diff --git a/Framework/YLErp.Core/Interest/AccrualTrace.cs b/Framework/YLErp.Core/Interest/AccrualTrace.cs
index 25775291..108b2692 100644
--- a/Framework/YLErp.Core/Interest/AccrualTrace.cs
+++ b/Framework/YLErp.Core/Interest/AccrualTrace.cs
@@ -41,10 +41,10 @@ public sealed class AccrualTrace
=> Add(AccrualTraceEvent.DayAccrual, segStart,
$" [seg{idx}] [{segStart:yyyy-MM-dd},{segEnd:yyyy-MM-dd}) days={days} rate={rate:P6} basis={basis:F4} segInterest={segInterest:F6} acc={accumulated:F6}");
- /// EOD 上下文：计息日、重置日标志、平仓比例、差分基数公式各分量。供日终单日计息定位"重置日分支选对了吗"。
- public void EodContext(DateTime eodDate, bool isResetDay, decimal unwindFraction, decimal priorAccrued, decimal priorNotional, decimal notional, decimal baseNotional, decimal remainingFraction)
+ /// EOD 上下文：计息日、重置日标志、平仓比例、基数各分量。供日终单日计息定位"重置日分支选对了吗"。
+ public void EodContext(DateTime eodDate, bool isResetDay, decimal unwindFraction, decimal priorAccrued, decimal priorNotional, decimal notional, decimal remainingFraction)
=> Add(AccrualTraceEvent.Start, eodDate,
- $" CTX {eodDate:yyyy-MM-dd} reset={isResetDay} unwind={unwindFraction:P2} priorAccrued={priorAccrued:F4} priorNotional={priorNotional:F4} notional={notional:F4} baseNotional={baseNotional:F4} remainingFrac={remainingFraction:P4}");
+ $" CTX {eodDate:yyyy-MM-dd} reset={isResetDay} unwind={unwindFraction:P2} priorAccrued={priorAccrued:F4} priorNotional={priorNotional:F4} notional={notional:F4} remainingFrac={remainingFraction:P4}");
/// 重置日前：生效利率(旧)与计息本金(滚动前)。利率/本金切换的"因"。
public void ResetBefore(DateTime resetDate, decimal rateOld, decimal principalBefore)
diff --git a/UnitTestProject/Modules/SwapModule/Accrual/CompoundEodShadowTest.cs b/UnitTestProject/Modules/SwapModule/Accrual/CompoundEodShadowTest.cs
index ccb578be..4c2af32c 100644
--- a/UnitTestProject/Modules/SwapModule/Accrual/CompoundEodShadowTest.cs
+++ b/UnitTestProject/Modules/SwapModule/Accrual/CompoundEodShadowTest.cs
@@ -100,7 +100,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
var policy = new AccrualPolicy(AccrualBoundary.Both, true, 7, AnnualDays, true);
var remainingPercent = Math.Max(0m, Math.Min(1m, Notional / Notional));
var result = FundingLegAccrual.AccrueCompoundEod(
- 50_000m, Notional, Notional, 1m, Notional, rate, policy,
+ 50_000m, Notional, Notional, 1m, rate, policy,
isResetDay: true, remainingPercent, EodDate);
Console.WriteLine($"重置日: 旧 InterestAmount={oldInterest} Td={oldTd}");
@@ -132,7 +132,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
var rate = FundingLegRate.Fixed(FixedRate);
var policy = new AccrualPolicy(AccrualBoundary.Both, true, 7, AnnualDays, true);
var result = FundingLegAccrual.AccrueCompoundEod(
- 30_000m, Notional, Notional, 1m, Notional, rate, policy,
+ 30_000m, Notional, Notional, 1m, rate, policy,
isResetDay: false, 0m, nonResetDate);
Console.WriteLine($"非重置日: 旧 InterestAmount={oldInterest} Td={oldTd}");
diff --git a/YLErpDAL/Modules/SwapModule/Accrual/FundingLegAccrual.cs b/YLErpDAL/Modules/SwapModule/Accrual/FundingLegAccrual.cs
index 9a75aca4..4e3cd113 100644
--- a/YLErpDAL/Modules/SwapModule/Accrual/FundingLegAccrual.cs
+++ b/YLErpDAL/Modules/SwapModule/Accrual/FundingLegAccrual.cs
@@ -11,51 +11,35 @@ namespace YLErp.Modules.SwapModule.Accrual;
/// - accrued → 累计应计利息
/// - unwindFraction → 平仓比例（0~1）
/// - realizedInterest → 历史已结利息（legacy: consumedInterest）
-/// - baseNotional → 差分公式基数（legacy: orginPv/originalPv）
-/// - accrualBasis → 逐段滚动的计息基数（legacy: dynomicPrincipal=dynamicPrincipal typo）
+/// - priorNotional → 昨日终滚动计息基数（legacy: TdInterestPrincipal / dynomicPrincipal）
///
public static class FundingLegAccrual
{
private const int Precision = SwapInterest.FundingLegPrecision;
- // ───────────────────────────────────────────────────────────────────
- // 计息基数（basis）——单一真相源，纯函数与调用方共用，消除公式重复。
- //
- // 差分语义：basis = priorNotional + (notional − baseNotional)
- // • priorNotional = 昨日终滚动计息基数（legacy: TdInterestPrincipal / dynomicPrincipal）
- // • notional − baseNotional = 名义本金绝对增量（加法式 carry，非比例缩放）
- // • EOD 路径：baseNotional == notional → 增量 0，basis 退化 = priorNotional
- // • unwind 路径：baseNotional = 上一日终浮动端名义本金(orginPv) ≠ notional → 增量生效
