hjhan
aff540801c
单利/复利/连续复利收敛为 Compounding 一个 switch 分支，利息计算不再住在 SwapModule/互换词汇里，谁需要算息都能直接用。连续复利仅 e^(r·t) 一行。
72 lines
3.3 KiB
C#
72 lines
3.3 KiB
C#
using System;
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namespace YLErp.Core.Interest;
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/// <summary>
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/// 利率 + 计息方式（单利 / 复利 / 连续复利）。
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///
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/// <para><b>通用金融原语，与互换、衍生品、任何具体业务均无耦合</b>——谁需要算利息都能用。
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/// 利息计算不是互换特有的，所以它不住在 SwapModule，也不带任何 swap 词汇。</para>
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///
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/// <para>用法（年化时间 t，如 30天/365）：</para>
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/// <list type="bullet">
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/// <item><description>计息因子 = <see cref="CompoundFactor(decimal)"/>；含息额 = 本金 × 因子；</description></item>
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/// <item><description>利息 = 本金 × (因子 − 1) = <see cref="Interest(decimal, decimal)"/>。</description></item>
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/// </list>
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///
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/// <para>与 QuantLib 模型一致：单利 / 复利 / 连续复利只是 <see cref="Compounding"/> 的一个分支，
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/// 不是三套独立方法。TRS 的"重置日并本金"属于离散复利，用 <see cref="Compounding.Simple"/>
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/// 按段计息、段末把利息滚入本金即可（见 SwapInterest.AccrueCompound），无需 Pow/Exp，decimal 精度无损。</para>
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///
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/// <para>互换特有的会计态（每日先舍入再乘天数、平仓缩放、跨日滚动本金）不属于本原语，
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/// 请在各自的 accrual 层处理。</para>
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/// </summary>
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public enum Compounding
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{
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/// <summary>单利：因子 = 1 + r·t。</summary>
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Simple,
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/// <summary>复利（理想化闭式）：因子 = (1 + r/f)^(f·t)，f 为年复利频次。</summary>
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Compounded,
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/// <summary>连续复利：因子 = e^(r·t)。</summary>
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Continuous
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}
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/// <summary>
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/// 不可变利率值对象。构造即完整，无副作用。
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/// </summary>
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public readonly struct InterestRate
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{
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/// <summary>年化利率 r。</summary>
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public decimal Rate { get; }
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/// <summary>计息方式。</summary>
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public Compounding Compounding { get; }
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/// <summary>年复利频次（仅 <see cref="Compounding.Compounded"/> 使用，其余忽略，默认 1）。</summary>
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public int Frequency { get; }
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public InterestRate(decimal rate, Compounding compounding, int frequency = 1)
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=> (Rate, Compounding, Frequency) = (rate, compounding, frequency);
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/// <summary>
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/// 计息因子（输入年化时间 t）。
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/// <list type="bullet">
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/// <item><description><see cref="Compounding.Simple"/>：decimal 精确运算。</description></item>
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/// <item><description><see cref="Compounding.Compounded"/> / <see cref="Compounding.Continuous"/>：闭式（double 计算后回 decimal），
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/// 满足通用定价 / 保证金场景；若要 decimal 精度的离散重置日复利，请用 Simple 按段计息并滚动本金。</description></item>
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/// </list>
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/// </summary>
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public decimal CompoundFactor(decimal t)
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=> Compounding switch
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{
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Compounding.Simple => 1m + Rate * t,
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Compounding.Compounded => (decimal)Math.Pow((double)(1m + Rate / Frequency), (double)(Frequency * t)),
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Compounding.Continuous => (decimal)Math.Exp((double)(Rate * t)),
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_ => throw new ArgumentOutOfRangeException(nameof(Compounding))
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};
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/// <summary>利息 = 本金 × (因子 − 1)。</summary>
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public decimal Interest(decimal principal, decimal t)
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=> principal * (CompoundFactor(t) - 1m);
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}
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