[lmi-commits] [lmi] odd/transcend 365cbb4 1/3: Perform a transcendental calculation annually instead of monthly

[Greg Chicares]

branch: odd/transcend
commit 365cbb477dfdcfe56d8dd44c2941d4bdf88a7537
Author: Gregory W. Chicares <gchicares@sbcglobal.net>
Commit: Gregory W. Chicares <gchicares@sbcglobal.net>

    Perform a transcendental calculation annually instead of monthly
    
    Of course, this calculation should be done OAOO in class InterestRates,
    but until there's time for that, this small change may make a noticeable
    difference in runtime performance (once the validating assertion is
    expunged). Dynamic monthly interest decrements cannot affect this gross
    rate, so its value does not change from month to month.
---
 account_value.hpp |  3 ++-
 ihs_acctval.cpp   | 10 ++++++++++
 ihs_avmly.cpp     |  5 ++++-
 3 files changed, 16 insertions(+), 2 deletions(-)

diff --git a/account_value.hpp b/account_value.hpp
index e1dce90..c5888cc 100644
--- a/account_value.hpp
+++ b/account_value.hpp
@@ -487,7 +487,8 @@ class LMI_SO AccountValue final
     currency     YearsAnnualPolicyFee;
     currency     YearsMonthlyPolicyFee;
     double       YearsGenAcctIntRate;
-    double       YearsSepAcctIntRate;
+    double       YearsSepAcctIntRate; // Rename: "Net"
+    double       YearsSepAcctGrossRate;
 
     double       YearsDcvIntRate;
 
diff --git a/ihs_acctval.cpp b/ihs_acctval.cpp
index 96816d5..bc747de 100644
--- a/ihs_acctval.cpp
+++ b/ihs_acctval.cpp
@@ -39,6 +39,7 @@
 #include "ledger_variant.hpp"
 #include "loads.hpp"
 #include "materially_equal.hpp"
+#include "math_functions.hpp"
 #include "miscellany.hpp"
 #include "mortality_rates.hpp"
 #include "outlay.hpp"
@@ -1398,6 +1399,15 @@ void AccountValue::SetAnnualInvariants()
         )
         [Year]
         ;
+    // SOMEDAY !! This should be done in the interest-rate class.
+    YearsSepAcctGrossRate = 0.0;
+    if(mce_gen_mdpt != GenBasis_)
+        {
+        YearsSepAcctGrossRate = i_upper_12_over_12_from_i<double>()
+            (InterestRates_->SepAcctGrossRate(SepBasis_)[Year]
+            );
+        YearsSepAcctGrossRate = round_interest_rate()(YearsSepAcctGrossRate);
+        }
 
     YearsDcvIntRate         = GetMly7702iGlp()[Year];
     YearsHoneymoonValueRate = InterestRates_->HoneymoonValueRate
diff --git a/ihs_avmly.cpp b/ihs_avmly.cpp
index 5b32d63..21a5d8d 100644
--- a/ihs_avmly.cpp
+++ b/ihs_avmly.cpp
@@ -2189,6 +2189,7 @@ void AccountValue::TxCreditInt()
 
     currency notional_sep_acct_charge = C0;
 
+    { // Temporary validating assertion.
     // SOMEDAY !! This should be done in the interest-rate class.
     double gross_sep_acct_rate = i_upper_12_over_12_from_i<double>()
         (InterestRates_->SepAcctGrossRate(SepBasis_)[Year]
@@ -2198,11 +2199,13 @@ void AccountValue::TxCreditInt()
         {
         gross_sep_acct_rate = 0.0;
         }
+    LMI_ASSERT(gross_sep_acct_rate == YearsSepAcctGrossRate);
+    }
 
     if(C0 < AVSepAcct)
         {
         SepAcctIntCred = InterestCredited(AVSepAcct, YearsSepAcctIntRate);
-        currency gross = InterestCredited(AVSepAcct, gross_sep_acct_rate);
+        currency gross = InterestCredited(AVSepAcct, YearsSepAcctGrossRate);
         notional_sep_acct_charge = gross - SepAcctIntCred;
 #if defined USE_CURRENCY_CLASS
         currency result = AVSepAcct + SepAcctIntCred;