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[lmi-commits] [lmi] master 2a3553a 2/4: Round more appropriately
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From: |
Greg Chicares |
|
Subject: |
[lmi-commits] [lmi] master 2a3553a 2/4: Round more appropriately |
|
Date: |
Mon, 25 Jan 2021 22:13:33 -0500 (EST) |
branch: master
commit 2a3553a350d7e21b9aaf2c386180f34b2cec7cd1
Author: Gregory W. Chicares <gchicares@sbcglobal.net>
Commit: Gregory W. Chicares <gchicares@sbcglobal.net>
Round more appropriately
For a number of cells in one case with a dynamic separate-account rate,
that rate differs in its sixteenth decimal at some durations; no actual
policy values are affected, so that appears to be a random artifact.
---
accountvalue.cpp | 15 +++++++++------
basicvalues.cpp | 10 +++++-----
ihs_acctval.cpp | 14 ++++++++------
ihs_basicval.cpp | 54 +++++++++++++++++++++++++++---------------------------
4 files changed, 49 insertions(+), 44 deletions(-)
diff --git a/accountvalue.cpp b/accountvalue.cpp
index 8f28f15..8f6e599 100644
--- a/accountvalue.cpp
+++ b/accountvalue.cpp
@@ -794,17 +794,20 @@ void AccountValue::TxSetRiderDed()
WpCharge = C0;
if(haswp)
{
- WpCharge =
- YearsWpRate
+ WpCharge = round_rider_charges().c
+ ( YearsWpRate
* (CoiCharge + YearsMonthlyPolicyFee + AdbCharge)
- ;
+ );
}
AdbCharge = C0;
if(hasadb)
{
- // IHS !! Icky manifest constant--lmi uses a database entity.
- AdbCharge = YearsAdbRate * std::min(500000.0, ActualSpecAmt);
+ AdbCharge = round_rider_charges().c
+ ( YearsAdbRate
+ // IHS !! Icky manifest constant--lmi uses a database entity.
+ * std::min(500000.0, ActualSpecAmt)
+ );
}
}
@@ -942,7 +945,7 @@ void AccountValue::TxTakeWD()
}
// Deduct withdrawal fee.
- wd -= std::min(WDFee, wd * WDFeeRate);
+ wd -= std::min(WDFee, round_withdrawal().c(wd * WDFeeRate));
// IHS !! This treats input WD as gross; it probably should be net. But
compare lmi.
InvariantValues().NetWD[Year] = dblize(wd);
diff --git a/basicvalues.cpp b/basicvalues.cpp
index 8bc1365..08a2d1b 100644
--- a/basicvalues.cpp
+++ b/basicvalues.cpp
@@ -119,9 +119,9 @@ void BasicValues::Init()
PremiumTax_ .reset(new premium_tax (PremiumTaxState_, database()));
Loads_ .reset(new Loads(database(), IsSubjectToIllustrationReg()));
- database().query_into(DB_MinSpecAmt, MinSpecAmt);
- database().query_into(DB_MinWd , MinWD );
- database().query_into(DB_WdFee , WDFee );
+ MinSpecAmt = round_specamt ().c(database().query<double>(DB_MinSpecAmt));
+ MinWD = round_withdrawal().c(database().query<double>(DB_MinWd ));
+ WDFee = round_withdrawal().c(database().query<double>(DB_WdFee ));
database().query_into(DB_WdFeeRate , WDFeeRate );
// The antediluvian branch leaves FundData_, StratifiedCharges_, and
@@ -212,7 +212,7 @@ currency BasicValues::GetModalTgtPrem
// IHS !! Parameterized in lmi.
static round_to<double> const round_it(2, r_upward);
- return round_it(z);
+ return round_it.c(z);
}
//============================================================================
@@ -286,7 +286,7 @@ currency BasicValues::GetModalTgtSpecAmt
// IHS !! Parameterized in lmi.
static round_to<double> const round_it(0, r_downward);
- return round_it(z);
+ return round_it.c(z);
}
//============================================================================
diff --git a/ihs_acctval.cpp b/ihs_acctval.cpp
index ab5aac3..de21079 100644
--- a/ihs_acctval.cpp
+++ b/ihs_acctval.cpp
@@ -145,14 +145,14 @@ AccountValue::AccountValue(Input const& input)
currency AccountValue::base_specamt(int year) const
{
- return InvariantValues().SpecAmt[year];
+ return round_specamt().c(InvariantValues().SpecAmt[year]);
}
/// Specified amount of term rider.
currency AccountValue::term_specamt(int year) const
{
- return InvariantValues().TermSpecAmt[year];
+ return round_specamt().c(InvariantValues().TermSpecAmt[year]);
}
/// Specified amount for 7702 (not 7702A).
