Interest bearing method, device and equipment based on dynamic backtracking, medium and product

Abstract

The invention provides an interest bearing method based on dynamic backtracking. The interest bearing method can be applied to the field of financial science and technology. The method comprises the following steps: carrying out interest backtracking initialization to obtain interest rate backtracking days and an initialization observation period related to financial data; performing data identification on the initialized observation period, representing that the initialized observation period is an interest rate observation period of the earliest date in the interest bearing period in response to a data identification result, and taking the interest rate observation period of the earliest date as a reference observation period; on the basis of a preset dynamic backtracking algorithm, sequentially recurring interest rate observation periods of all interest bearing days after the earliest date according to workday identifiers in the financial calendar table by taking the reference observation period as a benchmark, and stopping dynamic backtracking until a preset dynamic stopping condition is met; and taking the obtained interest rate of the interest rate observation period of each interest bearing day as a reference interest rate, and obtaining a comprehensive interest bearing result according to the reference interest rate. The invention further provides an interest bearing device and equipment based on dynamic backtracking, a medium and a product.

Description

Technical Field

[0001] This application relates to the field of financial technology, specifically to a computer-based financial data calculation method, and more specifically to an interest calculation method, apparatus, equipment, medium, and product based on dynamic backtracking. Background Technology

[0002] RFR (Risk-Free Rate) is an important indicator for financial institutions to calculate. It refers to the theoretically risk-free rate of return, usually based on the interest rate of sovereign bonds issued by a sovereign nation. Calculating interest based on RFR is a necessary operation for financial institutions. During the interest calculation process, the interest rate changes dynamically each interest-bearing day within an RFR period. However, if the latest published interest rate is used, banks may not be able to calculate interest in a timely manner, potentially leading to customers being unable to raise funds for repayment on time.

[0003] Therefore, financial institutions often adopt a backtesting period approach. Specifically, this involves calculating the interest on the interest calculation date using the interest rate from a certain number of working days prior, allowing banks and customers sufficient time to process transactions. However, related technologies often use a cyclical approach to determine holidays when searching for the dates a certain number of working days prior. This means that for each interest calculation date within the period, the process of determining the dates a certain number of working days prior is repeated as many times as the number of interest calculation days are considered. This repetitive process is not only inefficient but also unnecessarily increases the computational load, leading to poor interest calculation response performance and overall low efficiency. Summary of the Invention

[0004] In view of the above problems, this application provides a method, apparatus, equipment, medium and product for interest calculation based on dynamic backtracking.

[0005] According to the first aspect of this application, a dynamic backtracking-based interest calculation method is provided, comprising: responding to receiving an interest calculation request for financial data within the interest calculation period, performing interest backtracking initialization to obtain the interest rate backtracking days and initial observation period for the relevant financial data; performing data identification on the initial observation period to obtain a data identification result, and responding to the data identification result indicating that the initial observation period is the interest rate observation period of the earliest date within the interest calculation period, using the earliest date's interest rate observation period as a reference observation period; based on a preset dynamic backtracking algorithm, using the reference observation period as a benchmark, sequentially extrapolating the interest rate observation period for each interest calculation day after the earliest date according to the working day identifier in the financial calendar, until a preset dynamic stopping condition is reached, then stopping the dynamic backtracking; using the interest rate of the day of the interest rate observation period of each interest calculation day as a reference interest rate, and performing comprehensive interest calculation on the financial data of the interest calculation day based on the reference interest rate to obtain a comprehensive interest calculation result.

[0006] According to an embodiment of this application, in response to the data identification result indicating that the initial observation period is preset initial data, the earliest date in the interest period is backtracked daily based on the preset stock backtracking algorithm according to the interest rate backtracking days to obtain the interest rate observation period of the earliest date, and the data of the initial observation period is overwritten with the data of the interest rate observation period of the earliest date.

[0007] According to the embodiments of this application, in the dynamic backtracking algorithm, if multiple consecutive interest-bearing days with holiday attributes appear, all consecutive interest-bearing days with holiday attributes reuse the interest rate observation period of the same previous working day attribute until a new working day attribute interest-bearing day appears, and then the interest rate observation period is extended; the interest-bearing day with holiday attributes is an interest-bearing day with a working identifier that represents a holiday; the interest-bearing day with working day attributes is an interest-bearing day with a working identifier that represents a working day.

[0008] According to an embodiment of this application, based on a preset dynamic backtracking algorithm, and using a reference observation period as a benchmark, the interest rate observation period for each interest-bearing day after the earliest date is recursively deduced according to the working day identifiers in the financial calendar. This includes: the earliest date corresponds to the reference observation period; starting from the earliest date, the interest-bearing days after the earliest date within the interest-bearing period are sequentially extended backward from the reference observation period based on the working day identifiers; wherein, when the working day identifier indicates that the interest-bearing day is a public holiday, the interest rate observation period for the interest-bearing day is the interest rate observation period corresponding to the day before the interest-bearing period; when the working day identifier indicates that the interest-bearing day is a working day, the interest rate observation period for the interest-bearing day is the next working day of the interest rate observation period corresponding to the day before the interest-bearing period.

[0009] According to an embodiment of this application, after obtaining the interest rate observation period for the interest-bearing date, the interest rate observation period is stored in a preset cache module; and during the dynamic backtracking process, the interest rate observation period for the interest-bearing date is called in the cache module to obtain the date of the interest rate observation period for the interest-bearing date or the date of the next day after the interest rate observation period for the interest-bearing date, and the date of the interest rate observation period for the interest-bearing date or the date of the next day after the interest rate observation period for the interest-bearing date is used as the interest rate observation period for the next interest-bearing date.

[0010] According to the embodiments of this application, in the stock backtracking algorithm, if a holiday or consecutive holiday is identified during the backtracking process, the holiday or consecutive holiday dates are skipped, and then the interest rate backtracking days are decremented for working days until the interest rate backtracking days are zero and the stock backtracking stops.