- // ───────────────────────────────────────────────────────────────────
-
- /// 单利日终计息基数（差分公式）。调用方与 AccrueSimpleEod 共用。
- public static decimal SimpleEodBasis(decimal priorNotional, decimal notional, decimal baseNotional)
- => priorNotional + (notional - baseNotional);
-
- /// 复利日终计息基数：重置日 = notional + 累计利息×剩余比例(并本金)；
- /// 非重置日 = 差分公式。remainingFraction 对齐 legacy 钳制到 [0,1]。调用方与 AccrueCompoundEod 共用。
+ /// 复利日终计息基数（单一真相源，纯函数与调用方共用）：
+ /// 重置日 = notional + 累计利息×剩余比例(利息并入本金)；非重置日 = priorNotional（昨日滚动基数）。
+ /// remainingFraction 对齐 legacy 钳制到 [0,1]。
public static decimal CompoundEodBasis(
- bool isResetDay, decimal notional, decimal priorAccrued, decimal remainingFraction,
- decimal priorNotional, decimal baseNotional)
+ bool isResetDay, decimal notional, decimal priorAccrued, decimal remainingFraction, decimal priorNotional)
=> isResetDay
? notional + priorAccrued * Math.Max(0m, Math.Min(1m, remainingFraction))
- : priorNotional + (notional - baseNotional);
+ : priorNotional;
///
/// 单利日终计息（替换 CalcDailySimpleInterestByEod 的纯数学部分）。
+ /// EOD 无差分：basis = priorNotional（昨日终滚动计息基数）。
///
public static InterestResult AccrueSimpleEod(
decimal priorAccrued,
decimal priorNotional,
- decimal notional,
decimal unwindFraction,
- decimal baseNotional,
FundingLegRate rate,
AccrualPolicy policy,
DateTime eodDate,
AccrualTrace? trace = null)
{
- var basis = SimpleEodBasis(priorNotional, notional, baseNotional);
+ var basis = priorNotional;
var displayBasis = basis * unwindFraction;
var allInRate = rate.AllInRate;
@@ -80,14 +64,13 @@ public static class FundingLegAccrual
///
/// 复利日终计息（替换 CalcDailyCompoundInterestByEod 的纯数学部分）。
/// 重置日：basis = notional + priorAccrued × remainingFraction（利息并入本金）。
- /// 非重置日：basis = 差分公式（priorNotional + notional − baseNotional）。
+ /// 非重置日：basis = priorNotional（昨日终滚动计息基数）。
///
public static InterestResult AccrueCompoundEod(
decimal priorAccrued,
decimal priorNotional,
decimal notional,
decimal unwindFraction,
- decimal baseNotional,
FundingLegRate rate,
AccrualPolicy policy,
bool isResetDay,
@@ -95,11 +78,11 @@ public static class FundingLegAccrual
DateTime eodDate,
AccrualTrace? trace = null)
{
- var basis = CompoundEodBasis(isResetDay, notional, priorAccrued, remainingFraction, priorNotional, baseNotional);
+ var basis = CompoundEodBasis(isResetDay, notional, priorAccrued, remainingFraction, priorNotional);
var displayBasis = basis * unwindFraction;
var allInRate = rate.AllInRate;
- trace?.EodContext(eodDate, isResetDay, unwindFraction, priorAccrued, priorNotional, notional, baseNotional, remainingFraction);
+ trace?.EodContext(eodDate, isResetDay, unwindFraction, priorAccrued, priorNotional, notional, remainingFraction);
var dayInterest = displayBasis * allInRate;
var tdInterest = basis * allInRate;
if (policy.IsAnnualized)
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 974c7007..39f38529 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -1541,7 +1541,6 @@ namespace YLErp.Modules.SwapModule
priorNotional: preEodPosition.TdInterestPrincipal,
notional: posiPrincipal,
unwindFraction: closePercent,
- baseNotional: orginPv,
rate: legRate,
policy: accrualPolicy,
isResetDay: isResetDay,
@@ -1551,10 +1550,10 @@ namespace YLErp.Modules.SwapModule
SwapCalcTrace.Write(interestTrace);
// flowEvent.InterestPrincipal：当日计息基数(已按平仓比例缩放)——下游 EOD 用它播种次日 TdInterestPrincipal。
- // 复用 CompoundEodBasis 单一真相源（与 AccrueCompoundEod 内部同一公式），不再重复三元表达式。
+ // 复用 CompoundEodBasis 单一真相源（与 AccrueCompoundEod 内部同一公式）。
flowEvent.InterestPrincipal = FundingLegAccrual.CompoundEodBasis(
isResetDay, posiPrincipal, preEodPosition.InterestProfitSum, remainingFraction,
- preEodPosition.TdInterestPrincipal, orginPv) * closePercent;
+ preEodPosition.TdInterestPrincipal) * closePercent;
InterestAmount = result.Accrued;
TdInterestAmount = result.AccruedToday;
@@ -1608,9 +1607,7 @@ namespace YLErp.Modules.SwapModule
var result = FundingLegAccrual.AccrueSimpleEod(
priorAccrued: preEodPosition.InterestProfitSum,
priorNotional: preEodPosition.TdInterestPrincipal,
- notional: posiPrincipal,
unwindFraction: closePercent,
- baseNotional: orginPv,
rate: legRate,
policy: accrualPolicy,
eodDate: endDate,