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[lmi-commits] [5320] Refactor
|
From: |
Greg Chicares |
|
Subject: |
[lmi-commits] [5320] Refactor |
|
Date: |
Thu, 01 Dec 2011 03:52:15 +0000 |
Revision: 5320
http://svn.sv.gnu.org/viewvc/?view=rev&root=lmi&revision=5320
Author: chicares
Date: 2011-12-01 03:52:14 +0000 (Thu, 01 Dec 2011)
Log Message:
-----------
Refactor
Modified Paths:
--------------
lmi/trunk/ChangeLog
lmi/trunk/Makefile.am
lmi/trunk/ihs_basicval.cpp
lmi/trunk/ihs_irc7702.cpp
lmi/trunk/ihs_irc7702.hpp
lmi/trunk/objects.make
Added Paths:
-----------
lmi/trunk/gpt_specamt.cpp
lmi/trunk/gpt_specamt.hpp
Modified: lmi/trunk/ChangeLog
===================================================================
--- lmi/trunk/ChangeLog 2011-11-30 09:59:13 UTC (rev 5319)
+++ lmi/trunk/ChangeLog 2011-12-01 03:52:14 UTC (rev 5320)
@@ -28698,3 +28698,24 @@
ihs_irc7702a.hpp
Move and update certain documentation.
+20111129T1539Z <address@hidden> [603]
+
+ ihs_acctval.cpp
+Remove markers for defects already resolved.
+
+20111130T0959Z <address@hidden> [603]
+
+ ihs_acctval.cpp
+Improve documentation.
+
+20111201T0352Z <address@hidden> [603]
+
+ Makefile.am
+ gpt_specamt.cpp [new file]
+ gpt_specamt.hpp [new file]
+ ihs_basicval.cpp
+ ihs_irc7702.cpp
+ ihs_irc7702.hpp
+ objects.make
+Refactor.
+
Modified: lmi/trunk/Makefile.am
===================================================================
--- lmi/trunk/Makefile.am 2011-11-30 09:59:13 UTC (rev 5319)
+++ lmi/trunk/Makefile.am 2011-12-01 03:52:14 UTC (rev 5320)
@@ -331,6 +331,7 @@
authenticity.cpp \
commutation_functions.cpp \
fund_data.cpp \
+ gpt_specamt.cpp \
ihs_acctval.cpp \
ihs_avdebug.cpp \
ihs_avmly.cpp \
@@ -978,6 +979,7 @@
fund_data.hpp \
getopt.hpp \
global_settings.hpp \
+ gpt_specamt.hpp \
group_values.hpp \
handle_exceptions.hpp \
icon_monger.hpp \
Added: lmi/trunk/gpt_specamt.cpp
===================================================================
--- lmi/trunk/gpt_specamt.cpp (rev 0)
+++ lmi/trunk/gpt_specamt.cpp 2011-12-01 03:52:14 UTC (rev 5320)
@@ -0,0 +1,182 @@
+// Determine specamt from GLP or GSP.
+//
+// Copyright (C) 1998, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009,
2010, 2011 Gregory W. Chicares.
+//
+// This program is free software; you can redistribute it and/or modify
+// it under the terms of the GNU General Public License version 2 as
+// published by the Free Software Foundation.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU General Public License
+// along with this program; if not, write to the Free Software Foundation,
+// Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA
+//
+// http://savannah.nongnu.org/projects/lmi
+// email: <address@hidden>
+// snail: Chicares, 186 Belle Woods Drive, Glastonbury CT 06033, USA
+
+// $Id$
+
+#ifdef __BORLANDC__
+# include "pchfile.hpp"
+# pragma hdrstop
+#endif // __BORLANDC__
+
+#include "gpt_specamt.hpp"
+
+#include "assert_lmi.hpp"
+#include "basic_values.hpp"
+#include "safely_dereference_as.hpp"
+#include "zero.hpp"
+
+double gpt_specamt::CalculateGLPSpecAmt
+ (BasicValues const& a_Values
+ ,int a_Duration
+ ,double a_Premium
+ ,mcenum_dbopt_7702 a_DBOpt
+ )
+{
+ Irc7702 const& z(safely_dereference_as<Irc7702>(a_Values.Irc7702_.get()));