@@ -322,7 +322,7 @@ void AccountValue::RunAllApplicableBases()
,yare_input_.SolveBeginYear
,yare_input_.SolveEndYear
,yare_input_.SolveTarget
- ,yare_input_.SolveTargetValue
+ ,round_minutiae().c(yare_input_.SolveTargetValue)
,yare_input_.SolveTargetYear
,yare_input_.SolveExpenseGeneralAccountBasis
,yare_input_.SolveSeparateAccountBasis
@@ -656,7 +656,7 @@ void AccountValue::SetInitialValues()
}
if(HoneymoonActive)
{
- HoneymoonValue = yare_input_.InforceHoneymoonValue;
+ HoneymoonValue =
round_minutiae().c(yare_input_.InforceHoneymoonValue);
}
}
@@ -664,7 +664,7 @@ void AccountValue::SetInitialValues()
RiderCharges = C0;
NetCoiCharge = C0;
MlyDed = C0;
- CumulativeSalesLoad = yare_input_.InforceCumulativeSalesLoad;
+ CumulativeSalesLoad =
round_minutiae().c(yare_input_.InforceCumulativeSalesLoad);
database().query_into(DB_ExpRatCoiRetention, CoiRetentionRate);
database().query_into(DB_ExpRatAmortPeriod ,
ExperienceRatingAmortizationYears);
@@ -1053,6 +1053,8 @@ currency AccountValue::CSVBoost() const
;
LMI_ASSERT(0.0 <= z);
return z * std::max(C0, TotalAccountValue());
+ // CURRENCY !! This should be rounded.
+// return round_minutiae().c(z * std::max(C0, TotalAccountValue()));
}
//============================================================================
@@ -1470,7 +1472,7 @@ currency AccountValue::GetSepAcctAssetsInforce() const
return C0;
}
- return SepAcctValueAfterDeduction * partial_mortality_lx()[Year];
+ return round_minutiae().c(SepAcctValueAfterDeduction *
partial_mortality_lx()[Year]);
}
//============================================================================
diff --git a/ihs_basicval.cpp b/ihs_basicval.cpp
index 89fef82..0e4a256 100644
--- a/ihs_basicval.cpp
+++ b/ihs_basicval.cpp
@@ -554,10 +554,10 @@ currency BasicValues::GetAnnualTgtPrem(int a_year,
currency a_specamt) const
void BasicValues::SetPermanentInvariants()
{
- database().query_into(DB_MinIssSpecAmt , MinIssSpecAmt);
- database().query_into(DB_MinIssBaseSpecAmt , MinIssBaseSpecAmt);
- database().query_into(DB_MinRenlSpecAmt , MinRenlSpecAmt);
- database().query_into(DB_MinRenlBaseSpecAmt , MinRenlBaseSpecAmt);
+ MinIssSpecAmt =
round_specamt().c(database().query<double>(DB_MinIssSpecAmt ));
+ MinIssBaseSpecAmt =
round_specamt().c(database().query<double>(DB_MinIssBaseSpecAmt ));
+ MinRenlSpecAmt =
round_specamt().c(database().query<double>(DB_MinRenlSpecAmt ));
+ MinRenlBaseSpecAmt =
round_specamt().c(database().query<double>(DB_MinRenlBaseSpecAmt));
database().query_into(DB_NoLapseDboLvlOnly , NoLapseDboLvlOnly);
database().query_into(DB_NoLapseUnratedOnly , NoLapseUnratedOnly);
database().query_into(DB_DboChgCanIncrSpecAmt , OptChgCanIncrSA);
@@ -574,9 +574,9 @@ void BasicValues::SetPermanentInvariants()
database().query_into(DB_MinPremType , MinPremType);
database().query_into(DB_TgtPremType , TgtPremType);
database().query_into(DB_TgtPremFixedAtIssue , TgtPremFixedAtIssue);
- database().query_into(DB_TgtPremMonthlyPolFee , TgtPremMonthlyPolFee);
+ TgtPremMonthlyPolFee =
round_gross_premium().c(database().query<double>(DB_TgtPremMonthlyPolFee));
// Assertion: see comments on GetModalPremTgtFromTable().
