hjhan
bf2adf0fae
test(swap): EQD-6968 补 EOD 收盘归档取价链——此前 settment=true 零覆盖
EOD 不取尾日价靠两道闸:InitInterestDate 到期日回拨(endDate=D-1) +
CalcEodInterest calcToday=false(到期日且不算尾)跳过 ByEod 重算——ByEod 的
isResetDay→ResolveFloatRate 不看 calcLast,任一环回归即到期日收盘重新索要尾日价。
- Eod_NoTail_MaturityDayFr007Missing_Succeeds:不算尾+到期日(重置日)缺价 → 放行
- Eod_Tail_MaturityDayFr007Missing_StillThrows:算尾+到期日缺价 → 仍拦
- Eod_MidTradeResetDayFr007Missing_StillThrows:非到期重置日缺价 → 仍拦
(盘中重置日新利率被持续持仓消费,ByEod 取价链是真实依赖,不算尾也不豁免)
验证:GLMS20260817Fr007UnwindMorningTest 28/28 内存全绿
2026-08-19 10:53:34 +08:00
..
2025-07-18 17:44:58 +08:00
2026-04-27 15:34:12 +08:00
2024-05-09 14:06:26 +08:00
2026-07-07 15:47:17 +08:00
2026-08-19 10:53:34 +08:00
2026-03-11 15:04:10 +08:00
2024-05-09 14:06:26 +08:00
2024-05-09 14:06:26 +08:00
2026-07-21 15:28:17 +08:00
2026-08-16 13:25:50 +08:00
2024-05-09 14:06:26 +08:00
2024-05-09 14:06:26 +08:00
2026-08-17 10:00:09 +08:00
2026-06-26 09:13:37 +08:00