[lmi-commits] [5768] Add special commutation functions for GPT

[Greg Chicares]

Revision: 5768
          http://svn.sv.gnu.org/viewvc/?view=rev&root=lmi&revision=5768
Author:   chicares
Date:     2013-09-12 12:48:47 +0000 (Thu, 12 Sep 2013)
Log Message:
-----------
Add special commutation functions for GPT

Modified Paths:
--------------
    lmi/trunk/ChangeLog

Added Paths:
-----------
    lmi/trunk/gpt_commutation_functions.hpp

Modified: lmi/trunk/ChangeLog
===================================================================
--- lmi/trunk/ChangeLog 2013-09-11 23:37:17 UTC (rev 5767)
+++ lmi/trunk/ChangeLog 2013-09-12 12:48:47 UTC (rev 5768)
@@ -32554,3 +32554,8 @@
   version.hpp
 Designate release candidate 5767.
 
+20130912T1247Z <address@hidden> [542]
+
+  gpt_commutation_functions.hpp [new file]
+Add special commutation functions for GPT.
+

Added: lmi/trunk/gpt_commutation_functions.hpp
===================================================================
--- lmi/trunk/gpt_commutation_functions.hpp                             (rev 0)
+++ lmi/trunk/gpt_commutation_functions.hpp     2013-09-12 12:48:47 UTC (rev 
5768)
@@ -0,0 +1,102 @@
+// Internal Revenue Code section 7702: GPT commutation functions.
+//
+// Copyright (C) 2013 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_commutation_functions_hpp
+#define gpt_commutation_functions_hpp
+
+#include "config.hpp"
+
+#include "oecumenic_enumerations.hpp"   // oenum_dbo_1_or_2
+
+#include <vector>
+
+/// Commutation functions specialized for GPT calculations.
+///
+/// See section 14.3 here:
+///   http://www.nongnu.org/lmi/7702.html
+///
+/// Only these specialized functions are needed. Once they're set, the
+/// canonical commutation functions {C,D,N} from which they're derived
+/// can be discarded. The function M is retained because it is used in
+/// an unspecialized form. The value of D at the endowment duration is
+/// kept for valuing the endowment benefit; it may at first seem that
+/// it could be subsumed into M, but it is always multiplied by the
+/// specified amount, whereas M may be multiplied by death benefit.
+///
+/// Ctor arguments are assumed to include any applicable rating, such
+/// as an occupational extra on an accident benefit.
+///
+/// QABs are enumerated in 7702(f)(5)(i-iv). The benefit amounts by
+/// which their rates are multiplied are all specified explicitly.
+/// This uniform approach is the most general, and requires little
+/// extra work in the case that the QAB rate is multiplied by the
+/// specified amount, as frequently occurs with accident and waiver
+/// benefits. A waiver benefit whose charge depends on actual monthly
+/// deductions cannot be treated as a QAB--see section 11/7 here:
+///   http://www.nongnu.org/lmi/7702.html
+/// A vector of zeros may of course be passed as the rate vector for
+/// any QAB that is not offered or not elected, or that the insurer
+/// chooses not to treat as a QAB.
+///
+/// Implicitly-declared special member functions do the right thing.
+
+struct GPTCommFns
+{
+    GPTCommFns
+        (unsigned int        const  length
+        ,std::vector<double> const& qc
+        ,std::vector<double> const& ic
+        ,std::vector<double> const& ig
+        ,oenum_dbo_1_or_2    const  dbo
+        ,std::vector<double> const& prem_load_target
+        ,std::vector<double> const& prem_load_excess
+        ,std::vector<double> const& policy_fee_monthly
+        ,std::vector<double> const& policy_fee_annual
+        ,std::vector<double> const& specamt_load_monthly
+        ,std::vector<double> const& qab_rate_gio
+        ,std::vector<double> const& qab_rate_adb
+        ,std::vector<double> const& qab_rate_term
+        ,std::vector<double> const& qab_rate_spouse
+        ,std::vector<double> const& qab_rate_child
+        ,std::vector<double> const& qab_rate_waiver
+        );
+    ~GPTCommFns();
+
+    std::vector<double> M_;
+    double              D_endt_;
+    std::vector<double> D_net_tgt_;
+    std::vector<double> D_net_exc_;
+    std::vector<double> N_net_tgt_;
+    std::vector<double> N_net_exc_;
+    std::vector<double> N_chg_pol_;
+    std::vector<double> N_chg_sa_;
+    std::vector<double> N_qab_gio_;
+    std::vector<double> N_qab_adb_;
+    std::vector<double> N_qab_term_;
+    std::vector<double> N_qab_spouse_;
+    std::vector<double> N_qab_child_;
+    std::vector<double> N_qab_waiver_;
+};
+
+#endif // gpt_commutation_functions_hpp
+


Property changes on: lmi/trunk/gpt_commutation_functions.hpp
___________________________________________________________________
Added: svn:keywords
   + Id