[0011] According to an embodiment of this application, based on a preset stock backtracking algorithm, the earliest date within the interest period is backtracked daily according to the interest rate backtracking days to obtain the interest rate observation period for the earliest date. This includes: starting from the earliest date within the interest period as the target date, sequentially obtaining the working day identifier of the day before the target date based on the financial calendar, updating the interest rate backtracking days and the target date according to the working day identifier; if the working day identifier indicates that the previous day was a working day, the interest rate backtracking days are decreased by one, and the date corresponding to the reduced interest rate backtracking days is used as the updated target date; if the working day identifier indicates that the previous day was a public holiday, the interest rate backtracking days remain unchanged, and the date corresponding to the unchanged interest rate backtracking days is used as the updated target date, until the interest rate backtracking days are zero, and the sequential acquisition stops, and the target date corresponding to the zero interest rate backtracking days is used as the interest rate observation period for the earliest date.

[0012] According to embodiments of this application, the dynamic stop conditions include at least one of the following: the latest interest rate observation period obtained is earlier than the latest interest rate quote date in the financial calendar; the interest accrual date reaches a preset interest accrual deadline; or an interest accrual termination instruction is received.

[0013] The second aspect of this application provides an interest calculation device based on dynamic backtracking, comprising: an interest calculation response module, used to respond to receiving an interest calculation request for financial data within the interest calculation period, perform interest backtracking initialization, and obtain the interest rate backtracking days and initial observation period for the relevant financial data; a reference positioning module, used to perform data identification on the initial observation period, obtain a data identification result, and respond to the data identification result indicating that the initial observation period is the interest rate observation period of the earliest date within the interest calculation period, and use the interest rate observation period of the earliest date as the reference observation period; a dynamic backtracking module, used to, based on a preset dynamic backtracking algorithm, use the reference observation period as a benchmark, and sequentially extrapolate the interest rate observation period for each interest calculation day after the earliest date according to the working day identifier in the financial calendar, until a preset dynamic stop condition is reached, then stop the dynamic backtracking; and a comprehensive interest calculation module, used to use the interest rate of the day of the interest rate observation period of each interest calculation day as the reference interest rate, and perform comprehensive interest calculation on the financial data of the interest calculation day according to the reference interest rate, to obtain a comprehensive interest calculation result.

[0014] A third aspect of this application provides an electronic device comprising: one or more processors; and a memory for storing one or more computer programs, wherein the one or more processors execute the one or more computer programs to implement the steps of the method described above.

[0015] A fourth aspect of this application also provides a computer-readable storage medium having a computer program or instructions stored thereon, which, when executed by a processor, implement the steps of the above-described method.

[0016] The fifth aspect of this application also provides a computer program product, including a computer program or instructions that, when executed by a processor, implement the steps of the above-described method.

[0017] The above one or more embodiments have the following beneficial effects: Data identification is performed on the initial observation period to obtain the data identification result. Responding to the data identification result indicating that the initial observation period is the earliest interest rate observation period within the interest-bearing period, the earliest interest rate observation period is used as the reference observation period. Based on this reference observation period, the interest rate observation period for each interest-bearing day after the earliest date is recursively derived according to the working day identifier in the financial calendar. That is, once an interest-bearing request is received, the initial observation period is initialized. If this initial observation period is already the earliest interest rate observation date within the specific interest-bearing period, a dynamic backtracking benchmark is established using this earliest date's interest rate observation period. The interest rate observation period for subsequent interest-bearing days within the interest-bearing period is derived sequentially according to the dynamic backtracking algorithm. That is, the interest rate observation period corresponding to each interest-bearing day within the interest-bearing period is derived backward based on this benchmark, instead of repeatedly backtracking forward in a decreasing manner for each interest-bearing day. This eliminates the need for repeatedly decreasing the interest rate backtracking days to determine the interest rate observation period, thereby reducing the amount of backtracking computation, improving the efficiency of interest rate observation period determination, and ultimately improving the overall efficiency of interest-bearing. Attached Figure Description

[0018] The above-mentioned contents, other objects, features and advantages of this application will become clearer from the following description of embodiments with reference to the accompanying drawings, in which:

[0019] Figure 1 The illustration shows an application scenario of an interest calculation method, apparatus, device, medium, and program product based on dynamic backtracking according to embodiments of this application;

[0020] Figure 2 A flowchart illustrating an interest calculation method based on dynamic backtracking according to an embodiment of this application is shown schematically;

[0021] Figure 3 This illustration shows the association between the new version of the source program to be tested and the old version of the source program to be replaced in the interest calculation method based on dynamic backtracking according to an embodiment of this application.

[0022] Figure 4 The diagram illustrates the data flow involved in the interest calculation method based on dynamic backtracking according to an embodiment of this application.

[0023] Figure 5 This schematic diagram illustrates the structure of an interest calculation device based on dynamic backtracking according to an embodiment of this application;

[0024] Figure 6 A block diagram schematically illustrates an electronic device suitable for implementing a dynamic backtracking-based interest calculation method according to an embodiment of this application. Detailed Implementation

[0025] The embodiments of this application will now be described with reference to the accompanying drawings. However, it should be understood that these descriptions are exemplary only and are not intended to limit the scope of this application. In the following detailed description, numerous specific details are set forth to provide a thorough understanding of the embodiments of this application for ease of explanation. However, it will be apparent that one or more embodiments may be implemented without these specific details. Furthermore, descriptions of well-known structures and technologies are omitted in the following description to avoid unnecessarily obscuring the concepts of this application.

[0026] The terminology used herein is for the purpose of describing particular embodiments only and is not intended to limit the scope of this application. The terms “comprising,” “including,” etc., as used herein indicate the presence of the stated features, steps, operations, and / or components, but do not exclude the presence or addition of one or more other features, steps, operations, or components.

[0027] All terms used herein (including technical and scientific terms) have the meanings commonly understood by those skilled in the art, unless otherwise defined. It should be noted that the terms used herein are to be interpreted in a manner consistent with the context of this specification, and not in an idealized or overly rigid way.

[0028] When using expressions such as "at least one of A, B and C", they should generally be interpreted in accordance with the meaning that is commonly understood by those skilled in the art (e.g., "a system having at least one of A, B and C" should include, but is not limited to, a system having A alone, a system having B alone, a system having C alone, a system having A and B, a system having A and C, a system having B and C, and / or a system having A, B and C, etc.).