- LMI_ASSERT(0.0 == TgtPremMonthlyPolFee || oe_modal_table == TgtPremType);
+ LMI_ASSERT(C0 == TgtPremMonthlyPolFee || oe_modal_table == TgtPremType);
database().query_into(DB_CurrCoiTable0Limit , CurrCoiTable0Limit);
database().query_into(DB_CurrCoiTable1Limit , CurrCoiTable1Limit);
LMI_ASSERT(0.0 <= CurrCoiTable0Limit);
@@ -594,8 +594,8 @@ void BasicValues::SetPermanentInvariants()
database().query_into(DB_AdbLimit , AdbLimit);
database().query_into(DB_WpLimit , WpLimit);
database().query_into(DB_SpecAmtLoadLimit , SpecAmtLoadLimit);
- database().query_into(DB_MinWd , MinWD);
- database().query_into(DB_WdFee , WDFee);
+ MinWD = round_withdrawal().c(database().query<double>(DB_MinWd));
+ WDFee = round_withdrawal().c(database().query<double>(DB_WdFee));
database().query_into(DB_WdFeeRate , WDFeeRate);
database().query_into(DB_AllowChangeToDbo2 , AllowChangeToDBO2);
database().query_into(DB_AllowSpecAmtIncr , AllowSAIncr);
@@ -703,7 +703,7 @@ void BasicValues::SetPermanentInvariants()
database().query_into(DB_Effective7702DboRop, Effective7702DboRop);
TermIsDbFor7702 = oe_7702_term_is_db ==
database().query<oenum_7702_term>(DB_TermIsQABOrDb7702 );
TermIsDbFor7702A = oe_7702_term_is_db ==
database().query<oenum_7702_term>(DB_TermIsQABOrDb7702A);
- MaxNAAR = yare_input_.MaximumNaar;
+ MaxNAAR = round_naar().c(yare_input_.MaximumNaar);
database().query_into(DB_MinPremIntSpread, MinPremIntSpread_);
}
@@ -905,7 +905,7 @@ currency BasicValues::GetModalPremMaxNonMec
{
// TAXATION !! No table available if 7PP calculated from first principles.
double temp = MortalityRates_->SevenPayRates()[0];
- return round_max_premium()(ldbl_eps_plus_one_times(temp * a_specamt /
a_mode));
+ return round_max_premium().c(ldbl_eps_plus_one_times(temp * a_specamt /
a_mode));
}
/// Calculate premium using a minimum-premium ratio.
@@ -921,7 +921,7 @@ currency BasicValues::GetModalPremMinFromTable
,currency a_specamt
) const
{
- return round_max_premium()
+ return round_max_premium().c
(ldbl_eps_plus_one_times
(
a_specamt * MortalityRates_->MinimumPremiumRates()[0]
@@ -959,7 +959,7 @@ currency BasicValues::GetModalPremTgtFromTable
,currency a_specamt
) const
{
- return round_max_premium()
+ return round_max_premium().c
(ldbl_eps_plus_one_times
(
( TgtPremMonthlyPolFee * 12
@@ -979,7 +979,7 @@ currency BasicValues::GetModalPremProxyTable
,double a_table_multiplier
) const
{
- return round_gross_premium()
+ return round_gross_premium().c
(
a_specamt
* MortalityRates_->GroupProxyRates()[a_year]
@@ -1001,7 +1001,7 @@ currency BasicValues::GetModalPremCorridor
) const
{
double temp = GetCorridorFactor()[0];
- return round_max_premium()(ldbl_eps_plus_one_times((a_specamt / temp) /
a_mode));
+ return round_max_premium().c(ldbl_eps_plus_one_times((a_specamt / temp) /
a_mode));
}
//============================================================================
@@ -1027,7 +1027,7 @@ currency BasicValues::GetModalPremGLP
// term rider, dumpin
z /= a_mode;
- return round_max_premium()(ldbl_eps_plus_one_times(z));
+ return round_max_premium().c(ldbl_eps_plus_one_times(z));
}
//============================================================================
@@ -1050,7 +1050,7 @@ currency BasicValues::GetModalPremGSP
// term rider, dumpin
z /= a_mode;
- return round_max_premium()(ldbl_eps_plus_one_times(z));
+ return round_max_premium().c(ldbl_eps_plus_one_times(z));
}
/// Calculate a monthly-deduction discount factor on the fly.
