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
@@ -12,7 +12,7 @@ using YLErp.Derivatives.Interest;
namespace UnitTestProject.Modules.SwapModule.Accrual
{
/// <summary>
/// 影子测试:CalcDailySimpleInterest(旧逐日循环)vs FundingLegAccrual.AccrueSimplePeriod(新分段纯函数)。
/// 影子测试:CalcDailySimpleInterest(旧逐日循环)vs SimpleInterestAccrual.AccruePeriod(新分段纯函数)。
/// </summary>
[TestClass]
public class SimplePeriodShadowTest
@@ -106,7 +106,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
// 旧代码差分: dynomicPrincipal = preEod.TdInterestPrincipal(=0) + posiPrincipal - orginPv = 0
var segRates = new List<(DateTime, decimal)> { (StartDate, Spread) };
var accrualPrincipal = 0m + Notional - Notional; // 差分 = 0
var result = FundingLegAccrual.AccrueSimplePeriod(
var result = SimpleInterestAccrual.AccruePeriod(
priorAccrued: 0m,
notional: 0m,
unwindFraction: 1m,
@@ -152,7 +152,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
// 差分本金 = preEod.TdInterestPrincipal + posiPrincipal - orginPv
var accrualPrincipal = Notional + Notional - Notional;
var segRates = new List<(DateTime, decimal)> { (StartDate, Spread) };
var result = FundingLegAccrual.AccrueSimplePeriod(
var result = SimpleInterestAccrual.AccruePeriod(
priorAccrued: 200_000m * 0.5m,
notional: accrualPrincipal,
unwindFraction: 0.5m,
@@ -215,7 +215,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
// 差分本金 = preEod.TdInterestPrincipal + posiPrincipal - orginPv
var accrualPrincipal = Notional + Notional - Notional;
var result = FundingLegAccrual.AccrueSimplePeriod(
var result = SimpleInterestAccrual.AccruePeriod(
priorAccrued: 200_000m * closePct,
notional: accrualPrincipal,
unwindFraction: closePct,