[0029] In the technical solution of this application, the user information (including but not limited to user personal information, user image information, user device information, such as location information) and data (including but not limited to data used for analysis, stored data, and displayed data) involved are all information and data authorized by the user or fully authorized by all parties. Furthermore, the collection, storage, use, processing, transmission, provision, disclosure, and application of related data all comply with relevant laws, regulations, and standards, take necessary confidentiality measures, do not violate public order and good morals, and provide corresponding operation entry points for users to choose to authorize or refuse.

[0030] Within an RFR (Recurring Rate of Return) interest period, the interest rate may change daily. However, if the latest published rate is used, banks may not be able to calculate interest in a timely manner, and customers may not be able to raise funds for repayment in time. Therefore, the relevant technology uses a pre-agreed lookback period. Specifically, based on holiday markers, the interest rate for the interest calculation date is calculated using the rate from a certain number of working days prior, allowing banks and customers sufficient time to process transactions. Interest rate backtracking refers to using the interest rate published several working days prior to each interest-bearing day within the interest-bearing period. The dates several working days prior constitute the interest rate observation period. Related technologies use a cyclical approach to determine the interest rate observation period based on holidays. This means that for each interest-bearing day within the period, the corresponding interest rate observation period is determined by progressively decreasing the number of backtracking days. This method requires repeating the process of progressively decreasing the backtracking days to determine the interest rate observation period as many times as the number of interest-bearing days needed to calculate the observation period. For example, assuming the bank and customer agree on a 5-day backtracking period, and June 28th and 29th are holidays, then the interest rate published on June 27th will be used for interest calculation on July 4th, and the interest rate published on June 30th will be used for interest calculation on July 5th. See Tables 1 and 2 for the detailed calculation process.

[0031] Table 1: Retrospective process on July 4th:

[0032]

[0033] Table 2: Retrospective process on July 5th:

[0034]

[0035] This demonstrates that the relevant technology generates numerous repetitive table reads to determine the holiday or working day attributes of the interest calculation date when searching for the interest rate observation period. For example, when searching for the interest rate observation period on July 4th, it is necessary to sequentially determine the holiday attributes from July 3rd, 2025 to June 27th, 2025; similarly, when searching for the interest rate observation period on July 5th, it is necessary to sequentially determine the holiday attributes from July 4th, 2025 to June 30th, 2025. However, the holiday attributes from July 3rd, 2025 to June 30th, 2025 have already been determined when searching for the interest rate observation period on July 4th. This easily leads to efficiency issues. Assuming an interest rate period of 10 years and a stipulated backtesting period / interest rate backtesting days of 15 days, at least [number missing] checks are required. During holidays, backtracking is inefficient and performs poorly. This repetitive process is not only inefficient but also increases the amount of data processing, thus increasing the computer's computational burden and resulting in poor information response performance and efficiency.

[0036] This application provides an interest calculation method, apparatus, device, medium, and product based on dynamic backtracking. The dynamic backtracking-based interest calculation method includes: responding to receiving an interest calculation request for financial data within the interest calculation period, performing interest backtracking initialization to obtain the number of days for interest rate backtracking and the initial observation period for the relevant financial data; performing data identification on the initial observation period to obtain a data identification result; responding to the data identification result indicating that the initial observation period is the interest rate observation period of the earliest date within the interest calculation period, using the earliest date's interest rate observation period as a reference observation period; based on a preset dynamic backtracking algorithm, using the reference observation period as a benchmark, sequentially extrapolating the interest rate observation period for each interest calculation day after the earliest date according to the working day identifier in the financial calendar, until a preset dynamic stop condition is reached, then stopping the dynamic backtracking; using the interest rate of the day of the interest rate observation period for each interest calculation day as a reference interest rate, performing comprehensive interest calculation on the financial data of the interest calculation day based on the reference interest rate to obtain a comprehensive interest calculation result.

[0037] Figure 1 The diagram illustrates an application scenario of the interest calculation method based on dynamic backtracking according to an embodiment of this application.

[0038] like Figure 1 As shown, the application scenario 100 according to this embodiment may include a first terminal device 101, a second terminal device 102, a third terminal device 103, a network 104, and a server 105.

[0039] Users can use the first terminal device 101, the second terminal device 102, and the third terminal device 103 to interact with the server 105 via the network 104 to receive or send messages, etc. Various communication client applications can be installed on the first terminal device 101, the second terminal device 102, and the third terminal device 103, such as web browser applications, search applications, instant messaging tools, email clients, social media platform software, etc.

[0040] The first terminal device 101, the second terminal device 102, and the third terminal device 103 can be various electronic devices with displays and support web browsing, including but not limited to smartphones, tablets, laptops, and desktop computers.

[0041] Network 104 may include various connection types, such as wired or wireless communication links or fiber optic cables. Network 104 serves as the medium for providing communication links between the first terminal device 101, the second terminal device 102, the third terminal device 103, and the server 105. Network 104 may include various connection types, such as wired or wireless communication links or fiber optic cables.

[0042] Server 105 can be a server that provides various services, such as a backend management server that supports websites browsed by users using the first terminal device 101, the second terminal device 102, and the third terminal device 103 (this is just an example). The backend management server can analyze and process data such as received user requests, and feed back the processing results (such as web pages, information, or data obtained or generated according to user requests) to the terminal devices.

[0043] It should be noted that the interest calculation method based on dynamic backtracking provided in this application embodiment can generally be executed by server 105. Correspondingly, the interest calculation device based on dynamic backtracking provided in this application embodiment can generally be located in server 105. The interest calculation method based on dynamic backtracking provided in this application embodiment can also be executed by a server or server cluster that is different from server 105 and capable of communicating with the first terminal device 101, the second terminal device 102, the third terminal device 103, and / or server 105. Correspondingly, the interest calculation device based on dynamic backtracking provided in this application embodiment can also be located in a server or server cluster that is different from server 105 and capable of communicating with the first terminal device 101, the second terminal device 102, the third terminal device 103, and / or server 105.

[0044] It should be understood that Figure 1 The number of terminal devices, networks, and servers shown is merely illustrative. Depending on implementation needs, any number of terminal devices, networks, and servers can be included.

