[lmi-commits] [lmi] master 89ee2ec 6/9: Repurpose a unit test

[Greg Chicares]

branch: master
commit 89ee2ec7700052069a952c07ade1fb8a82a9d5a7
Author: Gregory W. Chicares <gchicares@sbcglobal.net>
Commit: Gregory W. Chicares <gchicares@sbcglobal.net>

    Repurpose a unit test
    
    Made an ancient unit test that was recently resurrected useful. Now it
    feeds parameters to class Irc7702 and captures GLP and GSP, making it
    easy to test those calculated values.
---
 gpt_test.cpp | 79 ++++++++++++++++++++++++++++++++----------------------------
 1 file changed, 42 insertions(+), 37 deletions(-)

diff --git a/gpt_test.cpp b/gpt_test.cpp
index cdeca65..e2fad12 100644
--- a/gpt_test.cpp
+++ b/gpt_test.cpp
@@ -204,14 +204,14 @@ class gpt_test
         test_preconditions();
         test_premium_calculations();
         assay_speed();
-        test_ancient();
+        test_spreadsheet_0();
         }
 
   private:
     static void test_preconditions();
     static void test_premium_calculations();
     static void assay_speed();
-    static void test_ancient();
+    static void test_spreadsheet_0();
 
     static void initialize(int issue_age);
     static gpt_vector_parms v_parms();
@@ -623,42 +623,38 @@ void gpt_test::assay_speed()
         ;
 }
 
-void gpt_test::test_ancient()
-{
-// SOA table 120: "1980 CSO 50% Male Age nearest"
-    static std::vector<double> const q
-        {
-         .00354,.00097,.00091,.00089,.00085,.00083,.00079,.00077,.00073,.00072,
-         .00071,.00072,.00078,.00087,.00097,.00110,.00121,.00131,.00139,.00144,
-         .00148,.00149,.00150,.00149,.00149,.00147,.00147,.00146,.00148,.00151,
-         .00154,.00158,.00164,.00170,.00179,.00188,.00200,.00214,.00231,.00251,
-         .00272,.00297,.00322,.00349,.00375,.00406,.00436,.00468,.00503,.00541,
-         .00583,.00630,.00682,.00742,.00807,.00877,.00950,.01023,.01099,.01181,
-         .01271,.01375,.01496,.01639,.01802,.01978,.02164,.02359,.02558,.02773,
-         .03016,.03296,.03629,.04020,.04466,.04955,.05480,.06031,.06606,.07223,
-         .07907,.08680,.09568,.10581,.11702,.12911,.14191,.15541,.16955,.18445,
-         .20023,.21723,.23591,.25743,.28381,.32074,.37793,.47661,.65644,1.0000,
-        };
-    static std::vector<double> const q_m(a_to_m(q));
+/// Validate GLP and GSP using spreadsheet 'validate_commfns.xls'.
+///
+/// URL:
+///   https://download.savannah.gnu.org/releases/lmi/validate_commfns.xls
+///
+/// Change spreadsheet input "EndtBft" in cell $C$6 to 1,000,000
+/// because the GPT class requires it not to exceed the spec amt.
+///
+/// Touchstone values hardcoded below are from 'gnumeric'.
 
+void gpt_test::test_spreadsheet_0()
+{
     int const issue_age = 0;
+    // SOA table 00042 1980 CSO Ult ANB Male Unismoke
+    static std::vector<double> const q_m {sample_q(issue_age)};
     int const length = lmi::ssize(q_m);
 
-    double constexpr iglp = 0.04;
-    double constexpr igsp = 0.06;
-    static double const i12glp = i_upper_12_over_12_from_i<double>()(iglp);
-    static double const i12gsp = i_upper_12_over_12_from_i<double>()(igsp);
-    std::vector<double> glp_ic(length, i12glp);
-    std::vector<double> gsp_ic(length, i12gsp);
-    std::vector<double> glp_ig(length, i12glp);
-    std::vector<double> gsp_ig(length, i12gsp);
-
-    std::vector<double> policy_fee_annual    (length, 37.0     );
-    std::vector<double> policy_fee_monthly   (length,  5.0     );
-    std::vector<double> specamt_load_monthly (length,  0.000007);
-    std::vector<double> qab_adb_rate         (length,  0.000013);
-    std::vector<double> prem_load_target     (length,  0.03    );
-    std::vector<double> prem_load_excess     (length,  0.02    );
+    double constexpr ic = 0.07;
+    double constexpr ig = 0.03;
+    static double const i12c = i_upper_12_over_12_from_i<double>()(ic);
+    static double const i12g = i_upper_12_over_12_from_i<double>()(ig);
+    std::vector<double> const glp_ic(length, i12c);
+    std::vector<double> const gsp_ic(length, i12c);
+    std::vector<double> const glp_ig(length, i12g);
+    std::vector<double> const gsp_ig(length, i12g);
+
+    std::vector<double> const policy_fee_annual    (length, 0.0);
+    std::vector<double> const policy_fee_monthly   (length, 0.0);
+    std::vector<double> const specamt_load_monthly (length, 0.0);
+    std::vector<double> const qab_adb_rate         (length, 0.0);
+    std::vector<double> const prem_load_target     (length, 0.0);
+    std::vector<double> const prem_load_excess     (length, 0.0);
 
     Irc7702 z
         (mce_gpt                         // a_Test7702
@@ -672,7 +668,7 @@ void gpt_test::test_ancient()
         ,1000000.0                       // a_PresentBftAmt
         ,1000000.0                       // a_PresentSpecAmt
         ,1000000.0                       // a_LeastBftAmtEver
-        ,mce_option1_for_7702            // a_PresentDBOpt
+        ,mce_option2_for_7702            // a_PresentDBOpt
         ,policy_fee_annual               // a_AnnChgPol
         ,policy_fee_monthly              // a_MlyChgPol
         ,specamt_load_monthly            // a_MlyChgSpecAmt
@@ -681,7 +677,7 @@ void gpt_test::test_ancient()
         ,1000000000.0                    // a_ADDLimit [in effect, no limit]
         ,prem_load_target                // a_LoadTgt
         ,prem_load_excess                // a_LoadExc
-        ,1000.0                          // a_TargetPremium
+        ,1000000.0                       // a_TargetPremium
         ,round_to<double>(2, r_upward)   // a_round_min_premium
         ,round_to<double>(2, r_downward) // a_round_max_premium
         ,round_to<double>(0, r_upward)   // a_round_min_specamt
@@ -693,7 +689,16 @@ void gpt_test::test_ancient()
         ,0.0                             // a_InforceGSP
         ,0.0                             // a_InforceCumPremsPaid
         );
-    z.Initialize7702(1000000.0, 1000000.0, mce_option1_for_7702, 1000.0);
+
+    z.Initialize7702(1000000.0, 1000000.0, mce_option2_for_7702, 1000000.0);
+    // Value from spreadsheet (GLP only because GSP always uses DBO 1):
+    LMI_TEST(materially_equal(z.glp(),  2943.454581820987187));
+
+    // Also test DBO 1 (change "DBO" in cell $C$3):
+    z.Initialize7702(1000000.0, 1000000.0, mce_option1_for_7702, 1000000.0);
+    // Values from spreadsheet:
+    LMI_TEST(materially_equal(z.glp(),  1904.493514901175558));
+    LMI_TEST(materially_equal(z.gsp(), 28315.163540363901120));
 }
 
 int test_main(int, char*[])