EQD-6968: 重命名 FR007 不计尾放宽取率参数为准确语义命名，提升可读性

纯改名与化简：BuildSegmentRates 的 includeEnd 别名->calcLast、exclusionEndDate->relaxedFixingFromDate(语义=从该日起放宽定盘缺失拦截而非排除某日)；GetFloatRate 不算尾回退改正向结构；GetInterests 抽出 effectiveCalcLast 替代重复 calcLast||newCalcLast。计息逻辑不变，12 用例内存单测全绿。

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -644,6 +644,8 @@ namespace YLErp.Modules.SwapModule
             var annualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
             bool calcFirst = tradeExtend?.ExtendObj.InterestCalcMode?.StartsWith("1") ?? true;
             bool calcLast = tradeExtend?.ExtendObj.InterestCalcMode.EndsWith("1") ?? true;
+            // 计息到尾日(含平仓场景覆盖)：交易本身算尾 或 本次平仓指定算尾(newCalcLast)
+            bool effectiveCalcLast = calcLast || newCalcLast;
             foreach (var position in positions)
             {
                 // 初始化持仓信息
@@ -668,7 +670,7 @@ namespace YLErp.Modules.SwapModule
                     // 保证金腿: 计息基数 = InterestPrincipalFix(保证金余额)，无融资腿差分公式与 orginPv 维度 hack
                     interests.Add(CalcMarginInterest(td, valueDate, endDate, positionClone, rate,
                         position.InterestPrincipalFix * closePrecent, position.InterestPrincipalFix,
-                        closePrecent, annualDays, calcFirst, calcLast || newCalcLast, preEodPosition, eventType, add, settment, swap));
+                        closePrecent, annualDays, calcFirst, effectiveCalcLast, preEodPosition, eventType, add, settment, swap));
                     continue;
                 }
 
@@ -695,7 +697,7 @@ namespace YLErp.Modules.SwapModule
                     closePrincipal = closePosiNotionalValue;
                 }
 
-                decimal floatRate = GetFloatRate(position, preEodPosition, td.StartDate.Value, endDate, interestPeriod, swap, positionClone, calcLast || newCalcLast);
+                decimal floatRate = GetFloatRate(position, preEodPosition, td.StartDate.Value, endDate, interestPeriod, swap, positionClone, effectiveCalcLast);
 
                 // 根据场景计算利息
                 if (settment)
@@ -712,7 +714,7 @@ namespace YLErp.Modules.SwapModule
                         : 0m;
                     interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal,
                         closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv, calcFirst,
-                        calcLast || newCalcLast, consumedInterest));
+                        effectiveCalcLast, consumedInterest));
                 }
             }
             //当日有平仓或互换记录时，避免重复结算
@@ -732,7 +734,7 @@ namespace YLErp.Modules.SwapModule
                             item.InterestClosePnL = 0;
                         }
                     }
-                    else if (!calcLast && !newCalcLast)
+                    else if (!effectiveCalcLast)
                     {
                         // 平仓不算尾：扣除已结算的利息（算尾时利息已包含关闭日，无重叠）
                         var closePnl = closeEvent.Sum(s => s.InterestClosePnL);
@@ -868,12 +870,13 @@ namespace YLErp.Modules.SwapModule
             }
             if (!swap)
             {
-                // EQD-6968：不算尾时平仓日 FR007 缺失不拦截（该日利率不参与计息），回退期初定盘；算尾(calcLast=true)仍抛(正确依赖)。
-                if (!calcLast && IndexFixer.TryGetFixing(IndexFixerBase.GetFixingDate(startDate, position.interest_rule), position.FloatRateUnderlyingCode, out decimal fb))
+                // EQD-6968：算尾(calcLast=true)时结算日 FR007 必须落表，缺失即依赖报错(既有正确行为)；
+                // 不算尾(calcLast=false)时结算日 FR007 不强制，缺失则回退期初定盘，避免上午未发布误拦平仓。
+                if (calcLast)
+                    throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{rateDate:yyyy年MM月dd日}的价格");
+                if (IndexFixer.TryGetFixing(IndexFixerBase.GetFixingDate(startDate, position.interest_rule), position.FloatRateUnderlyingCode, out decimal fb))
                     return fb;
-                if (!calcLast)
-                    return position.FloatRate;
-                throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{rateDate:yyyy年MM月dd日}的价格");
+                return position.FloatRate;
             }
             return 0m;
         }
@@ -1257,7 +1260,7 @@ namespace YLErp.Modules.SwapModule
                         // 计算截至本次平仓日的累计利息 amountAtEnd
                         CalcDailyCompoundInterest(replayEndDate, position, closePosiNotionalValue,
                             interestAtEnd, annualDays, floateRate, closePrecent,
-                            calcFirst, calcLast, ref amountAtEnd, ref tdAmountAtEnd, consumedInterest, exclusionEndDate: endDate);
+                            calcFirst, calcLast, ref amountAtEnd, ref tdAmountAtEnd, consumedInterest, relaxedFixingFromDate: endDate);
                         var interestAtPreviousEod = new swap_flow_event { InterestRate = rate };
                         decimal amountAtPreviousEod = 0m;
                         decimal tdAmountAtPreviousEod = 0m;
@@ -1311,7 +1314,7 @@ namespace YLErp.Modules.SwapModule
         private (List<(DateTime StartDate, decimal Rate)> Segments, decimal LastFloat) BuildSegmentRates(
             DateTime startDate, DateTime endDate, int interestPeriod,
             swap_position position, decimal spread, decimal initialFloat,
-            DateTime? fetchAfterDate, bool includeEnd = true, DateTime? exclusionEndDate = null)
+            DateTime? fetchAfterDate, bool calcLast = true, DateTime? relaxedFixingFromDate = null)
         {
             var rates = new List<(DateTime, decimal)>();
             var calcDays = (endDate - startDate).Days;
@@ -1320,12 +1323,13 @@ namespace YLErp.Modules.SwapModule
             {
                 var resetDate = startDate.AddDays(i);
                 bool needFetch = (fetchAfterDate == null || resetDate > fetchAfterDate.Value);
-                // EQD-6968：不算尾(includeEnd=false)的排除日(真实平仓日)重置——优先取新利率(满足 GLMS-JIATT-20260805
-                // 重置日=平仓日用新利率)，缺失则沿用上一重置日利率(该日利率不参与计息)，不抛异常以免上午 FR007 未发布误拦平仓。
-                bool isExcludedEnd = !includeEnd && resetDate >= (exclusionEndDate ?? endDate);
+                // EQD-6968：不算尾(calcLast=false)时，从真实平仓日(relaxedFixingFromDate，缺省取 endDate)起的重置
+                // 优先取新利率(满足 GLMS-JIATT-20260805 重置日=平仓日用新利率)；缺失则沿用上一重置利率，
+                // 不抛异常，以免上午 FR007 未发布误拦平仓。算尾(calcLast=true)时尾日定盘照常强制。
+                bool relaxEndFixing = !calcLast && resetDate >= (relaxedFixingFromDate ?? endDate);
                 if (needFetch)
                 {
-                    if (!isExcludedEnd)
+                    if (!relaxEndFixing)
                     {
                         currentFloat = ResolveFloatRate(position, resetDate, currentFloat);
                     }
@@ -1355,16 +1359,17 @@ namespace YLErp.Modules.SwapModule
         /// <returns></returns>
         public void CalcDailyCompoundInterest(DateTime endDate, swap_position position, decimal principal, swap_flow_event flowEvent,
             int annualDays, decimal floateRate, decimal closePercent, bool calcFirst, bool calcLast,
-            ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m, decimal resetCarryInterest = 0m, DateTime? exclusionEndDate = null)
+            ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m, decimal resetCarryInterest = 0m, DateTime? relaxedFixingFromDate = null)
         {
             var startDate = position.PosiStartDate;
             int interestPeriod = position.interest_rest_days ?? 1;
 
