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feature: 增强收益tag 将利率填入固定收益率

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This commit is contained in:
马冰冰
2026-07-24 11:12:00 +08:00
parent ef179fc26c
commit 44ea57b8f6
3 changed files with 27 additions and 8 deletions
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Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看多】-【债券ETF】-清洁版.docx
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Plugins/YLErp.Plugins.GuoLian/App_Docs/contract_template/国联民生-收益互换交易确认书-境内模板-【客户看空】-【债券ETF】-清洁版.docx
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Plugins/YLErp.Plugins.GuoLian/DocumentGenerator/TradeConfirmationGenerator.cs
+27 -8
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@@ -241,11 +241,21 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
dic["参考标的期初全价%"] = ((double)swapPosition.PosiGrossPrice * 100).ToString("N4");
dic["参考标的期初净价%"] = ((double)(swapPosition.PosiNetNoFeePrice ?? 0m) * 100).ToString("N4");
// 固定收益率（年化）- 债券期初到期收益率
//dic["固定收益率（年化）"] = swapPosition.InitYtm.HasValue
// ? ((double)swapPosition.InitYtm.Value * 100).ToString("N4")
// : "0.0000";
dic["固定收益率（年化）"] = "0.0000"; //需求说直接都是0
// 固定收益率（年化）- ETF默认取"增强收益"腿的计息利率
bool isEtf = IsBondEtf(underlying?.UnderlyingCode ?? string.Empty);
if (isEtf)
{
var enhancePosition = swapPositions
.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode) && x.category_tag == "增强收益")
.FirstOrDefault();
dic["固定收益率"] = enhancePosition != null
? ((double)enhancePosition.InterestRateDefault * 100).ToString("N4")
: "0.0000";
}
else
{
dic["固定收益率"] = "0.0000";
}
// 获取客户适用的保证金率
var clientMarginRate = UnderlyingHelper.GetApplicableMarginRate(
@@ -405,9 +415,18 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
: "0.0000";
// 利率类型判断（固定/浮动）
var interestMargin = swapPositions
.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode) && x.interest_rest_days != null)
.FirstOrDefault();
swap_position interestMargin = null;
// ETF: 优先取"互换利率"腿
if (isEtf)
{
interestMargin = swapPositions
.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode) && x.category_tag == "互换利率")
.FirstOrDefault();
}
if (interestMargin == null)
interestMargin = swapPositions
.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode) && x.interest_rest_days != null)
.FirstOrDefault();
if (interestMargin == null)
interestMargin = swapPositions
.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode) && string.IsNullOrWhiteSpace(x.FloatRateUnderlyingCode))