF,DT1.1,,A,C,-140 7 | ,NIC,CF,DT1.1,,A,C,-280 8 | ,PR,CF,DT1.1,,A,C,400 9 | 2020,NIC,CF,DT1.2,,A,C,-280 10 | ,DAE,CF,DT1.3,,A,C,-140 11 | ,NIC,CF,DT1.3,,A,C,-280 12 | ,PR,CF,DT1.3,,A,C,400 13 | ,DAE,CF,DT1.4,,A,C,-140 14 | ,NIC,CF,DT1.4,,A,C,-280 15 | ,PR,CF,DT1.4,,A,C,400 16 | ,DAE,CF,DT1.5,,A,C,-140 17 | ,NIC,CF,DT1.5,,A,C,-280 18 | ,PR,CF,DT1.5,,A,C,400 19 | ,DAE,CF,DT2.1,,A,C,-140 20 | ,NIC,CF,DT2.1,,A,C,-280 21 | ,PR,CF,DT2.1,,A,C,400 22 | 2020,NIC,CF,DT2.2,,A,C,-280 23 | ,DAE,CF,DT3.1,,A,C,-140 24 | ,NIC,CF,DT3.1,,A,C,-280 25 | ,PR,CF,DT3.1,,A,C,400 26 | ,DAE,CF,DT4.1,,A,C,-140 27 | ,NIC,CF,DT4.1,,A,C,-280 28 | ,PR,CF,DT4.1,,A,C,400 29 | ,ACA,CF,DT5.1,,A,C,-10 30 | ,AEA,CF,DT5.1,,A,C,-5 31 | ,NIC,CF,DT5.1,,A,C,-280 32 | ,PR,CF,DT5.1,,A,C,400 33 | ,NIC,CF,DTR1.1,,A,C,140 34 | ,PR,CF,DTR1.1,,A,C,-200 35 | 2020,NIC,CF,DTR1.2,,A,C,140 36 | ,NIC,CF,DTR1.3,,A,C,140 37 | ,PR,CF,DTR1.3,,A,C,-200 38 | ,NIC,CF,DTR1.4,,A,C,140 39 | ,PR,CF,DTR1.4,,A,C,-200 40 | ,NIC,CF,DTR2.1,,A,C,140 41 | ,PR,CF,DTR2.1,,A,C,-200 42 | 2020,NIC,CF,DTR2.2,,A,C,140 -------------------------------------------------------------------------------- /ifrs17-template/Files/TransactionalData/Actuals_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,Scenario,, 3 | CH,2020,12,,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | DT1.1,CF,PR,A,,400 7 | DT1.1,CF,NIC,A,,-280 8 | DT1.1,CF,DAE,A,,-140 9 | DT1.2,CF,NIC,A,2020,-280 10 | DT2.1,CF,PR,A,,400 11 | DT2.1,CF,NIC,A,,-280 12 | DT2.1,CF,DAE,A,,-140 13 | DT1.3,CF,PR,A,,400 14 | DT1.3,CF,NIC,A,,-280 15 | DT1.3,CF,DAE,A,,-140 16 | DT1.4,CF,PR,A,,400 17 | DT1.4,CF,NIC,A,,-280 18 | DT1.4,CF,DAE,A,,-140 19 | DT1.4,CF,PR,AA,,15 20 | DT1.4,CF,PR,OA,,-10 21 | DT1.4,CF,NIC,AA,,-5 22 | DT1.4,CF,NIC,OA,,8 23 | DT2.2,CF,NIC,A,2020,-280 24 | DTR1.1,CF,PR,A,,-200 25 | DTR1.1,CF,NIC,A,,140 26 | DTR1.2,CF,NIC,A,2020,140 27 | DTR2.1,CF,PR,A,,-200 28 | DTR2.1,CF,NIC,A,,140 29 | DTR2.2,CF,NIC,A,2020,140 30 | DT3.1,CF,PR,A,,400 31 | DT3.1,CF,NIC,A,,-280 32 | DT3.1,CF,DAE,A,,-140 33 | DT4.1,CF,PR,A,,400 34 | DT4.1,CF,NIC,A,,-280 35 | DT4.1,CF,DAE,A,,-140 36 | DT1.5,CF,PR,A,,400 37 | DT1.5,CF,NIC,A,,-280 38 | DT1.5,CF,DAE,A,,-140 39 | DT1.5,CF,PR,OA,,-10 40 | DTR1.3,CF,PR,A,,-200 41 | DTR1.3,CF,NIC,A,,140 42 | DTR1.3,CF,PR,OA,,7.5 43 | DTR1.3,CF,PR,AA,,-5 44 | DTR1.3,CF,NIC,OA,,-2.5 45 | DTR1.3,CF,NIC,AA,,4 46 | DTR1.4,CF,PR,A,,-200 47 | DTR1.4,CF,NIC,A,,140 48 | DTR1.4,CF,NIC,OA,,-10 49 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__A.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 3,CH,,2021 4 | @@A 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,DAE,CF,DT1.1,,A,C,-35 7 | ,ICO,CF,DT1.1,,A,C,-6 8 | ,NIC,CF,DT1.1,,A,C,-70 9 | ,PR,CF,DT1.1,,A,C,90 10 | 2020,NIC,CF,DT1.2,,A,C,-76 11 | ,DAE,CF,DT1.3,,A,C,-35 12 | ,ICO,CF,DT1.3,,A,C,-6 13 | ,NIC,CF,DT1.3,,A,C,-70 14 | ,PR,CF,DT1.3,,A,C,90 15 | ,DAE,CF,DT1.4,,A,C,-35 16 | ,ICO,CF,DT1.4,,A,C,-6 17 | ,NIC,CF,DT1.4,,A,C,-70 18 | ,PR,CF,DT1.4,,A,C,90 19 | ,DAE,CF,DT1.5,,A,C,-35 20 | ,ICO,CF,DT1.5,,A,C,-6 21 | ,NIC,CF,DT1.5,,A,C,-70 22 | ,PR,CF,DT1.5,,A,C,90 23 | ,DAE,CF,DT2.1,,A,C,-35 24 | ,ICO,CF,DT2.1,,A,C,-6 25 | ,NIC,CF,DT2.1,,A,C,-70 26 | ,PR,CF,DT2.1,,A,C,90 27 | 2020,NIC,CF,DT2.2,,A,C,-76 28 | ,DAE,CF,DT3.1,,A,C,-35 29 | ,ICO,CF,DT3.1,,A,C,-6 30 | ,NIC,CF,DT3.1,,A,C,-70 31 | ,PR,CF,DT3.1,,A,C,90 32 | ,DAE,CF,DT4.1,,A,C,-35 33 | ,ICO,CF,DT4.1,,A,C,-6 34 | ,NIC,CF,DT4.1,,A,C,-70 35 | ,PR,CF,DT4.1,,A,C,90 36 | ,NIC,CF,DTR1.1,,A,C,35 37 | ,PR,CF,DTR1.1,,A,C,-45 38 | 2020,NIC,CF,DTR1.2,,A,C,35 39 | ,NIC,CF,DTR1.3,,A,C,35 40 | ,PR,CF,DTR1.3,,A,C,-45 41 | ,NIC,CF,DTR1.4,,A,C,35 42 | ,PR,CF,DTR1.4,,A,C,-45 43 | ,NIC,CF,DTR2.1,,A,C,35 44 | ,PR,CF,DTR2.1,,A,C,-45 45 | 2020,NIC,CF,DTR2.2,,A,C,35 -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/SingleVsMultipleCsmSwitch/NominalCashflows_CsmSwitch_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,, 3 | CH,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,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 6 | MZ1.1,PR,BE,BOP,N,,100,0,0,100,0,0,100,0,0,100,0,0,0,100,0,0,100,0,0,100,0,0,100,0 7 | MZ1.1,NIC,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 8 | MZ1.1,,RA,BOP,N,,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 9 | MZ1.1,PR,BE,CL,C,,100,0,0,100,0,0,100,0,0,100,0,0,0,100,0,0,100,0,0,100,0,0,100,0 10 | MZ1.1,NIC,BE,CL,C,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 11 | MZ1.1,CU,P,CL,C,,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-3 12 | MZ1.1,,RA,CL,C,,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 13 | -------------------------------------------------------------------------------- /ifrs17-template/Files/TransactionalData/NominalCashflows_CH_2020_12_Projection.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,, 3 | CH,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,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 6 | DTP1.1,PR,BE,BOP,N,,100,0,0,100,0,0,100,0,0,100,0,0,0,100,0,0,100,0,0,100,0,0,100,0 7 | DTP1.1,NIC,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 8 | DTP1.1,CU,P,BOP,N,,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-3 9 | DTP1.1,,RA,BOP,N,,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 10 | DTP1.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,0,100,0,0,100,0,0,100,0,0,100,0 11 | DTP1.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 12 | DTP1.1,CU,P,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-10,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-3 13 | DTP1.1,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 14 | -------------------------------------------------------------------------------- /ifrs17-template/Files/TransactionalData/NominalCashflows_ES_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 3 | ES,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,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,Values24,Values25,Values26,Values27,Values28,Values29,Values30,Values31,Values32,Values33,Values34,Values35 6 | 3BBBA.0,PR,BE,BOP,N,,1000,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 7 | 3BBBA.0,NIC,BE,BOP,N,,0,0,0,0,0,0,0,0,0,0,0,-600,,,,,,,,,,,,,,,,,,,,,,,, 8 | 3BBBA.0,AEM,BE,BOP,N,,0,0,0,0,0,0,0,0,0,0,0,-100,,,,,,,,,,,,,,,,,,,,,,,, 9 | 3BBBA.0,AEA,BE,BOP,N,,-200,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 10 | 3BBBA.0,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 11 | 3BBBA.0,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 12 | 3BBBA.0,AEM,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 13 | 3BBBA.0,AEA,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,,,,,,,,,,,,,,,,,,,,,,,, 14 | 3BBBA.0,CU,P,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,,,,,,,,,,,,,,,,,,,,,,,, 15 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/SingleVsMultipleCsmSwitch/NominalCashflows_CsmSwitch_CH_2021_3.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,,,,,,,,,,,,,,, 3 | CH,2021,3,,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11 6 | MZ1.1,PR,BE,MC,I,,0,110,0,0,110,0,0,110,0,0,110,0 7 | MZ1.1,NIC,BE,MC,I,,-20,-20,-20,-20,-20,-20,-20,-20,-20,-20,-20,-20 8 | MZ1.1,,RA,MC,I,,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2 9 | MZ1.1,PR,BE,BOP,N,,0,10,0,0,10,0,0,10,0,0,10,0 10 | MZ1.1,ICO,BE,BOP,N,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 11 | MZ1.1,NIC,BE,BOP,N,,-4,-4,-4,-4,-4,-4,-4,-4,-4,-4,-4,-4 12 | MZ1.1,,RA,BOP,N,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 13 | MZ1.1,PR,BE,EV,N,,0,5,0,0,5,0,0,5,0,0,5,0 14 | MZ1.1,ICO,BE,EV,N,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 15 | MZ1.1,NIC,BE,EV,N,,-9,-9,-9,-9,-9,-9,-9,-9,-9,-9,-9,-9 16 | MZ1.1,,RA,EV,N,,-0.5,-0.5,-0.5,-0.5,-0.5,-0.5,-0.5,-0.5,-0.5,-0.5,-0.5,-0.5 17 | MZ1.1,PR,BE,CL,C,,0,115,0,0,115,0,0,115,0,0,115,0 18 | MZ1.1,ICO,BE,CL,C,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 19 | MZ1.1,NIC,BE,CL,C,,-29,-29,-29,-29,-29,-29,-29,-29,-29,-29,-29,-29 20 | MZ1.1,CU,P,CL,C,,-15,-7,-7,-7,-7,-7,-7,-7,-7,-7,-7,-5 21 | MZ1.1,,RA,CL,C,,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 22 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/NominalCashflows_CH_2020_12_BE.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,, 3 | CH,2020,12,,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11 6 | RP1.1,CU,P,CL,C,,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333 7 | RPR1.1,CU,P,CL,C,,50,50,50,50,50,50,50,50,50,50,50,50 8 | RP1.1,PR,BE,BOP,N,,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333 9 | RP1.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 10 | RP1.1,NIC,BE,BOP,N,,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50,-50 11 | RP1.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 12 | RP1.1,AEM,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 13 | RP1.1,AEM,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 14 | RPR1.1,PR,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 15 | RPR1.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 16 | RPR1.1,NIC,BE,BOP,N,,15,15,15,15,15,15,15,15,15,15,15,15 17 | RPR1.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 18 | RPR1.1,AC,BE,BOP,N,,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75 19 | RPR1.1,AC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 20 | -------------------------------------------------------------------------------- /ifrs17-template/Files/TransactionalData/Actuals_CH_2021_3.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,, 2 | ReportingNode,Year,Month,,, 3 | CH,2021,3,,, 4 | @@Actual,,,,, 5 | DataNode,AocType,AmountType,EstimateType,AccidentYear,Value 6 | DT1.1,CF,PR,A,,90 7 | DT1.1,CF,ICO,A,,-6 8 | DT1.1,CF,NIC,A,,-70 9 | DT1.1,CF,DAE,A,,-35 10 | DT1.2,CF,NIC,A,2020,-76 11 | DT1.3,CF,PR,A,,90 12 | DT1.3,CF,ICO,A,,-6 13 | DT1.3,CF,NIC,A,,-70 14 | DT1.3,CF,DAE,A,,-35 15 | DT2.1,CF,PR,A,,90 16 | DT2.1,CF,ICO,A,,-6 17 | DT2.1,CF,NIC,A,,-70 18 | DT2.1,CF,DAE,A,,-35 19 | DT2.2,CF,NIC,A,2020,-76 20 | DTR1.1,CF,PR,A,,-45 21 | DTR1.1,CF,NIC,A,,35 22 | DTR1.2,CF,NIC,A,2020,35 23 | DTR2.1,CF,PR,A,,-45 24 | DTR2.1,CF,NIC,A,,35 25 | DTR2.2,CF,NIC,A,2020,35 26 | DT3.1,CF,PR,A,,90 27 | DT3.1,CF,ICO,A,,-6 28 | DT3.1,CF,NIC,A,,-70 29 | DT3.1,CF,DAE,A,,-35 30 | DT4.1,CF,PR,A,,90 31 | DT4.1,CF,ICO,A,,-6 32 | DT4.1,CF,NIC,A,,-70 33 | DT4.1,CF,DAE,A,,-35 34 | DT1.4,WO,PR,OA,,7 35 | DT1.4,WO,NIC,AA,,5 36 | DT1.4,CF,PR,AA,,5 37 | DT1.4,CF,PR,OA,,3 38 | DT1.4,CF,NIC,OA,,-8 39 | DT1.4,CF,PR,A,,90 40 | DT1.4,CF,ICO,A,,-6 41 | DT1.4,CF,NIC,A,,-70 42 | DT1.4,CF,DAE,A,,-35 43 | DT1.5,WO,PR,OA,,10 44 | DT1.5,CF,PR,A,,90 45 | DT1.5,CF,ICO,A,,-6 46 | DT1.5,CF,NIC,A,,-70 47 | DT1.5,CF,DAE,A,,-35 48 | DTR1.3,CF,PR,A,,-45 49 | DTR1.3,CF,NIC,A,,35 50 | DTR1.3,WO,PR,AA,,3.5 51 | DTR1.3,WO,NIC,OA,,2.5 52 | DTR1.3,CF,PR,OA,,2.5 53 | DTR1.3,CF,PR,AA,,1.5 54 | DTR1.3,CF,NIC,AA,,-4 55 | DTR1.4,CF,PR,A,,-45 56 | DTR1.4,CF,NIC,A,,35 57 | DTR1.4,WO,NIC,OA,,10 58 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12__DA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,,2020 4 | @@DA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,,AM,DT1.1,L,DA,C,-190.2904 7 | ,,BOP,DT1.1,L,DA,N,299.37647 8 | ,,EA,DT1.1,L,DA,C,-10 9 | ,,EOP,DT1.1,L,DA,C,99.68482 10 | ,,IA,DT1.1,L,DA,N,0.59875 11 | ,,AM,DT1.3,L,DA,C,-190.2904 12 | ,,BOP,DT1.3,L,DA,N,299.37647 13 | ,,EA,DT1.3,L,DA,C,-10 14 | ,,EOP,DT1.3,L,DA,C,99.68482 15 | ,,IA,DT1.3,L,DA,N,0.59875 16 | ,,AM,DT1.4,L,DA,C,-190.2904 17 | ,,BOP,DT1.4,L,DA,N,299.37647 18 | ,,EA,DT1.4,L,DA,C,-10 19 | ,,EOP,DT1.4,L,DA,C,99.68482 20 | ,,IA,DT1.4,L,DA,N,0.59875 21 | ,,AM,DT1.5,L,DA,C,-190.2904 22 | ,,BOP,DT1.5,L,DA,N,299.37647 23 | ,,EA,DT1.5,L,DA,C,-10 24 | ,,EOP,DT1.5,L,DA,C,99.68482 25 | ,,IA,DT1.5,L,DA,N,0.59875 26 | ,,AM,DT2.1,L,DA,C,-190.2904 27 | ,,BOP,DT2.1,L,DA,N,299.37647 28 | ,,EA,DT2.1,L,DA,C,-10 29 | ,,EOP,DT2.1,L,DA,C,99.68482 30 | ,,IA,DT2.1,L,DA,N,0.59875 31 | ,,AM,DT3.1,L,DA,C,-183.05744 32 | ,,BOP,DT3.1,L,DA,I,-11 33 | ,,BOP,DT3.1,L,DA,N,299.37647 34 | ,,EA,DT3.1,L,DA,C,-10 35 | ,,EOP,DT3.1,L,DA,C,95.89579 36 | ,,IA,DT3.1,L,DA,I,-0.022 37 | ,,IA,DT3.1,L,DA,N,0.59875 38 | ,,AM,DT4.1,L,DA,C,-190.2904 39 | ,,BOP,DT4.1,L,DA,N,299.37647 40 | ,,EA,DT4.1,L,DA,C,-10 41 | ,,EOP,DT4.1,L,DA,C,99.68482 42 | ,,IA,DT4.1,L,DA,N,0.59875 43 | ,,AM,DT5.1,,DA,C,9.85821 44 | ,,BOP,DT5.1,,DA,N,-15 45 | ,,EOP,DT5.1,,DA,C,-5.16429 46 | ,,IA,DT5.1,,DA,N,-0.0225 -------------------------------------------------------------------------------- /ifrs17-template/Files/TransactionalData/SimpleValue_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,, 2 | Month,ReportingNode,Scenario,Year,,,, 3 | 12,CH,,2020,,,, 4 | @@SimpleValue,,,,,,, 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Value 6 | ,PR,BOP,DT5.1,L,BE,N,-798.5367312 7 | ,NIC,BOP,DT5.1,L,BE,N,598.7529446 8 | ,PR,BOP,DT5.1,C,BE,N,-798.5367312 9 | ,NIC,BOP,DT5.1,C,BE,N,598.7529446 10 | ,,BOP,DT5.1,C,RA,N,59.87529446 11 | ,,BOP,DT5.1,L,RA,N,59.87529446 12 | ,,AM,DT5.1,L,F,C,0.656229858 13 | ,PR,EOP,DT5.1,L,BE,C,-399.6339295 14 | ,NIC,EOP,DT5.1,L,BE,C,299.6755497 15 | ,PR,EOP,DT5.1,C,BE,C,-399.6339295 16 | ,NIC,EOP,DT5.1,C,BE,C,299.6755497 17 | ,,EOP,DT5.1,C,RA,C,29.96755497 18 | ,,EOP,DT5.1,L,RA,C,29.96755497 19 | ,PR,IA,DT5.1,L,BE,N,-1.097198337 20 | ,NIC,IA,DT5.1,L,BE,N,0.922605096 21 | ,PR,IA,DT5.1,C,BE,N,-1.097198337 22 | ,NIC,IA,DT5.1,C,BE,N,0.922605096 23 | ,,IA,DT5.1,C,RA,N,0.09226051 24 | ,,IA,DT5.1,L,RA,N,0.09226051 25 | ,PR,CF,DT5.1,L,BE,N,400 26 | ,NIC,CF,DT5.1,L,BE,N,-300 27 | ,PR,CF,DT5.1,C,BE,N,400 28 | ,NIC,CF,DT5.1,C,BE,N,-300 29 | ,,CF,DT5.1,C,RA,N,-30 30 | ,,CF,DT5.1,L,RA,N,-30 31 | ,PR,CF,DT5.1,L,BEPA,N,320 32 | ,PR,CF,DT5.1,,A,C,400 33 | ,NIC,CF,DT5.1,,A,C,-280 34 | ,ACA,CF,DT5.1,,A,C,-10 35 | ,AEA,CF,DT5.1,,A,C,-5 36 | ,PR,CF,DT5.1,,APA,C,320 37 | ,,BOP,DT5.1,,DA,N,-15 38 | ,,EA,DT5.1,,C,C,-15 39 | ,,AM,DT5.1,,DA,C,9.85821304 40 | ,,AM,DT5.1,,C,C,-82.02271122 41 | ,,EOP,DT5.1,,DA,C,-5.16428696 42 | ,,EOP,DT5.1,,C,C,42.96811361 43 | ,,BOP,DT5.1,,C,N,139.9084921 44 | ,,IA,DT5.1,,C,N,0.082332732 45 | ,,IA,DT5.1,,DA,N,-0.0225 46 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/NominalCashflows_CH_2020_12_LR80.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,, 3 | CH,2020,12,LR80,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11 6 | RP1.1,CU,P,CL,C,,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333 7 | RPR1.1,CU,P,CL,C,,66.66666667,66.66666667,66.66666667,66.66666667,66.66666667,66.66666667,66.66666667,66.66666667,66.66666667,66.66666667,66.66666667,66.66666667 8 | RP1.1,PR,BE,BOP,N,,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333 9 | RP1.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 10 | RP1.1,NIC,BE,BOP,N,,-66.66666667,-66.66666667,-66.66666667,-66.66666667,-66.66666667,-66.66666667,-66.66666667,-66.66666667,-66.66666667,-66.66666667,-66.66666667,-66.66666667 11 | RP1.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 12 | RP1.1,AEM,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 13 | RP1.1,AEM,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 14 | RPR1.1,PR,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 15 | RPR1.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 16 | RPR1.1,NIC,BE,BOP,N,,20,20,20,20,20,20,20,20,20,20,20,20 17 | RPR1.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 18 | RPR1.1,AC,BE,BOP,N,,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75 19 | RPR1.1,AC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 20 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/CompareReinsuranceContracts/NominalCashflows_CH_2020_12_LR70.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,, 3 | CH,2020,12,LR70,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11 6 | RP1.1,CU,P,CL,C,,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333 7 | RPR1.1,CU,P,CL,C,,58.33333333,58.33333333,58.33333333,58.33333333,58.33333333,58.33333333,58.33333333,58.33333333,58.33333333,58.33333333,58.33333333,58.33333333 8 | RP1.1,PR,BE,BOP,N,,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333,83.33333333 9 | RP1.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 10 | RP1.1,NIC,BE,BOP,N,,-58.33333333,-58.33333333,-58.33333333,-58.33333333,-58.33333333,-58.33333333,-58.33333333,-58.33333333,-58.33333333,-58.33333333,-58.33333333,-58.33333333 11 | RP1.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 12 | RP1.1,AEM,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 13 | RP1.1,AEM,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 14 | RPR1.1,PR,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25 15 | RPR1.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 16 | RPR1.1,NIC,BE,BOP,N,,17.5,17.5,17.5,17.5,17.5,17.5,17.5,17.5,17.5,17.5,17.5,17.5 17 | RPR1.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 18 | RPR1.1,AC,BE,BOP,N,,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75,8.75 19 | RPR1.1,AC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 20 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/SingleVsMultipleCsmSwitch/SimpleValue_CsmSwitch_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,, 2 | Month,ReportingNode,Scenario,Year,,,, 3 | 12,CH,,2020,,,, 4 | @@SimpleValue,,,,,,, 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Value 6 | ,ACA,CF,MZ1.2,,A,C,-10 7 | ,AEA,CF,MZ1.2,,A,C,-5 8 | ,NIC,CF,MZ1.2,,A,C,-280 9 | ,PR,CF,MZ1.2,,A,C,400 10 | ,PR,CF,MZ1.2,,APA,C,320 11 | ,NIC,EOP,MZ1.2,C,BE,C,218.36476 12 | ,NIC,BOP,MZ1.2,C,BE,N,336.39976 13 | ,NIC,CF,MZ1.2,C,BE,N,-300 14 | ,NIC,IA,MZ1.2,C,BE,N,181.965 15 | ,PR,EOP,MZ1.2,C,BE,C,-306.20002 16 | ,PR,BOP,MZ1.2,C,BE,N,-487.82037 17 | ,PR,CF,MZ1.2,C,BE,N,400 18 | ,PR,IA,MZ1.2,C,BE,N,-218.37965 19 | ,NIC,EOP,MZ1.2,L,BE,C,218.36476 20 | ,NIC,BOP,MZ1.2,L,BE,N,336.39976 21 | ,NIC,CF,MZ1.2,L,BE,N,-300 22 | ,NIC,IA,MZ1.2,L,BE,N,181.965 23 | ,PR,EOP,MZ1.2,L,BE,C,-306.20002 24 | ,PR,BOP,MZ1.2,L,BE,N,-487.82037 25 | ,PR,CF,MZ1.2,L,BE,N,400 26 | ,PR,IA,MZ1.2,L,BE,N,-218.37965 27 | ,NIC,EOP,MZ1.2,N,BE,C,300 28 | ,NIC,BOP,MZ1.2,N,BE,N,600 29 | ,NIC,CF,MZ1.2,N,BE,N,-300 30 | ,PR,EOP,MZ1.2,N,BE,C,-400 31 | ,PR,BOP,MZ1.2,N,BE,N,-800 32 | ,PR,CF,MZ1.2,N,BE,N,400 33 | ,PR,CF,MZ1.2,N,BEPA,N,320 34 | ,,AM,MZ1.2,L,C,C,-172.4902156 35 | ,,EOP,MZ1.2,L,C,C,45.40394992 36 | ,,BOP,MZ1.2,L,C,N,117.78063 37 | ,,IA,MZ1.2,L,C,N,100.1135355 38 | ,CU,AM,MZ1.2,L,F,C,0.79162 39 | ,,EOP,MZ1.2,C,RA,C,21.83648 40 | ,,BOP,MZ1.2,C,RA,N,33.63998 41 | ,,CF,MZ1.2,C,RA,N,-30 42 | ,,IA,MZ1.2,C,RA,N,18.1965 43 | ,,EOP,MZ1.2,L,RA,C,21.83648 44 | ,,BOP,MZ1.2,L,RA,N,33.63998 45 | ,,CF,MZ1.2,L,RA,N,-30 46 | ,,IA,MZ1.2,L,RA,N,18.1965 47 | ,,EOP,MZ1.2,N,RA,C,30 48 | ,,BOP,MZ1.2,N,RA,N,60 49 | ,,CF,MZ1.2,N,RA,N,-30 50 | -------------------------------------------------------------------------------- /ifrs17-template/Initialization/ImportSettings.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "qm1URhtQPEmdOMumfNuQaQ", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "In order to allow direct export of the files into the sharepoint folder of choice, please comment out the first row of the following code and uncomment the rest of the code. In order to ensure that the import proceeds without errors, please make sure that you sharepoint import folder has a structure, similar to the one of the Files folder in our template. " 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "code", 30 | "source": [ 31 | "var pathToImport = \"../Files/\";", 32 | "\n//#!import \"../Constants/Sharepoint\"", 33 | "\n//var fileStorage = SharePoint.Site(Sharepoint.Sites, Sharepoint.Tenant);", 34 | "\n//var pathToImport = Sharepoint.PathToImport", 35 | "\n//Import.SetDefaultFileStorage(fileStorage);" 36 | ], 37 | "metadata": {}, 38 | "execution_count": 0, 39 | "outputs": [] 40 | } 41 | ] 42 | } -------------------------------------------------------------------------------- /ifrs17-template/Export/ExportSettings.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "SW5aARBVpEi8-8zKI1xJoQ", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "In order to allow direct export of the files into the sharepoint folder of choice, please comment out the first row of the following code and uncomment the rest of the code." 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "code", 30 | "source": [ 31 | "var pathToExport = \"\";", 32 | "\n//#!import \"../Constants/Sharepoint\"", 33 | "\n//var fileStorage = SharePoint.Site(Sharepoint.Sites, Sharepoint.Tenant);", 34 | "\n//var pathToExport = Sharepoint.PathToExport", 35 | "\n//Export.SetDefaultFileStorage(fileStorage);" 36 | ], 37 | "metadata": {}, 38 | "execution_count": 0, 39 | "outputs": [] 40 | }, 41 | { 42 | "cell_type": "code", 43 | "source": [ 44 | "" 45 | ], 46 | "metadata": {}, 47 | "execution_count": 0, 48 | "outputs": [] 49 | } 50 | ] 51 | } -------------------------------------------------------------------------------- /ifrs17-template/Files/DataNodes/DataNodes_FR.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,, 2 | ReportingNode,,,,,, 3 | FR,,,,,, 4 | ,,,,,, 5 | @@InsurancePortfolio,,,,,, 6 | SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, 7 | EY52BBA,52 BBA,EUR,MOT,BBA,, 8 | EY52PAA,52 PAA,EUR,MOT,PAA,, 9 | EY57G,57 Gross,EUR,MOT,BBA,, 10 | EY58G,58 Gross,EUR,MOT,BBA,, 11 | EY59G,59 Gross,EUR,MOT,BBA,, 12 | EY63G,63 Gross,EUR,MOT,BBA,, 13 | ,,,,,, 14 | @@GroupOfInsuranceContract,,,,,, 15 | SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,YieldCurveName 16 | EY52BBA.1,52 BBA EV,EY52BBA,2020,LRC,P,NoDiscount 17 | EY52BBA.2,52 BBA NOEV,EY52BBA,2020,LRC,P,NoDiscount 18 | EY52PAA.1,52 PAA,EY52PAA,2020,LRC,P,NoDiscount 19 | EY57G.1,57 Gross Profitable,EY57G,2020,LRC,P,NoDiscount 20 | EY58G.1,58 Gross Profitable,EY58G,2020,LRC,P,NoDiscount 21 | EY58G.2,58 Gross Onerous,EY58G,2020,LRC,O,NoDiscount 22 | EY59G.1,59 Gross Example A,EY59G,2019,LRC,P,NoDiscount 23 | EY59G.2,59 Gross Example B,EY59G,2019,LRC,P,NoDiscount 24 | EY63G.1,63 Gross,EY63G,2019,LIC,U,NoDiscount 25 | ,,,,,, 26 | @@ReinsurancePortfolio,,,,,, 27 | SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, 28 | EY57R,57 Reinsurance,EUR,MOT,BBA,, 29 | EY58R,58 Reinsurance,EUR,MOT,BBA,, 30 | EY59R,59 Reinsurance,EUR,MOT,BBA,, 31 | EY63R,63 Reinsurance,EUR,MOT,BBA,, 32 | ,,,,,, 33 | @@GroupOfReinsuranceContract,,,,,, 34 | SystemName,DisplayName,ReinsurancePortfolio,AnnualCohort,LiabilityType,Profitability,Partner 35 | EY57R.1,57 Reinsurance,EY57R,2020,LRC,P,PTI 36 | EY58R.1,58 Reinsurance ,EY58R,2020,LRC,P,PTI 37 | EY59R.1,59 Reinsurance Example A,EY59R,2019,LRC,P,PTI 38 | EY59R.2,59 Reinsurance Example B,EY59R,2019,LRC,P,PTI 39 | EY63R.1,63 Reinsurance ,EY63R,2020,LRC,P,PTI 40 | -------------------------------------------------------------------------------- /PresentValueSeries/Test.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "t7h_PHrvb0GNmLCXuxb1kg", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Tests

