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#EQD-5718 【缺陷转需求】-国联民生-利息端计息方式与结算规则扩充

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This commit is contained in:
吴方海
2026-05-08 15:09:58 +08:00
parent 689616820a
commit 95686f4c4d
14 changed files with 2227 additions and 242 deletions
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YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+20 -9
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@@ -136,7 +136,15 @@ namespace YLErp.Modules.SwapModule
var grossPrice = curEodPosis.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice ?? 0;
//处理利息腿
DealInterests(interestList, eodPositions, todyEodPositions, settleDate, td, flowEvents, autoInterests, lastEodSwap, posiLongNotional, posiShortNotional, closePosiNotional, grossPrice, orginPv);
DealAutoInterests(autoInterests, td, settleDate, preDealDate, posiLongNotional + posiShortNotional);
//获取自动互换的 interval 信息，用于确定结算日期
IntervalModel autoInterval = null;
foreach (var interest in interestList)
{
autoInterval = interest.SwapIntervalList.FirstOrDefault(x => x.Date == settleDate && x.Settlement == 1);
if (autoInterval != null)
break;
}
DealAutoInterests(autoInterests, td, settleDate, preDealDate, posiLongNotional + posiShortNotional, autoInterval);
//多空组合判断是否已到到期日且无持仓信息
if (longShort && td.ExerciseDate.Value == settleDate && allPositionQty == 0)
{
@@ -361,7 +369,8 @@ namespace YLErp.Modules.SwapModule
/// <param name="td"></param>
/// <param name="settleDate"></param>
/// <param name="swapDeals"></param>
private void DealAutoInterests(List<swap_flow_event> autoInterests, trade td, DateTime settleDate, DateTime? preDealDate, decimal StockEqvNotional)
/// <param name="interval">自动互换观察日信息，用于获取结算日期</param>
private void DealAutoInterests(List<swap_flow_event> autoInterests, trade td, DateTime settleDate, DateTime? preDealDate, decimal StockEqvNotional, IntervalModel interval)
{
if (autoInterests.Count == 0)
{
@@ -387,17 +396,20 @@ namespace YLErp.Modules.SwapModule
unwindData.SwapCloseAmount = unwindData.SwapCloseAmount + x.InterestClosePnL;
unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
});
SaveAutoSwapDeal(td, autoInterests, unwindData);
SaveAutoSwapDeal(td, autoInterests, unwindData, interval);
}
/// <summary>
/// 保存自动互换数据信息
/// </summary>
/// <param name="td"></param>
/// <param name="swap_Deal"></param>
private long SaveAutoSwapDeal(trade td, List<swap_flow_event> flowEvents, UnwindData unwindData)
/// <param name="interval">自动互换观察日信息，用于获取结算日期</param>
private long SaveAutoSwapDeal(trade td, List<swap_flow_event> flowEvents, UnwindData unwindData, IntervalModel interval)
{
//td.UnWindDate = unwindData.ValueDate;
int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapCloseAmount), ClientCashInCashOut.系统操作_互换, unwindData.ValueDate);
//优先使用 interval.SettlementDate 作为资金记录发生日期，如果没有则使用 ValueDate
var cashHappenDate = interval?.SettlementDate ?? unwindData.ValueDate;
int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapCloseAmount), ClientCashInCashOut.系统操作_互换, cashHappenDate);
string data = JsonConvert.SerializeObject(unwindData);
var swapEvent = new SwapEventService(this).AddSwapEventDate(unwindData.ValueDate, unwindData.SwapTradeId, (int)SwapEventTypeEnum.自动互换, data, clientCashId, true, "系统操作-自动互换");//将互换总额存入事件
flowEvents.ForEach(x =>
@@ -777,7 +789,7 @@ namespace YLErp.Modules.SwapModule
positions.Add(position);
List<eod_swap_position> preEodPositions = new List<eod_swap_position>();
preEodPositions.Add(eodPayPosition);
if (position.InterestMode == (int)InterestModeEnum.固定值)
if (position.InterestMode == (int)InterestModeEnum.固定值||position.InterestMode == (int)InterestModeEnum.初始预付金 || position.InterestMode == (int)InterestModeEnum.追加预付金)
{
orginPv = eodPayPosition.InterestPrincipalFix;
}
@@ -872,7 +884,7 @@ namespace YLErp.Modules.SwapModule
newEodPayPosition = eodPayPosition.Clone();
newEodPayPosition.id = 0;
}
if (position.InterestMode == (int)InterestModeEnum.固定值)
if (position.InterestMode == (int)InterestModeEnum.固定值 || position.InterestMode == (int)InterestModeEnum.初始预付金 || position.InterestMode == (int)InterestModeEnum.追加预付金)
{
orginPv = eodPayPosition.InterestPrincipalFix;
}
@@ -911,7 +923,6 @@ namespace YLErp.Modules.SwapModule
newEodPayPosition.InterestType = position.InterestType;
newEodPayPosition.FloatRate = interests.Count > 0 ? interests.First().FloatRate ?? 0 : 0;
newEodPayPosition.FloatRateUnderlyingCode = position.FloatRateUnderlyingCode;
newEodPayPosition.InterestFeePending = 0;
newEodPayPosition.interest_rest_days = position.interest_rest_days;
newEodPayPosition.interest_rule = position.interest_rule;
//利息端估值用信息
@@ -1013,7 +1024,7 @@ namespace YLErp.Modules.SwapModule
newEodPayPosition.id = 0;
newEodPayPosition.PositionId = position.id;
}
if (position.InterestMode == (int)InterestModeEnum.固定值)
if (position.InterestMode == (int)InterestModeEnum.固定值 || position.InterestMode == (int)InterestModeEnum.初始预付金 || position.InterestMode == (int)InterestModeEnum.追加预付金)
{
orginPv = eodPayPosition.InterestPrincipalFix;
}