hjhan c86633479d refactor(accrual): 接线SimpleInterest/CompoundInterest内部 + 分段修复 + 去重 ...

CalcDailySimpleInterest/CalcDailyCompoundInterest内部逐日循环→分段纯函数(签名不变):
- AccrueSimplePeriod: AccruedToday改未缩放累计(TdInterestAmount口径)
- AccrueCompoundPeriod: 新增out finalBasis供flowEvent.InterestPrincipal精确赋值
- 修复5处分段边界bug(includeStart/includeEnd/resetCarryInterest interestPeriod=1场景)
- 提取BuildSegmentRates消除SimpleInterest/CompoundInterest取率重复
- 影子测试补AccruedToday断言关闭测试盲区

SwapModule零回归(7基线/510通过)

2026-08-12 13:09:17 +08:00

..

CompoundEodShadowTest.cs

refactor(accrual): EOD去退化差分——删除baseNotional死参数

2026-08-12 10:58:53 +08:00

CompoundPeriodShadowTest.cs

refactor(accrual): 接线SimpleInterest/CompoundInterest内部 + 分段修复 + 去重

2026-08-12 13:09:17 +08:00

SimplePeriodShadowTest.cs

refactor(accrual): 接线SimpleInterest/CompoundInterest内部 + 分段修复 + 去重

2026-08-12 13:09:17 +08:00

SwapInterest_CompoundInArrears_RolloverTimingTests.cs

refactor(accrual): referenceNotional→baseNotional, notional统一

2026-08-12 10:20:13 +08:00