[0045] The following will be based on Figure 1 The described scene, through Figures 2-4 The interest calculation method based on dynamic backtracking according to the embodiments of this application will be described in detail.

[0046] Figure 2 A flowchart illustrating an interest calculation method based on dynamic backtracking according to an embodiment of this application is shown.

[0047] like Figure 2 As shown, the interest calculation method based on dynamic backtracking in this embodiment includes steps S210 to S250, as detailed below:

[0048] Operation S210, in response to receiving an interest calculation request for financial data within the interest calculation period, performs interest backtracking initialization to obtain the interest rate backtracking days and initial observation period for the relevant financial data; Operation S220 performs data identification on the initial observation period to obtain a data identification result, and in response to the data identification result indicating that the initial observation period is the interest rate observation period of the earliest date within the interest calculation period, the earliest date's interest rate observation period is used as the reference observation period; Operation S230, based on a preset dynamic backtracking algorithm, uses the reference observation period as a benchmark and sequentially extrapolates the interest rate observation period for each interest calculation day after the earliest date according to the working day identifier in the financial calendar, until a preset dynamic stopping condition is reached, at which point dynamic backtracking stops; Operation S240 uses the interest rate of the day of the interest rate observation period for each obtained interest calculation day as the reference interest rate, and performs comprehensive interest calculation on the financial data of the interest calculation day based on the reference interest rate to obtain the comprehensive interest calculation result.

[0049] As an example, the number of days for interest rate backtracking is preset by the financial institution. That is, when obtaining the interest rate on the interest calculation date, the number of days that the interest calculation date needs to be backtracked is required. The interest for each interest calculation date needs to be calculated based on the interest rate of the date obtained by backtracking the interest rate for the previous interest calculation date by the number of working days.

[0050] In this example, upon receiving a request for interest calculation on financial data within the interest-bearing period, interest rate backtracking initialization is first performed to prepare for obtaining the interest rate observation period. If the interest rate observation period corresponding to a single interest-bearing day within the interest-bearing period is already determined, the initial observation period obtained is the interest rate observation period for that interest-bearing day within the interest-bearing period. Often, once the interest rate observation period for each interest-bearing day within the interest-bearing period is determined, it is obtained sequentially from earliest to latest. Therefore, if the interest rate observation period corresponding to a single interest-bearing day within the interest-bearing period is already determined, that day must be the earliest date, and the initial observation period is the interest rate observation period for the earliest date within the interest-bearing period. If the interest rate observation period corresponding to multiple interest-bearing days within the interest-bearing period is already determined, the initial observation period is also the interest rate observation period for the earliest date, so that the interest rate observation period for other interest-bearing days within the interest-bearing period can be obtained by recursively tracing back from the earliest date based on the dynamic backtracking algorithm.

[0051] After determining the earliest interest rate observation period, this earliest observation period is used as the reference observation period. Based on a preset dynamic backtracking algorithm, using the reference observation period as a benchmark, the interest rate observation period for each interest-bearing day after the earliest date is recursively calculated according to the working day identifiers in the financial calendar, until a preset dynamic stopping condition is met. At this point, the dynamic backtracking stops. The "backtracking" in dynamic backtracking only indicates that the interest-bearing day is a date several working days before the interest rate backtracking days, and does not indicate that the date is counted backward when obtaining the interest rate observation period. On the contrary, it is recursively deducing the interest rate observation period. In fact, the dynamic backtracking algorithm does not backtrack forward, but rather, based on the working day identifier of the interest-bearing day, it recursively calculates the interest rate observation period of the previous day's interest-bearing day. Thus, the interest rate of the interest rate observation period of each obtained interest-bearing day is used as the reference interest rate. Based on the reference interest rate, a comprehensive interest calculation is performed on the financial data of the interest-bearing day to obtain the comprehensive interest calculation result.

[0052] Based on this, data identification is performed on the initial observation period to obtain the data identification result. Responding to the data identification result indicating that the initial observation period is the interest rate observation period of the earliest date within the interest period, the earliest date's interest rate observation period is used as the reference observation period, thus establishing the basis for dynamic backtracking. This allows for the recursive derivation of the interest rate observation period corresponding to each interest-bearing day within the interest period, instead of repeatedly backtracking backwards in a decreasing manner for each interest-bearing day, improving the efficiency of obtaining the interest rate observation period. The interest rate observation period for each interest-bearing day after the earliest date is recursively derived based on the working day identifiers in the financial calendar. That is, once an interest-bearing request is received, the initial observation period is initialized. If this initial observation period is already a specific observation date, it is used as the benchmark, and the interest rate observation period for subsequent interest-bearing days within the interest period is derived sequentially according to the dynamic backtracking algorithm. This eliminates the need for repeatedly decreasing the interest rate backtracking days to determine the interest rate observation period, thereby reducing the amount of backtracking computation, improving the efficiency of interest rate observation period determination, and ultimately improving the overall efficiency of interest calculation.

[0053] Figure 3 The illustration shows a schematic diagram of the association between a new version of the source program to be tested and an old version of the source program to be replaced in the interest calculation method based on dynamic backtracking according to an embodiment of this application.

[0054] exist Figure 3 In the embodiment shown, in response to the data identification result indicating that the initial observation period is preset initial data, the earliest date in the interest period is backtracked daily according to the interest rate backtracking days based on the preset stock backtracking algorithm to obtain the interest rate observation period of the earliest date, and the data of the initial observation period is overwritten with the data of the interest rate observation period of the earliest date.

[0055] As an example, when receiving a request for interest calculation on financial data within the interest calculation period, the process first performs interest rate backtracking initialization to begin preparations for obtaining the interest rate observation period. If the interest rate observation period for any interest calculation date within the interest calculation period is not explicitly defined, then this initialization observation period is initialization data. This initialization data can be a preset initialization code, a preset string, or preset characters or numbers. When this initialization data is detected, it indicates that the interest rate backtracking period for any interest calculation date within the interest calculation period is not explicitly defined. Therefore, in order to subsequently perform sequential backtracking on the interest calculation dates... The recursion process requires first calculating the interest rate backtracking period for the earliest date within the interest period. Specifically, the calculation method involves using the stock backtracking algorithm to backtrack the earliest date within the interest period daily according to the preset interest rate backtracking days obtained during initialization. This yields the interest rate observation period for the earliest date. The data from the interest rate observation period of the earliest date is then used to overwrite the data of the initial observation period. After overwriting, the data recognition result indicates that the initial observation period is the interest rate observation period for the earliest date within the interest period. This process then proceeds to the subsequent recursive calculation of the interest rate observation period for each interest period after the earliest date using the dynamic backtracking algorithm.

