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Commit 6a878a66 authored by Reinhold Kainhofer's avatar Reinhold Kainhofer
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Add debug options: setOption('LIC.debug.xxxx' = TRUE)

parent 32aa1f67
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R/InsuranceContract.R
View file @ 6a878a66
......@@ -266,6 +266,9 @@ InsuranceContract = R6Class(
#' [InsuranceContract.ParameterDefaults] data structure.
#'
initialize = function(tarif, parent = NULL, calculate = "all", profitid = "default", ...) {
if (getOption('LIC.debug.init', FALSE)) {
browser();
}
private$initParams = c(list(tarif = tarif, parent = parent, calculate = calculate, profitid = profitid), list(...))
self$tarif = tarif;
self$parent = parent;
......@@ -374,6 +377,9 @@ InsuranceContract = R6Class(
#' @examples
#' # TODO
addBlock = function(id = NULL, block = NULL, t = block$Values$int$blockStart, comment = comment, ...) {
if (getOption('LIC.debug.addBlock', FALSE)) {
browser();
}
if (missing(block) || is.null(block) || !is(block, "InsuranceContract")) {
# Create a block with the same tariff and parameters as the main contract, but allow overriding params with the ... arguments
block = InsuranceContract$new(id = id, ...)
......@@ -446,6 +452,9 @@ InsuranceContract = R6Class(
#' @examples
#' # TODO
addDynamics = function(t, NewSumInsured, SumInsuredDelta, id, ...) {
if (getOption('LIC.debug.addDynamics', FALSE)) {
browser();
}
# TODO: Override only the required parameters
params = private$initParams
......@@ -530,6 +539,9 @@ InsuranceContract = R6Class(
#' @param history_type The type (free-form string) to record in the history snapshot
#'
calculateContract = function(calculate = "all", valuesFrom = 0, premiumCalculationTime = 0, preservePastPV = TRUE, additionalCapital = 0, recalculatePremiums = TRUE, recalculatePremiumSum = TRUE, history_comment = NULL, history_type = "Contract") {
if (getOption('LIC.debug.calculateContract', FALSE)) {
browser();
}
if (!is.null(self$blocks)) {
for (b in self$blocks) {
.args = as.list(match.call()[-1])
......@@ -657,6 +669,9 @@ InsuranceContract = R6Class(
#' @param valuesFrom The time from when to aggragate values. Values before
#' that time will be left unchanged.
consolidateBlocks = function(valuesFrom = 0) {
if (getOption('LIC.debug.consolidateBlocks', FALSE)) {
browser();
}
# First, Re-calculate all children that have children on their own
for (b in self$blocks) {
if (length(b$blocks) > 0) {
......@@ -764,6 +779,9 @@ InsuranceContract = R6Class(
#' @examples
#' # TODO
premiumWaiver = function(t) {
if (getOption('LIC.debug.premiumWaiver', FALSE)) {
browser();
}
newSumInsured = self$Values$reserves[[toString(t), "PremiumFreeSumInsured"]];
self$Parameters$ContractState$premiumWaiver = TRUE;
self$Parameters$ContractState$surrenderPenalty = FALSE; # Surrender penalty has already been applied, don't apply a second time
......@@ -799,6 +817,9 @@ InsuranceContract = R6Class(
#' @examples
#' # TODO
profitScenario = function(...) {
if (getOption('LIC.debug.profitScenario', FALSE)) {
browser();
}
private$calculateProfitParticipation(...)
},
......@@ -823,6 +844,9 @@ InsuranceContract = R6Class(
#' @examples
#' # TODO
addProfitScenario = function(id, ...) {
if (getOption('LIC.debug.addProfitScenario', FALSE)) {
browser();
}
.args = as.list(match.call()[-1])
self$Parameters$ProfitParticipation$scenarios[[id]] = list(...)
if (length(self$blocks) > 0) {
......
