From aff540801c3f84215cf54bcc1e3ebc2b2b861a02 Mon Sep 17 00:00:00 2001
From: hjhan <hongjun.han@yieldchain.com>
Date: Wed, 12 Aug 2026 05:36:01 +0800
Subject: [PATCH] =?UTF-8?q?feat(interest):=20=E6=96=B0=E5=A2=9E=E9=80=9A?=
 =?UTF-8?q?=E7=94=A8=E5=88=A9=E6=81=AF=E5=8E=9F=E8=AF=AD=20InterestRate?=
 =?UTF-8?q?=EF=BC=88=E4=B8=8E=E4=BA=92=E6=8D=A2=E8=A7=A3=E8=80=A6=EF=BC=89?=
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单利/复利/连续复利收敛为 Compounding 一个 switch 分支，利息计算不再住在
SwapModule/互换词汇里，谁需要算息都能直接用。连续复利仅 e^(r·t) 一行。
---
 Framework/YLErp.Core/Interest/InterestRate.cs | 71 +++++++++++++++++++
 1 file changed, 71 insertions(+)
 create mode 100644 Framework/YLErp.Core/Interest/InterestRate.cs

diff --git a/Framework/YLErp.Core/Interest/InterestRate.cs b/Framework/YLErp.Core/Interest/InterestRate.cs
new file mode 100644
index 00000000..a56f4a0e
--- /dev/null
+++ b/Framework/YLErp.Core/Interest/InterestRate.cs
@@ -0,0 +1,71 @@
+using System;
+
+namespace YLErp.Core.Interest;
+
+/// <summary>
+/// 利率 + 计息方式（单利 / 复利 / 连续复利）。
+///
+/// <para><b>通用金融原语，与互换、衍生品、任何具体业务均无耦合</b>——谁需要算利息都能用。
+/// 利息计算不是互换特有的，所以它不住在 SwapModule，也不带任何 swap 词汇。</para>
+///
+/// <para>用法（年化时间 t，如 30天/365）：</para>
+/// <list type="bullet">
+///   <item><description>计息因子 = <see cref="CompoundFactor(decimal)"/>；含息额 = 本金 × 因子；</description></item>
+///   <item><description>利息 = 本金 × (因子 − 1) = <see cref="Interest(decimal, decimal)"/>。</description></item>
+/// </list>
+///
+/// <para>与 QuantLib 模型一致：单利 / 复利 / 连续复利只是 <see cref="Compounding"/> 的一个分支，
+/// 不是三套独立方法。TRS 的"重置日并本金"属于离散复利，用 <see cref="Compounding.Simple"/>
+/// 按段计息、段末把利息滚入本金即可（见 SwapInterest.AccrueCompound），无需 Pow/Exp，decimal 精度无损。</para>
+///
+/// <para>互换特有的会计态（每日先舍入再乘天数、平仓缩放、跨日滚动本金）不属于本原语，
+/// 请在各自的 accrual 层处理。</para>
+/// </summary>
+public enum Compounding
+{
+    /// <summary>单利：因子 = 1 + r·t。</summary>
+    Simple,
+    /// <summary>复利（理想化闭式）：因子 = (1 + r/f)^(f·t)，f 为年复利频次。</summary>
+    Compounded,
+    /// <summary>连续复利：因子 = e^(r·t)。</summary>
+    Continuous
+}
+
+/// <summary>
+/// 不可变利率值对象。构造即完整，无副作用。
+/// </summary>
+public readonly struct InterestRate
+{
+    /// <summary>年化利率 r。</summary>
+    public decimal Rate { get; }
+
+    /// <summary>计息方式。</summary>
+    public Compounding Compounding { get; }
+
+    /// <summary>年复利频次（仅 <see cref="Compounding.Compounded"/> 使用，其余忽略，默认 1）。</summary>
+    public int Frequency { get; }
+
+    public InterestRate(decimal rate, Compounding compounding, int frequency = 1)
+        => (Rate, Compounding, Frequency) = (rate, compounding, frequency);
+
+    /// <summary>
+    /// 计息因子（输入年化时间 t）。
+    /// <list type="bullet">
+    ///   <item><description><see cref="Compounding.Simple"/>：decimal 精确运算。</description></item>
+    ///   <item><description><see cref="Compounding.Compounded"/> / <see cref="Compounding.Continuous"/>：闭式（double 计算后回 decimal），
+    ///   满足通用定价 / 保证金场景；若要 decimal 精度的离散重置日复利，请用 Simple 按段计息并滚动本金。</description></item>
+    /// </list>
+    /// </summary>
+    public decimal CompoundFactor(decimal t)
+        => Compounding switch
+        {
+            Compounding.Simple     => 1m + Rate * t,
+            Compounding.Compounded => (decimal)Math.Pow((double)(1m + Rate / Frequency), (double)(Frequency * t)),
+            Compounding.Continuous => (decimal)Math.Exp((double)(Rate * t)),
+            _ => throw new ArgumentOutOfRangeException(nameof(Compounding))
+        };
+
+    /// <summary>利息 = 本金 × (因子 − 1)。</summary>
+    public decimal Interest(decimal principal, decimal t)
+        => principal * (CompoundFactor(t) - 1m);
+}