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)
38 lines
1.6 KiB
C#
38 lines
1.6 KiB
C#
using YLErp.DBModels;
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namespace YLErp.Modules.SwapModule.Accrual;
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/// <summary>
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/// 融资腿在某一计息日生效的利率（不可变值对象）。
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///
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/// <para>计息只认一个数：<see cref="AllInRate"/>（当日生效年利率）。
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/// 固定腿与浮动腿的区别是"取率"环节的事，已在 <c>SwapDealService.CalcDailySimpleInterestByEod</c>
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/// 收敛成 all-in 数；本结构不再为腿型背负四个字段——利息计算不是互换特有的，
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/// 固定利率就是一个 <see cref="decimal"/>。</para>
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/// </summary>
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public readonly struct FundingLegRate
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{
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/// <summary>当日生效年利率（all-in）。固定腿=固定利率；浮动腿=加点利差+指数定盘。</summary>
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public decimal Rate { get; }
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/// <summary>计息用的当日生效年利率。即 <see cref="Rate"/>。</summary>
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public decimal AllInRate => Rate;
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private FundingLegRate(decimal rate)
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=> Rate = rate;
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/// <summary>构造固定腿利率。</summary>
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public static FundingLegRate Fixed(decimal fixedRate)
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=> new(fixedRate);
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/// <summary>构造浮动腿利率（all-in = 加点利差 + 指数定盘）。</summary>
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public static FundingLegRate Floating(decimal spread, decimal indexFixing)
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=> new(spread + indexFixing);
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/// <summary>从 swap_position 构造：固定腿→Fixed(spread)，浮动腿→Floating(spread+fixing)。</summary>
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public static FundingLegRate Build(swap_position position, decimal spread, decimal effectiveFloat)
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=> string.IsNullOrEmpty(position.FloatRateUnderlyingCode)
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? Fixed(spread)
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: Floating(spread, effectiveFloat);
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}
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