Systemorph / IFRS17CalculationEngine

Systemorph IFRS 17 Calculation Engine
MIT License
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CDR #313

Open dcolleoni opened 1 year ago

dcolleoni commented 1 year ago

Part1 -query cdr locked in parameter (we don't expect to write a new query in Queries NB we can use LoadCurrentParameterAsync() from the storage. TODO check the result through a test or through ifrs17-template/Import/InteractWithImportScopes/EvaluateImportScopes - you need to set up some data)

-a new (temporary IfrsVariable not store in DB - to check!) CdrAtInception amountType (child of CDR in the hierarchy) to be computed using the Locked-in cdr parameter. (obviously no CRU AoC Step is computed - to check in EvaluateImportScopes! as a consequence CSM,LC,LoReCo don't have a CRU AoC Step)

-getter in the storage to provide the locked-in or the current paramter according to a new input (amountType)

-Technical Margin to exclude CDR but include instead the CdrAtInception this we can achieve by changing the identity of ValidAmountType to IScope<(string DataNode, string EstimateType), ImportStorage> and TechincalMargin will call this with TM, PV with BE, ACTUAl with A,AA,OA.) in the ValidAmountType change line 10

Cdr_Notes.txt

For later Part2 (separate PR) Update PnL - the update of CDR and CRU to flow directly in PnL (possibly already in place -to verify-)