@actuarial-ts/interchange 0.2.0

package/LICENSE

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package/NOTICE

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+actuarial-ts
+Copyright 2026 Justin Morrey
+
+This product includes software developed as part of the actuarial-ts project
+(https://github.com/yerromnitsuj/actng).

package/README.md

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+# @actuarial-ts/interchange
+
+The `actuarial-interchange` format (spec v1) for the actuarial-ts SDK:
+language-neutral, versioned documents that carry **data, intent, results,
+and governance** between actuarial-ts, chainladder-python, and R
+ChainLadder — plus the deterministic cross-implementation referee.
+
+- **Document kinds**: `triangle`, `selection`, `method-result`,
+  `stochastic-result`, `study`, `bundle`, `crosscheck-report` — zod
+  schemas with inferred types, mechanically emitted to JSON Schema under
+  `schema/interchange/1.0/` (committed; a drift test fails the build if
+  the emitted schemas and the committed files diverge).
+- **Canonicalization** is RFC 8785 (JCS) via `@actuarial-ts/core`'s
+  `canonicalJson`; the committed cross-language vector suite
+  (`schema/interchange/1.0/jcs-vectors.json`) is part of the spec.
+- **Integrity tags** cover the semantic body only —
+  `fnv1a64(canonicalJson(<kind-named object>))` — never the envelope, so
+  a re-export by another adapter changes the envelope, not the tag. Tags
+  detect ACCIDENTAL divergence; they are not a security control.
+- **Selections travel as intent + values** with a normative coherence
+  rule: computable intents must recompute to the stated value within
+  1e-9 relative, verified on import (warn or refuse via a strictness
+  flag; refusal is `INCOHERENT_SELECTION`). Values are authoritative only
+  for `judgmental`/`external` intents, whose rationale is required.
+- **Converters**: `triangleToDoc`/`docToTriangle`,
+  `selectionsToDoc`/`docToSelections` (intent ↔ the standard averages
+  menu), `resultToDoc` (chainLadder, mack, bornhuetterFerguson,
+  benktander in Phase A; more methods arrive with later phases), and
+  `parseDocument` (version-checked, integrity-verified,
+  warning-channeled).
+- **The referee**: `crosscheck({ a, b, tolerance?, selection?, createdAt })`
+  compares two `method-result` documents by appliesTo tags and convention
+  profile, computes per-origin and total relative deviations, applies
+  requested-vs-effective downgrades, and returns a `crosscheck-report`
+  with verdict `agree | disagree | not-comparable | verified-by-value`.
+  Convention profiles (`deterministic-cl`, `mack1993-vw`) are shipped as
+  data, including each engine's pinned alignment parameters.
+
+Version handling (spec 3.5): wrong-major documents throw
+`ReservingError("UNSUPPORTED_VERSION")`; same-major unknown minor fields
+are accepted and preserved (schemas are passthrough), and
+`governance`/`extensions` round-trip opaquely.
+
+Everything is pure and browser-safe: no clock reads (`createdAt` is
+caller-supplied), no randomness, no node builtins. Depends on
+`@actuarial-ts/core` and `zod` only; `zod-to-json-schema` is a build-time
+devDependency used by `npm run emit-schema` (which builds first, then
+regenerates the committed JSON Schemas).
+
+This package is designed to support the actuary's compliance with the
+ASOPs; cross-implementation agreement supports, but does not by itself
+constitute, the model validation contemplated by ASOP No. 56.

package/dist/convert/result.d.ts

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+import { type BenktanderResult, type BornhuetterFergusonResult, type ChainLadderResult, type MackResult } from "@actuarial-ts/core";
+import { type GeneratorStamp } from "../envelope.js";
+import type { TriangleDoc } from "../schemas/triangle.js";
+import type { SelectionDoc } from "../schemas/selection.js";
+import { type EngineStamp, type MethodResultDoc } from "../schemas/result.js";
+/**
+ * core method results → MethodResultDoc, stamping `appliesTo` (spec 3.2 /
+ * 4.1).
+ *
+ * Phase A converts the deterministic quartet — ChainLadderResult,
+ * MackResult, BornhuetterFergusonResult, BenktanderResult; further
+ * methods (Cape Cod, Clark, Munich, the stochastic layer, ...) arrive
+ * with later phases. Method names use the actuarial-ts namespace
+ * (unprefixed discriminants); `clpy:`/`rcl:` are reserved for the other
+ * shores.
+ *
+ * Row vocabulary is the spec's: `unpaid` carries what core's Mack calls
+ * `reserve` (identical quantity, interchange field name).
+ */
+export type ConvertibleResult = ChainLadderResult | MackResult | BornhuetterFergusonResult | BenktanderResult;
+/**
+ * The engine stamp for results computed by @actuarial-ts/core. A sync test
+ * pins the version to the installed core package so it cannot drift.
+ */
+export declare const CORE_ENGINE: EngineStamp;
+export interface ResultToDocOptions {
+    /** The triangle document the result was computed from. */
+    triangleDoc: TriangleDoc;
+    /** The selection document used, when one exists; null/omitted = none
+     * (e.g. Mack on its own volume-weighted factors). */
+    selectionDoc?: SelectionDoc | null;
+    /** ISO timestamp for the envelope (caller-supplied; purity rule). */
+    createdAt: string;
+    /** Convention profile the run aligns to (referee comparability input). */
+    conventionProfile?: string;
+    /** Requested-parameter echo; defaults to {}. */
+    parameters?: Record<string, unknown>;
+    /** Effective parameters when the engine deviated from requested. */
+    effectiveParameters?: Record<string, unknown>;
+    engine?: EngineStamp;
+    generator?: GeneratorStamp;
+    extensions?: Record<string, unknown>;
+}
+export declare function resultToDoc(result: ConvertibleResult, options: ResultToDocOptions): MethodResultDoc;
+//# sourceMappingURL=result.d.ts.map