@@ -1294,7 +1294,7 @@ currency BasicValues::GetModalPremMlyDed
double const mly_ded = deductions.second;
double const v12 = mly_ded_discount_factor(year, mode);
double const annuity = (1.0 - std::pow(v12, 12.0 / mode)) / (1.0 - v12);
- return round_min_premium()(ann_ded + mly_ded * annuity);
+ return round_min_premium().c(ann_ded + mly_ded * annuity);
}
/// Determine approximate ee and er "pay as you go" modal premiums.
@@ -1312,8 +1312,8 @@ std::pair<currency,currency>
BasicValues::GetModalPremMlyDedEx
double const v12 = DBDiscountRate[year];
double const annuity = (1.0 - std::pow(v12, 12.0 / mode)) / (1.0 - v12);
return std::make_pair
- (round_min_premium()(ee_ded * annuity)
- ,round_min_premium()(er_ded * annuity)
+ (round_min_premium().c(ee_ded * annuity)
+ ,round_min_premium().c(er_ded * annuity)
);
}
@@ -1355,7 +1355,7 @@ currency BasicValues::GetListBillPremMlyDed
,yare_input_.ListBillDate
,mly_ded_discount_factor(year, mode)
);
- return round_min_premium()(z);
+ return round_min_premium().c(z);
}
std::pair<currency,currency> BasicValues::GetListBillPremMlyDedEx
@@ -1389,8 +1389,8 @@ std::pair<currency,currency>
BasicValues::GetListBillPremMlyDedEx
,DBDiscountRate[year]
);
return std::make_pair
- (round_min_premium()(ee_prem)
- ,round_min_premium()(er_prem)
+ (round_min_premium().c(ee_prem)
+ ,round_min_premium().c(er_prem)
);
}
@@ -1403,7 +1403,7 @@ currency BasicValues::GetModalSpecAmtMax(currency
annualized_pmt) const
case oe_modal_nonmec:
return GetModalSpecAmtMinNonMec(annualized_pmt);
case oe_modal_table:
- return round_min_specamt()
+ return round_min_specamt().c
(
annualized_pmt
/ MortalityRates_->MinimumPremiumRates()[0]
@@ -1427,7 +1427,7 @@ currency BasicValues::GetModalSpecAmtTgt(currency
annualized_pmt) const
case oe_modal_nonmec:
return GetModalSpecAmtMinNonMec(annualized_pmt);
case oe_modal_table:
- return round_min_specamt()
+ return round_min_specamt().c
(
(annualized_pmt - TgtPremMonthlyPolFee * 12)
/ MortalityRates_->TargetPremiumRates()[0]
@@ -1445,7 +1445,7 @@ currency BasicValues::GetModalSpecAmtTgt(currency
annualized_pmt) const
currency BasicValues::GetModalSpecAmtMinNonMec(currency annualized_pmt) const
{
// TAXATION !! No table available if 7PP calculated from first principles.
- return round_min_specamt()(annualized_pmt /
MortalityRates_->SevenPayRates()[0]);
+ return round_min_specamt().c(annualized_pmt /
MortalityRates_->SevenPayRates()[0]);
}
//============================================================================
@@ -1503,7 +1503,7 @@ currency BasicValues::GetModalSpecAmtCorridor(currency
annualized_pmt) const
int const k = round_corridor_factor().decimals();
double const s = nonstd::power(10, k);
double const z = std::round(s * GetCorridorFactor()[0]);
- return round_min_specamt()((z * annualized_pmt) / s);
+ return round_min_specamt().c((z * annualized_pmt) / s);
}
/// Calculate specified amount based on salary.
@@ -1524,7 +1524,7 @@ currency BasicValues::GetModalSpecAmtSalary(int a_year)
const
z = std::min(z, yare_input_.SalarySpecifiedAmountCap);
}
z -= yare_input_.SalarySpecifiedAmountOffset;
- return round_min_specamt()(std::max(0.0, z));
+ return round_min_specamt().c(std::max(0.0, z));
}
/// In general, strategies linking specamt and premium commute. The