+ return CalculateSpecAmt
+ (a_Values
+ ,Irc7702::Get4PctBasis(a_DBOpt)
+ ,a_Duration
+ ,a_Premium
+ ,z.PvNpfLvlTgt[Irc7702::Get4PctBasis(a_DBOpt)][a_Duration]
+ ,z.PvNpfLvlExc[Irc7702::Get4PctBasis(a_DBOpt)][a_Duration]
+ );
+}
+
+double gpt_specamt::CalculateGSPSpecAmt
+ (BasicValues const& a_Values
+ ,int a_Duration
+ ,double a_Premium
+ )
+{
+ Irc7702 const& z(safely_dereference_as<Irc7702>(a_Values.Irc7702_.get()));
+ return CalculateSpecAmt
+ (a_Values
+ ,Irc7702::Opt1Int6Pct
+ ,a_Duration
+ ,a_Premium
+ ,z.PvNpfSglTgt[Irc7702::Opt1Int6Pct][a_Duration]
+ ,z.PvNpfSglExc[Irc7702::Opt1Int6Pct][a_Duration]
+ );
+}
+
+class FindSpecAmt
+{
+ typedef Irc7702::EIOBasis EIOBasis;
+ BasicValues const& Values_;
+ Irc7702 const& Irc7702_;
+ EIOBasis const EIOBasis_;
+ int const Duration;
+ double const Premium;
+ double const NetPmtFactorTgt;
+ double const NetPmtFactorExc;
+ double SpecAmt;
+
+ public:
+ FindSpecAmt
+ (BasicValues const& a_Values
+ ,Irc7702 const& a_IRC7702
+ ,EIOBasis a_EIOBasis
+ ,int a_Duration
+ ,double a_Premium
+ ,double a_NetPmtFactorTgt
+ ,double a_NetPmtFactorExc
+ )
+ :Values_ (a_Values)
+ ,Irc7702_ (a_IRC7702)
+ ,EIOBasis_ (a_EIOBasis)
+ ,Duration (a_Duration)
+ ,Premium (a_Premium)
+ ,NetPmtFactorTgt (a_NetPmtFactorTgt)
+ ,NetPmtFactorExc (a_NetPmtFactorExc)
+ ,SpecAmt (0.0)
+ {
+ }
+ double operator()(double a_Trial)
+ {
+ SpecAmt = a_Trial;
+ Irc7702_.Initialize7702(a_Trial);
+ const_cast<double&>(Irc7702_.TargetPremium) = Values_.GetTgtPrem
+ (Duration
+ ,SpecAmt
+ ,mce_option1 // TODO ?? Should pass dbopt.
+ ,mce_annual
+ );
+ return
+ Irc7702_.CalculatePremium
+ (EIOBasis_
+ ,Duration
+ ,a_Trial
+ ,a_Trial
+ ,a_Trial
+ ,NetPmtFactorTgt
+ ,NetPmtFactorExc
+ )
+ - Premium
+ ;
+ }
+ double Get()
+ {
+ return SpecAmt;
+ }
+};
+
+/// CalculatePremium() implements an analytic solution, while
CalculateSpecAmt()
+/// uses iteration. Reason: we anticipate that no parameter depends on premium
+/// except load (up to target vs. excess), so the direct solution isn't too
+/// complicated. But when SpecAmt is unknown, we cannot know either the actual
+/// specified-amount (underwriting) or ADD charge if they apply only up to some
+/// maximum, or the target. So here we have eight special cases rather than
+/// two, and adding another QAB like ADD could double the eight cases.
+///
+/// Return value is both specamt and bftamt; we name it 'specamt'
+/// because it is typically used to set an input parameter, and
+/// specamt is such a parameter whereas DB is not.
+
+double gpt_specamt::CalculateSpecAmt
+ (BasicValues const& a_Values
+ ,EIOBasis a_EIOBasis
+ ,int a_Duration
+ ,double a_Premium
+ ,double a_NetPmtFactorTgt
+ ,double a_NetPmtFactorExc
+ )
+{
+ LMI_ASSERT(0.0 != a_Premium);
+ LMI_ASSERT(0.0 != a_NetPmtFactorTgt);
+ LMI_ASSERT(0.0 != a_NetPmtFactorExc);
+
+ Irc7702 const& z(safely_dereference_as<Irc7702>(a_Values.Irc7702_.get()));
+
+ FindSpecAmt fsa
+ (a_Values
+ ,z
+ ,a_EIOBasis
+ ,a_Duration
+ ,a_Premium
+ ,a_NetPmtFactorTgt
+ ,a_NetPmtFactorExc
+ );
+
+ // TODO ?? The upper bound ideally wouldn't be hard coded; but if
+ // it must be, then it can't plausibly reach one billion dollars.
