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Improve documentation #203

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6 changes: 3 additions & 3 deletions ifrs17-template/Export/MapTemplate.ipynb
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"source": [
"# Map Template: Data Node",
"\n",
"\n[DataNodes](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#data-node) defines the properties of [Portfolios](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#portfolios) and [Group of Contracts](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#group-of-contracts)."
"\n[DataNodes](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#data-node) defines the properties of [Portfolios](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#portfolios) and [Group of Contracts](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#group-of-contracts)."
],
"metadata": {},
"execution_count": 0,
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"source": [
"# Map Template: Data Node State",
"\n",
"\n[Data Node State](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#data-node-state) defines whether the instance is active (used in import/output) or inactive (present in the DataSource but not used in input/output operations)."
"\n[Data Node State](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#data-node-state) defines whether the instance is active (used in import/output) or inactive (present in the DataSource but not used in input/output operations)."
],
"metadata": {},
"execution_count": 0,
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"source": [
"# Map Template: Data Node Parameter",
"\n",
"\n[Data Node Parameters](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#data-node-parameters) are defined at the Group of Contract level and are used during the import calculation. "
"\n[Data Node Parameters](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#data-node-parameters) are defined at the Group of Contract level and are used during the import calculation. "
],
"metadata": {},
"execution_count": 0,
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8 changes: 4 additions & 4 deletions ifrs17-template/Import/CloseImportTemplate.ipynb
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"source": [
"All imports are triggered via the <code>Import</code> command. Several options can be fluently appended to customize the import action:",
"\n- <code>FromFile()</code> : accepts a string as input (eg. \"../Files/TransactionalData/Openings_CH_2020_12.csv\"). It corresponds the file to be imported complete with the path",
"\n- <code>WithFormat()</code> : accepts a string as input (eg. \"Cashflow\" or \"Actual\"). It is used to trigger the desired import logic for the current file. Full list of avalaible ImportFormat can be found [here](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/Constants/Consts#import-formats)",
"\n- <code>WithFormat()</code> : accepts a string as input (eg. \"Cashflow\" or \"Actual\"). It is used to trigger the desired import logic for the current file. Full list of avalaible ImportFormat can be found [here](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/Constants/Consts#import-formats)",
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"\n- <code>WithFileStorage()</code> : defined the drive from where the input files is retrieved. In this example we use the project file storage (new files have to be uploaded into the project), other options are SharePoint and OneDrive. ",
"\n- <code>WithTarget()</code> : target drive where the results are stored. In this example we use our in-memory set up",
"\n"
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"\nNew Data Nodes and Parameters are imported here.",
"\n<br> To easily generate these files, please refer to the **Map Template** files exported [here](../Export/MapTemplate). Edit them at your wish and import them back into the solution through the following cells. ",
"\n<br> For the **ImportFormat**, the following options are expected:",
"\n- ImportFormats.DataNode : [Portfolios](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#portfolios) and [Group of Contracts](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#group-of-contracts)",
"\n- ImportFormats.DataNodeState : the [state of a data node](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#data-node-state) can be either active or inactive.",
"\n- ImportFormats.DataNodeParameter : parameters are described [here](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#data-node-parameters). For **Group of Insurance Contracts** a default [Premium Allocation factor](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/Import/ImportScopeCalculation#experience-adjustment-on-premium) of 1 is applied if the parameter is not imported.",
"\n- ImportFormats.DataNode : [Portfolios](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#portfolios) and [Group of Contracts](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#group-of-contracts)",
"\n- ImportFormats.DataNodeState : the [state of a data node](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#data-node-state) can be either active or inactive.",
"\n- ImportFormats.DataNodeParameter : parameters are described [here](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#data-node-parameters). For **Group of Insurance Contracts** a default [Premium Allocation factor](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/Import/ImportScopeCalculation#experience-adjustment-on-premium) of 1 is applied if the parameter is not imported.",
"\n"
],
"metadata": {},
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32 changes: 16 additions & 16 deletions ifrs17-template/InputFormatDescription.ipynb
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"source": [
"A cash flow file is named **NominalCashflows** *\\_<reportingNode\\>* *\\_<year\\>* *\\_<month\\>* and is composed of two sections: **Main** and **Cashflow**.",
"\n",
"\nThe **Main** section contains information such as: Reporting Node, Year, Month and Scenario for which the data is being imported. This information is used to define the [partition](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#partitions) to which the data belongs.",
"\nThe **Main** section contains information such as: Reporting Node, Year, Month and Scenario for which the data is being imported. This information is used to define the [partition](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#partitions) to which the data belongs.",