             // 分段取率：复利全程重放，每个重置日(含 startDate)取 FR007（fetchAfterDate=null）。
-            // EQD-6968：includeEnd 透传 calcLast，与下方 AccruePeriod 的边界同源，避免两处漂移。
+            // EQD-6968：calcLast 透传，与下方 AccruePeriod 的边界同源，避免两处漂移；
+            // relaxedFixingFromDate 仅重放补计不算尾漏计利息时非 null(=真实平仓日)，锚定尾日定盘放松点。
             var (segmentRates, currentFloat) = BuildSegmentRates(
                 startDate, endDate, interestPeriod, position, flowEvent.InterestRate, floateRate,
-                fetchAfterDate: null, includeEnd: calcLast, exclusionEndDate: exclusionEndDate);
+                fetchAfterDate: null, calcLast: calcLast, relaxedFixingFromDate: relaxedFixingFromDate);
 
             // 纯函数复利计息：分段重置日并本金 + resetCarryInterest + 扣 consumedInterest
             var interestTrace = new AccrualTrace();
@@ -1394,7 +1399,7 @@ namespace YLErp.Modules.SwapModule
         /// <summary>
         /// 计算单利 盘中（按重置天数分段，每段使用对应浮动利率）
         /// </summary>
-        public void CalcDailySimpleInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m, DateTime? exclusionEndDate = null)
+        public void CalcDailySimpleInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m, DateTime? relaxedFixingFromDate = null)
         {
             var startDate = position.PosiStartDate;
             int interestPeriod = position.interest_rest_days ?? 1;
@@ -1404,10 +1409,10 @@ namespace YLErp.Modules.SwapModule
             var accrualBasis = preEodPosition.TdInterestPrincipal + posiPrincipal - orginPv;
 
             // 分段取率：仅 ValueDate 之后的重置日才取 FR007（fetchAfterDate=ValueDate）。
-            // EQD-6968：includeEnd 透传 calcLast，与下方 AccruePeriod 的边界同源，避免两处漂移。
+            // EQD-6968：calcLast 透传，与下方 AccruePeriod 的边界同源，避免两处漂移。
             var (segmentRates, currentFloat) = BuildSegmentRates(
                 startDate, endDate, interestPeriod, position, flowEvent.InterestRate, floateRate,
-                fetchAfterDate: preEodPosition.ValueDate, includeEnd: calcLast, exclusionEndDate: exclusionEndDate);
+                fetchAfterDate: preEodPosition.ValueDate, calcLast: calcLast, relaxedFixingFromDate: relaxedFixingFromDate);
 
             // 纯函数计息：Accrued=缩放累计(InterestAmount)，AccruedToday=未缩放累计(TdInterestAmount)
             var interestTrace = new AccrualTrace();