tame/core/insurance.xml

<?xml version="1.0"?>
<!--
  Copyright (C) 2014-2019 Ryan Specialty Group, LLC.

  This file is part of tame-core.

  tame-core is free software: you can redistribute it and/or modify it
  under the terms of the GNU General Public License as
  published by the Free Software Foundation, either version 3 of the
  License, or (at your option) any later version.

  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, see <http://www.gnu.org/licenses/>.
-->
<package xmlns="http://www.lovullo.com/rater"
         xmlns:c="http://www.lovullo.com/calc"
         xmlns:t="http://www.lovullo.com/rater/apply-template"
         core="true"
         title="Insurance Abstractions">

  <import package="base" />
  <import package="assert"        export="true" />
  <import package="convention"    export="true" />
  <import package="map"           export="true" />
  <import package="numeric/round" export="true" />
  <import package="vector/cmatch" export="true" />


  These are primitive abstractions for insurance that will be
  improved upon over time.

  Some notable TODOs:

  \begin{enumerate}
    \item Support scalar results; and
    \item Rounding direction (currently only nearest).
  \end{enumerate}

  \todo{Template to abstract these {\tt rate-each} generation
  templates.}

  <param name="assert_ignore_premium_zero" type="boolean"
         desc="Ignore assertion failures for $0 premiums" />

  <param name="assert_ignore_premium_negative" type="boolean"
         desc="Ignore assertion failures for negative premiums" />


  <template name="_premium_"
            desc="A premium dollar amount">
    <param name="@values@"    desc="Body" />
    <param name="@class@"     desc="Predicate" />

    <param name="@no@" desc="Negated predicate">
      <text></text>
    </param>

    <param name="@sym@" desc="TeX symbol">
      <text></text>
    </param>
    <param name="@gensym@" desc="Generator TeX symbol">
      <text></text>
    </param>

    <param name="@yields@" desc="Yield (optional)">
      <text></text>
    </param>

    <param name="@generates@" desc="Generates (optional)">
      <text></text>
    </param>

    <param name="@index@" desc="Index (optional)">
      <text></text>
    </param>

    <!-- at least one of generates or yields is required -->
    <if name="@yields@" eq="">
      <if name="@generates@" eq="">
        <error>must provide at least one of @generates or @yields</error>
      </if>
    </if>

    <unless name="@generates@" eq="">
      <t:naming-convention name="@generates@" prefix="prem" />
    </unless>

    <unless name="@yields@" eq="">
      <t:naming-convention name="@yields@" prefix="prem" />
    </unless>

    <!-- required since various companies have various bizzare
         rounding rules that tend to be a source of bugs; make the
         developer think about it -->
    <param name="@round@" desc="Rounding method" />

    <!-- not yet used, but it will at least serve as code
         documentation for the time being -->
    <param name="@desc@" desc="Premium description" />
    <unless name="@desc@">
      <unless name="@generates@" eq="">
        <error>
            a description (@desc@) is required for
            `<param-value name="@generates@" />'
        </error>
      </unless>
      <if name="@generates@" eq="">
        <error>
            a description (@desc@) is required for
            `<param-value name="@yields@" />'
        </error>
      </if>
    </unless>

    <param name="@allow-zero@" desc="Allow value of zero (default false)">
      <text>false</text>
    </param>

    <param name="@allow-negative@" desc="Allow negative value (default false)">
      <text>false</text>
    </param>


    <rate-each class="@class@" no="@no@" yields="@yields@"
               generates="@generates@" index="@index@"
               sym="@sym@" gensym="@gensym@">
      <!-- TODO: we now have reason for a more concise conditional
           syntax -->
      <if name="@round@" eq="dollar">
        <t:round>
          <param-copy name="@values@" />
        </t:round>
      </if>
      <unless name="@round@" eq="dollar">
        <if name="@round@" eq="cent">
          <c:apply name="round_cents">
            <c:arg name="round_cents_val">
              <param-copy name="@values@" />
            </c:arg>
          </c:apply>
        </if>

        <unless name="@round@" eq="cent">
          <if name="@round@" eq="up">
            <c:ceil>
              <param-copy name="@values@" />
            </c:ceil>
          </if>

          <unless name="@round@" eq="up">
            <if name="@round@" eq="down">
              <c:floor>
                <param-copy name="@values@" />
              </c:floor>
            </if>

            <unless name="@round@" eq="down">
              <!-- no rounding -->
              <param-copy name="@values@" />
            </unless>
          </unless>
        </unless>
      </unless>
    </rate-each>


    <!-- assertion for non-zero -->
    <unless name="@allow-zero@" eq="true">
      <unless name="@generates@" eq="">
        <t:assert failure="{@desc@} ({@generates@}) must not yield a value
                           of 0 for any index">
          <any>
            <match on="assert_ignore_premium_zero" />
            <t:match-ne on="@generates@" value="ZERO" />
          </any>
        </t:assert>
      </unless>