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "code", 30 | "source": [ 31 | "#!import \"PresentValue - Episode 3\"" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "CheckEquality(pv.GetDataCube().Filter((\"AmountType\",\"PR\"),(\"VariableType\",\"EV\")).FirstOrDefault().Value,-premiums_Delta_EV_AU.Values[pv.ReportingPeriod.Month]).Should().Be(true);" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "code", 48 | "source": [ 49 | "" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | } 55 | ] 56 | } -------------------------------------------------------------------------------- /ifrs17-template/Files/TransactionalData/NominalCashflows_CH_2020_12_MTUP10pct.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,Scenario,,,,,,,,,,,,,,,,,,,,,,,,,, 3 | CH,2020,12,MTUP10pct,,,,,,,,,,,,,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,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 6 | DT1.1,NIC,BE,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 7 | DT1.1,NIC,BE,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 8 | DT1.2,NIC,BE,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 9 | DT1.2,NIC,BE,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 10 | DTR1.1,NIC,BE,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 11 | DTR1.1,NIC,BE,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 12 | DTR1.2,NIC,BE,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 13 | DTR1.2,NIC,BE,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 14 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12__C.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,,2020 4 | @@C 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,,AM,DT1.1,L,C,C,-98.55805 7 | ,,BOP,DT1.1,L,C,N,139.90849 8 | ,,EA,DT1.1,L,C,C,10 9 | ,,EOP,DT1.1,L,C,C,51.63026 10 | ,,IA,DT1.1,L,C,N,0.27982 11 | ,,AM,DT1.3,L,C,C,-98.55805 12 | ,,BOP,DT1.3,L,C,N,139.90849 13 | ,,EA,DT1.3,L,C,C,10 14 | ,,EOP,DT1.3,L,C,C,51.63026 15 | ,,IA,DT1.3,L,C,N,0.27982 16 | ,,AM,DT1.4,L,C,C,-98.55805 17 | ,,BOP,DT1.4,L,C,N,139.90849 18 | ,,EA,DT1.4,L,C,C,10 19 | ,,EOP,DT1.4,L,C,C,51.63026 20 | ,,IA,DT1.4,L,C,N,0.27982 21 | ,,AM,DT1.5,L,C,C,-98.55805 22 | ,,BOP,DT1.5,L,C,N,139.90849 23 | ,,EA,DT1.5,L,C,C,10 24 | ,,EOP,DT1.5,L,C,C,51.63026 25 | ,,IA,DT1.5,L,C,N,0.27982 26 | ,,AM,DT2.1,L,C,C,-98.55805 27 | ,,BOP,DT2.1,L,C,N,139.90849 28 | ,,EA,DT2.1,L,C,C,10 29 | ,,EOP,DT2.1,L,C,C,51.63026 30 | ,,IA,DT2.1,L,C,N,0.27982 31 | ,,AM,DT3.1,L,C,C,-146.03261 32 | ,,BOP,DT3.1,L,C,I,72.2 33 | ,,BOP,DT3.1,L,C,N,139.90849 34 | ,,EA,DT3.1,L,C,C,10 35 | ,,EOP,DT3.1,L,C,C,76.5001 36 | ,,IA,DT3.1,L,C,I,0.1444 37 | ,,IA,DT3.1,L,C,N,0.27982 38 | ,,AM,DT4.1,L,C,C,-98.55805 39 | ,,BOP,DT4.1,L,C,N,139.90849 40 | ,,EA,DT4.1,L,C,C,10 41 | ,,EOP,DT4.1,L,C,C,51.63026 42 | ,,IA,DT4.1,L,C,N,0.27982 43 | ,,AM,DT5.1,,C,C,-82.02271 44 | ,,BOP,DT5.1,,C,N,139.90849 45 | ,,EA,DT5.1,,C,C,-15 46 | ,,EOP,DT5.1,,C,C,42.96811 47 | ,,IA,DT5.1,,C,N,0.08233 48 | ,,AM,DTR1.1,L,C,C,46.02427 49 | ,,BOP,DTR1.1,L,C,N,-69.99438 50 | ,,EOP,DTR1.1,L,C,C,-24.1101 51 | ,,IA,DTR1.1,L,C,N,-0.13999 52 | ,,AM,DTR1.3,L,C,C,46.02427 53 | ,,BOP,DTR1.3,L,C,N,-69.99438 54 | ,,EOP,DTR1.3,L,C,C,-24.1101 55 | ,,IA,DTR1.3,L,C,N,-0.13999 56 | ,,AM,DTR1.4,L,C,C,46.02427 57 | ,,BOP,DTR1.4,L,C,N,-69.99438 58 | ,,EOP,DTR1.4,L,C,C,-24.1101 59 | ,,IA,DTR1.4,L,C,N,-0.13999 60 | ,,AM,DTR2.1,L,C,C,46.02427 61 | ,,BOP,DTR2.1,L,C,N,-69.99438 62 | ,,EOP,DTR2.1,L,C,C,-24.1101 63 | ,,IA,DTR2.1,L,C,N,-0.13999 -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/InitSystemorphToMemoryForTesting.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "bSinnaybPkGIZ8Km0b0H0Q", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "code", 21 | "source": [ 22 | "#!eval-notebook \"../../Initialization/InitSystemorphToMemory\"" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "code", 30 | "source": [ 31 | "await Import.FromFile(\"Actuals_CH_2020_12_MTUP10pct.csv\")", 32 | "\n .WithFormat(ImportFormats.Actual)", 33 | "\n .WithTarget(DataSource)", 34 | "\n .WithActivityLog()", 35 | "\n .ExecuteAsync()" 36 | ], 37 | "metadata": {}, 38 | "execution_count": 0, 39 | "outputs": [] 40 | }, 41 | { 42 | "cell_type": "code", 43 | "source": [ 44 | "Workspace.Reset(x => x.ResetInitializationRules().ResetCurrentPartitions());", 45 | "\nWorkspace.InitializeFrom(DataSource);" 46 | ], 47 | "metadata": {}, 48 | "execution_count": 0, 49 | "outputs": [] 50 | }, 51 | { 52 | "cell_type": "code", 53 | "source": [ 54 | "" 55 | ], 56 | "metadata": {}, 57 | "execution_count": 0, 58 | "outputs": [] 59 | } 60 | ] 61 | } -------------------------------------------------------------------------------- /ifrs17-template/Files/DataNodes/DataNodes_CH.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,, 2 | ReportingNode,,,,,, 3 | CH,,,,,, 4 | ,,,,,, 5 | @@InsurancePortfolio,,,,,, 6 | SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, 7 | DT,DT Complex CF,USD,ANN,BBA,Default, 8 | DT1,DT1 OCI,USD,ANN,BBA,Default, 9 | DT2,DT2 NOCI,USD,ANN,BBA,, 10 | DT3,DT3 RunOff,USD,ANN,BBA,Default, 11 | DT4,DT4 OCI,USD,ANN,BBA,Default, 12 | DT5,DT5 Simple Import,USD,ANN,BBA,Default, 13 | DT10,DT10 PPA,USD,ANN,PAA,Default, 14 | ,,,,,, 15 | @@GroupOfInsuranceContract,,,,,, 16 | SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,YieldCurveName 17 | GicComplex,Gic test discounting,DT,2020,LRC,P, 18 | DT1.1,DT1.1 OCI LRC PA 0.8,DT1,2020,LRC,P, 19 | DT1.2,DT1.2 OCI LIC,DT1,2020,LIC,P, 20 | DT1.3,DT1.3 OCI LRC PA 1,DT1,2020,LRC,P, 21 | DT1.4,DT1.4 Adv and Ove Actuals on DT1.1,DT1,2020,LRC,P, 22 | DT1.5,DT1.5 OA and WO Premium on DT1.1,DT1,2020,LRC,P, 23 | DT2.1,DT2.1 NOCI LRC PA 0.8,DT2,2020,LRC,P, 24 | DT2.2,DT2.2 NOCI LIC,DT2,2020,LIC,P, 25 | DT3.1,DT3.1 Runoff - PA 0.8,DT3,2020,LRC,P, 26 | DT4.1,DT4.1 CSM PA 0.8,DT4,2020,LRC,P, 27 | DT5.1,DT5.1 Simple Import on DT 4.1,DT5,2020,LRC,P, 28 | DTP1.1,DTP1.1 Projection,DT1,2020,LRC,P,NoDiscount 29 | DT10.1,DT10.1 PAA,DT10,2020,LIC,P, 30 | DT10.2,DT10.1 PAA,DT10,2020,LRC,P, 31 | ,,,,,, 32 | @@ReinsurancePortfolio,,,,,, 33 | SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType, 34 | DTR,DTR complex CF,USD,ANN,BBA,, 35 | DTR1,DTR1 OCI,USD,ANN,BBA,Default, 36 | DTR2,DTR2 NOCI,USD,ANN,BBA,, 37 | ,,,,,, 38 | @@GroupOfReinsuranceContract,,,,,, 39 | SystemName,DisplayName,ReinsurancePortfolio,AnnualCohort,LiabilityType,Profitability,Partner 40 | GricComplex,Gric test for discounting,DTR,2020,LRC,P,PT1 41 | DTR1.1,DTR1.1 OCI LRC,DTR1,2020,LRC,P,PT1 42 | DTR1.2,DTR1.2 OCI LIC,DTR1,2020,LIC,P,PT1 43 | DTR1.3,DTR1.3 Adv and Ove Actuals on DTR1.1,DTR1,2020,LRC,P,PT1 44 | DTR1.4,DTR1.4 OA and WO Claims on DTR1.1,DTR1,2020,LRC,P,PT1 45 | DTR2.1,DTR2.1 NOCI LRC,DTR2,2020,LRC,P,PT1 46 | DTR2.2,DTR2.2 NOCI LIC,DTR2,2020,LIC,P,PT1 47 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__DA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 3,CH,,2021 4 | @@DA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,,AM,DT1.1,L,DA,C,-37.15743 7 | ,,BOP,DT1.1,L,DA,I,99.68482 8 | ,,BOP,DT1.1,L,DA,N,23.97404 9 | ,,EA,DT1.1,L,DA,C,-1 10 | ,,EOP,DT1.1,L,DA,C,78.06197 11 | ,,EV,DT1.1,L,DA,N,22.48128 12 | ,,IA,DT1.1,L,DA,I,0.03483 13 | ,,IA,DT1.1,L,DA,N,0.01198 14 | ,,MC,DT1.1,L,DA,I,-29.96755 15 | ,,AM,DT1.3,L,DA,C,-37.15743 16 | ,,BOP,DT1.3,L,DA,I,99.68482 17 | ,,BOP,DT1.3,L,DA,N,23.97404 18 | ,,EA,DT1.3,L,DA,C,-1 19 | ,,EOP,DT1.3,L,DA,C,78.06197 20 | ,,EV,DT1.3,L,DA,N,22.48128 21 | ,,IA,DT1.3,L,DA,I,0.03483 22 | ,,IA,DT1.3,L,DA,N,0.01198 23 | ,,MC,DT1.3,L,DA,I,-29.96755 24 | ,,AM,DT1.4,L,DA,C,-37.15743 25 | ,,BOP,DT1.4,L,DA,I,99.68482 26 | ,,BOP,DT1.4,L,DA,N,23.97404 27 | ,,EA,DT1.4,L,DA,C,-1 28 | ,,EOP,DT1.4,L,DA,C,78.06197 29 | ,,EV,DT1.4,L,DA,N,22.48128 30 | ,,IA,DT1.4,L,DA,I,0.03483 31 | ,,IA,DT1.4,L,DA,N,0.01198 32 | ,,MC,DT1.4,L,DA,I,-29.96755 33 | ,,AM,DT1.5,L,DA,C,-37.15743 34 | ,,BOP,DT1.5,L,DA,I,99.68482 35 | ,,BOP,DT1.5,L,DA,N,23.97404 36 | ,,EA,DT1.5,L,DA,C,-1 37 | ,,EOP,DT1.5,L,DA,C,78.06197 38 | ,,EV,DT1.5,L,DA,N,22.48128 39 | ,,IA,DT1.5,L,DA,I,0.03483 40 | ,,IA,DT1.5,L,DA,N,0.01198 41 | ,,MC,DT1.5,L,DA,I,-29.96755 42 | ,,AM,DT2.1,L,DA,C,-37.15743 43 | ,,BOP,DT2.1,L,DA,I,99.68482 44 | ,,BOP,DT2.1,L,DA,N,23.97404 45 | ,,EA,DT2.1,L,DA,C,-1 46 | ,,EOP,DT2.1,L,DA,C,78.06197 47 | ,,EV,DT2.1,L,DA,N,22.48128 48 | ,,IA,DT2.1,L,DA,I,0.03483 49 | ,,IA,DT2.1,L,DA,N,0.01198 50 | ,,MC,DT2.1,L,DA,I,-29.96755 51 | ,,AM,DT3.1,L,DA,C,18.96294 52 | ,,BOP,DT3.1,L,DA,I,95.89579 53 | ,,BOP,DT3.1,L,DA,N,23.97404 54 | ,,CL,DT3.1,L,DA,C,-130.39142 55 | ,,EA,DT3.1,L,DA,C,-1 56 | ,,EV,DT3.1,L,DA,N,22.48128 57 | ,,IA,DT3.1,L,DA,I,0.03294 58 | ,,IA,DT3.1,L,DA,N,0.01198 59 | ,,MC,DT3.1,L,DA,I,-29.96755 60 | ,,AM,DT4.1,L,DA,C,-37.15743 61 | ,,BOP,DT4.1,L,DA,I,99.68482 62 | ,,BOP,DT4.1,L,DA,N,23.97404 63 | ,,EA,DT4.1,L,DA,C,-1 64 | ,,EOP,DT4.1,L,DA,C,78.06197 65 | ,,EV,DT4.1,L,DA,N,22.48128 66 | ,,IA,DT4.1,L,DA,I,0.03483 67 | ,,IA,DT4.1,L,DA,N,0.01198 68 | ,,MC,DT4.1,L,DA,I,-29.96755 -------------------------------------------------------------------------------- /ifrs17-template/Constants/Sharepoint.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "FhSOUFpXwkCCDrVeJ6_P0g", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Sharepoint Settings

