From 358881e62a72be36344a30b8551276c1b9ca06c0 Mon Sep 17 00:00:00 2001
From: Reinhold Kainhofer <reinhold@kainhofer.com>
Date: Sun, 16 Aug 2020 10:47:17 +0200
Subject: [PATCH] More documentation work...
---
R/InsuranceParameters.R | 2 ++
R/ProfitParticipation.R | 7 +++++
R/ProfitParticipation_Functions.R | 14 ++++++++++
man/InsuranceContract.ParametersFallback.Rd | 3 +++
man/ProfitParticipationFunctions.Rd | 30 +++++++++++++++++++++
man/filterProfitRates.Rd | 16 +++++++++++
6 files changed, 72 insertions(+)
create mode 100644 man/filterProfitRates.Rd
diff --git a/R/InsuranceParameters.R b/R/InsuranceParameters.R
index 3fac537..95cf945 100644
--- a/R/InsuranceParameters.R
+++ b/R/InsuranceParameters.R
@@ -489,6 +489,8 @@ InsuranceContract.ParametersFill = function(params = InsuranceContract.Parameter
#' will be filled with the corresponding entry from \code{fallback}.
#' @param fallback Fallback values that will be used when the corresponding
#' entry in \code{params} is NULL.
+#' @param ppParameters Whether profit participation parameters should also be
+#' filled (default is TRUE)
#'
#' @export
InsuranceContract.ParametersFallback = function(params, fallback, ppParameters = TRUE) {
diff --git a/R/ProfitParticipation.R b/R/ProfitParticipation.R
index 3f162b3..c6c2d7c 100644
--- a/R/ProfitParticipation.R
+++ b/R/ProfitParticipation.R
@@ -6,6 +6,13 @@ NULL
# Shut up the package checker:
# if (getRversion() >= "2.15.1") utils::globalVariables(c("profitClass"))
+#' Filter the whole data.frame of profit rates for the given profit classes
+#'
+#' This is a rather trivial helper function, which just calls [dplyr::filter()].
+#'
+#' @param rates data.frame containing all profit rates for multiple profit classes
+#' @param classes the profit classes, for which rates should be extracted
+#'
#' @export
filterProfitRates = function(rates, classes) {
dplyr::filter(.data = rates, .data$profitClass %in% classes)
diff --git a/R/ProfitParticipation_Functions.R b/R/ProfitParticipation_Functions.R
index d36f61a..c53790f 100644
--- a/R/ProfitParticipation_Functions.R
+++ b/R/ProfitParticipation_Functions.R
@@ -16,6 +16,11 @@ NULL
#' scheme and the contract)
#' @param values Contract values calculated so far (guaranteed component of the
#' insurance contract, including cash flows, premiums, reserves etc.).
+#' @param ... Other values that might be used for the calculation (currently unused)
+#'
+#' @param base The profit calculation base, on which the rate is to be applied
+#' @param rate The profit participation rate
+#' @param waiting A possible waiting period
NULL
shiftBy = function(rate, n = 1) {
@@ -91,6 +96,8 @@ PP.base.sumInsured = function(rates, params, values, ...) {
#' @describeIn ProfitParticipationFunctions
#' Basis for Terminal Bonus Fund Assignment: total profit assignment of the year
+#'
+#' @param res the data.frame of reserves.
#' @export
PP.base.totalProfitAssignment = function(res, ...) {
res[,"totalProfitAssignment"]
@@ -180,6 +187,13 @@ PP.rate.interestProfit2 = function(rates, ...) {
# TODO
+#' @describeIn ProfitParticipationFunctions
+#'
+#' Calculate the terminal bonus reserve.
