cleanup(accrual): 删除orginPv死参数（3个方法签名+所有调用点）

源码实证orginPv在5/6个CalcDaily方法中是死参数（方法体不读取）：
- CalcDailyCompoundInterest: 删 decimal orginPv（3个调用点同步删）
- CalcDailyCompoundInterestByEod: 删（1个调用点+4个测试同步删）
- CalcDailySimpleInterestByEod: 删（1个调用点+2个测试同步删）

保留orginPv的方法（真实消费者）：
- CalcDailySimpleInterest: 差分公式 posiPrincipal - orginPv
- GetInterests/CalcUnwindInterest/InitSwapDealInterest: 转发链

SwapModule零回归(7基线/510通过)

UnitTestProject/Modules/SwapModule/Accrual/CompoundEodShadowTest.cs

@@ -92,7 +92,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
             decimal oldInterest = 0, oldTd = 0;
             var svc = new StubSvc();
             svc.CalcDailyCompoundInterestByEod(preEod, EodDate, TradeDate, position,
-                Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m, Notional,
+                Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m,
                 ref oldInterest, ref oldTd);
 
             // 新方法
@@ -125,7 +125,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
             decimal oldInterest = 0, oldTd = 0;
             var svc = new StubSvc();
             svc.CalcDailyCompoundInterestByEod(preEod, nonResetDate, TradeDate, position,
-                Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m, Notional,
+                Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m,
                 ref oldInterest, ref oldTd);
 
             // 新方法

UnitTestProject/Modules/SwapModule/Accrual/CompoundPeriodShadowTest.cs

@@ -74,7 +74,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
             decimal oldI = 0, oldTd = 0;
             var svc = new StubSvc();
             svc.CalcDailyCompoundInterest(EndDate, position, Notional, flowEvent,
-                AnnualDays, false, 0m, 1m, Notional, true, false,
+                AnnualDays, false, 0m, 1m, true, false,
                 ref oldI, ref oldTd);
 
             // 新方法：固定利率全段相同，分段点 = PosiStartDate + k×7
@@ -122,7 +122,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
             decimal oldI = 0, oldTd = 0;
             var svc = new StubSvc();
             svc.CalcDailyCompoundInterest(EndDate, position, Notional * closePct, flowEvent,
-                AnnualDays, false, 0m, closePct, Notional, true, false,
+                AnnualDays, false, 0m, closePct, true, false,
                 ref oldI, ref oldTd, consumedInterest: consumed, resetCarryInterest: carry);
 
             // 新方法
@@ -166,7 +166,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
             decimal oldI = 0, oldTd = 0;
             var svc = new StubSvc();
             svc.CalcDailyCompoundInterest(EndDate, position, Notional, flowEvent,
-                AnnualDays, false, 0m, 1m, Notional, true, true,
+                AnnualDays, false, 0m, 1m, true, true,
                 ref oldI, ref oldTd);
 
             // 新方法

UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs

@@ -509,7 +509,7 @@ namespace YLErp.Modules.SwapModule
             decimal tdInterestAmount = 0m;
 
             service.CalcDailyCompoundInterestByEod(preEod, resetDate, startDate, position,
-                principal, principal, flowEvent, AnnualDays, false, 0.013502m, 1m, principal,
+                principal, principal, flowEvent, AnnualDays, false, 0.013502m, 1m,
                 ref interestAmount, ref tdInterestAmount);
 
             AssertDecimal(principal + pendingInterest, flowEvent.InterestPrincipal,

UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs

@@ -1725,14 +1725,14 @@ namespace YLErp.Modules.SwapModule
             decimal expectedTdAmountAtEnd = 0m;
             dealService.CalcDailyCompoundInterest(
                 finalCloseDate, position, remainingNotional, expectedEndFlow, AnnualDays, false,
-                intermediateEod.FloatRate, 1m, originalNotional, true, false,
+                intermediateEod.FloatRate, 1m, true, false,
                 ref expectedAmountAtEnd, ref expectedTdAmountAtEnd);
             var expectedPreviousFlow = new swap_flow_event { InterestRate = spread };
             decimal expectedAmountAtPreviousEod = 0m;
             decimal expectedTdAmountAtPreviousEod = 0m;
             dealService.CalcDailyCompoundInterest(
                 intermediateDate, position, remainingNotional, expectedPreviousFlow, AnnualDays, false,
-                intermediateEod.FloatRate, 1m, originalNotional, true, true,
+                intermediateEod.FloatRate, 1m, true, true,
                 ref expectedAmountAtPreviousEod, ref expectedTdAmountAtPreviousEod);
             var expectedFinalInterest = intermediateEod.InterestIncomeSum
                 + expectedAmountAtEnd - expectedAmountAtPreviousEod;