R/InsuranceTarif.R
View file @ 6a878a66
......@@ -214,6 +214,9 @@ InsuranceTarif = R6Class(
#' tarif.male = InsuranceTarif$new(name = "Annuity Males", type = "annuity",
#' i = 0.01, mortalityTable = AVOe2005R.male)
initialize = function(name = NULL, type = "wholelife", tarif = "Generic Tarif", desc = "Description of tarif", ...) {
if (getOption('LIC.debug.Tarif.init', FALSE)) {
browser();
}
if (!missing(name)) self$name = name;
if (!missing(type)) {
self$tariffType = TariffTypeEnum(type)
......@@ -257,6 +260,9 @@ InsuranceTarif = R6Class(
#' tarif.unisex = tarif.male$createModification(name = "Annuity unisex",
#' mortalityTable = AVOe2005R.unisex)
createModification = function(name = NULL, tarif = NULL, desc = NULL, tariffType = NULL, ...) {
if (getOption('LIC.debug.createModification', FALSE)) {
browser();
}
cloned = self$clone();
if (!missing(name)) cloned$name = name;
if (!missing(tarif)) cloned$tarif = tarif;
......@@ -287,6 +293,9 @@ InsuranceTarif = R6Class(
#'
#' @param ... currently unused
getInternalValues = function(params, ...) {
if (getOption('LIC.debug.getInternalValues', FALSE)) {
browser();
}
age = params$ContractData$technicalAge
maxAge = MortalityTables::getOmega(params$ActuarialBases$mortalityTable)
policyPeriod = params$ContractData$policyPeriod
......@@ -305,6 +314,9 @@ InsuranceTarif = R6Class(
#' by the InsuranceContract class. It returns the relevant ages during the
#' whole contract period
getAges = function(params) {
if (getOption('LIC.debug.getAges', FALSE)) {
browser();
}
ages = ages(params$ActuarialBases$mortalityTable, YOB = params$ContractData$YOB);
age = params$ContractData$technicalAge;
if (age > 0) {
......@@ -318,6 +330,9 @@ InsuranceTarif = R6Class(
#' values \code{values}
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
getTransitionProbabilities = function(params, values) {
if (getOption('LIC.debug.getTransitionProbabilities', FALSE)) {
browser();
}
age = params$ContractData$technicalAge;
ages = self$getAges(params);
q = MortalityTables::deathProbabilities(params$ActuarialBases$mortalityTable, YOB = params$ContractData$YOB, ageDifferences = params$ContractData$ageDifferences);
......@@ -353,6 +368,9 @@ InsuranceTarif = R6Class(
#'
#' @param params The parameters of the contract / tariff
getCostValues = function(params) {
if (getOption('LIC.debug.getCostValues', FALSE)) {
browser();
}
costs = valueOrFunction(params$Costs, params = params, values = NULL)
baseCost = valueOrFunction(params$minCosts, params = params, values = NULL, costs = costs)
if (!is.null(baseCost)) {
......@@ -376,6 +394,9 @@ InsuranceTarif = R6Class(
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
#' @param len The desired length of the returned data frame (the number of contract periods desire)
getPremiumCF = function(len, params, values) {
if (getOption('LIC.debug.getPremiumCF', FALSE)) {
browser();
}
premPeriod = min(params$ContractData$premiumPeriod, params$ContractData$policyPeriod, len);
if (is.null(params$ContractData$premiumIncrease)) {
pad0(rep(1, premPeriod - 1), len)
......@@ -400,6 +421,9 @@ InsuranceTarif = R6Class(
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
#' @param len The desired length of the returned data frame (the number of contract periods desire)
getAnnuityCF = function(len, params, values) {
if (getOption('LIC.debug.getAnnuityCF', FALSE)) {
browser();
}
annuityPeriod = min(params$ContractData$policyPeriod - params$ContractData$deferralPeriod, len);
if (is.null(params$ContractData$annuityIncrease)) {