package/dist/convert/result.d.ts.map

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+{"version":3,"file":"result.d.ts","sourceRoot":"","sources":["../../src/convert/result.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,KAAK,gBAAgB,EACrB,KAAK,yBAAyB,EAC9B,KAAK,iBAAiB,EACtB,KAAK,UAAU,EAEhB,MAAM,oBAAoB,CAAC;AAC5B,OAAO,EAGL,KAAK,cAAc,EAEpB,MAAM,gBAAgB,CAAC;AACxB,OAAO,KAAK,EAAE,WAAW,EAAE,MAAM,wBAAwB,CAAC;AAC1D,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,yBAAyB,CAAC;AAC5D,OAAO,EACL,KAAK,WAAW,EAEhB,KAAK,eAAe,EAGrB,MAAM,sBAAsB,CAAC;AAE9B;;;;;;;;;;;;;GAaG;AAEH,MAAM,MAAM,iBAAiB,GACzB,iBAAiB,GACjB,UAAU,GACV,yBAAyB,GACzB,gBAAgB,CAAC;AAErB;;;GAGG;AACH,eAAO,MAAM,WAAW,EAAE,WAAwD,CAAC;AAEnF,MAAM,WAAW,kBAAkB;IACjC,0DAA0D;IAC1D,WAAW,EAAE,WAAW,CAAC;IACzB;yDACqD;IACrD,YAAY,CAAC,EAAE,YAAY,GAAG,IAAI,CAAC;IACnC,qEAAqE;IACrE,SAAS,EAAE,MAAM,CAAC;IAClB,0EAA0E;IAC1E,iBAAiB,CAAC,EAAE,MAAM,CAAC;IAC3B,gDAAgD;IAChD,UAAU,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;IACrC,oEAAoE;IACpE,mBAAmB,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;IAC9C,MAAM,CAAC,EAAE,WAAW,CAAC;IACrB,SAAS,CAAC,EAAE,cAAc,CAAC;IAC3B,UAAU,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;CACtC;AA6ED,wBAAgB,WAAW,CACzB,MAAM,EAAE,iBAAiB,EACzB,OAAO,EAAE,kBAAkB,GAC1B,eAAe,CAgEjB"}