"\n",
"\nThe **Cashflow** section contains the cash flow data. Several pieces of information are required to characterize a cash flow correctly:",
"\n- [DataNode](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#group-of-contracts) : lowest granularity of the Data Node, it is entered with its SystemName,",
"\n- [AmountType](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#amount-type) : entered with its SystemName,",
"\n- [EstimateType](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#estimate-type) : entered with its SystemName,",
"\n- [AocType](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#aoc-type) : entered with its SystemName,",
"\n- [Novelty](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#novelty) : entered with its SystemName,",
"\n- [DataNode](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#group-of-contracts) : lowest granularity of the Data Node, it is entered with its SystemName,",
"\n- [AmountType](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#amount-type) : entered with its SystemName,",
"\n- [EstimateType](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#estimate-type) : entered with its SystemName,",
"\n- [AocType](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#aoc-type) : entered with its SystemName,",
"\n- [Novelty](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#novelty) : entered with its SystemName,",
"\n- AccidentYear : relevant for Data Node with Liability Type: Liability for Incurred Claims.",
"\n",
"\nAll valid combinations of AocType and Novelty can be found in [AocConfiguration](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#aoc-configuration) with DataType Optional or Mandatory.",
"\nAll valid combinations of AocType and Novelty can be found in [AocConfiguration](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#aoc-configuration) with DataType Optional or Mandatory.",
"\n<br>The cash flow is entered in the columns named <code>ValuesN</code> where N goes from 0 to the lenght of cash flow. The Value0 corresponds to January of the Year entered in the **Main** section for every combination of AocType and Novelty. "
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],
"metadata": {},
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"source": [
"An Actuals file is named **Actuals** *\\_<reportingNode\\>* *\\_<year\\>* *\\_<month\\>* and is composed of two sections: **Main** and **Actual**.",
"\n",
"\nThe **Main** section contains information such as: Reporting Node, Year, Month for which the data is being imported. This information is used to define the [partition](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#partition) to which the data belong.",
"\nThe **Main** section contains information such as: Reporting Node, Year, Month for which the data is being imported. This information is used to define the [partition](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#partition) to which the data belong.",
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"\n",
"\nThe **Actual** section contains the actuals data. Several pieces of information are required to to characterize an Actuals amount correctly:",
"\n- [DataNode](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#group-of-contracts) : lowest granularity of the Data Node, it is entered with its SystemName,",
"\n- [AocType](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#aoc-type) : entered with its SystemName,",
"\n- [AmountType](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#amount-type) : entered with its SystemName,",
"\n- [EstimateType](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#estimate-type) : entered with its SystemName,",
"\n- [DataNode](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#group-of-contracts) : lowest granularity of the Data Node, it is entered with its SystemName,",
"\n- [AocType](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#aoc-type) : entered with its SystemName,",
"\n- [AmountType](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#amount-type) : entered with its SystemName,",
"\n- [EstimateType](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#estimate-type) : entered with its SystemName,",
"\n- AccidentYear : relevant for Data Node with Liability Type: Liability for Incurred Claims."
],
"metadata": {},
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"source": [
"An Openings file is named **Openings** *\\_<reportingNode\\>* *\\_<year\\>* *\\_<month\\>* and is composed of two sections: **Main** and **Opening**. In an AoC for one period, we only need one file with the year/month combination of the beginning of the period. Some GICs do not need any entries in Openings.",
"\n",
"\nThe **Main** section contains information such as: Reporting Node, Year, Month for which the data is being imported. This information is used to define the [partition](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#partition) to which the data belong.",
"\nThe **Main** section contains information such as: Reporting Node, Year, Month for which the data is being imported. This information is used to define the [partition](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#partition) to which the data belong.",
"\n",
"\nThe **Opening** section contains values at opening of an analysis. Several pieces of information are required to to characterize an Opening amount correctly:",
"\n- [DataNode](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#group-of-contracts) : lowest granularity of the Data Node, it is entered with its SystemName,",
"\n- [AmountType](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#amount-type) : entered with its SystemName,",
"\n- [EstimateType](https://portal.systemorph.cloud/project/ifrs17/env/v1.0.0/DataModel/DataStructure#estimate-type) : entered with its SystemName,",
"\n- [DataNode](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#group-of-contracts) : lowest granularity of the Data Node, it is entered with its SystemName,",
"\n- [AmountType](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#amount-type) : entered with its SystemName,",
"\n- [EstimateType](https://portal.systemorph.cloud/project/ifrs17/env/v1.1.0/DataModel/DataStructure#estimate-type) : entered with its SystemName,",
"\n- AccidentYear : relevant for Data Node with Liability Type: Liability for Incurred Claims."
