From de684de3526312a9f5746758ec95f8c39fb111f1 Mon Sep 17 00:00:00 2001 From: Ilaria Date: Thu, 17 Aug 2023 11:48:13 +0100 Subject: [PATCH] fire++ adding multiple missing fire properties --- .../properties/accrued_interest_balance.md | 13 ++++++++++++ .../properties/behavioral_curve_id.md | 11 ++++++++++ documentation/properties/ccf.md | 11 ++++++++++ documentation/properties/customers.md | 21 +++++++++++++++++++ .../properties/encumbrance_end_date.md | 13 ++++++++++++ .../properties/facility_currency_code.md | 11 ++++++++++ documentation/properties/guarantor_id.md | 11 ++++++++++ documentation/properties/intra_group.md | 11 ++++++++++ documentation/properties/issuer_id.md | 12 +++++++++++ documentation/properties/ledger_code.md | 11 ++++++++++ documentation/properties/legal_entity_name.md | 11 ++++++++++ .../properties/national_reporting_code.md | 11 ++++++++++ .../properties/next_repricing_date.md | 14 +++++++++++++ documentation/properties/vol_adj.md | 13 ++++++++++++ tests/test_docs.py | 14 ------------- 15 files changed, 174 insertions(+), 14 deletions(-) create mode 100644 documentation/properties/accrued_interest_balance.md create mode 100644 documentation/properties/behavioral_curve_id.md create mode 100644 documentation/properties/ccf.md create mode 100644 documentation/properties/customers.md create mode 100644 documentation/properties/encumbrance_end_date.md create mode 100644 documentation/properties/facility_currency_code.md create mode 100644 documentation/properties/guarantor_id.md create mode 100644 documentation/properties/intra_group.md create mode 100644 documentation/properties/issuer_id.md create mode 100644 documentation/properties/ledger_code.md create mode 100644 documentation/properties/legal_entity_name.md create mode 100644 documentation/properties/national_reporting_code.md create mode 100644 documentation/properties/next_repricing_date.md create mode 100644 documentation/properties/vol_adj.md diff --git a/documentation/properties/accrued_interest_balance.md b/documentation/properties/accrued_interest_balance.md new file mode 100644 index 00000000..4b5ebbf0 --- /dev/null +++ b/documentation/properties/accrued_interest_balance.md @@ -0,0 +1,13 @@ +--- +layout: property +title: "accrued_interest_balance" +schemas: [loan] +--- + +# accrued_interest_balance + +--- + +The **accrued interest balance** is the accrued interest due at the next payment date. + +Monetary type represented as a naturally positive integer number of cents/pence. diff --git a/documentation/properties/behavioral_curve_id.md b/documentation/properties/behavioral_curve_id.md new file mode 100644 index 00000000..2372da06 --- /dev/null +++ b/documentation/properties/behavioral_curve_id.md @@ -0,0 +1,11 @@ +--- +layout: property +title: "behavioral_curve_id" +schemas: [account, loan] +--- + +# behavioral_curve_id + +--- + +The **behavioral curve id** is the unique identifier for the behavioral curve used by the financial institution. diff --git a/documentation/properties/ccf.md b/documentation/properties/ccf.md new file mode 100644 index 00000000..ba1203dd --- /dev/null +++ b/documentation/properties/ccf.md @@ -0,0 +1,11 @@ +--- +layout: property +title: "ccf" +schemas: [loan, account] +--- + +# ccf + +--- + +The **credit conversion factor** is what indicates the proportion of the undrawn amount that would be drawn down on default. diff --git a/documentation/properties/customers.md b/documentation/properties/customers.md new file mode 100644 index 00000000..9cba0ad9 --- /dev/null +++ b/documentation/properties/customers.md @@ -0,0 +1,21 @@ +--- +layout: property +title: "customers" +schemas: [loan] +--- + +# customers + +--- + +The list of customers for this loan. + +It is a composition of id and income_amount providing a information about each customer. + +## id +The unique identifier for the customer/s within the financial institution. + +## income_amount +The reference income used for the customer(s) for this loan. Monetary type represented as an integer number of cents/pence. + + diff --git a/documentation/properties/encumbrance_end_date.md b/documentation/properties/encumbrance_end_date.md new file mode 100644 index 00000000..4d2dc576 --- /dev/null +++ b/documentation/properties/encumbrance_end_date.md @@ -0,0 +1,13 @@ +--- +layout: property +title: "encumbrance_end_date" +schemas: [loan] +--- + +# encumbrance_end_date + +--- + +The **encumbrance end date** is the date when encumbrance amount goes to zero. + +It is in date-time format in accordance with the ISO 8601 standard (YYYY-MM-DDTHH:MM:SSZ). \ No newline at end of file diff --git a/documentation/properties/facility_currency_code.md b/documentation/properties/facility_currency_code.md new file mode 100644 index 00000000..f616eb95 --- /dev/null +++ b/documentation/properties/facility_currency_code.md @@ -0,0 +1,11 @@ +--- +layout: property +title: "facility_currency_code" +schemas: [loan] +--- + +# facility_currency_code + +--- + +The **facility currency code** is the currency of the credit facility when it is not the same as "currency_code" of the loan. diff --git a/documentation/properties/guarantor_id.md b/documentation/properties/guarantor_id.md new file mode 100644 index 00000000..e1b35832 --- /dev/null +++ b/documentation/properties/guarantor_id.md @@ -0,0 +1,11 @@ +--- +layout: property +title: "guarantor_id" +schemas: [loan, account, agreement] +--- + +# guarantor_id + +--- + +The **guarantor id** is the unique identifier for the guarantor within the financial institution. diff --git a/documentation/properties/intra_group.md b/documentation/properties/intra_group.md new file mode 100644 index 00000000..b1634665 --- /dev/null +++ b/documentation/properties/intra_group.md @@ -0,0 +1,11 @@ +--- +layout: property +title: "intra_group" +schemas: [entity] +--- + +# intra_group + +--- + +The **intra group** is a flag to indicate that the entity should be considered an intra-group. diff --git a/documentation/properties/issuer_id.md b/documentation/properties/issuer_id.md new file mode 100644 index 00000000..44ec7360 --- /dev/null +++ b/documentation/properties/issuer_id.md @@ -0,0 +1,12 @@ +--- +layout: property +title: "issuer_id" +schemas: [loan, derivative, security] +--- + +# issuer_id + +--- + +The **issuer id** is a unique identifier used by the financial institution to identify the underlying reference issuer for this product. + diff --git a/documentation/properties/ledger_code.md b/documentation/properties/ledger_code.md new file mode 100644 index 00000000..60657626 --- /dev/null +++ b/documentation/properties/ledger_code.md @@ -0,0 +1,11 @@ +--- +layout: property +title: "ledger_code" +schemas: [loan, account, derivative, security] +--- + +# ledger_code + +--- + +The **ledger code** is an internal ledger code or line item name. diff --git a/documentation/properties/legal_entity_name.md b/documentation/properties/legal_entity_name.md new file mode 100644 index 00000000..6435b9bc --- /dev/null +++ b/documentation/properties/legal_entity_name.md @@ -0,0 +1,11 @@ +--- +layout: property +title: "legal_entity_name" +schemas: [entity] +--- + +# legal_entity_name + +--- + +The **legal entity name** is the official legal name of the entity. diff --git a/documentation/properties/national_reporting_code.md b/documentation/properties/national_reporting_code.md new file mode 100644 index 00000000..3a86f7a3 --- /dev/null +++ b/documentation/properties/national_reporting_code.md @@ -0,0 +1,11 @@ +--- +layout: property +title: "national_reporting_code" +schemas: [entity] +--- + +# national_reporting_code + +--- + +The **national reporting code** is the unique identifier established by the national reporting system. diff --git a/documentation/properties/next_repricing_date.md b/documentation/properties/next_repricing_date.md new file mode 100644 index 00000000..b636c24d --- /dev/null +++ b/documentation/properties/next_repricing_date.md @@ -0,0 +1,14 @@ +--- +layout: property +title: "next_repricing_date" +schemas: [loan, account, security] +--- + +# next_repricing_date + +--- + +The **next repricing date** is the date on which the interest rate of the security will be re-calculated. + +It is in date-time format in accordance with the ISO 8601 standard (YYYY-MM-DDTHH:MM:SSZ). + diff --git a/documentation/properties/vol_adj.md b/documentation/properties/vol_adj.md new file mode 100644 index 00000000..f160fef0 --- /dev/null +++ b/documentation/properties/vol_adj.md @@ -0,0 +1,13 @@ +--- +layout: property +title: "vol_adj" +schemas: [loan, collateral] +--- + +# vol_adj + +--- + +The **volatility adjustment** is an adjustment to the basic risk-free rate that reflects a proportion of the additional return that an insurer may expect to earn from investing in government and corporate bonds, rather than risk-free equivalents. + +[volatility adjustment]:https://www.bankofengland.co.uk/prudential-regulation/key-initiatives/solvency-ii/technical-information \ No newline at end of file diff --git a/tests/test_docs.py b/tests/test_docs.py index 6606ff37..43b617a4 100644 --- a/tests/test_docs.py +++ b/tests/test_docs.py @@ -17,38 +17,25 @@ def test_property_has_docs(self): """ exceptions = [ "account_ids", - "accrued_interest_balance", - "behavioral_curve_id", "cb_haircut", - "ccf", "col", "comment", "contribution_amount", "contribution_text", - "customers", "data", "delta", "derivative_id", - "encumbrance_end_date", - "facility_currency_code", "forward_rate", "gamma", - "guarantor_id", "insolvency_rank", - "intra_group", - "issuer_id", - "ledger_code", "leg", - "legal_entity_name", "links", "loan_id", "loan_ids", - "national_reporting_code", "next_exercise_date", "next_payment_amount", "next_receive_amount", "next_receive_date", - "next_repricing_date", "next_reset_date", "page", "payment_date", @@ -66,7 +53,6 @@ def test_property_has_docs(self): "underlying_strike", "values", "vega", - "vol_adj", "vol_adj_fx", ]