+ decimal_root
+ (0.0
+ ,999999999.99
+ ,bias_higher
+ ,z.round_min_specamt.decimals()
+ ,fsa
+ ,true
+ );
+
+ return fsa.Get();
+}
+
Property changes on: lmi/trunk/gpt_specamt.cpp
___________________________________________________________________
Added: svn:keywords
+ Id
Added: lmi/trunk/gpt_specamt.hpp
===================================================================
--- lmi/trunk/gpt_specamt.hpp (rev 0)
+++ lmi/trunk/gpt_specamt.hpp 2011-12-01 03:52:14 UTC (rev 5320)
@@ -0,0 +1,82 @@
+// Determine specamt from GLP or GSP.
+//
+// Copyright (C) 1998, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009,
2010, 2011 Gregory W. Chicares.
+//
+// This program is free software; you can redistribute it and/or modify
+// it under the terms of the GNU General Public License version 2 as
+// published by the Free Software Foundation.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU General Public License
+// along with this program; if not, write to the Free Software Foundation,
+// Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA
+//
+// http://savannah.nongnu.org/projects/lmi
+// email: <address@hidden>
+// snail: Chicares, 186 Belle Woods Drive, Glastonbury CT 06033, USA
+
+// $Id$
+
+#ifndef gpt_specamt_hpp
+#define gpt_specamt_hpp
+
+#include "config.hpp"
+
+#include "ihs_irc7702.hpp" // Irc7702::EIOBasis
+#include "mc_enum_type_enums.hpp" // mcenum_dbopt_7702
+
+class BasicValues;
+
+/// Determine specamt from GLP or GSP.
+///
+/// This class exists for the sole purpose of determining specamt from
+/// a premium taken as the GLP or GSP. Target premium is the essential
+/// complication: it depends on specamt, and different products set it
+/// in such different ways that it's best established by calling into
+/// an instance of class BasicValues. There's no other irreducible
+/// dependency between that class and class Irc7702, so it's best to
+/// keep them separate except for this special-purpose accouplement.
+///
+/// The physical rationale is to group several functions together so
+/// that they can easily be made friends of class Irc7702. Although
+/// it's unusual for all members of a class to be static functions,
+/// the other options are worse. Befriending multiple free functions
+/// would introduce their argument types (including class BasicValues)
+/// into class Irc7702. Friendship could be avoided by adding numerous
+/// public accessors to class Irc7702, but would increase complexity
+/// and weaken encapsulation. And inheritance would just be wrong.
+
+class gpt_specamt
+{
+ typedef Irc7702::EIOBasis EIOBasis;
+
+ public:
+ static double CalculateGLPSpecAmt
+ (BasicValues const& a_Values
+ ,int a_Duration
+ ,double a_Premium
+ ,mcenum_dbopt_7702 a_DBOpt
+ );
+ static double CalculateGSPSpecAmt
+ (BasicValues const& a_Values
+ ,int a_Duration
+ ,double a_Premium
+ );
+
+ private:
+ static double CalculateSpecAmt
+ (BasicValues const& a_Values
+ ,Irc7702::EIOBasis a_EIOBasis
+ ,int a_Duration
+ ,double a_Premium
+ ,double a_NetPmtFactorTgt
+ ,double a_NetPmtFactorExc
+ );
+};
+
+#endif // gpt_specamt_hpp
+
Property changes on: lmi/trunk/gpt_specamt.hpp
___________________________________________________________________
Added: svn:keywords
+ Id
Modified: lmi/trunk/ihs_basicval.cpp
===================================================================
--- lmi/trunk/ihs_basicval.cpp 2011-11-30 09:59:13 UTC (rev 5319)
+++ lmi/trunk/ihs_basicval.cpp 2011-12-01 03:52:14 UTC (rev 5320)
@@ -40,6 +40,7 @@
#include "et_vector.hpp"
#include "fund_data.hpp"
#include "global_settings.hpp"
+#include "gpt_specamt.hpp"
#include "ieee754.hpp" // ldbl_eps_plus_one()
#include "ihs_irc7702.hpp"
#include "ihs_irc7702a.hpp"
@@ -611,8 +612,7 @@
Irc7702_.reset
(new Irc7702
- (*this
- ,yare_input_.DefinitionOfLifeInsurance
+ (yare_input_.DefinitionOfLifeInsurance
,yare_input_.IssueAge
,EndtAge
,Mly7702qc
@@ -1249,8 +1249,9 @@
) const
{
double annualized_pmt = a_ee_mode * a_ee_pmt + a_er_mode * a_er_pmt;
- return Irc7702_->CalculateGLPSpecAmt
- (0
+ return gpt_specamt::CalculateGLPSpecAmt
+ (*this
+ ,0
,annualized_pmt
,effective_dbopt_7702(DeathBfts_->dbopt()[0], Equiv7702DBO3)
);
@@ -1265,8 +1266,9 @@
) const
{
double annualized_pmt = a_ee_mode * a_ee_pmt + a_er_mode * a_er_pmt;
- return Irc7702_->CalculateGSPSpecAmt
- (0
+ return gpt_specamt::CalculateGSPSpecAmt
+ (*this
+ ,0
,annualized_pmt
);
}
Modified: lmi/trunk/ihs_irc7702.cpp
===================================================================
--- lmi/trunk/ihs_irc7702.cpp 2011-11-30 09:59:13 UTC (rev 5319)
+++ lmi/trunk/ihs_irc7702.cpp 2011-12-01 03:52:14 UTC (rev 5320)
@@ -30,10 +30,8 @@
#include "alert.hpp"
#include "assert_lmi.hpp"
-#include "basic_values.hpp" // For target-premium callback.
