[lmi-commits] [lmi] master e6ed669 01/14: Test guideline premium calculations with more complications

[Greg Chicares]

branch: master
commit e6ed6695784cfeb2e784940eb67d681160853182
Author: Gregory W. Chicares <gchicares@sbcglobal.net>
Commit: Gregory W. Chicares <gchicares@sbcglobal.net>

    Test guideline premium calculations with more complications
    
    Added a unit test that exercises all spreadsheet capabilities.
---
 gpt_test.cpp | 79 ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 79 insertions(+)

diff --git a/gpt_test.cpp b/gpt_test.cpp
index 594bca3..54f7242 100644
--- a/gpt_test.cpp
+++ b/gpt_test.cpp
@@ -206,6 +206,7 @@ class gpt_test
         assay_speed();
         test_spreadsheet_0();
         test_spreadsheet_1();
+        test_spreadsheet_2();
         }
 
   private:
@@ -214,6 +215,7 @@ class gpt_test
     static void assay_speed();
     static void test_spreadsheet_0();
     static void test_spreadsheet_1();
+    static void test_spreadsheet_2();
 
     static void initialize(int issue_age);
     static gpt_vector_parms v_parms();
@@ -801,6 +803,83 @@ void gpt_test::test_spreadsheet_1()
     LMI_TEST(materially_equal(z.gsp(), 38927.928902970103081));
 }
 
+/// Validate GLP and GSP using spreadsheet--exercise all parameters.
+///
+/// URL:
+///   https://download.savannah.gnu.org/releases/lmi/validate_commfns.xls
+///
+/// Change spreadsheet input to match parameters below. As above,
+/// loads and charges are initialized with decimal-power multiples of
+/// distinct primes, to make it easier to track down any discrepancy.
+/// No QABs are used because the spreadsheet doesn't support any.
+///
+/// Touchstone values hardcoded below are from 'gnumeric'.
+
+void gpt_test::test_spreadsheet_2()
+{
+    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 = 0.02;
+    double constexpr igsp = 0.04;
+    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> const glp_ic(length, i12glp);
+    std::vector<double> const gsp_ic(length, i12gsp);
+    std::vector<double> const glp_ig(length, i12glp);
+    std::vector<double> const gsp_ig(length, i12gsp);
+
+    std::vector<double> const policy_fee_annual    (length, 37.0);
+    std::vector<double> const policy_fee_monthly   (length,  5.0);
+    std::vector<double> const specamt_load_monthly (length,  0.000007);
+    std::vector<double> const qab_adb_rate         (length,  0.0);
+    std::vector<double> const prem_load_target     (length,  0.03);
+    std::vector<double> const prem_load_excess     (length,  0.02);
+
+    Irc7702 z
+        (mce_gpt                         // a_Test7702
+        ,issue_age                       // a_IssueAge
+        ,100                             // a_EndtAge
+        ,q_m                             // a_Qc
+        ,glp_ic                          // ic_glp
+        ,gsp_ic                          // ic_gsp
+        ,glp_ig                          // ig_glp
+        ,gsp_ig                          // ig_gsp
+        ,1000000.0                       // a_PresentBftAmt
+        ,1000000.0                       // a_PresentSpecAmt
+        ,1000000.0                       // a_LeastBftAmtEver
+        ,mce_option1_for_7702            // a_PresentDBOpt
+        ,policy_fee_annual               // a_AnnChgPol
+        ,policy_fee_monthly              // a_MlyChgPol
+        ,specamt_load_monthly            // a_MlyChgSpecAmt
+        ,1000000000.0                    // a_SpecAmtLoadLimit [in effect, no 
limit]
+        ,qab_adb_rate                    // a_MlyChgADD
+        ,1000000000.0                    // a_ADDLimit [in effect, no limit]
+        ,prem_load_target                // a_LoadTgt
+        ,prem_load_excess                // a_LoadExc
+        ,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
+        ,round_to<double>(0, r_downward) // a_round_max_specamt
+        ,0                               // a_InforceYear
+        ,0                               // a_InforceMonth
+        ,0.0                             // a_InforceGLP
+        ,0.0                             // a_InforceCumGLP
+        ,0.0                             // a_InforceGSP
+        ,0.0                             // a_InforceCumPremsPaid
+        );
+
+    z.Initialize7702(1000000.0, 1000000.0, mce_option2_for_7702, 1000.0);
+    LMI_TEST(materially_equal(z.glp(), 35393.654429660360620));
+
+    z.Initialize7702(1000000.0, 1000000.0, mce_option1_for_7702, 1000.0);
+    LMI_TEST(materially_equal(z.glp(),  7340.887403839152284));
+    LMI_TEST(materially_equal(z.gsp(), 92945.378758702529012));
+}
+
 int test_main(int, char*[])
 {
     gpt_test::test();