      <unless name="@yields@" eq="">
        <t:assert failure="{@desc@} ({@yields@}) must not yield a value of 0">
          <any>
            <match on="assert_ignore_premium_zero" />
            <t:match-ne on="@yields@" value="ZERO" />
          </any>
        </t:assert>
      </unless>
    </unless>

    <!-- assertion for non-negative -->
    <unless name="@allow-negative@" eq="true">
      <unless name="@generates@" eq="">
        <t:assert failure="{@desc@} ({@generates@}) must not yield a negative
                           value for any index">
          <any>
            <match on="assert_ignore_premium_negative" />
            <t:match-gte on="@generates@" value="ZERO" />
          </any>
        </t:assert>
      </unless>

      <unless name="@yields@" eq="">
        <t:assert failure="{@desc@} ({@yields@}) must not yield a negative
                           value">
          <any>
            <match on="assert_ignore_premium_negative" />
            <t:match-gte on="@yields@" value="ZERO" />
          </any>
        </t:assert>
      </unless>
    </unless>
  </template>


  \ref{_factor_} defines a calculation that results in a factor
    which will later be used in a product.
  There are special considerations for these types of values---%
    generally, they should not have a value of~$0$ if some sort of calculation
      condition or lookup is not met,
        as that would have the effect of wiping out premium.\footnote{
          Note that every generator index can be non-zero but still sum up
            to a zero yield,
              which would trigger this error.}
  If zero is desired,
    \tt{@allow-zero@} must be set to \tt{true} to explicitly permit it.

  <template name="_factor_"
            desc="Factor to multiply against (must be non-zero by default)">
    <param name="@values@" desc="Body" />

    <param name="@class@" desc="Predicate">
      <text></text>
    </param>

    <param name="@generates@" desc="Generator name">
      <text></text>
    </param>

    <param name="@index@" desc="Generator index">
      <text></text>
    </param>

    <param name="@no@" desc="Negated predicate">
      <text></text>
    </param>

    <param name="@sym@" desc="TeX symbol">
      <text></text>
    </param>
    <param name="@gensym@" desc="Generator TeX symbol">
      <text></text>
    </param>

    <param name="@yields@" desc="Yield (optional)">
      <text></text>
    </param>

    <!-- at least one of generates or yields is required -->
    <if name="@yields@" eq="">
      <if name="@generates@" eq="">
        <error>must provide at least one of @generates or @yields</error>
      </if>
    </if>

    <!-- not yet used, but it will at least serve as code
         documentation for the time being -->
    <param name="@desc@" desc="Factor description" />
    <unless name="@desc@">
      <unless name="@generates@" eq="">
        <error>
            a description (@desc@) is required for
            `<param-value name="@generates@" />'
        </error>
      </unless>
      <if name="@generates@" eq="">
        <error>
            a description (@desc@) is required for
            `<param-value name="@yields@" />'
        </error>
      </if>
    </unless>

    <!-- normally we want factors to default to 1, otherwise they could wipe
         out premium -->
    <param name="@allow-zero@" desc="Allow value of zero (default false; see
                                     also @default@)">
      <text>false</text>
    </param>

    <!-- default is _only_ used when a factor is 0, so it makes no sense to
         set a default to #0 -->
    <param name="@default@" desc="Default value if 0 (optional)" />
    <if name="@default@" eq="#0">
      <error>
        a value of #0 for @default@ is not meaningful;
          use @allow-zero@ instead.
      </error>
    </if>

    <!-- negative values might be indicitive of a failure to provide a floor
         on certain factors when summing (for example) -->
    <param name="@allow-negative@" desc="Allow negative value (default false)">
      <text>false</text>
    </param>

    <param name="@_prefix@" desc="Factor type (drives naming convention)">
      <text>factor</text>
    </param>

    <unless name="@generates@" eq="">
      <t:naming-convention name="@generates@" prefix="@_prefix@" />
    </unless>

    <unless name="@yields@" eq="">
      <t:naming-convention name="@yields@" prefix="@_prefix@" />
    </unless>


    <!-- factor calculation -->
    <rate-each class="@class@" no="@no@" yields="@yields@" sym="@sym@"
               generates="@generates@" index="@index@" gensym="@gensym@">
      <!-- use a default if provided if the factor expression yields 0 -->
      <if name="@default@">
        <c:let>
          <c:values>
            <c:value name="factor" type="float"
                     desc="Factor result before default">
              <param-copy name="@values@" />
            </c:value>
          </c:values>

          <t:map-set name="factor">
            <t:map from="ZERO" value="@default@" />
            <t:map-else value="factor" />
          </t:map-set>
        </c:let>
      </if>

      <!-- avoid let generation if no default was provided -->
      <unless name="@default@">
        <param-copy name="@values@" />
      </unless>
    </rate-each>