#include "commutation_functions.hpp"
#include "materially_equal.hpp"
-#include "zero.hpp"
#include <algorithm>
#include <cmath>
@@ -112,8 +110,7 @@
//============================================================================
Irc7702::Irc7702
- (BasicValues const& a_Values
- ,mcenum_defn_life_ins a_Test7702
+ (mcenum_defn_life_ins a_Test7702
,int a_IssueAge
,int a_EndtAge
,std::vector<double> const& a_Qc
@@ -145,8 +142,7 @@
,double a_LeastBftAmtEver
,mcenum_dbopt_7702 a_PriorDBOpt
)
- :Values (a_Values)
- ,Test7702 (a_Test7702)
+ :Test7702 (a_Test7702)
,IssueAge (a_IssueAge)
,EndtAge (a_EndtAge)
,Qc (a_Qc)
@@ -803,7 +799,7 @@
//============================================================================
Irc7702::EIOBasis Irc7702::Get4PctBasis
(mcenum_dbopt_7702 a_DBOpt
- ) const
+ )
{
switch(a_DBOpt)
{
@@ -956,141 +952,6 @@
*/
//============================================================================
-double Irc7702::CalculateGLPSpecAmt
- (int a_Duration
- ,double a_Premium
- ,mcenum_dbopt_7702 a_DBOpt
- ) const
-{
- return CalculateSpecAmt
- (Get4PctBasis(a_DBOpt)
- ,a_Duration
- ,a_Premium
- ,PvNpfLvlTgt[Get4PctBasis(a_DBOpt)][a_Duration]
- ,PvNpfLvlExc[Get4PctBasis(a_DBOpt)][a_Duration]
- );
-}
-
-//============================================================================
-double Irc7702::CalculateGSPSpecAmt
- (int a_Duration
- ,double a_Premium
- ) const
-{
- return CalculateSpecAmt
- (Opt1Int6Pct
- ,a_Duration
- ,a_Premium
- ,PvNpfSglTgt[Opt1Int6Pct][a_Duration]
- ,PvNpfSglExc[Opt1Int6Pct][a_Duration]
- );
-}
-
-//namespace
-//{
- class FindSpecAmt
- {
- typedef Irc7702::EIOBasis EIOBasis;
- Irc7702 const& Irc7702_;
- EIOBasis const& EIOBasis_;
- int const Duration;
- double const Premium;
- double const NetPmtFactorTgt;
- double const NetPmtFactorExc;
- double SpecAmt;
-
- public:
- FindSpecAmt
- (Irc7702 const& a_IRC7702
- ,EIOBasis const& a_EIOBasis
- ,int a_Duration
- ,double a_Premium
- ,double a_NetPmtFactorTgt
- ,double a_NetPmtFactorExc
- )
- :Irc7702_ (a_IRC7702)
- ,EIOBasis_ (a_EIOBasis)
- ,Duration (a_Duration)
- ,Premium (a_Premium)
- ,NetPmtFactorTgt (a_NetPmtFactorTgt)
- ,NetPmtFactorExc (a_NetPmtFactorExc)
- ,SpecAmt (0.0)
- {
- }
- double operator()(double a_Trial)
- {
- SpecAmt = a_Trial;
- Irc7702_.Initialize7702(a_Trial);
- const_cast<double&>(Irc7702_.TargetPremium) =
Irc7702_.Values.GetTgtPrem
- (Duration
- ,SpecAmt
- ,mce_option1 // TODO ?? Should pass dbopt.
- ,mce_annual
- );
- return
- Irc7702_.CalculatePremium
- (EIOBasis_
- ,Duration
- ,a_Trial
- ,a_Trial
- ,a_Trial
- ,NetPmtFactorTgt
- ,NetPmtFactorExc
- )
- - Premium
- ;
- }
- double Get()
- {
- return SpecAmt;
- }
- };
-//} // Unnamed namespace.
