fix(swap): 开平仓费用取反

2026-08-26 18:23:47 +08:00
parent b0804e6e92
commit 5c0c8a8506
1 changed files with 5 additions and 3 deletions
@@ -194,7 +194,7 @@ namespace YLErp.Modules.SwapModule
            string structureType,
            decimal notionalValue,
            DateTime? startDate,
-            DateTime? maturityDate,
+            DateTime? ExerciseDate,
            decimal periodAmount,
            int dividendPayDate)
        {
@@ -245,7 +245,7 @@ namespace YLErp.Modules.SwapModule
                InitialPrice = initialPrice,
                NotionalQuantity = notionalValue,
                ContractStartDate = startDate,
-                ContractMaturityDate = maturityDate,
+                ContractMaturityDate = ExerciseDate,
                // 只要普通利息腿存在 FR007，即按需求显示 FR007；保证金腿不影响该展示基准。
                InterestBenchmark = ordinaryInterests.Any(x =>
                    !string.IsNullOrWhiteSpace(x.FloatRateUnderlyingCode)
@@ -253,8 +253,10 @@ namespace YLErp.Modules.SwapModule
                    ? "FR007" : "固定利率",
                // 使用日终当日实际适用的 TdInterestRate 合计，而非合同初始利率或利差字段。
                InterestRatePrice = ordinaryInterests.Sum(x => x.TdInterestRate),
-                OpeningClosingFee = openingClosingFee,
+                OpeningClosingFee = -openingClosingFee,
+                // 合约浮动端待实现收益
                FloatingUnrealizedPnl = floatingUnrealizedPnl,
+                // 合约利息端待实现收益
                OrdinaryInterestPnl = ordinaryInterestPnl,
                MarginInterestAmount = marginInterestAmount,
                MarginInterestGain = marginInterests