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "This notebook allows to enter the details to connect the IFRS 17 calculation engine to your personal sharepoint. This allows the calculation engine to import data directly from your sharepoint and to export reports and other financial documents directly to your sharepoint." 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "public class Sharepoint{", 41 | "\n public const string Sites = \"sites/XXX\"; //Sharepoint sites", 42 | "\n public const string Tenant = \"systemorph.sharepoint.com\"; //Sharepoint tenant", 43 | "\n public const string Root = \"Dev/\"; //Dev main directory", 44 | "\n public const string PathToExport = Root + \"ExportFilesTest/\" //Target export directory ", 45 | "\n public const string PathToImport = Root + \"ImportFiles/\"", 46 | "\n}" 47 | ], 48 | "metadata": {}, 49 | "execution_count": 0, 50 | "outputs": [] 51 | } 52 | ] 53 | } -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__RA_Projection_DTP.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,, 2 | Month,ReportingNode,Scenario,Year,,,,,,,,,,,,, 3 | 3,CH,,2021,,,,,,,,,,,,, 4 | @@RA,,,,,,,,,,,,,,,, 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9 6 | ,,AU,DTP1.1,C,RA,N,31.39416,30.68302,29.97099,29.25807,0,0,0,0,0,0 7 | ,,BOP,DTP1.1,C,RA,I,29.96755,29.96755,29.96755,29.96755,292.58072,263.97493,235.22612,206.33356,177.29654,29.91909 8 | ,,BOP,DTP1.1,C,RA,N,128.41767,128.41767,128.41767,128.41767,0,0,0,0,0,0 9 | ,,CF,DTP1.1,C,RA,I,-6,-12,-18,-24,-30,-30,-30,-30,-150,-30 10 | ,,CF,DTP1.1,C,RA,N,-0.75,-3,-5.25,-7.5,0,0,0,0,0,0 11 | ,,EOP,DTP1.1,C,RA,C,313.94162,306.8302,299.7099,292.58072,263.97493,235.22612,206.33356,177.29654,29.91909,0 12 | ,,EV,DTP1.1,C,RA,N,-62.78832,-61.36604,-59.94198,-58.51614,0,0,0,0,0,0 13 | ,,IA,DTP1.1,C,RA,I,0.12945,0.25597,0.37956,0.5002,1.39422,1.25119,1.10744,0.96298,2.62255,0.08091 14 | ,,IA,DTP1.1,C,RA,N,0.11798,0.23456,0.34847,0.45971,0,0,0,0,0,0 15 | ,,MC,DTP1.1,C,RA,I,231.13074,231.13074,231.13074,231.13074,0,0,0,0,0,0 16 | ,,MC,DTP1.1,C,RA,N,-33.60317,-33.60317,-33.60317,-33.60317,0,0,0,0,0,0 17 | ,,YCU,DTP1.1,C,RA,I,-4.07445,-3.89011,-3.70994,-3.53393,0,0,0,0,0,0 18 | ,,AU,DTP1.1,L,RA,N,32.25,31.5,30.75,30,0,0,0,0,0,0 19 | ,,BOP,DTP1.1,L,RA,I,30,30,30,30,300,270,240,210,180,30 20 | ,,BOP,DTP1.1,L,RA,N,132,132,132,132,0,0,0,0,0,0 21 | ,,CF,DTP1.1,L,RA,I,-6,-12,-18,-24,-30,-30,-30,-30,-150,-30 22 | ,,CF,DTP1.1,L,RA,N,-0.75,-3,-5.25,-7.5,0,0,0,0,0,0 23 | ,,EOP,DTP1.1,L,RA,C,322.5,315,307.5,300,270,240,210,180,30,0 24 | ,,EV,DTP1.1,L,RA,N,-64.5,-63,-61.5,-60,0,0,0,0,0,0 25 | ,,MC,DTP1.1,L,RA,I,234,234,234,234,0,0,0,0,0,0 26 | ,,MC,DTP1.1,L,RA,N,-34.5,-34.5,-34.5,-34.5,0,0,0,0,0,0 27 | ,,AU,DTP1.1,N,RA,N,32.25,31.5,30.75,30,0,0,0,0,0,0 28 | ,,BOP,DTP1.1,N,RA,I,30,30,30,30,300,270,240,210,180,30 29 | ,,BOP,DTP1.1,N,RA,N,132,132,132,132,0,0,0,0,0,0 30 | ,,CF,DTP1.1,N,RA,I,-6,-12,-18,-24,-30,-30,-30,-30,-150,-30 31 | ,,CF,DTP1.1,N,RA,N,-0.75,-3,-5.25,-7.5,0,0,0,0,0,0 32 | ,,EOP,DTP1.1,N,RA,C,322.5,315,307.5,300,270,240,210,180,30,0 33 | ,,EV,DTP1.1,N,RA,N,-64.5,-63,-61.5,-60,0,0,0,0,0,0 34 | ,,MC,DTP1.1,N,RA,I,234,234,234,234,0,0,0,0,0,0 35 | ,,MC,DTP1.1,N,RA,N,-34.5,-34.5,-34.5,-34.5,0,0,0,0,0,0 36 | -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/LoadData.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "HX-3ABD14UaeXjlLLekeNw", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Set up and configurations

