Support for other scenario parameters

Systemorph / IFRS17CalculationEngine

Systemorph IFRS 17 Calculation Engine

MIT License

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Support for other scenario parameters #108

Open amuolo opened 1 year ago

amuolo commented 1 year ago

Provide support for the following scenario parameters:

single data node parameter => done
inter data node parameter => done
credit default risk rate => postponed
partner rating => postponed

dcolleoni commented 1 year ago

Hi @amuolo, Should we break down this issue into its individual part? (as we did for YieldCurve) What is the expectation for credit default risk rate and the partner rating? should they have their custom importer?

I think splitting this issue could help providing more details for the work ahead. Thanks!

dcolleoni commented 1 year ago

The objective of this issue is now to discuss and define the work around scenarios for those parameters. The result of these discussions should be captured in separated issues which can then be planned in future releases.