pad0(rep(1, annuityPeriod), len);
......@@ -424,6 +448,9 @@ InsuranceTarif = R6Class(
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
#' @param len The desired length of the returned data frame (the number of contract periods desire)
getDeathCF = function(len, params, values) {
if (getOption('LIC.debug.getDeathCF', FALSE)) {
browser();
}
period = params$ContractData$policyPeriod - params$ContractData$deferralPeriod;
if (is.null(params$ContractData$deathBenefit)) {
pad0(rep(1, period), len)
......@@ -445,6 +472,9 @@ InsuranceTarif = R6Class(
#' of insurance given in the InsuranceTarif's `tariffType` field
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
getBasicCashFlows = function(params, values) {
if (getOption('LIC.debug.getBasicCashFlows', FALSE)) {
browser();
}
deferralPeriod = params$ContractData$deferralPeriod;
guaranteedPeriod = params$ContractData$guaranteedPeriod;
......@@ -510,6 +540,9 @@ InsuranceTarif = R6Class(
#' @description Returns the cash flows for the contract given the parameters
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
getCashFlows = function(params, values) {
if (getOption('LIC.debug.getCashFlows', FALSE)) {
browser();
}
age = params$ContractData$technicalAge;
if (is.null(values$cashFlowsBasic)) {
......@@ -575,6 +608,9 @@ InsuranceTarif = R6Class(
#' and tariff parameters
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
getCashFlowsCosts = function(params, values) {
if (getOption('LIC.debug.getCashFlowsCosts', FALSE)) {
browser();
}
dm = dim(params$Costs);
dmnames = dimnames(params$Costs);
......@@ -618,6 +654,9 @@ InsuranceTarif = R6Class(
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
#' @param cashFlows data.frame of cash flows calculated by a call to \href{#method-getCashFlows}{\code{InsuranceTarif$getCashFlows()}}
presentValueCashFlows = function(cashFlows, params, values) {
if (getOption('LIC.debug.presentValueCashFlows', FALSE)) {
browser();
}
qq = self$getTransitionProbabilities(params);
qx = pad0(qq$q, values$int$l);
......@@ -680,6 +719,9 @@ InsuranceTarif = R6Class(
#' and stored in the \code{values} list
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
presentValueCashFlowsCosts = function(params, values) {
if (getOption('LIC.debug.presentValueCashFlowsCosts', FALSE)) {
browser();
}
len = values$int$l;
q = self$getTransitionProbabilities(params);
qx = pad0(q$q, len);
......@@ -697,6 +739,9 @@ InsuranceTarif = R6Class(
#'
#' This method is NOT to be called directly, but implicitly by the [InsuranceContract] object.
getAbsCashFlows = function(params, values) {
if (getOption('LIC.debug.getAbsCashFlows', FALSE)) {
browser();
}
# TODO: Set up a nice list with coefficients for each type of cashflow,
# rather than multiplying each item manually (this also mitigates the risk
......@@ -743,6 +788,9 @@ InsuranceTarif = R6Class(
#'
#' This method is NOT to be called directly, but implicitly by the [InsuranceContract] object.
getAbsPresentValues = function(params, values) {
if (getOption('LIC.debug.getAbsPresentValues', FALSE)) {
browser();
}
pv = values$presentValues;
#pv[,"age"] = pv[,"premiums"];
......@@ -774,6 +822,9 @@ InsuranceTarif = R6Class(
#'
#' This method is NOT to be called directly, but implicitly by the [InsuranceContract] object.
presentValueBenefits = function(params, values) {
if (getOption('LIC.debug.presentValueBenefits', FALSE)) {
browser();
}
# TODO: Here we don't use the securityLoading parameter => Shall it be used or are these values to be understood without additional security loading?