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "Choose to run the Report notebooks either with the set of Systemorph data in memory or with the data present in the Database:", 32 | "\n", 33 | "\n- #!eval-notebook \"../Database/Configure\" : connects to a physical Database", 34 | "\n- #!eval-notebook \"../Import/CloseImportTemplate\" : uses the in-memory set up", 35 | "\n", 36 | "\nWe use here the in-memory set up.", 37 | "\n", 38 | "\nThe current notebook is used by all interactive reports and any change made here is going to affect all interactive reports.", 39 | "\n" 40 | ], 41 | "metadata": {}, 42 | "execution_count": 0, 43 | "outputs": [] 44 | }, 45 | { 46 | "cell_type": "code", 47 | "source": [ 48 | "#!import \"../../Import/CloseImportTemplate\"", 49 | "\n#!import \"../../Export/ExportSettings\"" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "Workspace.InitializeFrom(DataSource);", 59 | "\nifrs17Interactive.Reset(Workspace)" 60 | ], 61 | "metadata": {}, 62 | "execution_count": 0, 63 | "outputs": [] 64 | } 65 | ] 66 | } -------------------------------------------------------------------------------- /ifrs17/CalculationEngine.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "3_nIwm38IECvWgOZZlFUPw", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "code", 21 | "source": [ 22 | "#!import \"DataModel/DataStructure\"", 23 | "\n#!import \"Report/ReportMutableScopes\"", 24 | "\n#!import \"Report/ReportMutableScopesInteractive\"", 25 | "\n#!import \"Report/ParameterReportMutableScopeInteractive\"", 26 | "\n#!import \"Import/Importers\"", 27 | "\n#!import \"Export/ExportConfiguration\"", 28 | "\n#!import \"Utils/TestHelper\"", 29 | "\n#!import \"Utils/ActivityLog\"", 30 | "\n#!import \"Report/ParameterReportsQueries\"" 31 | ], 32 | "metadata": {}, 33 | "execution_count": 0, 34 | "outputs": [] 35 | }, 36 | { 37 | "cell_type": "code", 38 | "source": [ 39 | "var ifrs17 = new Ifrs17(Workspace, Scopes, Report, Export);" 40 | ], 41 | "metadata": {}, 42 | "execution_count": 0, 43 | "outputs": [] 44 | }, 45 | { 46 | "cell_type": "code", 47 | "source": [ 48 | "var ifrs17Interactive = new Ifrs17Interactive(Workspace, Report, Export, InteractiveObject);" 49 | ], 50 | "metadata": {}, 51 | "execution_count": 0, 52 | "outputs": [] 53 | }, 54 | { 55 | "cell_type": "code", 56 | "source": [ 57 | "var parameterInteractive = new InteractiveParameterReports(Workspace, Report, Export, InteractiveObject);" 58 | ], 59 | "metadata": {}, 60 | "execution_count": 0, 61 | "outputs": [] 62 | }, 63 | { 64 | "cell_type": "code", 65 | "source": [ 66 | "" 67 | ], 68 | "metadata": {}, 69 | "execution_count": 0, 70 | "outputs": [] 71 | } 72 | ] 73 | } -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__C.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 3,CH,,2021 4 | @@C 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,,AM,DT1.1,L,C,C,-14.24449 7 | ,,BOP,DT1.1,L,C,I,51.63026 8 | ,,CL,DT1.1,L,C,C,-87.43102 9 | ,,EA,DT1.1,L,C,C,-26 10 | ,,EOP,DT1.1,L,C,C,29.92546 11 | ,,IA,DT1.1,L,C,I,0.0787 12 | ,,MC,DT1.1,L,C,I,105.89201 13 | ,,AM,DT1.3,L,C,C,-12.30954 14 | ,,BOP,DT1.3,L,C,I,51.63026 15 | ,,CL,DT1.3,L,C,C,-87.43102 16 | ,,EA,DT1.3,L,C,C,-32 17 | ,,EOP,DT1.3,L,C,C,25.86041 18 | ,,IA,DT1.3,L,C,I,0.0787 19 | ,,MC,DT1.3,L,C,I,105.89201 20 | ,,AM,DT1.4,L,C,C,-14.24449 21 | ,,BOP,DT1.4,L,C,I,51.63026 22 | ,,CL,DT1.4,L,C,C,-87.43102 23 | ,,EA,DT1.4,L,C,C,-26 24 | ,,EOP,DT1.4,L,C,C,29.92546 25 | ,,IA,DT1.4,L,C,I,0.0787 26 | ,,MC,DT1.4,L,C,I,105.89201 27 | ,,AM,DT1.5,L,C,C,-14.24449 28 | ,,BOP,DT1.5,L,C,I,51.63026 29 | ,,CL,DT1.5,L,C,C,-87.43102 30 | ,,EA,DT1.5,L,C,C,-26 31 | ,,EOP,DT1.5,L,C,C,29.92546 32 | ,,IA,DT1.5,L,C,I,0.0787 33 | ,,MC,DT1.5,L,C,I,105.89201 34 | ,,AM,DT2.1,L,C,C,-14.24449 35 | ,,BOP,DT2.1,L,C,I,51.63026 36 | ,,CL,DT2.1,L,C,C,-87.43102 37 | ,,EA,DT2.1,L,C,C,-26 38 | ,,EOP,DT2.1,L,C,C,29.92546 39 | ,,IA,DT2.1,L,C,I,0.0787 40 | ,,MC,DT2.1,L,C,I,105.89201 41 | ,,AM,DT3.1,L,C,C,-16.53851 42 | ,,BOP,DT3.1,L,C,I,76.5001 43 | ,,CL,DT3.1,L,C,C,-139.94474 44 | ,,EA,DT3.1,L,C,C,-26 45 | ,,IA,DT3.1,L,C,I,0.09113 46 | ,,MC,DT3.1,L,C,I,105.89201 47 | ,,AM,DT4.1,L,C,C,-41.96192 48 | ,,BOP,DT4.1,L,C,I,51.63026 49 | ,,BOP,DT4.1,L,C,N,8.00465 50 | ,,EA,DT4.1,L,C,C,-34 51 | ,,EOP,DT4.1,L,C,C,88.15544 52 | ,,EV,DT4.1,L,C,N,-1.49226 53 | ,,IA,DT4.1,L,C,I,0.0787 54 | ,,IA,DT4.1,L,C,N,0.004 55 | ,,MC,DT4.1,L,C,I,105.89201 56 | ,,AM,DTR1.1,L,C,C,10.76486 57 | ,,BOP,DTR1.1,L,C,I,-24.1101 58 | ,,BOP,DTR1.1,L,C,N,15.97745 59 | ,,EOP,DTR1.1,L,C,C,-22.61529 60 | ,,EV,DTR1.1,L,C,N,27.72711 61 | ,,IA,DTR1.1,L,C,I,-0.0385 62 | ,,IA,DTR1.1,L,C,N,0.00798 63 | ,,MC,DTR1.1,L,C,I,-52.94408 64 | ,,AM,DTR1.3,L,C,C,10.76486 65 | ,,BOP,DTR1.3,L,C,I,-24.1101 66 | ,,BOP,DTR1.3,L,C,N,15.97745 67 | ,,EOP,DTR1.3,L,C,C,-22.61529 68 | ,,EV,DTR1.3,L,C,N,27.72711 69 | ,,IA,DTR1.3,L,C,I,-0.0385 70 | ,,IA,DTR1.3,L,C,N,0.00798 71 | ,,MC,DTR1.3,L,C,I,-52.94408 72 | ,,AM,DTR1.4,L,C,C,10.76486 73 | ,,BOP,DTR1.4,L,C,I,-24.1101 74 | ,,BOP,DTR1.4,L,C,N,15.97745 75 | ,,EOP,DTR1.4,L,C,C,-22.61529 76 | ,,EV,DTR1.4,L,C,N,27.72711 77 | ,,IA,DTR1.4,L,C,I,-0.0385 78 | ,,IA,DTR1.4,L,C,N,0.00798 79 | ,,MC,DTR1.4,L,C,I,-52.94408 80 | ,,AM,DTR2.1,L,C,C,10.76486 81 | ,,BOP,DTR2.1,L,C,I,-24.1101 82 | ,,BOP,DTR2.1,L,C,N,15.97745 83 | ,,EOP,DTR2.1,L,C,C,-22.61529 84 | ,,EV,DTR2.1,L,C,N,27.72711 85 | ,,IA,DTR2.1,L,C,I,-0.0385 86 | ,,IA,DTR2.1,L,C,N,0.00798 87 | ,,MC,DTR2.1,L,C,I,-52.94408 -------------------------------------------------------------------------------- /ifrs17-template/Database/Schema Delete.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "5eRSY38YIEezOQrFaki93g", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "code", 21 | "source": [ 22 | "#!import \"PersonalConnection\"" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "code", 30 | "source": [ 31 | "#r \"nuget:SqlConnection,1.0.4\"" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "string[] split = connectionStringMsSql.Split(new char[] { '=', ':', ',', ';' });", 41 | "\n", 42 | "\nstring serverName = split[2];", 43 | "\nstring database = split[5];", 44 | "\nstring userID = split[9];", 45 | "\nstring password = split[11];" 46 | ], 47 | "metadata": {}, 48 | "execution_count": 0, 49 | "outputs": [] 50 | }, 51 | { 52 | "cell_type": "code", 53 | "source": [ 54 | "using SQLConnection;", 55 | "\nusing System;", 56 | "\nusing System.Data.SqlClient;" 57 | ], 58 | "metadata": {}, 59 | "execution_count": 0, 60 | "outputs": [] 61 | }, 62 | { 63 | "cell_type": "code", 64 | "source": [ 65 | "string query = \"DECLARE @sql NVARCHAR(max)='' SELECT @sql += ' Drop table ' + QUOTENAME(TABLE_SCHEMA) + '.'+ QUOTENAME(TABLE_NAME) + '; 'FROM INFORMATION_SCHEMA.TABLES WHERE TABLE_TYPE = 'BASE TABLE' Exec Sp_executesql @sql\";" 66 | ], 67 | "metadata": {}, 68 | "execution_count": 0, 69 | "outputs": [] 70 | }, 71 | { 72 | "cell_type": "code", 73 | "source": [ 74 | "int rowAffect = SqlServer.AzureSqlConnection(serverName, database, userID, password, query);" 75 | ], 76 | "metadata": {}, 77 | "execution_count": 0, 78 | "outputs": [] 79 | } 80 | ] 81 | } -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12_MTUP10pct_BE.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,MTUP10pct,2020 4 | @@BE 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,NIC,EOP,DT1.1,C,BE,C,329.6431 7 | ,NIC,BOP,DT1.1,C,BE,N,658.62824 8 | ,NIC,CF,DT1.1,C,BE,N,-330 9 | ,NIC,IA,DT1.1,C,BE,N,1.01487 10 | ,NIC,EOP,DT1.1,L,BE,C,329.6431 11 | ,NIC,BOP,DT1.1,L,BE,N,658.62824 12 | ,NIC,CF,DT1.1,L,BE,N,-330 13 | ,NIC,IA,DT1.1,L,BE,N,1.01487 14 | ,NIC,EOP,DT1.1,N,BE,C,330 15 | ,NIC,BOP,DT1.1,N,BE,N,660 16 | ,NIC,CF,DT1.1,N,BE,N,-330 17 | 2020,NIC,EOP,DT1.2,C,BE,C,329.6431 18 | 2020,NIC,BOP,DT1.2,C,BE,N,658.62824 19 | 2020,NIC,CF,DT1.2,C,BE,N,-330 20 | 2020,NIC,IA,DT1.2,C,BE,N,1.01487 21 | 2020,NIC,EOP,DT1.2,L,BE,C,329.6431 22 | 2020,NIC,BOP,DT1.2,L,BE,N,658.62824 23 | 2020,NIC,CF,DT1.2,L,BE,N,-330 24 | 2020,NIC,IA,DT1.2,L,BE,N,1.01487 25 | 2020,NIC,EOP,DT1.2,N,BE,C,330 26 | 2020,NIC,BOP,DT1.2,N,BE,N,660 27 | 2020,NIC,CF,DT1.2,N,BE,N,-330 28 | ,CDR,EOP,DTR1.1,C,BE,C,0.01057 29 | ,CDR,BOP,DTR1.1,C,BE,N,0.04415 30 | ,CDR,CF,DTR1.1,C,BE,N,-0.03368 31 | ,CDRI,EOP,DTR1.1,C,BE,C,0.01057 32 | ,CDRI,BOP,DTR1.1,C,BE,N,0.04415 33 | ,CDRI,CF,DTR1.1,C,BE,N,-0.03368 34 | ,NIC,EOP,DTR1.1,C,BE,C,-164.82155 35 | ,NIC,BOP,DTR1.1,C,BE,N,-329.31412 36 | ,NIC,CF,DTR1.1,C,BE,N,165 37 | ,NIC,IA,DTR1.1,C,BE,N,-0.50743 38 | ,CDR,EOP,DTR1.1,L,BE,C,0.01057 39 | ,CDR,BOP,DTR1.1,L,BE,N,0.04415 40 | ,CDR,CF,DTR1.1,L,BE,N,-0.03368 41 | ,CDRI,EOP,DTR1.1,L,BE,C,0.01057 42 | ,CDRI,BOP,DTR1.1,L,BE,N,0.04415 43 | ,CDRI,CF,DTR1.1,L,BE,N,-0.03368 44 | ,NIC,EOP,DTR1.1,L,BE,C,-164.82155 45 | ,NIC,BOP,DTR1.1,L,BE,N,-329.31412 46 | ,NIC,CF,DTR1.1,L,BE,N,165 47 | ,NIC,IA,DTR1.1,L,BE,N,-0.50743 48 | ,CDR,EOP,DTR1.1,N,BE,C,0.01059 49 | ,CDR,BOP,DTR1.1,N,BE,N,0.04427 50 | ,CDR,CF,DTR1.1,N,BE,N,-0.03368 51 | ,CDRI,EOP,DTR1.1,N,BE,C,0.01059 52 | ,CDRI,BOP,DTR1.1,N,BE,N,0.04427 53 | ,CDRI,CF,DTR1.1,N,BE,N,-0.03368 54 | ,NIC,EOP,DTR1.1,N,BE,C,-165 55 | ,NIC,BOP,DTR1.1,N,BE,N,-330 56 | ,NIC,CF,DTR1.1,N,BE,N,165 57 | 2020,CDR,EOP,DTR1.2,C,BE,C,0.01057 58 | 2020,CDR,BOP,DTR1.2,C,BE,N,0.04415 59 | 2020,CDR,CF,DTR1.2,C,BE,N,-0.03368 60 | 2020,NIC,EOP,DTR1.2,C,BE,C,-164.82155 61 | 2020,NIC,BOP,DTR1.2,C,BE,N,-329.31412 62 | 2020,NIC,CF,DTR1.2,C,BE,N,165 63 | 2020,NIC,IA,DTR1.2,C,BE,N,-0.50743 64 | 2020,CDR,EOP,DTR1.2,L,BE,C,0.01057 65 | 2020,CDR,BOP,DTR1.2,L,BE,N,0.04415 66 | 2020,CDR,CF,DTR1.2,L,BE,N,-0.03368 67 | 2020,NIC,EOP,DTR1.2,L,BE,C,-164.82155 68 | 2020,NIC,BOP,DTR1.2,L,BE,N,-329.31412 69 | 2020,NIC,CF,DTR1.2,L,BE,N,165 70 | 2020,NIC,IA,DTR1.2,L,BE,N,-0.50743 71 | 2020,CDR,EOP,DTR1.2,N,BE,C,0.01059 72 | 2020,CDR,BOP,DTR1.2,N,BE,N,0.04427 73 | 2020,CDR,CF,DTR1.2,N,BE,N,-0.03368 74 | 2020,NIC,EOP,DTR1.2,N,BE,C,-165 75 | 2020,NIC,BOP,DTR1.2,N,BE,N,-330 76 | 2020,NIC,CF,DTR1.2,N,BE,N,165 -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/LIC.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "qorXFtJ_gE2BGWjTnWDHAg", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

LIC

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"LicReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/LRC.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "e-MbqoKGUEaq_uBz7npwPQ", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

LRC

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"LrcReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/Accruals.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "oKYWmrRFfU2e9YTd1Vj9iw", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Accruals

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"Accruals\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/RiskAdjustment.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "BBEqtQSGT0CHl8YpJC18hw", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Risk Adjustment

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"RiskAdjReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/TechnicalMargin.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "c9ui1BTJv0-wnUoEiBU1pw", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Technical Margin

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"TmReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/Deferrals.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "T4bL4ggXtUu8qf7OrBY7lg", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Deferrals

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"DeferralsReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/FinancialPerformance.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "AmrSZNq9YUqkLnbEjLUpkw", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Financial Performance

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"FpReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/FulfilmentCashflow.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "SJ5ZNXF0EkSstU_pWIG2Kg", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Fulfilment Cash flow

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"FcfReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/LicActuarial.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "dVthm2DPB0qGOEC02sxPsA", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

LIC Actuarial

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"LicActualReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/LrcActuarial.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "6W4aDEXW4kGr7_GR8uVx6g", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

LRC Actuarial

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"LrcActualReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/PresentValue.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "PTEWug2t60Cim-6iwrIVGg", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Present Value of Best Estimate

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"PvReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/WrittenActual.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "WzfGMeugkEGQTanwpQJcTg", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Written Actuarial

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"WrittenReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/ExperienceAdjustment.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "AXPivUdMuE-lUwK-q-qUPg", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Experience Adjustment

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"ExpAdjReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveReports/Csm-Lc-LoReCo.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "YfxenPHy6ky0dq9nEONroA", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Contractual Service Margin / Loss Component / Loss Recovery Component

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# Load Data" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"LoadData\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "markdown", 48 | "source": [ 49 | "# Interactive report and export" 50 | ], 51 | "metadata": {}, 52 | "execution_count": 0, 53 | "outputs": [] 54 | }, 55 | { 56 | "cell_type": "code", 57 | "source": [ 58 | "ifrs17Interactive.GetFormsEntity()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "ifrs17Interactive.GetReport()" 68 | ], 69 | "metadata": {}, 70 | "execution_count": 0, 71 | "outputs": [] 72 | }, 73 | { 74 | "cell_type": "markdown", 75 | "source": [ 76 | "Export the report to excel format using the next cell. Change the file name using the input string and disable appending UTC export time by chaging true to false. " 77 | ], 78 | "metadata": {}, 79 | "execution_count": 0, 80 | "outputs": [] 81 | }, 82 | { 83 | "cell_type": "code", 84 | "source": [ 85 | "await ifrs17Interactive.ExportToExcelAsync(pathToExport + \"CsmLcLorecoReport\", addDateTime : true)" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | } 91 | ] 92 | } -------------------------------------------------------------------------------- /ifrs17-template/Database/MigrationAndScaffolding/MigrationFlow.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "oPiKSNUZMki5wrdUJlHjPQ", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Migration Flow