package/dist/convert/result.js

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+import { ReservingError, } from "@actuarial-ts/core";
+import { DEFAULT_GENERATOR, INTERCHANGE_SPEC_VERSION, stampIntegrity, } from "../envelope.js";
+import { methodResultDocSchema, } from "../schemas/result.js";
+/**
+ * The engine stamp for results computed by @actuarial-ts/core. A sync test
+ * pins the version to the installed core package so it cannot drift.
+ */
+export const CORE_ENGINE = { name: "actuarial-ts", version: "0.2.0" };
+function mapResult(result) {
+    switch (result.method) {
+        case "chainLadder":
+            return {
+                method: "chainLadder",
+                rows: result.rows.map((r) => ({
+                    origin: r.origin,
+                    ultimate: r.ultimate,
+                    unpaid: r.unpaid,
+                })),
+                totals: { ultimate: result.totals.ultimate, unpaid: result.totals.unpaid },
+                warnings: [...result.warnings],
+                basis: result.basis,
+            };
+        case "mack":
+            return {
+                method: "mack",
+                rows: result.rows.map((r) => ({
+                    origin: r.origin,
+                    ultimate: r.ultimate,
+                    unpaid: r.reserve,
+                    standardError: r.standardError,
+                })),
+                totals: {
+                    ultimate: result.totals.ultimate,
+                    unpaid: result.totals.reserve,
+                    standardError: result.totals.standardError,
+                },
+                warnings: [...result.warnings],
+                basis: null,
+            };
+        case "bornhuetterFerguson":
+            return {
+                method: "bornhuetterFerguson",
+                rows: result.rows.map((r) => ({
+                    origin: r.origin,
+                    ultimate: r.ultimate,
+                    unpaid: r.unpaid,
+                })),
+                totals: { ultimate: result.totals.ultimate, unpaid: result.totals.unpaid },
+                warnings: [...result.warnings],
+                basis: result.basis,
+            };
+        case "benktander":
+            return {
+                method: "benktander",
+                rows: result.rows.map((r) => ({
+                    origin: r.origin,
+                    ultimate: r.ultimate,
+                    unpaid: r.unpaid,
+                })),
+                totals: { ultimate: result.totals.ultimate, unpaid: result.totals.unpaid },
+                warnings: [...result.warnings],
+                basis: result.basis,
+            };
+        default: {
+            const method = result.method ?? "(unknown)";
+            throw new ReservingError("BAD_INTERCHANGE", `resultToDoc does not support method "${method}" yet; Phase A converts chainLadder, ` +
+                "mack, bornhuetterFerguson, and benktander (more arrive with later phases)");
+        }
+    }
+}
+export function resultToDoc(result, options) {
+    const selectionDoc = options.selectionDoc ?? null;
+    if (selectionDoc !== null &&
+        selectionDoc.selection.appliesTo.triangleIntegrity !== options.triangleDoc.integrity) {
+        throw new ReservingError("BAD_INTERCHANGE", `The selection document applies to triangle ${selectionDoc.selection.appliesTo.triangleIntegrity} ` +
+            `but the supplied triangle document's integrity is ${options.triangleDoc.integrity}`);
+    }
+    const mapped = mapResult(result);
+    if (mapped.basis !== null && mapped.basis !== options.triangleDoc.triangle.measure) {
+        throw new ReservingError("BAD_INTERCHANGE", `Result basis "${mapped.basis}" does not match the triangle document's measure ` +
+            `"${options.triangleDoc.triangle.measure}"`);
+    }
+    const engine = { ...(options.engine ?? CORE_ENGINE) };
+    if (options.conventionProfile !== undefined) {
+        engine.conventionProfile = options.conventionProfile;
+    }
+    const body = {
+        appliesTo: {
+            triangleIntegrity: options.triangleDoc.integrity,
+            selectionIntegrity: selectionDoc?.integrity ?? null,
+        },
+        engine,
+        method: mapped.method,
+        parameters: options.parameters ?? {},
+        rows: mapped.rows,
+        totals: mapped.totals,
+    };
+    // Authoring convention (shared with the Python adapter): `warnings` is
+    // omitted when empty, so a warning-free result hashes identically no
+    // matter which shore authored it.
+    if (mapped.warnings.length > 0)
+        body.warnings = mapped.warnings;
+    if (options.effectiveParameters !== undefined) {
+        body.effectiveParameters = options.effectiveParameters;
+    }
+    const doc = stampIntegrity({
+        interchangeVersion: INTERCHANGE_SPEC_VERSION,
+        kind: "method-result",
+        generator: options.generator ?? DEFAULT_GENERATOR,
+        createdAt: options.createdAt,
+        extensions: options.extensions ?? {},
+        result: body,
+    });
+    const checked = methodResultDocSchema.safeParse(doc);
+    if (!checked.success) {
+        throw new ReservingError("BAD_INTERCHANGE", `resultToDoc produced an invalid document: ${checked.error.issues
+            .map((i) => `${i.path.join(".") || "$"}: ${i.message}`)
+            .join("; ")}`);
+    }
+    return checked.data;
+}
+//# sourceMappingURL=result.js.map

package/dist/convert/result.js.map

@@ -0,0 +1 @@
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package/dist/convert/selection.d.ts

