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test(swap): EQD-6977 同步金标准测试——删除CalcPenalty valueDate具名实参

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hjhan
2026-08-20 13:37:26 +08:00
parent 48ae429fb8
commit 09660fffea
1 changed files with 5 additions and 5 deletions
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UnitTestProject/Modules/SwapModule/Penalty/SwapPenaltyInterestCalculatorTest.cs
+5 -5
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@@ -74,7 +74,7 @@ namespace UnitTestProject.Modules.SwapModule.Penalty
capitalizedInterest: capitalized, carryInInterest: carryIn,
frozenRate: FundingLegRate.Fixed(Rate),
policy: Policy(p), resetAnchor: StartDate,
eventType: (int)SwapEventTypeEnum.平仓, valueDate: UnwindDate);
eventType: (int)SwapEventTypeEnum.平仓);
[TestMethod]
public void 金标准恒等式_复利_全期等于已结加罚息()
@@ -121,7 +121,7 @@ namespace UnitTestProject.Modules.SwapModule.Penalty
frozenRate: FundingLegRate.Fixed(Rate),
policy: Policy(CreatePosition(InterestTypeEnum.单利, SwapDirectionEnum.支付)),
resetAnchor: StartDate,
eventType: (int)SwapEventTypeEnum.平仓, valueDate: UnwindDate);
eventType: (int)SwapEventTypeEnum.平仓);
var expected = Rate * Notional * 6m / AnnualDays;
Assert.AreEqual((double)expected, (double)e.InterestAmount, 0.0001, "6 天 = 8/26..8/31");
@@ -149,7 +149,7 @@ namespace UnitTestProject.Modules.SwapModule.Penalty
capitalizedInterest: 0m, carryInInterest: 0m,
frozenRate: FundingLegRate.Fixed(Rate),
policy: Policy(p), resetAnchor: StartDate,
eventType: (int)SwapEventTypeEnum.平仓, valueDate: UnwindDate);
eventType: (int)SwapEventTypeEnum.平仓);
var expected = Rate * Notional * days / AnnualDays;
Assert.AreEqual((double)expected, (double)e.InterestAmount, 0.0001,
$"settled={settled}, calcLast={calcLast} → {days} 天");
@@ -184,7 +184,7 @@ namespace UnitTestProject.Modules.SwapModule.Penalty
frozenRate: FundingLegRate.Fixed(Rate),
policy: Policy(CreatePosition(InterestTypeEnum.单利, SwapDirectionEnum.支付)),
resetAnchor: StartDate,
eventType: (int)SwapEventTypeEnum.平仓, valueDate: UnwindDate);
eventType: (int)SwapEventTypeEnum.平仓);
Assert.AreEqual(SwapPenaltyInterestCalculator.PenaltyEventReason, e.EventReason, "事件原因=罚息");
Assert.AreEqual((int)SwapEventTypeEnum.平仓, e.EventType, "事件类型=平仓（下游聚合无差别）");
@@ -206,7 +206,7 @@ namespace UnitTestProject.Modules.SwapModule.Penalty
frozenRate: FundingLegRate.Fixed(Rate),
policy: Policy(CreatePosition(InterestTypeEnum.复利, SwapDirectionEnum.支付)),
resetAnchor: StartDate,
eventType: (int)SwapEventTypeEnum.平仓, valueDate: MaturityDate);
eventType: (int)SwapEventTypeEnum.平仓);
Assert.AreEqual(0m, e.InterestAmount, "平仓日=到期日无剩余期限，罚息为 0（承接量不产生利息）");
}
}