SE-2827: TaxRuleSets notebook (#626)

* SE-2827: TaxRuleSets notebook * Corrected typo in adding another ruleset * add subsections to toc * moved csvs to setup section * Removed auto toc metadata and re-run notebook * Added to intro and more clarity in function calls * Add note that rules can reference portfolio properties * Revert "Merge branch 'finbourne:master' into feature/SE-2827.taxrulesets" This reverts commit 2d52290, reversing changes made to 668692d. * Fix readme and cron unexpected diffs My branch had gone out of sync for these 2 files. Copied from repo to bring them back into sync. * SE-2827 Update notebook commentary * SE-2827 Add TransactionId column for holdings * SE-2827 Added comment for transaction id * SE-2827 Reworked cleanup in last section * SE-2827 Update following Connor's review * SE-2827 Various updates following CS feedback * SE-2827 Updated formatting * SE-2827 Use ficticious company names * SE-2827 Remove redundant cell * SE-2827 Add section 7.4 showing applied tax rule * SE-2827 Remove redundant column filter section 4.2 * SE-2827 update with comments from CS * SE-2827 Added links to KB article * SE-2827 Fix typo
finbourne · Apr 14, 2023 · 8f5a62b · 8f5a62b
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diff --git a/examples/use-cases/ibor/Tax Rule Sets.ipynb b/examples/use-cases/ibor/Tax Rule Sets.ipynb
diff --git a/examples/use-cases/ibor/data/taxrs_bcc_dividends.csv b/examples/use-cases/ibor/data/taxrs_bcc_dividends.csv
@@ -0,0 +1,6 @@
+code,client_internal,div_amount,div_ccy,announcement_date,ex_date,record_date,payment_date,Holding,Expected Gross Dividend (div_amount * Holding),Expected Tax Rate,Expected Tax Amount (Gross * Tax Rate),Expected Net Dividend (Gross - Tax),Expected cash prior to dividend,Expected cash after net dividend
+BCC_1_20200707,BCC,0.0379,GBP,31-Mar-20,28-Apr-20,29-Apr-20,07-Jul-20,60000,2274,20%,454.8,1819.2,100,1919.2
+BCC_2_20210107,BCC,0.035,GBP,01-Oct-20,29-Oct-20,30-Oct-20,07-Jan-21,60000,2100,20%,420,1680,1919.2,3599.2
+BCC_3_20210707,BCC,0.0375,GBP,31-Mar-21,28-Apr-21,29-Apr-21,07-Jul-21,60000,2250,22%,495,1755,3599.2,5354.2
+BCC_4_20220107,BCC,0.0402,GBP,01-Oct-21,29-Oct-21,01-Nov-21,07-Jan-22,60000,2412,22%,530.64,1881.36,5354.2,7235.56
+BCC_5_20220807,BCC,0.0399,GBP,31-Mar-22,28-Apr-22,29-Apr-22,07-Jul-22,60000,2394,24%,574.56,1819.44,7235.56,9055
diff --git a/examples/use-cases/ibor/data/taxrs_svs_dividends.csv b/examples/use-cases/ibor/data/taxrs_svs_dividends.csv
@@ -0,0 +1,2 @@
+code,client_internal,div_amount,div_ccy,announcement_date,ex_date,record_date,payment_date,Holding,Gross Dividend,Tax Rate,Expected: Tax Amount (Gross * Tax Rate),Expected: Gross - Tax,Starting cash,Expected: Holdings cash after net dividend
+SVS_1_20220807,SVS,0.6,USD,31-Mar-22,28-Apr-22,29-Apr-22,07-Jul-22,2000,1200,0%,0,1200,100,1300
diff --git a/examples/use-cases/ibor/data/taxrs_transactions.csv b/examples/use-cases/ibor/data/taxrs_transactions.csv
@@ -0,0 +1,4 @@
+txn_id,trade_date,transaction_type,inst_client_internal,instrument_currency,quantity,price,net_money
+tx_00001,2020-01-02T00:00:00.0000000+00:00,Buy,SVS,USD,2000,159,318000
+tx_00002,2020-01-02T00:00:00.0000000+00:00,Buy,UKF,GBP,80000,2.32,185600
+tx_00003,2020-01-02T00:00:00.0000000+00:00,Buy,BCC,GBP,60000,2.37,142200
diff --git a/examples/use-cases/ibor/data/taxrs_ukf_dividends.csv b/examples/use-cases/ibor/data/taxrs_ukf_dividends.csv
@@ -0,0 +1,3 @@
+code,client_internal,div_amount,div_ccy,announcement_date,ex_date,record_date,payment_date,Holding,Expected Gross Dividend (div_amount * Holding),Expected Tax Rate,Expected Tax Amount (Gross * Tax Rate),Expected Net Dividend (Gross - Tax)
+UKF_1_20210315,UKF,0.028,GBP,18-Jan-21,15-Feb-21,16-Feb-21,15-Mar-21,80000,2240,22%,492.8,1747.2
+UKF_2_20220315,UKF,0.025,GBP,18-Jan-22,15-Feb-22,16-Feb-22,15-Mar-22,80000,2000,30%,600,1400