hjhan aeb55a01ad refactor(eod): 提取InterestIncomeCalc.DailyAccrual/RollRealized + MtmCalc.ReturnLegProfitSum ...

候选B: 3处日利息 principal*(rate+float)/annualDays → InterestIncomeCalc.DailyAccrual
候选D: 4处 PosiProfitSum=Mtm+Div+Fee → MtmCalc.ReturnLegProfitSum
候选E: 4对 RealizedInterest/RealizedInterestFee 滚存 → InterestIncomeCalc.RollRealized

SwapModule零回归(7基线/510通过)

2026-08-12 14:50:24 +08:00

..

DirectionRatio.cs

refactor(eod): MarginModes.FixedAmountAndMargin + DirectionRatio.RateType提取

2026-08-12 14:38:04 +08:00

DividendCalc.cs

refactor(funding-leg): 修复2个类名+补DividendCalc注释

2026-08-11 11:24:05 +08:00

InterestIncomeCalc.cs

refactor(eod): 提取InterestIncomeCalc.DailyAccrual/RollRealized + MtmCalc.ReturnLegProfitSum

2026-08-12 14:50:24 +08:00

MtmCalc.cs

refactor(eod): 提取InterestIncomeCalc.DailyAccrual/RollRealized + MtmCalc.ReturnLegProfitSum

2026-08-12 14:50:24 +08:00

PositionValueCalc.cs

fix(return-leg): PositionValueCalc.ratio 改为 int, 统一方向因子类型

2026-08-11 16:59:22 +08:00

QtyRollforward.cs

refactor(return-leg): QuantityRollforward 改名 QtyRollforward

2026-08-11 10:40:17 +08:00

ReturnLegSummary.cs

refactor(return-leg): 新增 ReturnLegSummary 标的端值对象

2026-08-11 10:15:20 +08:00