hjhan
57156feec1
refactor(accrual): 提取ResolveFloatRate收口FR007定盘逻辑
EOD单日取率(CompoundEod/SimpleEod)与intraday多日取率(BuildSegmentRates)
原各有一份相同的GetFixingDate+TryGetFixing+throw逻辑(~8行/处,3处共24行)。
提取为私有 ResolveFloatRate(position, date, fallback):
- 无浮动标的返回fallback; 取到非零fixing返回fixing; 取不到抛异常
- EOD: isResetDay ? ResolveFloatRate(...) : floateRate (1行替代12行)
- BuildSegmentRates: 循环内直接调用(1行替代8行)
净减~15行, FR007定盘逻辑收口到一处
SwapModule零回归(7基线/510通过)
2026-08-12 13:37:40 +08:00
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