hjhan
ce6c0812e1
refactor(accrual): 参数命名对齐业界标准(QuantLib/Strata)
FundingLegAccrual 4个方法的参数命名全面纠正:
| 旧名 | 新名 | 理由 |
|-------------------|-------------------|------|
| originalPv | referenceNotional | Pv(现值)概念错误,实际是参考本金 |
| closeRatio/closePercent | unwindFraction | 统一,对齐 ApplyUnwind.unwindPercent |
| consumedInterest | realizedInterest | 对齐 AccrualState.RealizedInterest |
| priorUnrealized | priorAccrued | 对齐 InterestResult.Accrued |
| priorAccrualPrincipal | priorNotional | 简洁,对齐 QuantLib notional |
| positionPrincipal | notional | 简化,去掉冗余前缀 |
| dynomicPrincipal | accrualBasis | 修正typo+用业界术语 |
同步更新:
- SwapDealService.CalcDailySimpleInterestByEod 调用点
- 3个影子测试文件命名参数
- SwapInterest.Round 改为 public(所有Round收口一处)
删除半成品残留: SwapInterest_CompoundInArrears_RolloverTimingTests.cs
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)。
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