changes to FP (#378)

Systemorph · Aug 29, 2023 · d9d6a55 · d9d6a55
1 parent b31408a
commit d9d6a55
Showing 1 changed file with 40 additions and 4 deletions.
diff --git a/ifrs17/Report/ReportScopes.ipynb b/ifrs17/Report/ReportScopes.ipynb
@@ -1546,8 +1546,11 @@
                 "\n    private IDataCube<ReportVariable> FcfDeltas => GetScope<Fcf>(Identity).Fcf.Filter((\"VariableType\", \"!BOP\"),(\"VariableType\", \"!EOP\")) +",
                 "\n                                                   GetScope<Fcf>(Identity).Fcf.Filter((\"VariableType\", AocTypes.BOP),(\"Novelty\", \"!I\"));",
                 "\n    ",
-                "\n    private IDataCube<ReportVariable> CurrentFcfDeltas => GetScope<CurrentFcf>(Identity).CurrentFcf.Filter((\"VariableType\", \"!BOP\"),(\"VariableType\", \"!EOP\")) +",
-                "\n                                                          GetScope<CurrentFcf>(Identity).CurrentFcf.Filter((\"VariableType\", AocTypes.BOP),(\"Novelty\", \"!I\"));",
+                "\n    private IDataCube<ReportVariable> CurrentFcfDeltas => Identity.Id switch {",
+                "\n        { ValuationApproach: ValuationApproaches.PAA, LiabilityType: LiabilityTypes.LRC } => FcfDeltas,",
+                "\n        _ => GetScope<CurrentFcf>(Identity).CurrentFcf.Filter((\"VariableType\", \"!BOP\"),(\"VariableType\", \"!EOP\")) +",
+                "\n             GetScope<CurrentFcf>(Identity).CurrentFcf.Filter((\"VariableType\", AocTypes.BOP),(\"Novelty\", \"!I\"))",
+                "\n    };",
                 "\n  ",
                 "\n    // Financial Fp",
                 "\n    private string variableTypeFpFinancial => Identity.Id switch {",
@@ -1614,13 +1617,46 @@
                 "\n    // LoReCo",
                 "\n    private IDataCube<ReportVariable> Loreco => GetScope<Loreco>(Identity).Loreco.Filter((\"VariableType\", \"!BOP\"),(\"VariableType\", \"!EOP\")) +",
                 "\n                                                GetScope<Loreco>(Identity).Loreco.Filter((\"VariableType\", AocTypes.BOP),(\"Novelty\", \"!I\"));",
-                "\n    ",
+                "\n",
                 "\n    private IDataCube<ReportVariable> LorecoFx => -1 * Loreco.Filter((\"VariableType\", AocTypes.FX))",
                 "\n        .AggregateOver(nameof(Novelty))",
                 "\n        .SelectToDataCube(v => v with { VariableType = \"IFIE3\" });",
                 "\n",
+                "\n    // PAA Revenues",
+                "\n   private IDataCube<ReportVariable> PaaRevenue => GetScope<Revenues>(Identity).Revenues.Filter((\"VariableType\", \"!BOP\"),(\"VariableType\", \"!EOP\")) +",
+                "\n                                                   GetScope<Revenues>(Identity).Revenues.Filter((\"VariableType\", AocTypes.BOP),(\"Novelty\", \"!I\"));",
+                "\n",
+                "\n    private IDataCube<ReportVariable> PaaRevenueFx => -1 * PaaRevenue.Filter((\"VariableType\", AocTypes.FX))",
+                "\n        .AggregateOver(nameof(Novelty))",
+                "\n        .SelectToDataCube(v => v with { VariableType = \"IFIE3\" });",
+                "\n",
+                "\n    private IDataCube<ReportVariable> PaaRevenueFinancialChanges => 1 * (PaaRevenue.Filter((\"VariableType\", AocTypes.IA)) +",
+                "\n                                                                PaaRevenue.Filter((\"VariableType\", AocTypes.YCU)) +",
+                "\n                                                                PaaRevenue.Filter((\"VariableType\", AocTypes.CRU)) )",
+                "\n        .AggregateOver(nameof(Novelty), nameof(VariableType))",
+                "\n        .SelectToDataCube(v => v with { Novelty = Novelties.C, VariableType = variableTypeFpFinancial });",
+                "\n",
+                "\n    // PAA Deferrals",
+                "\n    private IDataCube<ReportVariable> PaaDeferrals => Identity.Id switch {",
+                "\n        { ValuationApproach: ValuationApproaches.PAA, LiabilityType: LiabilityTypes.LRC }",
+                "\n            => GetScope<Deferrals>(Identity).Deferrals.Filter((\"VariableType\", \"!BOP\"),(\"VariableType\", \"!EOP\")) +",
+                "\n               GetScope<Deferrals>(Identity).Deferrals.Filter((\"VariableType\", AocTypes.BOP),(\"Novelty\", \"!I\")),",
+                "\n        _ => Enumerable.Empty<ReportVariable>().ToArray().ToDataCube()",
+                "\n        };",
+                "\n",
+                "\n    private IDataCube<ReportVariable> PaaDeferralsFx => -1 * PaaDeferrals.Filter((\"VariableType\", AocTypes.FX))",
+                "\n        .AggregateOver(nameof(Novelty))",
+                "\n        .SelectToDataCube(v => v with { VariableType = \"IFIE3\" });",
+                "\n",
+                "\n    private IDataCube<ReportVariable> PaaDeferralsFinancialChanges => 1 * (PaaDeferrals.Filter((\"VariableType\", AocTypes.IA)) +",
+                "\n                                                                PaaDeferrals.Filter((\"VariableType\", AocTypes.YCU)) +",
+                "\n                                                                PaaDeferrals.Filter((\"VariableType\", AocTypes.CRU)) )",
+                "\n        .AggregateOver(nameof(Novelty), nameof(VariableType))",
+                "\n        .SelectToDataCube(v => v with { Novelty = Novelties.C, VariableType = variableTypeFpFinancial });",
+                "\n",
                 "\n    //Insurance Finance Income/Expense Oci",
-                "\n    IDataCube<ReportVariable> InsuranceFinanceIncomeExpenseOci => FpFcfFx + FpFcfFinancial + OciFcfFx + OciFcfFinancial + CsmFx + CsmFinancialChanges + LcFx + LcFinancialChanges + LorecoFx;",
+                "\n    IDataCube<ReportVariable> InsuranceFinanceIncomeExpenseOci => FpFcfFx + FpFcfFinancial + OciFcfFx + OciFcfFinancial + CsmFx + CsmFinancialChanges + LcFx + LcFinancialChanges + LorecoFx",
+                "\n     + PaaRevenueFinancialChanges + PaaRevenueFx + PaaDeferralsFinancialChanges + PaaDeferralsFx;",
                 "\n}"
             ],
             "metadata": {},