benefits = values$presentValues[,"survival"] +
values$presentValues[,"guaranteed"] +
......@@ -814,6 +865,9 @@ InsuranceTarif = R6Class(
#' (e.g. for net and Zillmer, the gross premium has already been
#' calculated to allow modelling the premium refund)
getPremiumCoefficients = function(type = "gross", coeffBenefits, coeffCosts, premiums, params, values, premiumCalculationTime = values$int$premiumCalculationTime) {
if (getOption('LIC.debug.getPremiumCoefficients', FALSE)) {
browser();
}
# Merge a possibly passed loadings override with the defaults of this class:
securityLoading = valueOrFunction(params$Loadings$security, params = params, values = values);
t = as.character(premiumCalculationTime)
......@@ -889,6 +943,9 @@ InsuranceTarif = R6Class(
#'
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
premiumCalculation = function(params, values, premiumCalculationTime = values$int$premiumCalculationTime) {
if (getOption('LIC.debug.premiumCalculation', FALSE)) {
browser();
}
loadings = params$Loadings;
sumInsured = params$ContractData$sumInsured
values$premiums = c(
......@@ -984,6 +1041,9 @@ InsuranceTarif = R6Class(
#'
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
reserveCalculation = function(params, values) {
if (getOption('LIC.debug.reserveCalculation', FALSE)) {
browser();
}
t = "0"
securityFactor = (1 + valueOrFunction(params$Loadings$security, params = params, values = values));
ppScheme = params$ProfitParticipation$profitParticipationScheme;
......@@ -1094,6 +1154,9 @@ InsuranceTarif = R6Class(
#' @param years how many years to calculate (for some usances, the factor
#' is different in leap years!)
getBalanceSheetReserveFactor = function(method, params, years = 1) {
if (getOption('LIC.debug.getBalanceSheetReserveFactor', FALSE)) {
browser();
}
balanceDate = params$ActuarialBases$balanceSheetDate
year(balanceDate) = year(params$ContractData$contractClosing);
if (balanceDate < params$ContractData$contractClosing) {
......@@ -1124,6 +1187,9 @@ InsuranceTarif = R6Class(
#' the yearly reference date of the contract
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
reserveCalculationBalanceSheet = function(params, values) {
if (getOption('LIC.debug.reserveCalculationBalanceSheet', FALSE)) {
browser();
}
reserves = values$reserves;
years = length(reserves[,"Zillmer"]);
# Balance sheet reserves:
......@@ -1181,7 +1247,10 @@ InsuranceTarif = R6Class(
#' @param ... Additional parameters for the profit participation calculation, passed
#' through to the profit participation scheme's \href{../../LifeInsuranceContracts/html/ProfitParticipation.html#method-getProfitParticipation}{\code{ProfitParticipation$getProfitParticipation()}}
calculateProfitParticipation = function(params, ...) {
ppScheme = params$ProfitParticipation$profitParticipationScheme;
if (getOption('LIC.debug.calculateProfitParticipation', FALSE)) {
browser();
}
ppScheme = params$ProfitParticipation$profitParticipationScheme;
if (!is.null(ppScheme)) {
ppScheme$getProfitParticipation(params = params, ...)
}
......@@ -1192,14 +1261,20 @@ InsuranceTarif = R6Class(
#' @param profitScenario The ID of the profit scenario for which to calculate the reserves
#' @param ... TODO
reservesAfterProfit = function(profitScenario, params, values, ...) {
# TODO
if (getOption('LIC.debug.reservesAfterProfit', FALSE)) {
browser();
}
# TODO
},
#' @description Return the time series of the basic contract
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
getBasicDataTimeseries = function(params, values) {
res = cbind(
if (getOption('LIC.debug.getBasicDataTimeseries', FALSE)) {
browser();
}
res = cbind(
"PremiumPayment" = values$premiumComposition[, "charged"] > 0,
"SumInsured" = values$reserves[, "SumInsured"],
"Premiums" = values$absCashFlows$premiums_advance + values$absCashFlows$premiums_arrears,
......@@ -1215,6 +1290,9 @@ InsuranceTarif = R6Class(
#' @details Not to be called directly, but implicitly by the [InsuranceContract] object.
#' All premiums, reserves and present values have already been calculated.
premiumDecomposition = function(params, values) {
if (getOption('LIC.debug.premiumDecomposition', FALSE)) {
browser();
}
loadings = params$Loadings;
sumInsured = params$ContractData$sumInsured;
premiums = values$premiums;
......
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