-
-//============================================================================
-// CalculatePremium() implements an analytic solution, while CalculateSpecAmt()
-// uses iteration. Reason: we anticipate that no parameter depends on premium
-// except load (up to target vs. excess), so the direct solution isn't too
-// complicated. But when SpecAmt is unknown, we cannot know either the actual
-// specified-amount (underwriting) or ADD charge if they apply only up to some
-// maximum, or the target. So here we have eight special cases rather than
-// two, and adding another QAB like ADD could double the eight cases.
-double Irc7702::CalculateSpecAmt
- (EIOBasis const& a_EIOBasis
- ,int a_Duration
- ,double a_Premium
- ,double a_NetPmtFactorTgt
- ,double a_NetPmtFactorExc
- ) const
-{
- LMI_ASSERT(0.0 != a_Premium);
- LMI_ASSERT(0.0 != a_NetPmtFactorTgt);
- LMI_ASSERT(0.0 != a_NetPmtFactorExc);
-
- FindSpecAmt fsa
- (*this
- ,a_EIOBasis
- ,a_Duration
- ,a_Premium
- ,a_NetPmtFactorTgt
- ,a_NetPmtFactorExc
- );
-
- // TODO ?? The upper bound ideally wouldn't be hard coded; but if
- // it must be, then it can't plausibly reach one billion dollars.
- decimal_root
- (0.0
- ,999999999.99
- ,bias_higher
- ,round_min_specamt.decimals()
- ,fsa
- ,true
- );
-
- return fsa.Get();
-}
-
-//============================================================================
double Irc7702::GetLeastBftAmtEver() const
{
return LeastBftAmtEver;
Modified: lmi/trunk/ihs_irc7702.hpp
===================================================================
--- lmi/trunk/ihs_irc7702.hpp 2011-11-30 09:59:13 UTC (rev 5319)
+++ lmi/trunk/ihs_irc7702.hpp 2011-12-01 03:52:14 UTC (rev 5320)
@@ -35,7 +35,6 @@
#include <vector>
-class BasicValues;
class ULCommFns;
// Specified amount (specamt) is carefully distinguished from benefit
@@ -60,11 +59,11 @@
,virtual private obstruct_slicing<Irc7702>
{
friend class FindSpecAmt;
+ friend class gpt_specamt;
public:
Irc7702
- (BasicValues const& a_Values
- ,mcenum_defn_life_ins a_Test7702
+ (mcenum_defn_life_ins a_Test7702
,int a_IssueAge
,int a_EndtAge
,std::vector<double> const& a_Qc
@@ -141,15 +140,6 @@
,double a_SpecAmt
,double a_LeastBftAmtEver
) const;
- double CalculateGLPSpecAmt
- (int a_Duration
- ,double a_Premium
- ,mcenum_dbopt_7702 a_DBOpt
- ) const;
- double CalculateGSPSpecAmt
- (int a_Duration
- ,double a_Premium
- ) const;
void Initialize7702
(double a_SpecAmt
) const;
@@ -180,21 +170,10 @@
,double a_NetPmtFactorTgt
,double a_NetPmtFactorExc
) const;
- // Return value is both specamt and bftamt; we name it 'specamt'
- // because it is typically used to set an input parameter, and
- // specamt is such a parameter whereas DB is not.
- double CalculateSpecAmt
- (EIOBasis const& a_EIOBasis
- ,int a_Duration
- ,double a_Premium
- ,double a_NetPmtFactorTgt
- ,double a_NetPmtFactorExc
- ) const;
- EIOBasis Get4PctBasis
+ static EIOBasis Get4PctBasis
(mcenum_dbopt_7702 a_DBOpt
- ) const;
+ );
- BasicValues const& Values; // needed for target premium
callback
mcenum_defn_life_ins const Test7702; // 7702 test: CVAT or GPT
int const IssueAge; // Issue age
int const EndtAge; // Endowment age
Modified: lmi/trunk/objects.make
===================================================================
--- lmi/trunk/objects.make 2011-11-30 09:59:13 UTC (rev 5319)
+++ lmi/trunk/objects.make 2011-12-01 03:52:14 UTC (rev 5320)
@@ -272,6 +272,7 @@
authenticity.o \
commutation_functions.o \
fund_data.o \
+ gpt_specamt.o \
ihs_acctval.o \
ihs_avdebug.o \
ihs_avmly.o \
@@ -391,6 +392,7 @@
fenv_lmi.o \
fund_data.o \
global_settings.o \
+ gpt_specamt.o \
ihs_basicval.o \
ihs_mortal.o \
input.o \
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