+#' @param profits The data.frame of profits assigned
+#' @param terminalBonus The terminal bonus calculated
+#' @param terminalBonusAccount The terminal bonus account (like a bank account,
+#' where terminal bonuses are accrued, potentiall discounted from the maturity)
getTerminalBonusReserve = function(profits, rates, terminalBonus, terminalBonusAccount, params, values, ...) {
n = length(terminalBonusAccount)
terminalBonusAccount * 1/(1.07) ^ ((n - 1):0)
diff --git a/man/InsuranceContract.ParametersFallback.Rd b/man/InsuranceContract.ParametersFallback.Rd
index 12f96b1..155ba46 100644
--- a/man/InsuranceContract.ParametersFallback.Rd
+++ b/man/InsuranceContract.ParametersFallback.Rd
@@ -12,6 +12,9 @@ will be filled with the corresponding entry from \code{fallback}.}
\item{fallback}{Fallback values that will be used when the corresponding
entry in \code{params} is NULL.}
+
+\item{ppParameters}{Whether profit participation parameters should also be
+filled (default is TRUE)}
}
\description{
Provide default values for the insurance contract parameters if any of the
diff --git a/man/ProfitParticipationFunctions.Rd b/man/ProfitParticipationFunctions.Rd
index efbf420..7b53f37 100644
--- a/man/ProfitParticipationFunctions.Rd
+++ b/man/ProfitParticipationFunctions.Rd
@@ -22,6 +22,7 @@
\alias{PP.rate.totalInterest}
\alias{PP.rate.totalInterest2}
\alias{PP.rate.interestProfit2}
+\alias{getTerminalBonusReserve}
\alias{PP.calculate.RateOnBase}
\alias{PP.calculate.RateOnBaseMin0}
\alias{PP.calculate.RatePlusGuaranteeOnBase}
@@ -80,6 +81,16 @@ PP.rate.totalInterest2(rates, ...)
PP.rate.interestProfit2(rates, ...)
+getTerminalBonusReserve(
+ profits,
+ rates,
+ terminalBonus,
+ terminalBonusAccount,
+ params,
+ values,
+ ...
+)
+
PP.calculate.RateOnBase(base, rate, waiting, rates, params, values, ...)
PP.calculate.RateOnBaseMin0(base, rate, waiting, rates, params, values, ...)
@@ -137,6 +148,23 @@ scheme and the contract)}
\item{values}{Contract values calculated so far (guaranteed component of the
insurance contract, including cash flows, premiums, reserves etc.).}
+
+\item{...}{Other values that might be used for the calculation (currently unused)}
+
+\item{res}{the data.frame of reserves.}
+
+\item{profits}{The data.frame of profits assigned}
+
+\item{terminalBonus}{The terminal bonus calculated}
+
+\item{terminalBonusAccount}{The terminal bonus account (like a bank account,
+where terminal bonuses are accrued, potentiall discounted from the maturity)}
+
+\item{base}{The profit calculation base, on which the rate is to be applied}
+
+\item{rate}{The profit participation rate}
+
+\item{waiting}{A possible waiting period}
}
\description{
Various helper functions for the \code{ProfitParticipation} class that
@@ -185,6 +213,8 @@ the rates and how the assigned profit is calculated.
\item \code{PP.rate.interestProfit2}: Rate for interest on past profits: second interest profit rate (not including guaranteed interest), keyed by year
+\item \code{getTerminalBonusReserve}: Calculate the terminal bonus reserve.
+
\item \code{PP.calculate.RateOnBase}: Calculate profit by a simple rate applied on the basis (with an optional waiting vector of values 0 or 1)
\item \code{PP.calculate.RateOnBaseMin0}: Calculate profit by a simple rate applied on the basis (with an optional waiting vector of values 0 or 1), bound below by 0
diff --git a/man/filterProfitRates.Rd b/man/filterProfitRates.Rd
new file mode 100644
index 0000000..b6a8b26
--- /dev/null
+++ b/man/filterProfitRates.Rd
@@ -0,0 +1,16 @@
+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/ProfitParticipation.R
+\name{filterProfitRates}
+\alias{filterProfitRates}
+\title{Filter the whole data.frame of profit rates for the given profit classes}
+\usage{
+filterProfitRates(rates, classes)
+}
+\arguments{
+\item{rates}{data.frame containing all profit rates for multiple profit classes}
+
+\item{classes}{the profit classes, for which rates should be extracted}
+}
+\description{
+This is a rather trivial helper function, which just calls \code{\link[dplyr:filter]{dplyr::filter()}}.
+}
--
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