[0056] This embodiment illustrates the case where the initial observation period obtained during initialization is the preset initialization data. This case represents that the interest rate observation period for any interest-bearing day has not yet been determined within the entire interest-bearing period. Based on the stock backtracking algorithm, a process is performed to obtain the earliest interest rate backtracking period by decreasing the number of interest rate backtracking days. This allows the interest rate backtracking period corresponding to one interest-bearing day to be determined within the interest-bearing period. This period then serves as the benchmark for subsequent dynamic backtracking and recursion of the interest rate backtracking period for each interest-bearing day, thereby ensuring the accuracy and objectivity of the benchmark.

[0057] In this embodiment, in the dynamic backtracking algorithm, if multiple consecutive interest-bearing days with holiday attributes appear, all consecutive interest-bearing days with holiday attributes reuse the interest rate observation period of the same previous working day attribute until a new working day attribute interest-bearing day appears, and then the interest rate observation period is extended. The interest-bearing day with holiday attributes is an interest-bearing day with a working day identifier that represents a holiday. The interest-bearing day with working day attributes is an interest-bearing day with a working day identifier that represents a working day.

[0058] As an example, the current interest calculation date can be abbreviated as "today" or "today," and the previous interest calculation date can be abbreviated as "yesterday." "Dynamic backtracking" refers to dynamically finding today's backtracking result based on yesterday's backtracking result (i.e., yesterday's interest rate observation period) and today's holiday attributes. This example saves the result after each dynamic backtracking as a key element so that the backtracking result for the current interest calculation date can be reused when backtracking for the next interest calculation date, thus obtaining the interest rate observation period for all interest calculation dates. Before backtracking, it is necessary to determine whether today is a working day or a holiday. If it is a working day, find the next working day after the previous backtracking result, i.e., the next working day of the interest rate observation period for the previous interest calculation date; if it is a holiday, today's backtracking result reuses the previous backtracking result, i.e., the interest rate observation period for the previous interest calculation date. Taking a 5-day backtracking as an example, find the dynamic backtracking result from the 8th to the 16th. The backtracking result is the date of the interest rate retrospective period corresponding to the date of that interest calculation date. The interest rate retrospective period is 5 days, and the calculation table is as follows:

[0059] Table 3. Example of results for a 5-day retrospective:

[0060]

[0061] Therefore, the dynamic backtracking algorithm works as follows: if the interest accrual date is a holiday, the interest rate backtracking period for that interest accrual date is the interest rate observation period of the previous working day's interest accrual date; if it is a working day, the interest rate observation period is extended. That is, if the interest accrual date is a working day, the interest rate backtracking period for the working day's interest accrual date is the day after the interest rate backtracking period of the previous working day's interest accrual date. This ensures that the dynamic backtracking recursion process distinguishes between working days and holidays, thereby ensuring the accuracy and objectivity of obtaining the interest rate backtracking period for each interest accrual date within the interest accrual period.

[0062] Figure 4 The diagram illustrates the data flow involved in the interest calculation method based on dynamic backtracking according to an embodiment of this application.

[0063] exist Figure 4 In the illustrated embodiment, based on a preset dynamic backtracking algorithm, and using a reference observation period as a benchmark, the interest rate observation period for each interest-bearing day after the earliest date is recursively deduced according to the working day identifiers in the financial calendar. This includes: the earliest date corresponds to the reference observation period; starting from the earliest date, the interest-bearing days after the earliest date within the interest-bearing period are sequentially postponed from the reference observation period based on the working day identifiers; wherein, when the working day identifier indicates that the interest-bearing day is a public holiday, the interest rate observation period for the interest-bearing day is the interest rate observation period corresponding to the day before the interest-bearing period; when the working day identifier indicates that the interest-bearing day is a working day, the interest rate observation period for the interest-bearing day is the next working day of the interest rate observation period corresponding to the day before the interest-bearing period.

[0064] As an example, the earliest interest rate retrospective period within the interest period serves as the reference observation period. When retrospectively looking back to the next interest date from the earliest date, the reference observation period needs to be called. If the next interest date falls on a public holiday, then the interest rate retrospective period for that next interest date is the reference observation period. If the next interest date is a working day, then the interest rate observation period for that next interest date is the following working day of the reference observation period, and so on. If the next interest date is a working day, when retrospectively looking back to the next interest date from the next interest date, the reference observation period is called... If the next interest-bearing date is a public holiday, the interest rate retrospective period for the next interest-bearing date is the next business day of the reference observer being invoked. If the next interest-bearing date is a business day, the interest rate retrospective period for the next interest-bearing date is the business day after the next business day of the reference observer being invoked. This process is repeated to derive the interest rate retrospective period for other interest-bearing dates within the interest-bearing period.

[0065] As a more concrete example, as shown in Table 3 above, assuming the interest rate period / accrual period is from the 8th to the 16th, the algorithm first performs a day-by-day backtracking on the 8th, that is, counting back five working days. Since the 6th and 7th are holidays, we count back five days, and the interest rate observation period for the 8th is the 1st day. This backtracking result is recorded. The 9th is a working day, so the backtracking result for the 9th is the next working day after the 1st day, resulting in the 2nd day. The 10th is a holiday, and the backtracking result is the same as the 9th day, still the 2nd day. Similarly, the backtracking results for subsequent days can be calculated until the 16th. It can be seen that the new algorithm greatly reduces the number of times holidays are considered during backtracking, which is more obvious when the agreed backtracking period is long.

[0066] In short, it involves calculating today's backtesting result based on the previously recorded backtesting result of the previous interest calculation date, i.e., the interest rate backtesting period of the previous interest calculation date, thus recursively deriving today's interest rate backtesting period. First, it determines whether today is a working day or a holiday. If it is a working day, today's backtesting result is the working day following the previous backtesting result; if it is a holiday, today's backtesting result is the same as the previous day's backtesting result.