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "code", 30 | "source": [ 31 | "#r \"nuget:Systemorph.SchemaMigrations,1.6.3\"", 32 | "\n#!import \"../PersonalConnectionExample\"" 33 | ], 34 | "metadata": {}, 35 | "execution_count": 0, 36 | "outputs": [] 37 | }, 38 | { 39 | "cell_type": "markdown", 40 | "source": [ 41 | "For the initial migration one needs a migration code from the Initial notebook, so we import it here. For any subsequent migrations please change the next cell to import the notebook, where your stored the relevant migration code." 42 | ], 43 | "metadata": {}, 44 | "execution_count": 0, 45 | "outputs": [] 46 | }, 47 | { 48 | "cell_type": "code", 49 | "source": [ 50 | "#!import \"Initial\"" 51 | ], 52 | "metadata": {}, 53 | "execution_count": 0, 54 | "outputs": [] 55 | }, 56 | { 57 | "cell_type": "markdown", 58 | "source": [ 59 | "Here is the migration of the data base. For all subsequent migrations, please replace the InitialTypes in the second row with the name, that you gave to your migration. " 60 | ], 61 | "metadata": {}, 62 | "execution_count": 0, 63 | "outputs": [] 64 | }, 65 | { 66 | "cell_type": "code", 67 | "source": [ 68 | "await SchemaMigrations", 69 | "\n .Apply() // Change the class in <> for future migrations", 70 | "\n .ToMsSql(connectionStringMsSql)", 71 | "\n .MigrateAsync();" 72 | ], 73 | "metadata": {}, 74 | "execution_count": 0, 75 | "outputs": [] 76 | }, 77 | { 78 | "cell_type": "code", 79 | "source": [ 80 | "" 81 | ], 82 | "metadata": {}, 83 | "execution_count": 0, 84 | "outputs": [] 85 | } 86 | ] 87 | } -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/SingleVsMultipleCsmSwitch/SimpleValue_CsmSwitch_CH_2021_3.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,, 2 | Month,ReportingNode,Scenario,Year,,,, 3 | 3,CH,,2021,,,, 4 | @@SimpleValue,,,,,,, 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Value 6 | ,ACA,CF,MZ1.2,,A,C,-10 7 | ,AEA,CF,MZ1.2,,A,C,-5 8 | ,ICO,CF,MZ1.2,,A,C,-6 9 | ,NIC,CF,MZ1.2,,A,C,-70 10 | ,PR,CF,MZ1.2,,A,C,90 11 | ,PR,CF,MZ1.2,,APA,C,72 12 | ,ICO,EOP,MZ1.2,C,BE,C,7.02617 13 | ,ICO,BOP,MZ1.2,C,BE,N,8.73459 14 | ,ICO,CF,MZ1.2,C,BE,N,-3 15 | ,ICO,IA,MZ1.2,C,BE,N,1.29158 16 | ,NIC,EOP,MZ1.2,C,BE,C,203.75899 17 | ,NIC,BOP,MZ1.2,C,BE,I,218.36476 18 | ,NIC,CF,MZ1.2,C,BE,I,-60 19 | ,NIC,IA,MZ1.2,C,BE,I,25.83163 20 | ,NIC,MC,MZ1.2,C,BE,I,-43.67295 21 | ,NIC,BOP,MZ1.2,C,BE,N,34.93836 22 | ,NIC,CF,MZ1.2,C,BE,N,-12 23 | ,NIC,EV,MZ1.2,C,BE,N,35.13086 24 | ,NIC,IA,MZ1.2,C,BE,N,5.16633 25 | ,PR,EOP,MZ1.2,C,BE,C,-283.25612 26 | ,PR,BOP,MZ1.2,C,BE,I,-306.20002 27 | ,PR,CF,MZ1.2,C,BE,I,110 28 | ,PR,IA,MZ1.2,C,BE,I,-44.12061 29 | ,PR,MC,MZ1.2,C,BE,I,-30.62 30 | ,PR,BOP,MZ1.2,C,BE,N,-30.62 31 | ,PR,CF,MZ1.2,C,BE,N,10 32 | ,PR,EV,MZ1.2,C,BE,N,12.31548 33 | ,PR,IA,MZ1.2,C,BE,N,-4.01096 34 | ,ICO,EOP,MZ1.2,L,BE,C,7.02617 35 | ,ICO,BOP,MZ1.2,L,BE,N,8.73459 36 | ,ICO,CF,MZ1.2,L,BE,N,-3 37 | ,ICO,IA,MZ1.2,L,BE,N,1.29158 38 | ,NIC,EOP,MZ1.2,L,BE,C,203.75899 39 | ,NIC,BOP,MZ1.2,L,BE,I,218.36476 40 | ,NIC,CF,MZ1.2,L,BE,I,-60 41 | ,NIC,IA,MZ1.2,L,BE,I,25.83163 42 | ,NIC,MC,MZ1.2,L,BE,I,-43.67295 43 | ,NIC,BOP,MZ1.2,L,BE,N,34.93836 44 | ,NIC,CF,MZ1.2,L,BE,N,-12 45 | ,NIC,EV,MZ1.2,L,BE,N,35.13086 46 | ,NIC,IA,MZ1.2,L,BE,N,5.16633 47 | ,PR,EOP,MZ1.2,L,BE,C,-283.25612 48 | ,PR,BOP,MZ1.2,L,BE,I,-306.20002 49 | ,PR,CF,MZ1.2,L,BE,I,110 50 | ,PR,IA,MZ1.2,L,BE,I,-44.12061 51 | ,PR,MC,MZ1.2,L,BE,I,-30.62 52 | ,PR,BOP,MZ1.2,L,BE,N,-30.62 53 | ,PR,CF,MZ1.2,L,BE,N,10 54 | ,PR,EV,MZ1.2,L,BE,N,12.31548 55 | ,PR,IA,MZ1.2,L,BE,N,-4.01096 56 | ,ICO,EOP,MZ1.2,N,BE,C,9 57 | ,ICO,BOP,MZ1.2,N,BE,N,12 58 | ,ICO,CF,MZ1.2,N,BE,N,-3 59 | ,NIC,EOP,MZ1.2,N,BE,C,261 60 | ,NIC,BOP,MZ1.2,N,BE,I,300 61 | ,NIC,CF,MZ1.2,N,BE,I,-60 62 | ,NIC,MC,MZ1.2,N,BE,I,-60 63 | ,NIC,BOP,MZ1.2,N,BE,N,48 64 | ,NIC,CF,MZ1.2,N,BE,N,-12 65 | ,NIC,EV,MZ1.2,N,BE,N,45 66 | ,PR,EOP,MZ1.2,N,BE,C,-345 67 | ,PR,BOP,MZ1.2,N,BE,I,-400 68 | ,PR,CF,MZ1.2,N,BE,I,110 69 | ,PR,MC,MZ1.2,N,BE,I,-40 70 | ,PR,BOP,MZ1.2,N,BE,N,-40 71 | ,PR,CF,MZ1.2,N,BE,N,10 72 | ,PR,EV,MZ1.2,N,BE,N,15 73 | ,PR,CF,MZ1.2,N,BEPA,I,88 74 | ,PR,CF,MZ1.2,N,BEPA,N,8 75 | ,,AM,MZ1.2,L,C,C,-19.82305538 76 | ,,EA,MZ1.2,L,C,C,-27 77 | ,,EOP,MZ1.2,L,C,C,28.52419113 78 | ,,BOP,MZ1.2,L,C,I,45.40394992 79 | ,,IA,MZ1.2,L,C,I,20.62609801 80 | ,,MC,MZ1.2,L,C,I,78.66025 81 | ,,BOP,MZ1.2,L,C,N,-21.78754 82 | ,,EV,MZ1.2,L,C,N,-43.93326 83 | ,,IA,MZ1.2,L,C,N,-3.622253137 84 | ,,EOP,MZ1.2,C,RA,C,17.56543 85 | ,CU,AM,MZ1.2,L,F,C,0.41001 86 | ,,BOP,MZ1.2,C,RA,I,21.83648 87 | ,,CF,MZ1.2,C,RA,I,-6 88 | ,,IA,MZ1.2,C,RA,I,2.58316 89 | ,,MC,MZ1.2,C,RA,I,-4.3673 90 | ,,BOP,MZ1.2,C,RA,N,8.73459 91 | ,,CF,MZ1.2,C,RA,N,-3 92 | ,,EV,MZ1.2,C,RA,N,-3.51309 93 | ,,IA,MZ1.2,C,RA,N,1.29158 94 | ,,EOP,MZ1.2,L,RA,C,17.56543 95 | ,,BOP,MZ1.2,L,RA,I,21.83648 96 | ,,CF,MZ1.2,L,RA,I,-6 97 | ,,IA,MZ1.2,L,RA,I,2.58316 98 | ,,MC,MZ1.2,L,RA,I,-4.3673 99 | ,,BOP,MZ1.2,L,RA,N,8.73459 100 | ,,CF,MZ1.2,L,RA,N,-3 101 | ,,EV,MZ1.2,L,RA,N,-3.51309 102 | ,,IA,MZ1.2,L,RA,N,1.29158 103 | ,,EOP,MZ1.2,N,RA,C,22.5 104 | ,,BOP,MZ1.2,N,RA,I,30 105 | ,,CF,MZ1.2,N,RA,I,-6 106 | ,,MC,MZ1.2,N,RA,I,-6 107 | ,,BOP,MZ1.2,N,RA,N,12 108 | ,,CF,MZ1.2,N,RA,N,-3 109 | ,,EV,MZ1.2,N,RA,N,-4.5 110 | -------------------------------------------------------------------------------- /ifrs17/README.md: -------------------------------------------------------------------------------- 1 | 5 | 6 | **The Systemorph IFRS 17 Calculation Engine** provides the functionality to develop and maintain an IFRS 17 solution based on Systemorph Cloud. It includes specifications and corresponding implementations of data importers, data transformations, calculations, reports and much more. 7 | 8 | You can find a standard IFRS 17 implementation in the [**IFRS 17 Template**](https://portal.systemorph.cloud/project/ifrs17-template) project, where we apply the functionality of the engine in practice. There you can explore and interact with all the features provided by the Systemorph IFRS 17 Calculation Engine. 9 | 10 | The Systemorph IFRS 17 Calculation Engine is evolving, and new features are continuously added. An overview can be seen in our [GitHub](https://github.com/Systemorph/IFRS17CalculationEngine) page. We also have a [Community Team](https://systemorph.cloud/community) and are keen to hear your feedback, suggestions or comments. 11 | 12 | ## Get started 13 | 14 | Open our [**IFRS 17 Template**](https://portal.systemorph.cloud/project/ifrs17-template) project and follow the instructions to interact with the figures and customize the solution with your own inputs. 15 | 16 | ## Overall picture 17 | 18 | If you want to know more about the Calculation Engine than just its standard technical use, you are recommended to look at [Overview Calculation Engine](./OverviewCalculationEngine) notebook. 19 | You will be introduced to: 20 | - [DataModel](./DataModel/DataStructure) with links to detailed description of individual data types, dimensions and partitions employed 21 | - [Import Calculation](./Import/1ImportScope-Identities) with in detail description using mathematical formulas and links to supporting material 22 | 23 |

24 | IFRS 17 Solution Overview 25 |

26 | 27 | ## Got Questions? 28 | 29 | For support around the **IFRS 17 Calculation Engine** project get in touch with our [Community Team](https://systemorph.cloud/community) or contact us through [Linkedin](https://www.linkedin.com/company/systemorph) or add your questions directly on [Youtube](https://www.youtube.com/@systemorph) videos. 30 | 31 |
32 | 33 | ## Contributing 34 | 35 | All work on the **IFRS 17 Calculation Engine** happens directly on [GitHub](https://github.com/Systemorph/IFRS17CalculationEngine). From here, you can get to know about future releases, track the current work and report issues. 36 | 37 |
38 | 39 |
40 | 41 | This project adheres to our [General Terms & Conditions](https://systemorph.cloud/general-terms-and-conditions/). 42 | 43 |
-------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/ActualsOutsideThePeriod/NominalCashflows_ActualsCase_CH_2021_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,,,,,,,,,,,,,,, 3 | CH,2021,12,,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11 6 | MZ2.1,PR,BE,MC,I,,102,0,0,102,0,0,102,0,0,102,0,0 7 | MZ2.1,NIC,BE,MC,I,,-15,-15,-15,-45,-45,-40,-40,-40,-40,-15,-15,-15 8 | MZ2.1,,RA,MC,I,,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2 9 | MZ2.1,PR,BE,BOP,N,,52.5,0,0,52.5,0,0,0,0,0,0,0,0 10 | MZ2.1,NIC,BE,BOP,N,,-3.75,-3.75,-3.75,-11.25,-11.25,-8.75,-8.75,-8.75,-8.75,-3.75,-3.75,-3.75 11 | MZ2.1,,RA,BOP,N,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 12 | MZ2.1,PR,BE,MC,N,,51,0,0,51,0,0,0,0,0,0,0,0 13 | MZ2.1,NIC,BE,MC,N,,-5,-5,-5,-20,-20,-10,-10,-10,-10,-5,-5,-5 14 | MZ2.1,,RA,MC,N,,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25 15 | MZ2.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 16 | MZ2.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 17 | MZ2.1,CU,P,CL,C,,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25 18 | MZ2.1,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 19 | MZ2.2,PR,BE,MC,I,,102,0,0,102,0,0,102,0,0,102,0,0 20 | MZ2.2,NIC,BE,MC,I,,-15,-15,-15,-45,-45,-40,-40,-40,-40,-15,-15,-15 21 | MZ2.2,,RA,MC,I,,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2 22 | MZ2.2,PR,BE,BOP,N,,52.5,0,0,52.5,0,0,0,0,0,0,0,0 23 | MZ2.2,NIC,BE,BOP,N,,-3.75,-3.75,-3.75,-11.25,-11.25,-8.75,-8.75,-8.75,-8.75,-3.75,-3.75,-3.75 24 | MZ2.2,,RA,BOP,N,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 25 | MZ2.2,PR,BE,MC,N,,51,0,0,51,0,0,0,0,0,0,0,0 26 | MZ2.2,NIC,BE,MC,N,,-5,-5,-5,-20,-20,-10,-10,-10,-10,-5,-5,-5 27 | MZ2.2,,RA,MC,N,,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25 28 | MZ2.2,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 29 | MZ2.2,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 30 | MZ2.2,CU,P,CL,C,,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25 31 | MZ2.2,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 32 | MZ2.3,PR,BE,MC,I,,102,0,0,102,0,0,102,0,0,102,0,0 33 | MZ2.3,NIC,BE,MC,I,,-15,-15,-15,-45,-45,-40,-40,-40,-40,-15,-15,-15 34 | MZ2.3,,RA,MC,I,,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2 35 | MZ2.3,PR,BE,BOP,N,,52.5,0,0,52.5,0,0,0,0,0,0,0,0 36 | MZ2.3,NIC,BE,BOP,N,,-3.75,-3.75,-3.75,-11.25,-11.25,-8.75,-8.75,-8.75,-8.75,-3.75,-3.75,-3.75 37 | MZ2.3,,RA,BOP,N,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 38 | MZ2.3,PR,BE,MC,N,,51,0,0,51,0,0,0,0,0,0,0,0 39 | MZ2.3,NIC,BE,MC,N,,-5,-5,-5,-20,-20,-10,-10,-10,-10,-5,-5,-5 40 | MZ2.3,,RA,MC,N,,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25 41 | MZ2.3,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 42 | MZ2.3,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 43 | MZ2.3,CU,P,CL,C,,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25 44 | MZ2.3,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 45 | MZ2.4,PR,BE,MC,I,,102,0,0,102,0,0,102,0,0,102,0,0 46 | MZ2.4,NIC,BE,MC,I,,-15,-15,-15,-45,-45,-40,-40,-40,-40,-15,-15,-15 47 | MZ2.4,,RA,MC,I,,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2 48 | MZ2.4,PR,BE,BOP,N,,52.5,0,0,52.5,0,0,0,0,0,0,0,0 49 | MZ2.4,NIC,BE,BOP,N,,-3.75,-3.75,-3.75,-11.25,-11.25,-8.75,-8.75,-8.75,-8.75,-3.75,-3.75,-3.75 50 | MZ2.4,,RA,BOP,N,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 51 | MZ2.4,PR,BE,MC,N,,51,0,0,51,0,0,0,0,0,0,0,0 52 | MZ2.4,NIC,BE,MC,N,,-5,-5,-5,-20,-20,-10,-10,-10,-10,-5,-5,-5 53 | MZ2.4,,RA,MC,N,,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25 54 | MZ2.4,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 55 | MZ2.4,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 56 | MZ2.4,CU,P,CL,C,,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25 57 | MZ2.4,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0 58 | -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/ActualsOutsideThePeriod/NominalCashflows_ActualsCase_CH_2021_6.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,,,,,,,,,,,,,,, 3 | CH,2021,6,,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,AocType,Novelty,AccidentYear,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9,Values10,Values11 6 | MZ2.1,PR,BE,MC,I,,100,0,0,100,0,0,100,0,0,100,0,0 7 | MZ2.1,NIC,BE,MC,I,,-15,-15,-15,-40,-40,-45,-45,-40,-40,-15,-15,-15 8 | MZ2.1,,RA,MC,I,,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2 9 | MZ2.1,PR,BE,BOP,N,,52.5,0,0,52.5,0,0,0,0,0,0,0,0 10 | MZ2.1,NIC,BE,BOP,N,,-3.75,-3.75,-3.75,-8.75,-8.75,-11.25,-11.25,-8.75,-8.75,-3.75,-3.75,-3.75 11 | MZ2.1,,RA,BOP,N,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 12 | MZ2.1,PR,BE,MC,N,,50,0,0,50,0,0,0,0,0,0,0,0 13 | MZ2.1,NIC,BE,MC,N,,-5,-5,-5,-10,-10,-20,-20,-10,-10,-5,-5,-5 14 | MZ2.1,,RA,MC,N,,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25 15 | MZ2.1,PR,BE,CL,C,,0,0,0,0,0,0,100,0,0,100,0,0 16 | MZ2.1,NIC,BE,CL,C,,0,0,0,0,0,0,-65,-50,-50,-20,-20,-20 17 | MZ2.1,CU,P,CL,C,,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25 18 | MZ2.1,,RA,CL,C,,0,0,0,0,0,0,-3.25,-3.25,-3.25,-3.25,-3.25,-3.25 19 | MZ2.2,PR,BE,MC,I,,100,0,0,100,0,0,100,0,0,100,0,0 20 | MZ2.2,NIC,BE,MC,I,,-15,-15,-15,-40,-40,-45,-45,-40,-40,-15,-15,-15 21 | MZ2.2,,RA,MC,I,,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2 22 | MZ2.2,PR,BE,BOP,N,,52.5,0,0,52.5,0,0,0,0,0,0,0,0 23 | MZ2.2,NIC,BE,BOP,N,,-3.75,-3.75,-3.75,-8.75,-8.75,-11.25,-11.25,-8.75,-8.75,-3.75,-3.75,-3.75 24 | MZ2.2,,RA,BOP,N,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 25 | MZ2.2,PR,BE,MC,N,,50,0,0,50,0,0,0,0,0,0,0,0 26 | MZ2.2,NIC,BE,MC,N,,-5,-5,-5,-10,-10,-20,-20,-10,-10,-5,-5,-5 27 | MZ2.2,,RA,MC,N,,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25 28 | MZ2.2,PR,BE,CL,C,,0,0,0,0,0,0,100,0,0,100,0,0 29 | MZ2.2,NIC,BE,CL,C,,0,0,0,0,0,0,-65,-50,-50,-20,-20,-20 30 | MZ2.2,CU,P,CL,C,,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25 31 | MZ2.2,,RA,CL,C,,0,0,0,0,0,0,-3.25,-3.25,-3.25,-3.25,-3.25,-3.25 32 | MZ2.3,PR,BE,MC,I,,100,0,0,100,0,0,100,0,0,100,0,0 33 | MZ2.3,NIC,BE,MC,I,,-15,-15,-15,-40,-40,-45,-45,-40,-40,-15,-15,-15 34 | MZ2.3,,RA,MC,I,,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2 35 | MZ2.3,PR,BE,BOP,N,,52.5,0,0,52.5,0,0,0,0,0,0,0,0 36 | MZ2.3,NIC,BE,BOP,N,,-3.75,-3.75,-3.75,-8.75,-8.75,-11.25,-11.25,-8.75,-8.75,-3.75,-3.75,-3.75 37 | MZ2.3,,RA,BOP,N,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 38 | MZ2.3,PR,BE,MC,N,,50,0,0,50,0,0,0,0,0,0,0,0 39 | MZ2.3,NIC,BE,MC,N,,-5,-5,-5,-10,-10,-20,-20,-10,-10,-5,-5,-5 40 | MZ2.3,,RA,MC,N,,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25 41 | MZ2.3,PR,BE,CL,C,,0,0,0,0,0,0,100,0,0,100,0,0 42 | MZ2.3,NIC,BE,CL,C,,0,0,0,0,0,0,-65,-50,-50,-20,-20,-20 43 | MZ2.3,CU,P,CL,C,,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25 44 | MZ2.3,,RA,CL,C,,0,0,0,0,0,0,-3.25,-3.25,-3.25,-3.25,-3.25,-3.25 45 | MZ2.4,PR,BE,MC,I,,100,0,0,100,0,0,100,0,0,100,0,0 46 | MZ2.4,NIC,BE,MC,I,,-15,-15,-15,-40,-40,-45,-45,-40,-40,-15,-15,-15 47 | MZ2.4,,RA,MC,I,,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2,-2 48 | MZ2.4,PR,BE,BOP,N,,52.5,0,0,52.5,0,0,0,0,0,0,0,0 49 | MZ2.4,NIC,BE,BOP,N,,-3.75,-3.75,-3.75,-8.75,-8.75,-11.25,-11.25,-8.75,-8.75,-3.75,-3.75,-3.75 50 | MZ2.4,,RA,BOP,N,,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1 51 | MZ2.4,PR,BE,MC,N,,50,0,0,50,0,0,0,0,0,0,0,0 52 | MZ2.4,NIC,BE,MC,N,,-5,-5,-5,-10,-10,-20,-20,-10,-10,-5,-5,-5 53 | MZ2.4,,RA,MC,N,,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25,-1.25 54 | MZ2.4,PR,BE,CL,C,,0,0,0,0,0,0,100,0,0,100,0,0 55 | MZ2.4,NIC,BE,CL,C,,0,0,0,0,0,0,-65,-50,-50,-20,-20,-20 56 | MZ2.4,CU,P,CL,C,,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25,-6.25 57 | MZ2.4,,RA,CL,C,,0,0,0,0,0,0,-3.25,-3.25,-3.25,-3.25,-3.25,-3.25 58 | -------------------------------------------------------------------------------- /ifrs17/Test/Tests.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "OJcj8lGDvkqHTMyxkmDNxg", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Tests