    <!-- assertion for non-zero -->
    <unless name="@allow-zero@" eq="true">
      <!-- assertions are useless if a static default was provided, since we
           know that zero can then never be yielded-->
      <unless name="@default@" prefix="#">
        <unless name="@generates@" eq="">
          <t:assert failure="{@generates@} must not yield a value of 0 for
                             any index">
            <t:match-ne on="@generates@" value="ZERO" />
          </t:assert>
        </unless>

        <unless name="@yields@" eq="">
          <t:assert failure="{@yields@} must not yield a value of 0">
            <t:match-ne on="@yields@" value="ZERO" />
          </t:assert>
        </unless>
      </unless>
    </unless>

    <!-- assertion for non-negative -->
    <unless name="@allow-negative@" eq="true">
      <unless name="@generates@" eq="">
        <t:assert failure="{@generates@} must not yield a negative value
                           for any index">
          <t:match-gte on="@generates@" value="ZERO" />
        </t:assert>
      </unless>

      <unless name="@yields@" eq="">
        <t:assert failure="{@yields@} must not yield a negative value">
          <t:match-gte on="@yields@" value="ZERO" />
        </t:assert>
      </unless>
    </unless>
  </template>


  The \ref{_credit_} and \ref{_debit_} templates define factors that are
    intended to introduce, respectively, credits and surcharges.
  Each name defined using these templates must be prefixed with ``credit''
    and ``debit'' respectively.
  Credits must never exceed a value of~$1$,
    as they would then be treated as if they were surcharges.
  Similarly, debits must never have a value less than~$1$.
  Both must have values greater than~$0$.

  If a value can be either a credit or a debit,
    it is sometimes called an ``adjustment''.
  In reality it is just another factor,
    so just use \ref{_factor_} in such a~case.

  <template name="_credit_"
            desc="Credit to be used as a factor">
    <param name="@values@" desc="Credit calculation" />

    <param name="@class@" desc="Predicate">
      <text></text>
    </param>

    <param name="@generates@" desc="Generator name">
      <text></text>
    </param>

    <param name="@index@" desc="Generator index">
      <text></text>
    </param>

    <param name="@no@" desc="Negated predicate">
      <text></text>
    </param>

    <param name="@sym@" desc="TeX symbol">
      <text></text>
    </param>
    <param name="@gensym@" desc="Generator TeX symbol">
      <text></text>
    </param>

    <param name="@yields@" desc="Yield (optional)">
      <text></text>
    </param>

    <param name="@default@" desc="Default value if 0 (optional)">
      <text></text>
    </param>

    <param name="@desc@" desc="Factor description">
      <text></text>
    </param>


    <t:factor _prefix="credit"
              class="@class@" no="@no@" yields="@yields@" sym="@sym@"
              generates="@generates@" index="@index@" gensym="@gensym@"
              default="@default@"
              desc="@desc@">
      <param-copy name="@values@" />
    </t:factor>

    <unless name="@generates@" eq="">
      <t:assert failure="{@generates@} is a credit but one or more
                         of its values are greater than 1">
        <t:match-lte on="@generates@" value="#1" />
      </t:assert>
    </unless>

    <unless name="@yields@" eq="">
      <t:assert failure="{@yields@} is a credit but its value is
                         greater than 1">
        <t:match-lte on="@yields@" value="#1" />
      </t:assert>
    </unless>
  </template>


  <template name="_debit_"
            desc="Debit to be used as a factor">
    <param name="@values@" desc="Credit calculation" />

    <param name="@class@" desc="Predicate">
      <text></text>
    </param>

    <param name="@generates@" desc="Generator name">
      <text></text>
    </param>

    <param name="@index@" desc="Generator index">
      <text></text>
    </param>

    <param name="@no@" desc="Negated predicate">
      <text></text>
    </param>

    <param name="@sym@" desc="TeX symbol">
      <text></text>
    </param>
    <param name="@gensym@" desc="Generator TeX symbol">
      <text></text>
    </param>

    <param name="@yields@" desc="Yield (optional)">
      <text></text>
    </param>

    <param name="@default@" desc="Default value if 0 (optional)">
      <text></text>
    </param>

    <param name="@desc@" desc="Factor description">
      <text></text>
    </param>


    <t:factor _prefix="debit"
              class="@class@" no="@no@" yields="@yields@" sym="@sym@"
              generates="@generates@" index="@index@" gensym="@gensym@"
              default="@default@"
              desc="@desc@">
      <param-copy name="@values@" />
    </t:factor>

    <unless name="@generates@" eq="">
      <t:assert failure="{@generates@} is a debit but one or more
                         of its values are less than 1">
        <t:match-gte on="@generates@" value="#1" />
      </t:assert>
    </unless>

    <unless name="@yields@" eq="">
      <t:assert failure="{@yields@} is a credit but its value is
                         less than 1">
        <t:match-gte on="@yields@" value="#1" />
      </t:assert>
    </unless>
  </template>
</package>