[0067] Based on this, the interest rate observation period is sequentially extended backwards from the reference observation period. That is, the interest rate observation period of the earliest accurate interest period is used as the benchmark for the recursion, thereby improving the accuracy of the interest rate observation period for all interest days within the entire interest period. Moreover, the recursion process does not involve any cyclical backward tracing of multiple dates. This avoids the step of finding the corresponding interest rate observation period for each interest day within the interest period by decreasing the number of interest rate backtracking days one by one. This reduces the amount of backtracking calculations for the interest rate backtracking period, reduces the database and processor usage, improves computer performance, shortens response time, and thus improves the overall efficiency of financial data interest calculation.

[0068] In this embodiment, after obtaining the interest rate observation period for the interest calculation date, the interest rate observation period is stored in a preset cache module. Furthermore, during the dynamic backtracking process, the interest rate observation period for the interest calculation date is called in the cache module to obtain the date of the interest rate observation period for the interest calculation date or the date of the day following the interest rate observation period for the interest calculation date. The date of the interest rate observation period for the interest calculation date or the date of the day following the interest rate observation period for the interest calculation date is used as the interest rate observation period for the next interest calculation date.

[0069] As an example, the earliest interest rate retrospective period within the interest-bearing period is used as the reference observation period. Including the reference observation period, for each interest-bearing date whose retrospective period is determined, it is stored in the cache module. For instance, when retrospectively looking at the next interest-bearing date from the earliest date, the reference observation period needs to be called from the cache module. If the next interest-bearing date is a holiday, then the interest rate retrospective period for that next interest-bearing date is the reference observation period. If the next interest-bearing date is a working day, then the interest rate observation period for that next interest-bearing date is the next working day of the reference observation period, and so on. In the case where the next interest-bearing date is a working day, the reference observation period is... The next working day is stored in the cache module. When looking back to the next interest-bearing day after the next interest-bearing day, the next working day of the reference observation period corresponding to the next interest-bearing day is called in the cache module. If the next interest-bearing day after the next interest-bearing day is a holiday, the interest rate retrospective period of the next interest-bearing day after the next interest-bearing day is the next working day of the reference observer called. If the next interest-bearing day after the next interest-bearing day is a working day, the interest rate retrospective period of the next interest-bearing day after the next interest-bearing day is the next working day of the reference observer called. The interest rate retrospective period of other interest-bearing days within the interest-bearing period is recursively derived.

[0070] In short, the backtracking results for today will be stored in the cache module and retrieved as the backtracking results for the previous day when backtracking to the next interest calculation day.

[0071] Therefore, when calculating the interest rate backtesting period for the next interest calculation date, it is only necessary to retrieve the interest rate backtesting period for the previous interest calculation date from the cache module. Then, depending on whether it is a weekday or a holiday, it is determined whether to use the day after the interest rate backtesting period of the previous interest calculation date or to continue using the interest rate backtesting period of the previous interest calculation date. This eliminates the need to iterate and deduce the interest rate backtesting period for each interest calculation date one by one based on the decreasing number of interest rate backtesting days, reducing the amount of data calculation and improving the efficiency of obtaining the interest rate backtesting period.

[0072] In this embodiment, if a holiday or consecutive holiday is identified during the backtracking process, the date of the holiday or consecutive holiday is skipped, and then the number of days for interest rate backtracking is decreased for working days until the number of days for interest rate backtracking is zero and the backtracking of the stock stops.

[0073] For example, assuming the interest rate backtracking period is n, and today (the current interest accrual date) is t, if t-1 is a working day, then n-1; if t-1 is a public holiday, then n remains unchanged. Then, the public holiday status of t-2 is determined, and this process continues until n equals 0. The date corresponding to n=0 is the interest rate backtracking period for this interest accrual date. By determining the interest rate backtracking period for an interest accrual date through a decreasing operation of the interest rate backtracking period, the interest rate backtracking period for an interest accrual date can be accurately determined. This allows for the determination of the earliest interest rate backtracking period within the interest accrual period, providing a rigorous and accurate recursive benchmark for subsequent dynamic backtracking.

[0074] In this embodiment, based on a preset backtracking algorithm, the earliest date within the interest period is backtracked daily according to the interest rate backtracking days to obtain the interest rate observation period for the earliest date. This includes: starting from the earliest date within the interest period as the target date, sequentially obtaining the weekday identifier of the day preceding the target date based on the financial calendar, and updating the interest rate backtracking days and the target date according to the weekday identifier; if the weekday identifier indicates that the previous day was a weekday, the interest rate backtracking days are decremented by one, and the date corresponding to the decremented interest rate backtracking days is used as the updated target date; if the weekday identifier indicates that the previous day was a public holiday, the interest rate backtracking days remain unchanged, and the date corresponding to the unchanged interest rate backtracking days is used as the updated target date, until the interest rate backtracking days reach zero, at which point the sequential acquisition stops, and the target date corresponding to the zero interest rate backtracking days is used as the interest rate observation period for the earliest date.

[0075] As shown in Table 3 above, assuming the interest rate period / accrual period is from the 8th to the 16th, we first perform a day-by-day backtracking based on the stock backtracking algorithm for the 8th, that is, going back five working days. Since the 6th and 7th are holidays, the interest rate backtracking days for the 6th and 7th remain unchanged at 5 days. Since the 5th is a working day, the interest rate backtracking days corresponding to the 5th are reduced by 1, to 4 days. Since the 4th is a working day, the interest rate backtracking days corresponding to the 4th are reduced by another 1, to 3 days. Since the 3rd is a working day, the interest rate backtracking days corresponding to the 3rd are reduced by another 1, to 2 days. Since the 2nd is a working day, the interest rate backtracking days corresponding to the 2nd are reduced by another 1, to 1 day. Since the 1st is a working day, the interest rate backtracking days corresponding to the 1st are reduced by another 1, to 0 days. Therefore, going back five days, the result of the interest rate observation period for the 8th is 1 day. We record this backtracking result. The interest rate backtracking period for the earliest date in this interest period, the 8th, is 1 day.

