fix: 结算单中的净额结算金额的修改

YLErpDAL/Modules/TradeModule/DocGenerateModule/SwapSettlementBillRowBuilder.cs

@@ -9,7 +9,7 @@ namespace YLErp.Modules.TradeModule.DocGenerateModule;
 
 /// <summary>
 /// 构造普通收益互换结算单单行数据所需的业务输入。
-/// 数据均来自平仓事件及其关联交易，避免依赖平仓后可能已不存在的日终持仓。
+/// 数据来自平仓事件、关联交易及结算日日终持仓。
 /// </summary>
 public sealed class SwapSettlementBillRowInput
 {
@@ -40,6 +40,9 @@ public sealed class SwapSettlementBillRowInput
     /// <summary>平仓事件浮动腿记录的期末结算收益率（展示态数值）。</summary>
     public decimal? ExitYtm { get; set; }
 
+    /// <summary>结算日日终持仓中的当日浮动端分红，保留原始收付方向。</summary>
+    public decimal CurrentDayFloatingDividend { get; set; }
+
     /// <summary>期间付息或分红是否计入本次净额结算。</summary>
     public bool IncludePeriodPaymentInNetting { get; set; }
 }
@@ -87,25 +90,19 @@ public static class SwapSettlementBillRowBuilder
         var floatingAmount = -input.CloseFlow.MarkClosePnl;
         var fee = -(input.CloseFlow.TradingFee + input.CloseFlow.TradingFeePending);
         var marginInterest = -marginEvents.Sum(x => x.InterestClosePnL);
-        var periodAmount = -input.CloseFlow.DividendIn;
         var initialMargin = SumMargin(effectiveMargins, InterestModeEnum.初始预付金);
         var additionalMargin = SumMargin(effectiveMargins, InterestModeEnum.追加预付金);
-        var marginBackAmount = marginEvents.Sum(x => x.InterestPrincipal);
 
-        // 沿用原结算单口径：全部事件利息、浮动盈亏和预付金返还本金参与净额结算。
+        // 净额结算仅包含全部事件利息和浮动盈亏，不包含预付金返还本金。
         var netSettlementAmount = -eventFlows.Sum(x => x.InterestClosePnL)
-            - input.CloseFlow.FloatPnlSum
-            + marginBackAmount;
+            - input.CloseFlow.FloatPnlSum;
         var maturitySettlementAmount = netSettlementAmount + initialMargin + additionalMargin;
         var floatRateAbs = input.CloseNotionalValue == 0m
             ? 0m
             : interestAmount / input.CloseNotionalValue;
 
-        // 同一数据库字段在模板中按标的类型拆分：现券展示期间付息，ETF 展示期间分红。
+        // 日终持仓的当日浮动端分红按标的类型拆分：债券展示期间付息，非债券展示期间分红。
         var isCashBond = ConsGlobal.InstrumentType.IsBond(input.UnderlyingInstrumentType);
-        var isEtf = ConsGlobal.InstrumentType.Fund.Equals(
-            input.UnderlyingInstrumentType,
-            StringComparison.OrdinalIgnoreCase);
 
         // 此处集中完成模板字段映射和展示精度处理，生成器只负责组装原始业务数据。
         return new ExcelReportModel
@@ -120,8 +117,12 @@ public static class SwapSettlementBillRowBuilder
             InterestRate = interestEvents.Sum(x => x.InterestRate).ToString("0.00%"),
             PosiNotionalValue = input.CloseNotionalValue.ToString("0.00"),
             Quantity = input.CloseFlow.Quantity.ToString("0.00"),
-            DividendIn = periodAmount.ToString("0.00"),
-            PeriodDividend = isEtf ? periodAmount.ToString("0.00") : string.Empty,
+            DividendIn = isCashBond
+                ? input.CurrentDayFloatingDividend.ToString("0.00")
+                : string.Empty,
+            PeriodDividend = isCashBond
+                ? string.Empty
+                : input.CurrentDayFloatingDividend.ToString("0.00"),
             PosiNetPrice = ((settlementPosition?.PosiGrossPrice ?? 0m) * 100m).ToString("0.00000000"),
             InitYtm = isCashBond && input.Trade.InitYtm.HasValue
                 ? input.Trade.InitYtm.Value.ToString("0.####%")