hjhan
3f194f7ccc
fix(accrual): Round收口到SwapInterest.Round + 复利分段边界修复
3项修复:
1. SwapInterest.Round 从 private 改为 public:
所有计息路径收口到一处, FundingLegAccrual 不再用裸 Math.Round
2. ApplyUnwind 精度警告:
注释标注'资金腿务必传 FundingLegPrecision=12', 默认11是易忘的坑
3. AccrueCompoundPeriod 分段边界修复(根因):
旧bug: 中间段 IncludeEnd=true 导致重置日利息用了旧本金
修复: 中间段 IncludeEnd=false(半开区间), 重置日归下一段用新本金
对齐旧逐日循环语义: 重置日先更新本金再算息
同时: 中间值不Round(对齐旧代码只在最终输出Round一次)
清理: 删除 SwapInterestAccrueCompoundInArrearsTest 半成品残留
验证: 编译0错误, 7个影子测试全过, 全量520测试7失败(基线一致)。
2026-08-12 09:59:53 +08:00
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