Commit 72ce4184 authored by Reinhold Kainhofer's avatar Reinhold Kainhofer
Browse files

But fixes (abs tolerance for negative values, defining gamma-costs)

parent d7c88cdc
......@@ -127,11 +127,11 @@ initializeCosts = function(costs, alpha, Zillmer, beta, gamma, gamma.paidUp, gam
}
if (!missing(gamma.afterdeath)) {
costs = setCost(costs, "gamma", "SumInsured", "AfterDeath", gamma.afterdeath)
# costs = setCost(costs, "gamma_nopremiums", "SumInsured", "AfterDeath", gamma.afterdeath)
costs = setCost(costs, "gamma_nopremiums", "SumInsured", "AfterDeath", gamma.afterdeath)
}
if (!missing(gamma.fullcontract)) {
costs = setCost(costs, "gamma", "SumInsured", "FullContract", gamma.fullcontract)
# costs = setCost(costs, "gamma_nopremiums", "SumInsured", "FullContract", gamma.fullcontract)
costs = setCost(costs, "gamma_nopremiums", "SumInsured", "FullContract", gamma.fullcontract)
}
if (!missing(unitcosts)) {
costs = setCost(costs, "unitcosts", "Constant", "PremiumPeriod", unitcosts)
......
......@@ -242,59 +242,59 @@ testVmGlgExample = function(contract, prf = 10, t = 10, t_prf = 12, net, Zillmer
has.prf = prf < contract$Parameters$ContractData$premiumPeriod;
if (!missing(net)) {
eval(bquote(expect_equal(vals$net, .(net), tolerance = absTolerance / .(net))))
eval(bquote(expect_equal(vals$net, .(net), tolerance = abs(absTolerance / .(net)))))
}
if (!missing(Zillmer)) {
eval(bquote(expect_equal(vals$Zillmer, .(Zillmer), tolerance = absTolerance / .(Zillmer))))
eval(bquote(expect_equal(vals$Zillmer, .(Zillmer), tolerance = abs(absTolerance / .(Zillmer)))))
}
if (!missing(gross)) {
eval(bquote(expect_equal(vals$gross, .(gross), tolerance = absTolerance / .(gross))))
eval(bquote(expect_equal(vals$gross, .(gross), tolerance = abs(absTolerance / .(gross)))))
}
if (!missing(written)) {
eval(bquote(expect_equal(vals$written, .(written), tolerance = absTolerance / .(written))))
eval(bquote(expect_equal(vals$written, .(written), tolerance = abs(absTolerance / .(written)))))
}
if (!missing(savings)) {
eval(bquote(expect_equal(vals$savings, .(savings), tolerance = absTolerance / .(savings))))
eval(bquote(expect_equal(vals$savings, .(savings), tolerance = abs(absTolerance / .(savings)))))
}
if (!missing(risk)) {
eval(bquote(expect_equal(vals$risk, .(risk), tolerance = absTolerance / .(risk))))
eval(bquote(expect_equal(vals$risk, .(risk), tolerance = abs(absTolerance / .(risk)))))
}
if (!missing(ZillmerRes)) {
eval(bquote(expect_equal(vals$ZillmerRes, .(ZillmerRes), tolerance = absTolerance / .(ZillmerRes))))
eval(bquote(expect_equal(vals$ZillmerRes, .(ZillmerRes), tolerance = abs(absTolerance / .(ZillmerRes)))))
}
if (!missing(ZillmerRes.prf)) {
eval(bquote(expect_equal(vals$ZillmerRes.prf, .(ZillmerRes.prf), tolerance = absTolerance / .(ZillmerRes.prf))))
eval(bquote(expect_equal(vals$ZillmerRes.prf, .(ZillmerRes.prf), tolerance = abs(absTolerance / .(ZillmerRes.prf)))))
}
if (!missing(VwKostenRes)) {
eval(bquote(expect_equal(vals$VwKostenRes, .(VwKostenRes), tolerance = absTolerance / .(VwKostenRes))))
eval(bquote(expect_equal(vals$VwKostenRes, .(VwKostenRes), tolerance = abs(absTolerance / .(VwKostenRes)))))
}
if (!missing(VwKostenRes.prf)) {
eval(bquote(expect_equal(vals$VwKostenRes.prf, .(VwKostenRes.prf), tolerance = absTolerance / .(VwKostenRes.prf))))
eval(bquote(expect_equal(vals$VwKostenRes.prf, .(VwKostenRes.prf), tolerance = abs(absTolerance / .(VwKostenRes.prf)))))
}
if (!missing(Bilanzreserve)) {
eval(bquote(expect_equal(vals$Bilanzreserve, .(Bilanzreserve), tolerance = absTolerance / .(Bilanzreserve))))
eval(bquote(expect_equal(vals$Bilanzreserve, .(Bilanzreserve), tolerance = abs(absTolerance / .(Bilanzreserve)))))
}
if (!missing(Praemienuebertrag)) {
eval(bquote(expect_equal(vals$Praemienuebertrag, .(Praemienuebertrag), tolerance = absTolerance / .(Praemienuebertrag))))
eval(bquote(expect_equal(vals$Praemienuebertrag, .(Praemienuebertrag), tolerance = abs(absTolerance / .(Praemienuebertrag)))))
}
if (!missing(Rueckkaufsreserve)) {
eval(bquote(expect_equal(vals$Rueckkaufsreserve, .(Rueckkaufsreserve), tolerance = absTolerance / .(Rueckkaufsreserve))))
eval(bquote(expect_equal(vals$Rueckkaufsreserve, .(Rueckkaufsreserve), tolerance = abs(absTolerance / .(Rueckkaufsreserve)))))
}
if (!missing(Rueckkaufswert)) {
eval(bquote(expect_equal(vals$Rueckkaufswert, .(Rueckkaufswert), tolerance = absTolerance / .(Rueckkaufswert))))
eval(bquote(expect_equal(vals$Rueckkaufswert, .(Rueckkaufswert), tolerance = abs(absTolerance / .(Rueckkaufswert)))))
}
if (!missing(Abschlusskostenruecktrag)) {
eval(bquote(expect_equal(vals$Abschlusskostenruecktrag, .(Abschlusskostenruecktrag), tolerance = absTolerance / .(Abschlusskostenruecktrag))))
eval(bquote(expect_equal(vals$Abschlusskostenruecktrag, .(Abschlusskostenruecktrag), tolerance = abs(absTolerance / .(Abschlusskostenruecktrag)))))
}
if (!missing(Rueckkaufswert.prf)) {
eval(bquote(expect_equal(vals$Rueckkaufswert.prf, .(Rueckkaufswert.prf), tolerance = absTolerance / .(Rueckkaufswert.prf))))
eval(bquote(expect_equal(vals$Rueckkaufswert.prf, .(Rueckkaufswert.prf), tolerance = abs(absTolerance / .(Rueckkaufswert.prf)))))
}
if (!missing(VS.prf)) {
eval(bquote(expect_equal(vals$VS.prf, .(VS.prf), tolerance = absTolerance / .(VS.prf))))
eval(bquote(expect_equal(vals$VS.prf, .(VS.prf), tolerance = abs(absTolerance / .(VS.prf)))))
# OR: contract$Values$reserves[t + 1, "PremiumFreeSumInsured"]
}
}
......
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