", 23 | "\n", 24 | "\n
Execute this Notebook using at least 18Gb RAM." 25 | ], 26 | "metadata": {}, 27 | "execution_count": 0, 28 | "outputs": [] 29 | }, 30 | { 31 | "cell_type": "code", 32 | "source": [ 33 | "#!eval-notebook \"AocConfigurationTest\"" 34 | ], 35 | "metadata": {}, 36 | "execution_count": 0, 37 | "outputs": [] 38 | }, 39 | { 40 | "cell_type": "code", 41 | "source": [ 42 | "#!eval-notebook \"QueriesTest\"" 43 | ], 44 | "metadata": {}, 45 | "execution_count": 0, 46 | "outputs": [] 47 | }, 48 | { 49 | "cell_type": "code", 50 | "source": [ 51 | "#!eval-notebook \"QueriesScenarioDataTest\"" 52 | ], 53 | "metadata": {}, 54 | "execution_count": 0, 55 | "outputs": [] 56 | }, 57 | { 58 | "cell_type": "code", 59 | "source": [ 60 | "#!eval-notebook \"DoubleArrayExtentionsTest\"" 61 | ], 62 | "metadata": {}, 63 | "execution_count": 0, 64 | "outputs": [] 65 | }, 66 | { 67 | "cell_type": "code", 68 | "source": [ 69 | "#!eval-notebook \"EqualityComparerTest\"" 70 | ], 71 | "metadata": {}, 72 | "execution_count": 0, 73 | "outputs": [] 74 | }, 75 | { 76 | "cell_type": "code", 77 | "source": [ 78 | "#!eval-notebook \"AocStructureTest\"" 79 | ], 80 | "metadata": {}, 81 | "execution_count": 0, 82 | "outputs": [] 83 | }, 84 | { 85 | "cell_type": "code", 86 | "source": [ 87 | "#!eval-notebook \"ImportStorageTest\"" 88 | ], 89 | "metadata": {}, 90 | "execution_count": 0, 91 | "outputs": [] 92 | }, 93 | { 94 | "cell_type": "code", 95 | "source": [ 96 | "#!eval-notebook \"ReportStorageTest\"" 97 | ], 98 | "metadata": {}, 99 | "execution_count": 0, 100 | "outputs": [] 101 | }, 102 | { 103 | "cell_type": "code", 104 | "source": [ 105 | "#!eval-notebook \"TechnicalMarginTest\"" 106 | ], 107 | "metadata": {}, 108 | "execution_count": 0, 109 | "outputs": [] 110 | }, 111 | { 112 | "cell_type": "code", 113 | "source": [ 114 | "#!eval-notebook \"DataNodeParameterTest\"" 115 | ], 116 | "metadata": {}, 117 | "execution_count": 0, 118 | "outputs": [] 119 | }, 120 | { 121 | "cell_type": "code", 122 | "source": [ 123 | "#!eval-notebook \"OtherTest\"" 124 | ], 125 | "metadata": {}, 126 | "execution_count": 0, 127 | "outputs": [] 128 | } 129 | ] 130 | } -------------------------------------------------------------------------------- /PresentValueSeries/InitializeData.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "HSWSJivQ9Uq-k7P9Ky6MAg", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Initialize Dimensions

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "---" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!import \"//ifrs17/v1.1.0/CalculationEngine\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "code", 48 | "source": [ 49 | "await Import.FromFile(\"Dimensions.xlsx\")", 50 | "\n .WithType() .WithType() .WithType()", 51 | "\n .WithType() .WithType() .WithType()", 52 | "\n .WithType() .WithType() .WithType()", 53 | "\n .WithType() .WithType() .WithType()", 54 | "\n .WithType() .WithType() .WithType()", 55 | "\n .WithType() .WithType() .WithType() ", 56 | "\n .WithType()", 57 | "\n .WithTarget(DataSource)", 58 | "\n .ExecuteAsync()" 59 | ], 60 | "metadata": {}, 61 | "execution_count": 0, 62 | "outputs": [] 63 | }, 64 | { 65 | "cell_type": "code", 66 | "source": [ 67 | "await Import.FromFile(\"Dimensions.xlsx\")", 68 | "\n .WithFormat(ImportFormats.AocConfiguration)", 69 | "\n .WithTarget(DataSource)", 70 | "\n .ExecuteAsync()" 71 | ], 72 | "metadata": {}, 73 | "execution_count": 0, 74 | "outputs": [] 75 | }, 76 | { 77 | "cell_type": "code", 78 | "source": [ 79 | "await Import.FromFile(\"DataNodes.xlsx\")", 80 | "\n .WithFormat(\"DataNode\")", 81 | "\n .WithTarget(DataSource)", 82 | "\n .ExecuteAsync()" 83 | ], 84 | "metadata": {}, 85 | "execution_count": 0, 86 | "outputs": [] 87 | }, 88 | { 89 | "cell_type": "code", 90 | "source": [ 91 | "Workspace.Reset(x => x.ResetInitializationRules());", 92 | "\nWorkspace.InitializeFrom(DataSource);" 93 | ], 94 | "metadata": {}, 95 | "execution_count": 0, 96 | "outputs": [] 97 | }, 98 | { 99 | "cell_type": "code", 100 | "source": [ 101 | "" 102 | ], 103 | "metadata": {}, 104 | "execution_count": 0, 105 | "outputs": [] 106 | } 107 | ] 108 | } -------------------------------------------------------------------------------- /ifrs17-template/Database/Configure.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "NKif7XZ_00aa5ksgQlE6_g", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

DataSource Configuration

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "code", 30 | "source": [ 31 | "#!import \"../Constants/CalculationEngine\"", 32 | "\n#!eval calculationEngine" 33 | ], 34 | "metadata": {}, 35 | "execution_count": 0, 36 | "outputs": [] 37 | }, 38 | { 39 | "cell_type": "code", 40 | "source": [ 41 | "#!import \"PersonalConnection\"" 42 | ], 43 | "metadata": {}, 44 | "execution_count": 0, 45 | "outputs": [] 46 | }, 47 | { 48 | "cell_type": "code", 49 | "source": [ 50 | "using System.Reflection;" 51 | ], 52 | "metadata": {}, 53 | "execution_count": 0, 54 | "outputs": [] 55 | }, 56 | { 57 | "cell_type": "markdown", 58 | "source": [ 59 | "# Database Configure" 60 | ], 61 | "metadata": {}, 62 | "execution_count": 0, 63 | "outputs": [] 64 | }, 65 | { 66 | "cell_type": "code", 67 | "source": [ 68 | "var allTypes = AppDomain.CurrentDomain.GetAssemblies().SelectMany(a => a.GetTypes())", 69 | "\n .Where(t => (t.IsAssignableTo(typeof(IKeyed)) || t.IsAssignableTo(typeof(KeyedDimension)))", 70 | "\n && !t.IsInterface", 71 | "\n && !t.IsAbstract", 72 | "\n ).ToArray();" 73 | ], 74 | "metadata": {}, 75 | "execution_count": 0, 76 | "outputs": [] 77 | }, 78 | { 79 | "cell_type": "code", 80 | "source": [ 81 | "await DataSource.Configure().UseMsSql(opt => opt.WithConnectionString(connectionStringMsSql)", 82 | "\n .WithTypes(allTypes)", 83 | "\n // .WithMigration() // uncomment if run with migration", 84 | "\n ) ", 85 | "\n .ConnectAsync();" 86 | ], 87 | "metadata": {}, 88 | "execution_count": 0, 89 | "outputs": [] 90 | }, 91 | { 92 | "cell_type": "code", 93 | "source": [ 94 | "await DataSource.CommitAsync();" 95 | ], 96 | "metadata": {}, 97 | "execution_count": 0, 98 | "outputs": [] 99 | }, 100 | { 101 | "cell_type": "markdown", 102 | "source": [ 103 | "# Reset Workspace" 104 | ], 105 | "metadata": {}, 106 | "execution_count": 0, 107 | "outputs": [] 108 | }, 109 | { 110 | "cell_type": "code", 111 | "source": [ 112 | "Workspace.Reset(x => x.ResetInitializationRules());" 113 | ], 114 | "metadata": {}, 115 | "execution_count": 0, 116 | "outputs": [] 117 | }, 118 | { 119 | "cell_type": "code", 120 | "source": [ 121 | "" 122 | ], 123 | "metadata": {}, 124 | "execution_count": 0, 125 | "outputs": [] 126 | } 127 | ] 128 | } -------------------------------------------------------------------------------- /ifrs17-template/PracticalUseCases/ActualsOutsideThePeriod/NominalCashflows_ActualsCase_CH_2020_12.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 2 | ReportingNode,Year,Month,,,,,,,,,,,,,,,,,,,,,,,,,,, 3 | CH,2020,12,,,,,,,,,,,,,,,,,,,,,,,,,,, 4 | @@Cashflow,,,,,,,,,,,,,,,,,,,,,,,,,,,,, 5 | DataNode,AmountType,EstimateType,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 6 | MZ2.1,PR,BE,BOP,N,,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0 7 | MZ2.1,NIC,BE,BOP,N,,-15,-15,-15,-30,-30,-45,-45,-30,-30,-15,-15,-15,-15,-15,-15,-30,-30,-45,-45,-30,-30,-15,-15,-15 8 | MZ2.1,,RA,BOP,N,,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 9 | MZ2.1,PR,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,105,0,0,105,0,0,105,0,0,105,0,0 10 | MZ2.1,NIC,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,-15,-15,-15,-35,-35,-45,-45,-35,-35,-15,-15,-15 11 | MZ2.1,,RA,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 12 | MZ2.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,105,0,0,105,0,0,105,0,0,105,0,0 13 | MZ2.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-15,-15,-15,-35,-35,-45,-45,-35,-35,-15,-15,-15 14 | MZ2.1,CU,P,CL,C,,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5 15 | MZ2.1,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 16 | MZ2.2,PR,BE,BOP,N,,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0 17 | MZ2.2,NIC,BE,BOP,N,,-15,-15,-15,-30,-30,-45,-45,-30,-30,-15,-15,-15,-15,-15,-15,-30,-30,-45,-45,-30,-30,-15,-15,-15 18 | MZ2.2,,RA,BOP,N,,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 19 | MZ2.2,PR,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,105,0,0,105,0,0,105,0,0,105,0,0 20 | MZ2.2,NIC,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,-15,-15,-15,-35,-35,-45,-45,-35,-35,-15,-15,-15 21 | MZ2.2,,RA,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 22 | MZ2.2,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,105,0,0,105,0,0,105,0,0,105,0,0 23 | MZ2.2,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-15,-15,-15,-35,-35,-45,-45,-35,-35,-15,-15,-15 24 | MZ2.2,CU,P,CL,C,,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5 25 | MZ2.2,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 26 | MZ2.3,PR,BE,BOP,N,,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0 27 | MZ2.3,NIC,BE,BOP,N,,-15,-15,-15,-30,-30,-45,-45,-30,-30,-15,-15,-15,-15,-15,-15,-30,-30,-45,-45,-30,-30,-15,-15,-15 28 | MZ2.3,,RA,BOP,N,,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 29 | MZ2.3,PR,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,105,0,0,105,0,0,105,0,0,105,0,0 30 | MZ2.3,NIC,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,-15,-15,-15,-35,-35,-45,-45,-35,-35,-15,-15,-15 31 | MZ2.3,,RA,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 32 | MZ2.3,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,105,0,0,105,0,0,105,0,0,105,0,0 33 | MZ2.3,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-15,-15,-15,-35,-35,-45,-45,-35,-35,-15,-15,-15 34 | MZ2.3,CU,P,CL,C,,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5 35 | MZ2.3,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 36 | MZ2.4,PR,BE,BOP,N,,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0,100,0,0 37 | MZ2.4,NIC,BE,BOP,N,,-15,-15,-15,-30,-30,-45,-45,-30,-30,-15,-15,-15,-15,-15,-15,-30,-30,-45,-45,-30,-30,-15,-15,-15 38 | MZ2.4,,RA,BOP,N,,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 39 | MZ2.4,PR,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,105,0,0,105,0,0,105,0,0,105,0,0 40 | MZ2.4,NIC,BE,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,-15,-15,-15,-35,-35,-45,-45,-35,-35,-15,-15,-15 41 | MZ2.4,,RA,EV,N,,0,0,0,0,0,0,0,0,0,0,0,0,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 42 | MZ2.4,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,105,0,0,105,0,0,105,0,0,105,0,0 43 | MZ2.4,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-15,-15,-15,-35,-35,-45,-45,-35,-35,-15,-15,-15 44 | MZ2.4,CU,P,CL,C,,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5 45 | MZ2.4,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5 46 | -------------------------------------------------------------------------------- /ifrs17-template/Report/InteractiveParameterReport.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "SB2KH3IeJ0ayzI-af7eReA", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "", 23 | "\n

Interactive Parameter Reports

" 24 | ], 25 | "metadata": {}, 26 | "execution_count": 0, 27 | "outputs": [] 28 | }, 29 | { 30 | "cell_type": "markdown", 31 | "source": [ 32 | "This notebook is the interactive version of [Parameter Reports](./ParameterReports). For demonstration purposes we import here data for some *Group of Insurance Contract* (GIC) and *Group of Reinsurance Contract* (GRIC) - the import is triggered in the [Set up data and configuration](#set-up-data-and-configuration) section.", 33 | "\n
The imported data set consists of cash flows, actuals, and parameters.", 34 | "\n
Input files can be found in the **File** directory. You are invited to change them or upload your own or add new data in the [CloseImportTemplate](../Import/CloseImportTemplate) notebook. ", 35 | "\n", 36 | "\nIn this notebook we show the parameters (provided to the calculation engine as inputs) used to performe the calculation of the reports shown in [Reports](Reports) notebook.", 37 | "\n", 38 | "\nSelect from the dropdown which *Report Type* you are interested in and the report adjust to the desired selection. " 39 | ], 40 | "metadata": {}, 41 | "execution_count": 0, 42 | "outputs": [] 43 | }, 44 | { 45 | "cell_type": "markdown", 46 | "source": [ 47 | "# Set up data and configuration", 48 | "\n", 49 | "\nChoose to run the Reports notebook either with the set of Systemorph data in memory or with the data present in the Database: ", 50 | "\n- #!eval-notebook \"../Database/Configure\" : connects to a physical Database", 51 | "\n- #!eval-notebook \"../Import/CloseImportTemplate\" : uses the in-memory set up", 52 | "\n", 53 | "\nWe use here the in-memory set up." 54 | ], 55 | "metadata": {}, 56 | "execution_count": 0, 57 | "outputs": [] 58 | }, 59 | { 60 | "cell_type": "code", 61 | "source": [ 62 | "#!eval-notebook \"../Import/CloseImportTemplate\"", 63 | "\nWorkspace.InitializeFrom(DataSource);" 64 | ], 65 | "metadata": {}, 66 | "execution_count": 0, 67 | "outputs": [] 68 | }, 69 | { 70 | "cell_type": "code", 71 | "source": [ 72 | "parameterInteractive.Reset(Workspace);" 73 | ], 74 | "metadata": {}, 75 | "execution_count": 0, 76 | "outputs": [] 77 | }, 78 | { 79 | "cell_type": "markdown", 80 | "source": [ 81 | "# Interactive view" 82 | ], 83 | "metadata": {}, 84 | "execution_count": 0, 85 | "outputs": [] 86 | }, 87 | { 88 | "cell_type": "code", 89 | "source": [ 90 | "parameterInteractive.GetFormsEntity()" 91 | ], 92 | "metadata": {}, 93 | "execution_count": 0, 94 | "outputs": [] 95 | }, 96 | { 97 | "cell_type": "code", 98 | "source": [ 99 | "parameterInteractive.GetReport()" 100 | ], 101 | "metadata": {}, 102 | "execution_count": 0, 103 | "outputs": [] 104 | } 105 | ] 106 | } -------------------------------------------------------------------------------- /ifrs17/Test/OtherTest.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "1U_cVldqmUm__oFM2pioGQ", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Other Test

