Commit Graph
3 Commits
Author SHA1 Message Date
hjhan 40756a28b3 refactor(accrual): BuildLegRate/BuildEodPolicy移到各自类型(Phase1补完)
BuildLegRate → FundingLegRate.Build(position, spread, float) — 利率值对象的自然工厂
BuildEodPolicy → AccrualPolicy.BuildEod(position, annualDays, isCompound) — 计息政策的自然工厂

SwapDealService删除2个private static定义, 4处调用点改用类型方法
SwapModule零回归(7基线/510通过)
2026-08-12 16:32:04 +08:00
hjhan 4e67af52e8 refactor(interest): FundingLegRate 瘦身为单一 all-in 利率值对象
固定/浮动腿的区别是取率环节的事,计息只认一个数;以 Fixed/Floating 工厂
取代原 4 字段构造,不再为腿型背负多余字段。
2026-08-12 05:36:01 +08:00
hjhan 0c447ff5ff refactor: 提取融资腿计息领域模型 (AccrualPolicy/FundingLegRate/AccrualState/FundingLegAccrual) - 将 CalcDailySimpleInterestByEod 纯数学下沉至 FundingLegAccrual.AccrueSimpleEod, 消除 double 往返转换, 引入值对象收敛散落参数 2026-08-11 22:37:19 +08:00