@@ -0,0 +1,114 @@
+import { type AverageKey, type LdfSelections } from "@actuarial-ts/core";
+import { type GeneratorStamp } from "../envelope.js";
+import type { OriginLengthMonths, TriangleDoc } from "../schemas/triangle.js";
+import { type DevelopmentIntent, type SelectionBody, type SelectionDoc, type TailIntent } from "../schemas/selection.js";
+/**
+ * core `LdfSelections` ↔ SelectionDoc, with the coherence rule (spec 3.2).
+ *
+ * THE COHERENCE RULE (normative): for COMPUTABLE intents (everything
+ * except judgmental/external), `value` MUST equal the intent's
+ * recomputation on the referenced triangle within 1e-9 relative. Every
+ * conforming importer verifies this and, per a strictness flag, warns or
+ * refuses (INCOHERENT_SELECTION) on divergence. Intent is authoritative
+ * for replay and promotion; values are authoritative only for
+ * judgmental/external intents.
+ *
+ * REPLAY CAPABILITY (spec 3.2 equivalence table): this shore recomputes
+ * only the cells the table marks `exact` for actuarial-ts —
+ * volume-weighted/simple all-period on any cadence, windowed n ∈ {5, 3}
+ * on 12-month cadence, geometric all-period, and medial {5, 1, 1} — via
+ * core's computeDevelopmentFactors, plus fitted tails via core's fitTail.
+ * Everything else (regression, other windows/trims, and any intent with
+ * origin exclusions, which core's menu machinery does not model) is
+ * value-only HERE: the value is accepted with a warning naming the
+ * limitation, never silently, and never recomputed with semantics the
+ * table does not claim. Cross-engine verification of those cells is the
+ * conformance suite's and the referee's business.
+ */
+/** Spec coherence tolerance: 1e-9 relative (spec 3.2). */
+export declare const COHERENCE_TOLERANCE = 1e-9;
+/** The interchange intent a standard-menu average key expresses. */
+export declare function intentFromAverageKey(key: AverageKey): DevelopmentIntent;
+/**
+ * The standard-menu key that replays this intent EXACTLY on the given
+ * cadence per the spec 3.2 equivalence table, or null (value-only here).
+ */
+export declare function averageKeyForIntent(intent: DevelopmentIntent, originLengthMonths: OriginLengthMonths): AverageKey | null;
+export interface CoherenceFinding {
+    /** The development interval, or "tail". */
+    target: {
+        fromAgeMonths: number;
+        toAgeMonths: number;
+    } | "tail";
+    /** Whether this shore could recompute the intent exactly. */
+    capability: "exact" | "value-only";
+    /** Which side of the intent/value pair is authoritative (spec 3.2). */
+    authoritative: "intent" | "value";
+    /** The recomputed value where capability is exact; null otherwise. */
+    expected: number | null;
+    /** The value the document states. */
+    actual: number;
+    relativeDeviation: number | null;
+    /** true = verified coherent; false = divergent; null = not recomputed. */
+    coherent: boolean | null;
+    note?: string;
+}
+export interface CoherenceCheck {
+    coherent: boolean;
+    findings: CoherenceFinding[];
+    warnings: string[];
+}
+export interface CheckCoherenceOptions {
+    /** warn: report divergence; refuse: throw INCOHERENT_SELECTION. */
+    strictness: "warn" | "refuse";
+}
+/**
+ * Verifies the coherence rule for a selection body against its referenced
+ * triangle document. Verifies the appliesTo linkage first (tag + measure);
+ * a mismatch is BAD_INTERCHANGE, not incoherence.
+ */
+export declare function checkSelectionCoherence(selection: SelectionBody, triangleDoc: TriangleDoc, options: CheckCoherenceOptions): CoherenceCheck;
+/** Per-column intent: a standard-menu key or an explicit interchange intent. */
+export type DevelopmentIntentInput = AverageKey | DevelopmentIntent;
+export interface SelectionsToDocOptions {
+    /** The triangle document the selection applies to (source of the tag). */
+    triangleDoc: TriangleDoc;
+    /** ISO timestamp for the envelope (caller-supplied; purity rule). */
+    createdAt: string;
+    /**
+     * Per development column j (length = agesMonths.length - 1): the intent
+     * behind selected[j]. Required wherever selected[j] is a number; columns
+     * with null selections are omitted from the document.
+     */
+    intents: readonly (DevelopmentIntentInput | null | undefined)[];
+    /** Tail intent; required when selections.tailFactor ≠ 1. */
+    tailIntent?: TailIntent;
+    /** Authoring-side coherence strictness. Default "refuse": never author
+     * an incoherent document silently. */
+    strictness?: "warn" | "refuse";
+    generator?: GeneratorStamp;
+    extensions?: Record<string, unknown>;
+}
+export interface SelectionsToDocResult {
+    doc: SelectionDoc;
+    coherence: CoherenceCheck;
+    warnings: string[];
+}
+export declare function selectionsToDoc(selections: LdfSelections, options: SelectionsToDocOptions): SelectionsToDocResult;
+export interface DocToSelectionsOptions {
+    /** The triangle document the selection claims to apply to. */
+    triangleDoc: TriangleDoc;
+    /** Importer-side coherence strictness. Default "warn"; promotion gates
+     * and other refuse-mode consumers pass "refuse". */
+    strictness?: "warn" | "refuse";
+}
+export interface DocToSelectionsResult {
+    selections: LdfSelections;
+    /** Per column: the standard-menu key that replays the intent exactly,
+     * or null (value-only on this shore / no selection). */
+    averageKeys: (AverageKey | null)[];
+    coherence: CoherenceCheck;
+    warnings: string[];
+}
+export declare function docToSelections(doc: unknown, options: DocToSelectionsOptions): DocToSelectionsResult;
+//# sourceMappingURL=selection.d.ts.map

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