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "# New Business Interest Accretion" 32 | ], 33 | "metadata": {}, 34 | "execution_count": 0, 35 | "outputs": [] 36 | }, 37 | { 38 | "cell_type": "code", 39 | "source": [ 40 | "#!eval-notebook \"../Utils/ImportCalculationMethods\"" 41 | ], 42 | "metadata": {}, 43 | "execution_count": 0, 44 | "outputs": [] 45 | }, 46 | { 47 | "cell_type": "code", 48 | "source": [ 49 | "Enumerable.Repeat(1e6/12, 12)", 50 | "\n .NewBusinessInterestAccretion(new[]{1.00407412378365}, 12, 0)", 51 | "\n .Should().BeApproximately(26881.4607, 0.001);" 52 | ], 53 | "metadata": {}, 54 | "execution_count": 0, 55 | "outputs": [] 56 | }, 57 | { 58 | "cell_type": "code", 59 | "source": [ 60 | "Enumerable.Repeat(1e6/12, 12)", 61 | "\n .NewBusinessInterestAccretion(new[]{1.0}, 12, 0)", 62 | "\n .Should().BeApproximately(0, 0.001);" 63 | ], 64 | "metadata": {}, 65 | "execution_count": 0, 66 | "outputs": [] 67 | }, 68 | { 69 | "cell_type": "markdown", 70 | "source": [ 71 | "# Prune" 72 | ], 73 | "metadata": {}, 74 | "execution_count": 0, 75 | "outputs": [] 76 | }, 77 | { 78 | "cell_type": "code", 79 | "source": [ 80 | "#!import \"../Utils/Extensions\"" 81 | ], 82 | "metadata": {}, 83 | "execution_count": 0, 84 | "outputs": [] 85 | }, 86 | { 87 | "cell_type": "code", 88 | "source": [ 89 | "new [] {0.5,0.4,0.3,0.2,0.1}.Prune(1e-5).SequenceEqual(new [] {0.5,0.4,0.3,0.2,0.1}).Should().BeTrue();" 90 | ], 91 | "metadata": {}, 92 | "execution_count": 0, 93 | "outputs": [] 94 | }, 95 | { 96 | "cell_type": "code", 97 | "source": [ 98 | "new [] {0.5,0.4,0.3,0.2,0.1}.Prune(0.2).SequenceEqual(new [] {0.5,0.4,0.3,0.2}).Should().BeTrue();" 99 | ], 100 | "metadata": {}, 101 | "execution_count": 0, 102 | "outputs": [] 103 | }, 104 | { 105 | "cell_type": "code", 106 | "source": [ 107 | "new [] {0.5,0.4,0.3,0.2,0.1}.Prune(0.3).SequenceEqual(new [] {0.5,0.4,0.3}).Should().BeTrue();" 108 | ], 109 | "metadata": {}, 110 | "execution_count": 0, 111 | "outputs": [] 112 | }, 113 | { 114 | "cell_type": "code", 115 | "source": [ 116 | "new [] {0.5,0.4,0.3,0.2,0.1}.PruneButFirst(0.3).SequenceEqual(new [] {0.5,0.4,0.3,0.0}).Should().BeTrue();" 117 | ], 118 | "metadata": {}, 119 | "execution_count": 0, 120 | "outputs": [] 121 | }, 122 | { 123 | "cell_type": "code", 124 | "source": [ 125 | "new [] {0.5,0.2,0.0,0.0,0.0}.PruneButFirst(0.3).SequenceEqual(new [] {0.5,0.0}).Should().BeTrue();" 126 | ], 127 | "metadata": {}, 128 | "execution_count": 0, 129 | "outputs": [] 130 | }, 131 | { 132 | "cell_type": "code", 133 | "source": [ 134 | "new [] {0.5,0.0,0.0,0.0,0.0}.PruneButFirst(0.3).SequenceEqual(new [] {0.5,0.0}).Should().BeTrue();" 135 | ], 136 | "metadata": {}, 137 | "execution_count": 0, 138 | "outputs": [] 139 | }, 140 | { 141 | "cell_type": "code", 142 | "source": [ 143 | "" 144 | ], 145 | "metadata": {}, 146 | "execution_count": 0, 147 | "outputs": [] 148 | } 149 | ] 150 | } -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2021_3__BE_Projection_DTP.csv: -------------------------------------------------------------------------------- 1 | @@Main,,,,,,,,,,,,,,,, 2 | Month,ReportingNode,Scenario,Year,,,,,,,,,,,,, 3 | 3,CH,,2021,,,,,,,,,,,,, 4 | @@BE,,,,,,,,,,,,,,,, 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0,Values1,Values2,Values3,Values4,Values5,Values6,Values7,Values8,Values9 6 | ,NIC,AU,DTP1.1,C,BE,I,127.61388,124.67714,121.73893,118.79925,0,0,0,0,0,0 7 | ,NIC,AU,DTP1.1,C,BE,N,-690.67157,-675.02644,-659.36178,-643.67758,0,0,0,0,0,0 8 | ,NIC,BOP,DTP1.1,C,BE,I,299.67555,299.67555,299.67555,299.67555,3393.93634,3062.10924,2728.62301,2393.46934,2056.63991,347.06147 9 | ,NIC,BOP,DTP1.1,C,BE,N,513.6707,513.6707,513.6707,513.6707,0,0,0,0,0,0 10 | ,NIC,CF,DTP1.1,C,BE,I,-60,-120,-180,-240,-348,-348,-348,-348,-1740,-348 11 | ,NIC,CF,DTP1.1,C,BE,N,-9.5,-38,-66.5,-95,0,0,0,0,0,0 12 | ,NIC,EOP,DTP1.1,C,BE,C,3641.72283,3559.2303,3476.63485,3393.93634,3062.10924,2728.62301,2393.46934,2056.63991,347.06147,0 13 | ,NIC,EV,DTP1.1,C,BE,I,-125.57665,-122.73208,-119.88396,-117.03229,0,0,0,0,0,0 14 | ,NIC,EV,DTP1.1,C,BE,N,627.88325,613.6604,599.4198,585.16144,0,0,0,0,0,0 15 | ,NIC,IA,DTP1.1,C,BE,I,1.29452,2.55971,3.79556,5.00205,16.1729,14.51376,12.84633,11.17056,30.42157,0.93853 16 | ,NIC,IA,DTP1.1,C,BE,N,1.49447,2.97106,4.41393,5.82304,0,0,0,0,0,0 17 | ,NIC,MC,DTP1.1,C,BE,I,2311.30745,2311.30745,2311.30745,2311.30745,0,0,0,0,0,0 18 | ,NIC,MC,DTP1.1,C,BE,N,687.313,687.313,687.313,687.313,0,0,0,0,0,0 19 | ,NIC,YCU,DTP1.1,C,BE,I,-42.78176,-40.84618,-38.95432,-37.10625,0,0,0,0,0,0 20 | ,PR,AU,DTP1.1,C,BE,I,-39.54704,-39.5668,-39.58657,-39.60634,0,0,0,0,0,0 21 | ,PR,AU,DTP1.1,C,BE,N,-167.50513,-163.71079,-159.91172,-156.10791,0,0,0,0,0,0 22 | ,PR,BOP,DTP1.1,C,BE,I,-399.63393,-399.63393,-399.63393,-399.63393,-4488.10243,-4049.29809,-3608.29972,-3165.09636,-2719.67698,-458.95011 23 | ,PR,BOP,DTP1.1,C,BE,N,-428.23684,-428.23684,-428.23684,-428.23684,0,0,0,0,0,0 24 | ,PR,CF,DTP1.1,C,BE,I,110,220,330,440,460,460,460,460,2300,460 25 | ,PR,CF,DTP1.1,C,BE,N,6,12,18,24,0,0,0,0,0,0 26 | ,PR,EOP,DTP1.1,C,BE,C,-4815.77243,-4706.68526,-4597.46198,-4488.10243,-4049.29809,-3608.29972,-3165.09636,-2719.67698,-458.95011,0 27 | ,PR,EV,DTP1.1,C,BE,I,38.88126,38.92977,38.97835,39.02698,0,0,0,0,0,0 28 | ,PR,EV,DTP1.1,C,BE,N,209.38141,204.63849,199.88965,195.13489,0,0,0,0,0,0 29 | ,PR,IA,DTP1.1,C,BE,I,-2.35537,-4.65696,-6.90474,-9.09868,-21.19565,-19.00163,-16.79664,-14.58062,-39.27312,-1.04989 30 | ,PR,IA,DTP1.1,C,BE,N,-0.31559,-0.62408,-0.92548,-1.21976,0,0,0,0,0,0 31 | ,PR,MC,DTP1.1,C,BE,I,-4387.96526,-4387.96526,-4387.96526,-4387.96526,0,0,0,0,0,0 32 | ,PR,MC,DTP1.1,C,BE,N,171.29474,171.29474,171.29474,171.29474,0,0,0,0,0,0 33 | ,PR,YCU,DTP1.1,C,BE,I,74.22931,70.8464,67.53981,64.30969,0,0,0,0,0,0 34 | ,NIC,AU,DTP1.1,L,BE,I,129,126,123,120,0,0,0,0,0,0 35 | ,NIC,AU,DTP1.1,L,BE,N,-709.5,-693,-676.5,-660,0,0,0,0,0,0 36 | ,NIC,BOP,DTP1.1,L,BE,I,300,300,300,300,3480,3132,2784,2436,2088,348 37 | ,NIC,BOP,DTP1.1,L,BE,N,528,528,528,528,0,0,0,0,0,0 38 | ,NIC,CF,DTP1.1,L,BE,I,-60,-120,-180,-240,-348,-348,-348,-348,-1740,-348 39 | ,NIC,CF,DTP1.1,L,BE,N,-9.5,-38,-66.5,-95,0,0,0,0,0,0 40 | ,NIC,EOP,DTP1.1,L,BE,C,3741,3654,3567,3480,3132,2784,2436,2088,348,0 41 | ,NIC,EV,DTP1.1,L,BE,I,-129,-126,-123,-120,0,0,0,0,0,0 42 | ,NIC,EV,DTP1.1,L,BE,N,645,630,615,600,0,0,0,0,0,0 43 | ,NIC,MC,DTP1.1,L,BE,I,2340,2340,2340,2340,0,0,0,0,0,0 44 | ,NIC,MC,DTP1.1,L,BE,N,707,707,707,707,0,0,0,0,0,0 45 | ,PR,AU,DTP1.1,L,BE,I,-40,-40,-40,-40,0,0,0,0,0,0 46 | ,PR,AU,DTP1.1,L,BE,N,-172,-168,-164,-160,0,0,0,0,0,0 47 | ,PR,BOP,DTP1.1,L,BE,I,-400,-400,-400,-400,-4600,-4140,-3680,-3220,-2760,-460 48 | ,PR,BOP,DTP1.1,L,BE,N,-440,-440,-440,-440,0,0,0,0,0,0 49 | ,PR,CF,DTP1.1,L,BE,I,110,220,330,440,460,460,460,460,2300,460 50 | ,PR,CF,DTP1.1,L,BE,N,6,12,18,24,0,0,0,0,0,0 51 | ,PR,EOP,DTP1.1,L,BE,C,-4945,-4830,-4715,-4600,-4140,-3680,-3220,-2760,-460,0 52 | ,PR,EV,DTP1.1,L,BE,I,40,40,40,40,0,0,0,0,0,0 53 | ,PR,EV,DTP1.1,L,BE,N,215,210,205,200,0,0,0,0,0,0 54 | ,PR,MC,DTP1.1,L,BE,I,-4440,-4440,-4440,-4440,0,0,0,0,0,0 55 | ,PR,MC,DTP1.1,L,BE,N,176,176,176,176,0,0,0,0,0,0 56 | ,NIC,AU,DTP1.1,N,BE,I,129,126,123,120,0,0,0,0,0,0 57 | ,NIC,AU,DTP1.1,N,BE,N,-709.5,-693,-676.5,-660,0,0,0,0,0,0 58 | ,NIC,BOP,DTP1.1,N,BE,I,300,300,300,300,3480,3132,2784,2436,2088,348 59 | ,NIC,BOP,DTP1.1,N,BE,N,528,528,528,528,0,0,0,0,0,0 60 | ,NIC,CF,DTP1.1,N,BE,I,-60,-120,-180,-240,-348,-348,-348,-348,-1740,-348 61 | ,NIC,CF,DTP1.1,N,BE,N,-9.5,-38,-66.5,-95,0,0,0,0,0,0 62 | ,NIC,EOP,DTP1.1,N,BE,C,3741,3654,3567,3480,3132,2784,2436,2088,348,0 63 | ,NIC,EV,DTP1.1,N,BE,I,-129,-126,-123,-120,0,0,0,0,0,0 64 | ,NIC,EV,DTP1.1,N,BE,N,645,630,615,600,0,0,0,0,0,0 65 | ,NIC,MC,DTP1.1,N,BE,I,2340,2340,2340,2340,0,0,0,0,0,0 66 | ,NIC,MC,DTP1.1,N,BE,N,707,707,707,707,0,0,0,0,0,0 67 | ,PR,AU,DTP1.1,N,BE,I,-40,-40,-40,-40,0,0,0,0,0,0 68 | ,PR,AU,DTP1.1,N,BE,N,-172,-168,-164,-160,0,0,0,0,0,0 69 | ,PR,BOP,DTP1.1,N,BE,I,-400,-400,-400,-400,-4600,-4140,-3680,-3220,-2760,-460 70 | ,PR,BOP,DTP1.1,N,BE,N,-440,-440,-440,-440,0,0,0,0,0,0 71 | ,PR,CF,DTP1.1,N,BE,I,110,220,330,440,460,460,460,460,2300,460 72 | ,PR,CF,DTP1.1,N,BE,N,6,12,18,24,0,0,0,0,0,0 73 | ,PR,EOP,DTP1.1,N,BE,C,-4945,-4830,-4715,-4600,-4140,-3680,-3220,-2760,-460,0 74 | ,PR,EV,DTP1.1,N,BE,I,40,40,40,40,0,0,0,0,0,0 75 | ,PR,EV,DTP1.1,N,BE,N,215,210,205,200,0,0,0,0,0,0 76 | ,PR,MC,DTP1.1,N,BE,I,-4440,-4440,-4440,-4440,0,0,0,0,0,0 77 | ,PR,MC,DTP1.1,N,BE,N,176,176,176,176,0,0,0,0,0,0 78 | -------------------------------------------------------------------------------- /ifrs17-template/Test/Tests.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "qEc2ZDMEhUGDoTw7upcthw", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Tests

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "markdown", 30 | "source": [ 31 | "Comprehensive collection of tests executed on top of the Systemorph use cases (initialization).", 32 | "\n
Execute this Notebook using at least 32Gb RAM." 33 | ], 34 | "metadata": {}, 35 | "execution_count": 0, 36 | "outputs": [] 37 | }, 38 | { 39 | "cell_type": "code", 40 | "source": [ 41 | "#!eval-notebook \"IfrsVariablesTest\"" 42 | ], 43 | "metadata": {}, 44 | "execution_count": 0, 45 | "outputs": [] 46 | }, 47 | { 48 | "cell_type": "code", 49 | "source": [ 50 | "#!eval-notebook \"ReimportTest\"" 51 | ], 52 | "metadata": {}, 53 | "execution_count": 0, 54 | "outputs": [] 55 | }, 56 | { 57 | "cell_type": "code", 58 | "source": [ 59 | "#!eval-notebook \"SequenceImportTest\"" 60 | ], 61 | "metadata": {}, 62 | "execution_count": 0, 63 | "outputs": [] 64 | }, 65 | { 66 | "cell_type": "code", 67 | "source": [ 68 | "#!eval-notebook \"ReimportWithDifferentScopeTest\"" 69 | ], 70 | "metadata": {}, 71 | "execution_count": 0, 72 | "outputs": [] 73 | }, 74 | { 75 | "cell_type": "code", 76 | "source": [ 77 | "#!eval-notebook \"ScenarioDataImportTest\"" 78 | ], 79 | "metadata": {}, 80 | "execution_count": 0, 81 | "outputs": [] 82 | }, 83 | { 84 | "cell_type": "code", 85 | "source": [ 86 | "#!eval-notebook \"ScenarioParametersImportTest\"" 87 | ], 88 | "metadata": {}, 89 | "execution_count": 0, 90 | "outputs": [] 91 | }, 92 | { 93 | "cell_type": "code", 94 | "source": [ 95 | "#!eval-notebook \"ScenarioYieldCurveImportTest\"" 96 | ], 97 | "metadata": {}, 98 | "execution_count": 0, 99 | "outputs": [] 100 | }, 101 | { 102 | "cell_type": "markdown", 103 | "source": [ 104 | "---" 105 | ], 106 | "metadata": {}, 107 | "execution_count": 0, 108 | "outputs": [] 109 | }, 110 | { 111 | "cell_type": "code", 112 | "source": [ 113 | "#!eval-notebook \"MapTemplateAndImportTest\"" 114 | ], 115 | "metadata": {}, 116 | "execution_count": 0, 117 | "outputs": [] 118 | }, 119 | { 120 | "cell_type": "markdown", 121 | "source": [ 122 | "---" 123 | ], 124 | "metadata": {}, 125 | "execution_count": 0, 126 | "outputs": [] 127 | }, 128 | { 129 | "cell_type": "code", 130 | "source": [ 131 | "#!eval-notebook \"ReportVariablesTest\"" 132 | ], 133 | "metadata": {}, 134 | "execution_count": 0, 135 | "outputs": [] 136 | }, 137 | { 138 | "cell_type": "code", 139 | "source": [ 140 | "#!eval-notebook \"PracticalCase-CSMSwitchTest\"" 141 | ], 142 | "metadata": {}, 143 | "execution_count": 0, 144 | "outputs": [] 145 | }, 146 | { 147 | "cell_type": "code", 148 | "source": [ 149 | "#!eval-notebook \"PracticalCase-CompareReinsuranceTest\"" 150 | ], 151 | "metadata": {}, 152 | "execution_count": 0, 153 | "outputs": [] 154 | }, 155 | { 156 | "cell_type": "code", 157 | "source": [ 158 | "#!eval-notebook \"EY-Ifrs17UseCases\"" 159 | ], 160 | "metadata": {}, 161 | "execution_count": 0, 162 | "outputs": [] 163 | }, 164 | { 165 | "cell_type": "code", 166 | "source": [ 167 | "" 168 | ], 169 | "metadata": {}, 170 | "execution_count": 0, 171 | "outputs": [] 172 | } 173 | ] 174 | } -------------------------------------------------------------------------------- /ifrs17-template/Database/MigrationAndScaffolding/Scaffold.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "metadata": { 3 | "authors": [], 4 | "id": "6wyTMSMvdEK_4OlFd8bqJA", 5 | "kernelspec": { 6 | "display_name": "Formula Framework", 7 | "language": "C#", 8 | "name": "C#" 9 | }, 10 | "language_info": { 11 | "file_extension": ".cs", 12 | "mimetype": "text/plain", 13 | "name": "C#" 14 | } 15 | }, 16 | "nbformat": 4, 17 | "nbformat_minor": 5, 18 | "cells": [ 19 | { 20 | "cell_type": "markdown", 21 | "source": [ 22 | "