],
"metadata": {},
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10 changes: 6 additions & 4 deletions ifrs17-template/OverviewIFRS17Template.ipynb
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"\n",
"\nIf the entered cash flows are nominal (the usual case), the the present value (PV) of each cash flow is computed using proper yield curves for discounting.",
"\n",
"\nA central element of IFRS 17 is the Analysis of Change (AoC). The present value of the business (future cash flows) changes from the beginning to the end of the accounting period due to different effects, each of them constituting a modeled AoC step.",
"\nA central element of IFRS 17 is the Analysis of Change (AoC). The present value of the business (future cash flows) changes from the beginning to the end of the accounting period due to different effects, each of them constituting a modeled AoC Step.",
"\n",
"\nIn IFRS 17, the value of future profitable business has a component called the Contractual Service Margin (CSM), defined at GIC level. The profit measured as CSM is recognized slowly over time rather than immediately in financial performance statements. On the other hand, a GIC can be onerous and produce a Loss Component (LC) instead, which needs to be recognized immediately.",
"\n",
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"\n## Data input: Groups of insurance and reinsurance contracts",
"\n",
"\nSee folder Files/TransactionalData.",
"\n- **Actuals** *\\_<reportingNode\\>* *\\_<year\\>* *\\_<month\\>*: List of all actual amounts for those GICs and GRICs that are used by the given reporting node/year/month combination, for different amount types, AoC types and other attributes; we need at least two such files for the two dates of the Analysis of Change",
"\n- **Actuals** *\\_<reportingNode\\>* *\\_<year\\>* *\\_<month\\>*: List of all actual amounts for those GICs and GRICs that are used by the given reporting node/year/month combination, for different amount types, AoC Types and other attributes; we need at least two such files for the two dates of the Analysis of Change",
"\n$$",
"\n$$",
"\n- **Openings** *\\_<reportingNode\\>* *\\_<year\\>* *\\_<month\\>*: List of the opening amounts for some GICs that are used by the given reporting node. The year/month combination corresponds to the beginning of the planned Analysis of Change period, so only one such file is required. The entries are by EstimateType and AmountType.",
"\n$$",
"\n$$",
"\n- **NominalCash flows** *\\_<reportingNode\\>* *\\_<year\\>* *\\_<month\\>*: List of all projected cash flows for those GICs and GRICs that are used by the given reporting node/year/month combination, for different amount types, AoC types, novelty types and other attributes, where the cash flow amounts are given in a regular sequence extending as far as needed; we need at least two such files for the two dates of the Analysis of Change",
"\n- **NominalCash flows** *\\_<reportingNode\\>* *\\_<year\\>* *\\_<month\\>*: List of all projected cash flows for those GICs and GRICs that are used by the given reporting node/year/month combination, for different amount types, AoC Types, novelty types and other attributes, where the cash flow amounts are given in a regular sequence extending as far as needed; we need at least two such files for the two dates of the Analysis of Change",
"\n",
"\nThe structure of the [Actuals](./InputFormatDescription#actual), [Openings](./InputFormatDescription#opening) and [Nominal Cash flows](./InputFormatDescription#cashflow) files is explained in a special [notebook](./InputFormatDescription).",
"\n",
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"<a id='reports'></a>",
"\n# Reports",
"\n",
"\nAll the reports are produced by running a notebook such as **[Reports](./Report/Reports#report-production)**."
"\nAll the reports of the calculated IFRS 17 figures are produced by running a notebook such as **[Reports](./Report/Reports#report-production)**.",
"\n",
"\nAll the reports of the paramaters used in the calculation of the IFRS 17 figures are produced by running a notebook such as **[ParameterReports](./Report/ParameterReports)**."
],
"metadata": {},
"execution_count": 0,
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