hjhan
40756a28b3
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)
37 lines
2.0 KiB
C#
37 lines
2.0 KiB
C#
using YLErp.Derivatives.Interest;
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namespace YLErp.Modules.SwapModule.Accrual;
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/// <summary>
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/// 计息政策（不可变配置）。把"算头算尾 / 单复利率 / 重置频率 / 年化天数"收敛为一处，
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/// 取代旧代码里散落各处的 calcFirst/calcLast 布尔对与魔法数字。
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///
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/// 单/复利不再另立枚举——直接复用既有 DB 枚举 InterestTypeEnum（单利=0 / 复利=1），
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/// 通过 <see cref="IsCompound"/> 暴露为类型安全的 bool。
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/// </summary>
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public sealed class AccrualPolicy
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{
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/// <summary>算头算尾约定（复用 SwapInterest 已有的 AccrualBoundary，物理上杜绝 calcFirst/calcLast 传反）。</summary>
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public AccrualBoundary Convention { get; }
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/// <summary>是否复利（利滚利）。来自 DB 的 InterestTypeEnum；单利=false，复利=true。</summary>
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public bool IsCompound { get; }
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/// <summary>利率重置周期（天）。FR007 通常为 7；复利时亦为"利息并入本金"的周期。</summary>
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public int ResetPeriodDays { get; }
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/// <summary>年化基数（365 / 360）。</summary>
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public int AnnualDays { get; }
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/// <summary>是否年化（position.IsAnnualized）。决定利息是否再除以 <see cref="AnnualDays"/>；
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/// 与 <see cref="AnnualDays"/> 一同收敛 daycount 语义，不再作为裸 bool 散落在计息签名里。</summary>
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public bool IsAnnualized { get; }
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public AccrualPolicy(AccrualBoundary convention, bool isCompound, int resetPeriodDays, int annualDays, bool isAnnualized = false)
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=> (Convention, IsCompound, ResetPeriodDays, AnnualDays, IsAnnualized) = (convention, isCompound, resetPeriodDays, annualDays, isAnnualized);
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/// <summary>从 swap_position 构造 EOD 计息政策（算头算尾，重置周期取 interest_rest_days）。</summary>
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public static AccrualPolicy BuildEod(DBModels.swap_position position, int annualDays, bool isCompound)
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=> new(AccrualBoundary.Both, isCompound, position.interest_rest_days ?? 1, annualDays, position.IsAnnualized);
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}
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