Scaffolding

" 23 | ], 24 | "metadata": {}, 25 | "execution_count": 0, 26 | "outputs": [] 27 | }, 28 | { 29 | "cell_type": "code", 30 | "source": [ 31 | "#!import \"../../Constants/CalculationEngine\"", 32 | "\n#!eval calculationEngine" 33 | ], 34 | "metadata": {}, 35 | "execution_count": 0, 36 | "outputs": [] 37 | }, 38 | { 39 | "cell_type": "markdown", 40 | "source": [ 41 | "At the first stage we generate an array of classes that we are about to scaffold. Here we scuffold old the suitable classes that have keys (we want to have a unique identifier of each object in the DB) and are not interfaces or abstract classes, because in general we are not going to have instance of such abstract objects like interface or abstract class. You personal choice might be even narrower than that, in this case just mofify the code in the cell below. Note that the array of types that you are going to scaffold must have no repetitions. " 42 | ], 43 | "metadata": {}, 44 | "execution_count": 0, 45 | "outputs": [] 46 | }, 47 | { 48 | "cell_type": "code", 49 | "source": [ 50 | "var allTypes = AppDomain.CurrentDomain.GetAssemblies().SelectMany(a => a.GetTypes())", 51 | "\n .Where(t => (t.IsAssignableTo(typeof(IKeyed)) || t.IsAssignableTo(typeof(KeyedDimension)))", 52 | "\n && !t.IsInterface", 53 | "\n && !t.IsAbstract", 54 | "\n ).ToArray();" 55 | ], 56 | "metadata": {}, 57 | "execution_count": 0, 58 | "outputs": [] 59 | }, 60 | { 61 | "cell_type": "markdown", 62 | "source": [ 63 | "Start from the scaffolding of the initial types. Please make sure that you run this code *only at the first you create the DB*. For any subsequent changes, please comment this cell out and never use it again. " 64 | ], 65 | "metadata": {}, 66 | "execution_count": 0, 67 | "outputs": [] 68 | }, 69 | { 70 | "cell_type": "code", 71 | "source": [ 72 | "var migration = SchemaMigrations", 73 | "\n .ConfigureScaffolder(allTypes)", 74 | "\n .ForMsSql()", 75 | "\n .Scaffold(\"InitialTypes\");" 76 | ], 77 | "metadata": {}, 78 | "execution_count": 0, 79 | "outputs": [] 80 | }, 81 | { 82 | "cell_type": "markdown", 83 | "source": [ 84 | "In order to perform any subsequent change in the DB, there is no need to erase the DB and create a new from the scratch. It is sufficient to erase the cell above and uncomment the following cell. Please do not forget to insert a proper array of classes that you'd like to scaffold in the third row, as well as to give your own unique name to this migration in the 5th line. This is exactly the name that are going to use in the migration flow. " 85 | ], 86 | "metadata": {}, 87 | "execution_count": 0, 88 | "outputs": [] 89 | }, 90 | { 91 | "cell_type": "code", 92 | "source": [ 93 | "//#!import \"Snapshot\"", 94 | "\n//var migration = SchemaMigrations", 95 | "\n// .ConfigureScaffolder({your array of types here}, new DbModelSnapshot())", 96 | "\n// .ForMsSql()", 97 | "\n// .Scaffold({Your unique name here}); " 98 | ], 99 | "metadata": {}, 100 | "execution_count": 0, 101 | "outputs": [] 102 | }, 103 | { 104 | "cell_type": "code", 105 | "source": [ 106 | "migration.MigrationCode" 107 | ], 108 | "metadata": {}, 109 | "execution_count": 0, 110 | "outputs": [] 111 | }, 112 | { 113 | "cell_type": "code", 114 | "source": [ 115 | "migration.SnapshotCode" 116 | ], 117 | "metadata": {}, 118 | "execution_count": 0, 119 | "outputs": [] 120 | }, 121 | { 122 | "cell_type": "code", 123 | "source": [ 124 | "" 125 | ], 126 | "metadata": {}, 127 | "execution_count": 0, 128 | "outputs": [] 129 | } 130 | ] 131 | } -------------------------------------------------------------------------------- /ifrs17-template/Test/Data/IfrsVariableBenchmarks/BM_CH_2020_12__RA.csv: -------------------------------------------------------------------------------- 1 | @@Main 2 | Month,ReportingNode,Scenario,Year 3 | 12,CH,,2020 4 | @@RA 5 | AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Values0 6 | ,,EOP,DT1.1,C,RA,C,29.96755 7 | ,,BOP,DT1.1,C,RA,N,59.87529 8 | ,,CF,DT1.1,C,RA,N,-30 9 | ,,IA,DT1.1,C,RA,N,0.09226 10 | ,,EOP,DT1.1,L,RA,C,29.96755 11 | ,,BOP,DT1.1,L,RA,N,59.87529 12 | ,,CF,DT1.1,L,RA,N,-30 13 | ,,IA,DT1.1,L,RA,N,0.09226 14 | ,,EOP,DT1.1,N,RA,C,30 15 | ,,BOP,DT1.1,N,RA,N,60 16 | ,,CF,DT1.1,N,RA,N,-30 17 | 2020,,EOP,DT1.2,C,RA,C,29.96755 18 | 2020,,BOP,DT1.2,C,RA,N,59.87529 19 | 2020,,CF,DT1.2,C,RA,N,-30 20 | 2020,,IA,DT1.2,C,RA,N,0.09226 21 | 2020,,EOP,DT1.2,L,RA,C,29.96755 22 | 2020,,BOP,DT1.2,L,RA,N,59.87529 23 | 2020,,CF,DT1.2,L,RA,N,-30 24 | 2020,,IA,DT1.2,L,RA,N,0.09226 25 | 2020,,EOP,DT1.2,N,RA,C,30 26 | 2020,,BOP,DT1.2,N,RA,N,60 27 | 2020,,CF,DT1.2,N,RA,N,-30 28 | ,,EOP,DT1.3,C,RA,C,29.96755 29 | ,,BOP,DT1.3,C,RA,N,59.87529 30 | ,,CF,DT1.3,C,RA,N,-30 31 | ,,IA,DT1.3,C,RA,N,0.09226 32 | ,,EOP,DT1.3,L,RA,C,29.96755 33 | ,,BOP,DT1.3,L,RA,N,59.87529 34 | ,,CF,DT1.3,L,RA,N,-30 35 | ,,IA,DT1.3,L,RA,N,0.09226 36 | ,,EOP,DT1.3,N,RA,C,30 37 | ,,BOP,DT1.3,N,RA,N,60 38 | ,,CF,DT1.3,N,RA,N,-30 39 | ,,EOP,DT1.4,C,RA,C,29.96755 40 | ,,BOP,DT1.4,C,RA,N,59.87529 41 | ,,CF,DT1.4,C,RA,N,-30 42 | ,,IA,DT1.4,C,RA,N,0.09226 43 | ,,EOP,DT1.4,L,RA,C,29.96755 44 | ,,BOP,DT1.4,L,RA,N,59.87529 45 | ,,CF,DT1.4,L,RA,N,-30 46 | ,,IA,DT1.4,L,RA,N,0.09226 47 | ,,EOP,DT1.4,N,RA,C,30 48 | ,,BOP,DT1.4,N,RA,N,60 49 | ,,CF,DT1.4,N,RA,N,-30 50 | ,,EOP,DT1.5,C,RA,C,29.96755 51 | ,,BOP,DT1.5,C,RA,N,59.87529 52 | ,,CF,DT1.5,C,RA,N,-30 53 | ,,IA,DT1.5,C,RA,N,0.09226 54 | ,,EOP,DT1.5,L,RA,C,29.96755 55 | ,,BOP,DT1.5,L,RA,N,59.87529 56 | ,,CF,DT1.5,L,RA,N,-30 57 | ,,IA,DT1.5,L,RA,N,0.09226 58 | ,,EOP,DT1.5,N,RA,C,30 59 | ,,BOP,DT1.5,N,RA,N,60 60 | ,,CF,DT1.5,N,RA,N,-30 61 | ,,EOP,DT2.1,C,RA,C,29.96755 62 | ,,BOP,DT2.1,C,RA,N,59.87529 63 | ,,CF,DT2.1,C,RA,N,-30 64 | ,,IA,DT2.1,C,RA,N,0.09226 65 | ,,EOP,DT2.1,L,RA,C,29.96755 66 | ,,BOP,DT2.1,L,RA,N,59.87529 67 | ,,CF,DT2.1,L,RA,N,-30 68 | ,,IA,DT2.1,L,RA,N,0.09226 69 | ,,EOP,DT2.1,N,RA,C,30 70 | ,,BOP,DT2.1,N,RA,N,60 71 | ,,CF,DT2.1,N,RA,N,-30 72 | 2020,,EOP,DT2.2,C,RA,C,29.96755 73 | 2020,,BOP,DT2.2,C,RA,N,59.87529 74 | 2020,,CF,DT2.2,C,RA,N,-30 75 | 2020,,IA,DT2.2,C,RA,N,0.09226 76 | 2020,,EOP,DT2.2,L,RA,C,29.96755 77 | 2020,,BOP,DT2.2,L,RA,N,59.87529 78 | 2020,,CF,DT2.2,L,RA,N,-30 79 | 2020,,IA,DT2.2,L,RA,N,0.09226 80 | 2020,,EOP,DT2.2,N,RA,C,30 81 | 2020,,BOP,DT2.2,N,RA,N,60 82 | 2020,,CF,DT2.2,N,RA,N,-30 83 | ,,EOP,DT3.1,C,RA,C,29.96755 84 | ,,BOP,DT3.1,C,RA,N,59.87529 85 | ,,CF,DT3.1,C,RA,N,-30 86 | ,,IA,DT3.1,C,RA,N,0.09226 87 | ,,EOP,DT3.1,L,RA,C,29.96755 88 | ,,BOP,DT3.1,L,RA,N,59.87529 89 | ,,CF,DT3.1,L,RA,N,-30 90 | ,,IA,DT3.1,L,RA,N,0.09226 91 | ,,EOP,DT3.1,N,RA,C,30 92 | ,,BOP,DT3.1,N,RA,N,60 93 | ,,CF,DT3.1,N,RA,N,-30 94 | ,,EOP,DT4.1,C,RA,C,29.96755 95 | ,,BOP,DT4.1,C,RA,N,59.87529 96 | ,,CF,DT4.1,C,RA,N,-30 97 | ,,IA,DT4.1,C,RA,N,0.09226 98 | ,,EOP,DT4.1,L,RA,C,29.96755 99 | ,,BOP,DT4.1,L,RA,N,59.87529 100 | ,,CF,DT4.1,L,RA,N,-30 101 | ,,IA,DT4.1,L,RA,N,0.09226 102 | ,,EOP,DT4.1,N,RA,C,30 103 | ,,BOP,DT4.1,N,RA,N,60 104 | ,,CF,DT4.1,N,RA,N,-30 105 | ,,EOP,DT5.1,C,RA,C,29.96755 106 | ,,BOP,DT5.1,C,RA,N,59.87529 107 | ,,CF,DT5.1,C,RA,N,-30 108 | ,,IA,DT5.1,C,RA,N,0.09226 109 | ,,EOP,DT5.1,L,RA,C,29.96755 110 | ,,BOP,DT5.1,L,RA,N,59.87529 111 | ,,CF,DT5.1,L,RA,N,-30 112 | ,,IA,DT5.1,L,RA,N,0.09226 113 | ,,EOP,DTR1.1,C,RA,C,-14.98378 114 | ,,BOP,DTR1.1,C,RA,N,-29.93765 115 | ,,CF,DTR1.1,C,RA,N,15 116 | ,,IA,DTR1.1,C,RA,N,-0.04613 117 | ,,EOP,DTR1.1,L,RA,C,-14.98378 118 | ,,BOP,DTR1.1,L,RA,N,-29.93765 119 | ,,CF,DTR1.1,L,RA,N,15 120 | ,,IA,DTR1.1,L,RA,N,-0.04613 121 | ,,EOP,DTR1.1,N,RA,C,-15 122 | ,,BOP,DTR1.1,N,RA,N,-30 123 | ,,CF,DTR1.1,N,RA,N,15 124 | 2020,,EOP,DTR1.2,C,RA,C,-14.98378 125 | 2020,,BOP,DTR1.2,C,RA,N,-29.93765 126 | 2020,,CF,DTR1.2,C,RA,N,15 127 | 2020,,IA,DTR1.2,C,RA,N,-0.04613 128 | 2020,,EOP,DTR1.2,L,RA,C,-14.98378 129 | 2020,,BOP,DTR1.2,L,RA,N,-29.93765 130 | 2020,,CF,DTR1.2,L,RA,N,15 131 | 2020,,IA,DTR1.2,L,RA,N,-0.04613 132 | 2020,,EOP,DTR1.2,N,RA,C,-15 133 | 2020,,BOP,DTR1.2,N,RA,N,-30 134 | 2020,,CF,DTR1.2,N,RA,N,15 135 | ,,EOP,DTR1.3,C,RA,C,-14.98378 136 | ,,BOP,DTR1.3,C,RA,N,-29.93765 137 | ,,CF,DTR1.3,C,RA,N,15 138 | ,,IA,DTR1.3,C,RA,N,-0.04613 139 | ,,EOP,DTR1.3,L,RA,C,-14.98378 140 | ,,BOP,DTR1.3,L,RA,N,-29.93765 141 | ,,CF,DTR1.3,L,RA,N,15 142 | ,,IA,DTR1.3,L,RA,N,-0.04613 143 | ,,EOP,DTR1.3,N,RA,C,-15 144 | ,,BOP,DTR1.3,N,RA,N,-30 145 | ,,CF,DTR1.3,N,RA,N,15 146 | ,,EOP,DTR1.4,C,RA,C,-14.98378 147 | ,,BOP,DTR1.4,C,RA,N,-29.93765 148 | ,,CF,DTR1.4,C,RA,N,15 149 | ,,IA,DTR1.4,C,RA,N,-0.04613 150 | ,,EOP,DTR1.4,L,RA,C,-14.98378 151 | ,,BOP,DTR1.4,L,RA,N,-29.93765 152 | ,,CF,DTR1.4,L,RA,N,15 153 | ,,IA,DTR1.4,L,RA,N,-0.04613 154 | ,,EOP,DTR1.4,N,RA,C,-15 155 | ,,BOP,DTR1.4,N,RA,N,-30 156 | ,,CF,DTR1.4,N,RA,N,15 157 | ,,EOP,DTR2.1,C,RA,C,-14.98378 158 | ,,BOP,DTR2.1,C,RA,N,-29.93765 159 | ,,CF,DTR2.1,C,RA,N,15 160 | ,,IA,DTR2.1,C,RA,N,-0.04613 161 | ,,EOP,DTR2.1,L,RA,C,-14.98378 162 | ,,BOP,DTR2.1,L,RA,N,-29.93765 163 | ,,CF,DTR2.1,L,RA,N,15 164 | ,,IA,DTR2.1,L,RA,N,-0.04613 165 | ,,EOP,DTR2.1,N,RA,C,-15 166 | ,,BOP,DTR2.1,N,RA,N,-30 167 | ,,CF,DTR2.1,N,RA,N,15 168 | 2020,,EOP,DTR2.2,C,RA,C,-14.98378 169 | 2020,,BOP,DTR2.2,C,RA,N,-29.93765 170 | 2020,,CF,DTR2.2,C,RA,N,15 171 | 2020,,IA,DTR2.2,C,RA,N,-0.04613 172 | 2020,,EOP,DTR2.2,L,RA,C,-14.98378 173 | 2020,,BOP,DTR2.2,L,RA,N,-29.93765 174 | 2020,,CF,DTR2.2,L,RA,N,15 175 | 2020,,IA,DTR2.2,L,RA,N,-0.04613 176 | 2020,,EOP,DTR2.2,N,RA,C,-15 177 | 2020,,BOP,DTR2.2,N,RA,N,-30 178 | 2020,,CF,DTR2.2,N,RA,N,15 -------------------------------------------------------------------------------- /ifrs17-template/README.md: -------------------------------------------------------------------------------- 1 | 5 | 6 | The **IFRS 17 Template** uses the functionality of the Systemorph [**IFRS 17 Calculation Engine**](https://portal.systemorph.cloud/project/ifrs17) to demonstrate how an IFRS 17 solution looks like. It is a fully working yet simple example of an implementation of the IFRS 17 standard. It uses mock data for illustration purposes, where we apply the default settings of the Systemorph IFRS 17 Calculation Engine to produce real IFRS 17 reports. 7 | 8 | Moreover, it is fully configurable. Thus, it serves as the perfect starting point for you to explore the features and begin applying them to solve your problems. You can adapt this template to your own needs by changing the input data and calculating your own IFRS 17 results immediately. See how to do this below. 9 | 10 | 11 | ## Get Started 12 | Follow the steps below to start your IFRS 17 journey with Systemorph: 13 | 14 |
15 | 16 |
17 | 18 | ### Clone 19 | 20 | Click on the **Clone** button to create your own copy of the present project. 21 | 22 |
23 |
24 | 25 | ### Reports 26 | 27 | Check out our [Reports](./Report/Reports) computed using our use-cases. 28 | 29 |
30 |
31 | 32 | ### Export 33 | 34 | Export [Map Template](./Export/MapTemplate) files to change a selection of input parameters. 35 | 36 |
37 |
38 | 39 | ### Import 40 | 41 | [Import](./Import/CloseImportTemplate) your own files (parameters and transactional data) and get them ready to be analyzed in Reports notebook. 42 | 43 |
44 | 45 |
46 | 47 | For a detailed overview of the **IFRS 17 Template** project refer to the [Overview IFRS 17 Template](./OverviewIFRS17Template) notebook. 48 | 49 | ## Supporting Materials 50 | Subscribe to our [YouTube channel](https://www.youtube.com/@systemorph) to be notified about our latest videos on how to customize your **IFRS 17 Template**. 51 | 52 |
53 | 54 | [](https://youtu.be/WQFn58gFhaM) 55 | 56 | Follow step by step our [Get Started](https://youtu.be/WQFn58gFhaM) video and explore our notebooks to learn how to interact with the project. 57 | 58 |
59 | 60 | For more information on our IFRS 17 initiative check out our [IFRS 17 page](https://systemorph.com/). 61 | 62 | ## Practical Use Cases 63 | 64 | Interact with our IFRS 17 practical use cases. Analyze your data and create new use cases. 65 | 66 |
67 | 68 |
69 | 70 | ### Actuals outside the period 71 | 72 | Compare use-cases of [actuals](./PracticalUseCases/ActualsOutsideThePeriod/ActualsUseCaseReports) paid outside the reporting period. 73 | 74 |
75 |
76 | 77 | ### Contractual service margin : single vs multiple switch 78 | 79 | Compare the effects of modelling the [CSM - LC switch](./PracticalUseCases/SingleVsMultipleCsmSwitch/CsmSwitchReports) with a single vs multiple switch logic. 80 | 81 |
82 |
83 | 84 | ### Scenario analysis for re-insured contracts 85 | 86 | Compare Net results under IFRS 17 obtained for different [loss ratio](./PracticalUseCases/CompareReinsuranceContracts/Reports). 87 | 88 |
89 | 90 |
91 | 92 | 93 |
94 | 95 | ## Got Questions? 96 | 97 | For support around the **IFRS 17 Template** project get in contact with our [Community Team]( https://systemorph.cloud/community) or contact us through [Linkedin](https://www.linkedin.com/company/systemorph) or add your questions directly on [Youtube](https://www.youtube.com/@systemorph) videos. 98 | 99 | ## Contributing 100 | 101 | All work on the **IFRS 17 Template** happens directly on [GitHub](https://github.com/Systemorph/IFRS17CalculationEngine). From here, you can get to know about future releases, track the current work and report issues. 102 | 103 |
104 | 105 |
106 | 107 | This project adheres to our [General Terms & Conditions](https://systemorph.cloud/general-terms-and-conditions/). 108 | 109 |
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