[0076] The operation of decreasing interest rate backtracking days can objectively and rigorously determine the earliest interest rate backtracking period. Based on this, the interest rate backtracking period for the next and the next interest-bearing days can be accurately determined using dynamic backtracking algorithms. This not only reduces the overall amount of interest-bearing data in financial data, but also improves interest-bearing efficiency.

[0077] In this embodiment, the dynamic stopping condition includes at least one of the following: the latest interest rate observation period obtained is earlier than the latest interest rate quote date in the financial calendar; the interest accrual date reaches the preset interest accrual deadline; or an interest accrual termination instruction is received.

[0078] In the dynamic backtracking process, if the latest interest rate observation period is earlier than the latest interest rate quote date on the financial calendar, the dynamic backtracking stops. This is because even if we continue backtracking, there will be no interest rate quotes for the later dates, making further backtracking meaningless. When the interest accrual date reaches the preset interest accrual deadline, it means that all interest accrual dates in the interest accrual period have been backtracked, and the dynamic backtracking stops directly. This is because the interest rate backtracking period for all interest accrual dates in the interest accrual period has been determined, and there is no need to continue backtracking. When an interest accrual termination instruction is received, it means that the backtracking needs to be stopped manually for other reasons. Based on this, the dynamic backtracking stops to meet the manual requirements. This achieves the effect of dynamic backtracking being able to stop at any time and stopping immediately after completion.

[0079] After stopping dynamic backtracking, the intermediate calculation results, such as interest, interest rate, and compound interest indicators, are returned for the interest accrual date. These results can then be used by other system modules to calculate the final interest rate. Based on the reference rate, RFR (Reference Rate for Interest) calculation can be performed. RFR calculation mainly includes three modes: simple interest, compound balance, and compound rate. For simple interest, the daily accrued interest is calculated by multiplying the balance by the RFR rate used that day. For compound balance, the daily accrued interest is calculated by adding the principal and accrued but unpaid interest and then multiplying by the RFR rate used that day. For compound rate, the cumulative compound interest is calculated by first calculating the cumulative compound interest indicator for the day, then multiplying the balance by the cumulative compound interest to obtain the cumulative interest. This calculation is then completed to meet the interest-related data requirements of financial institutions.

[0080] As described above, the interest calculation method based on dynamic backtracking provided in this embodiment, based on the reference observation period, recursively calculates the interest rate observation period for each interest calculation day after the earliest date according to the working day identifier in the financial calendar. That is, once the interest calculation request is received, the initial observation period is initialized. If the initial observation period is already the interest rate observation date of the earliest date in the specific interest calculation period, the interest rate observation period of the earliest date is used to establish a dynamic backtracking benchmark. The interest rate observation period for subsequent interest calculation days in the interest calculation period is derived sequentially according to the dynamic backtracking algorithm. That is, the interest rate observation period corresponding to each interest calculation day in the interest calculation period is derived backward based on the benchmark, instead of repeatedly backtracking forward in a loop according to the decreasing number of interest rate backtracking days for each interest calculation day. In this way, the process of repeatedly reducing the number of interest rate backtracking days to determine the interest rate observation period is eliminated, thereby reducing the amount of backtracking computation, improving the efficiency of interest rate observation period calculation, and thus improving the overall efficiency of interest calculation.

[0081] Based on the above-mentioned interest calculation method based on dynamic backtracking, this application also provides an interest calculation device based on dynamic backtracking. The following will combine... Figure 5 The device is described in detail.

[0082] Figure 5 The diagram illustrates a structural block diagram of an interest calculation device based on dynamic backtracking according to an embodiment of this application.

[0083] like Figure 5 As shown, the interest calculation device 500 based on dynamic backtracking in this embodiment includes an interest calculation response module 510, a reference positioning module 520, a dynamic backtracking module 530, and a comprehensive interest calculation module 540.

[0084] In this embodiment, the interest calculation response module 510 can execute operation S210 to respond to receiving an interest calculation request for financial data within the interest calculation period, perform interest backtracking initialization, and obtain the interest rate backtracking days and initial observation period for the relevant financial data.

[0085] The reference positioning module 520 can perform operation S220 to identify data for the initial observation period and obtain the data identification result. In response to the data identification result indicating that the initial observation period is the interest rate observation period of the earliest date within the interest period, the earliest date interest rate observation period is used as the reference observation period.

[0086] The dynamic backtracking module 530 can execute operation S230, which is used to, based on a preset dynamic backtracking algorithm, use the reference observation period as a benchmark and recursively extrapolate the interest rate observation period for each interest-bearing date after the earliest date according to the working day identifier in the financial calendar, until the preset dynamic stop condition is reached, then the dynamic backtracking stops.

[0087] The comprehensive interest calculation module 540 can execute operation S240, which uses the interest rate of the day of the interest rate observation period of each interest calculation day as the reference interest rate, and performs comprehensive interest calculation on the financial data of the day of the interest calculation based on the reference interest rate to obtain the comprehensive interest calculation result.

[0088] The reference positioning module 520 is also used to respond to the data recognition result characterizing the initial observation period as preset initial data, and to perform daily backtracking on the earliest date in the interest period according to the interest rate backtracking days based on the preset stock backtracking algorithm to obtain the interest rate observation period of the earliest date, and to overwrite the data of the initial observation period with the data of the interest rate observation period of the earliest date; wherein, in the stock backtracking algorithm, if a holiday or consecutive holiday is identified during the backtracking process, the holiday or consecutive holiday dates are skipped, and then the interest rate backtracking days are decremented on the working days until the interest rate backtracking days are zero and the stock backtracking stops; wherein, the daily backtracking on the earliest date in the interest period according to the preset stock backtracking algorithm to obtain the interest rate observation period of the earliest date includes: starting from the earliest date in the interest period as the target date, obtaining the working day identifier of the day before the target date in sequence based on the financial calendar table, and updating the interest rate backtracking days and the target date according to the working day identifier; If the previous day indicated by the working day identifier is a working day, the interest rate retracement days are decremented by one, and the date corresponding to the decremented interest rate retracement days is used as the updated target date. If the previous day indicated by the working day identifier is a public holiday, the interest rate retracement days remain unchanged, and the date corresponding to the unchanged interest rate retracement days is used as the updated target date. This process continues until the interest rate retracement days reach zero, at which point the target date corresponding to the zero interest rate retracement days is used as the earliest date for the interest rate observation period.

