refactor(accrual): 拆分FundingLegAccrual→SimpleInterestAccrual/CompoundInterestAccrual

单利与复利语义完全不同(单利本金恒定/复利重置日并本金),
拆成两个独立静态类,各自只含自己的方法:

SimpleInterestAccrual:
- AccrueEod (原AccrueSimpleEod)
- AccruePeriod (原AccrueSimplePeriod)

CompoundInterestAccrual:
- EodBasis (原CompoundEodBasis)
- AccrueEod (原AccrueCompoundEod)
- AccruePeriod (原AccrueCompoundPeriod)

方法名去掉Simple/Compound前缀(类名已携带类型),消除冗余
SwapModule零回归(7基线/510通过)
This commit is contained in:
hjhan
2026-08-12 13:40:47 +08:00
parent 57156feec1
commit 9d8cfb5ad0
8 changed files with 257 additions and 258 deletions
@@ -13,7 +13,7 @@ using YLErp.Core.Interest;
namespace UnitTestProject.Modules.SwapModule.Accrual
{
/// <summary>
/// 影子测试:CalcDailyCompoundInterestByEod(旧逐日循环)vs FundingLegAccrual.AccrueCompoundEod(新纯函数)。
/// 影子测试:CalcDailyCompoundInterestByEod(旧逐日循环)vs CompoundInterestAccrual.AccrueEod(新纯函数)。
/// 构造同一组参数,两套实现并行跑,断言结果一致(到分)。
/// </summary>
[TestClass]
@@ -99,7 +99,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
var rate = FundingLegRate.Fixed(FixedRate);
var policy = new AccrualPolicy(AccrualBoundary.Both, true, 7, AnnualDays, true);
var remainingPercent = Math.Max(0m, Math.Min(1m, Notional / Notional));
var result = FundingLegAccrual.AccrueCompoundEod(
var result = CompoundInterestAccrual.AccrueEod(
50_000m, Notional, Notional, 1m, rate, policy,
isResetDay: true, remainingPercent, EodDate);
@@ -131,7 +131,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
// 新方法
var rate = FundingLegRate.Fixed(FixedRate);
var policy = new AccrualPolicy(AccrualBoundary.Both, true, 7, AnnualDays, true);
var result = FundingLegAccrual.AccrueCompoundEod(
var result = CompoundInterestAccrual.AccrueEod(
30_000m, Notional, Notional, 1m, rate, policy,
isResetDay: false, 0m, nonResetDate);