[0089] In the dynamic backtracking algorithm applied in the dynamic backtracking module 530, if multiple consecutive interest-bearing days with holiday attributes appear, all consecutive interest-bearing days with holiday attributes reuse the interest rate observation period of the same previous working day attribute until a new working day attribute interest-bearing day appears, at which point the interest rate observation period is extended. Interest-bearing days with holiday attributes are working days with work identifiers representing holidays; interest-bearing days with working day attributes are working days with work identifiers representing working days. Based on a preset dynamic backtracking algorithm, using the reference observation period as a benchmark, and according to the working day data in the financial calendar... The working day identifier is used to sequentially extrapolate the interest rate observation period for each interest-bearing date after the earliest date, including: the earliest date corresponding to the reference observation period. Starting from the earliest date, the interest-bearing dates after the earliest date within the interest-bearing period are sequentially extended from the reference observation period based on the working day identifier; wherein, when the working day identifier indicates that the interest-bearing date is a public holiday, the interest rate observation period for the interest-bearing date is the interest rate observation period corresponding to the day before the interest-bearing period; when the working day identifier indicates that the interest-bearing date is a working day, the interest rate observation period for the interest-bearing date is the next working day of the interest rate observation period corresponding to the day before the interest-bearing period.

[0090] The dynamic backtracking module 530 is also used to store the interest rate observation period in a preset cache module after obtaining the interest rate observation period for the interest calculation date; and, during the dynamic backtracking process, the interest rate observation period for the interest calculation date is called in the cache module to obtain the date of the interest rate observation period for the interest calculation date or the date of the next day after the interest rate observation period for the interest calculation date, and the date of the interest rate observation period for the interest calculation date or the date of the next day after the interest rate observation period for the interest calculation date is used as the interest rate observation period for the next interest calculation date; wherein, the dynamic stopping condition includes at least one of the following: the latest obtained interest rate observation period is earlier than the latest interest rate quotation date of the financial calendar; the interest calculation date reaches the preset interest calculation cutoff date; or an interest calculation termination instruction is received.

[0091] Furthermore, according to embodiments of this application, any multiple modules among the interest calculation response module 510, reference positioning module 520, dynamic backtracking module 530, and comprehensive interest calculation module 540 can be merged into one module, or any one of these modules can be split into multiple modules. Alternatively, at least some of the functions of one or more of these modules can be combined with at least some of the functions of other modules and implemented in one module. According to embodiments of this application, at least one of the interest calculation response module 510, reference positioning module 520, dynamic backtracking module 530, and comprehensive interest calculation module 540 can be at least partially implemented as hardware circuitry, such as a field-programmable gate array (FPGA), a programmable logic array (PLA), a system-on-a-chip, a system-on-a-substrate, a system-on-package, an application-specific integrated circuit (ASIC), or implemented in hardware or firmware by any other reasonable means of integrating or packaging the circuitry, or implemented in software, hardware, or firmware, or in any suitable combination of any of these three implementation methods. Alternatively, at least one of the interest calculation response module 510, reference positioning module 520, dynamic backtracking module 530, and comprehensive interest calculation module 540 can be at least partially implemented as a computer program module, which can perform corresponding functions when the computer program module is run.

[0092] It should be noted that the implementation methods, technical problems solved, functions achieved, and technical effects of each module in the device embodiment are the same as or similar to the implementation methods, technical problems solved, functions achieved, and technical effects of each corresponding step in the method embodiment, and will not be repeated here.

[0093] Figure 6 A block diagram schematically illustrates an electronic device suitable for implementing a dynamic backtracking-based interest calculation method according to an embodiment of this application.

[0094] like Figure 6As shown, an electronic device 600 according to an embodiment of this application includes a processor 601, which can perform various appropriate actions and processes according to a program stored in a read-only memory (ROM) 602 or a program loaded from a storage portion 608 into a random access memory (RAM) 603. The processor 601 may include, for example, a general-purpose microprocessor (e.g., a CPU), an instruction set processor and / or an associated chipset and / or a special-purpose microprocessor (e.g., an application-specific integrated circuit (ASIC)), etc. The processor 601 may also include onboard memory for caching purposes. The processor 601 may include a single processing unit or multiple processing units for performing different actions of the method flow according to an embodiment of this application.

[0095] RAM 603 stores various programs and data required for the operation of electronic device 600. Processor 601, ROM 602, and RAM 603 are interconnected via bus 604. Processor 601 executes various operations of the method flow according to embodiments of this application by executing programs in ROM 602 and / or RAM 603. It should be noted that the programs may also be stored in one or more memories other than ROM 602 and RAM 603. Processor 601 may also execute various operations of the method flow according to embodiments of this application by executing programs stored in said one or more memories.

[0096] According to embodiments of this application, the electronic device 600 may further include an input / output (I / O) interface 605, which is also connected to a bus 604. The electronic device 600 may also include one or more of the following components connected to the input / output (I / O) interface 605: an input section 606 including a keyboard, mouse, etc.; an output section 607 including a cathode ray tube (CRT), liquid crystal display (LCD), etc., and a speaker, etc.; a storage section 608 including a hard disk, etc.; and a communication section 609 including a network interface card such as a LAN card, modem, etc. The communication section 609 performs communication processing via a network such as the Internet. A drive 610 is also connected to the input / output (I / O) interface 605 as needed. A removable medium 611, such as a disk, optical disk, magneto-optical disk, semiconductor memory, etc., is installed on the drive 610 as needed so that computer programs read from it can be installed into the storage section 608 as needed.

[0097] This application also provides a computer-readable storage medium, which may be included in the device / apparatus / system described in the above embodiments; or it may exist independently and not assembled into the device / apparatus / system. The computer-readable storage medium carries one or more programs, which, when executed, implement the method according to the embodiments of this application.

[0098] According to embodiments of this application, the computer-readable storage medium can be a non-volatile computer-readable storage medium, such as including but not limited to: portable computer disks, hard disks, random access memory (RAM), read-only memory (ROM), erasable programmable read-only memory (EPROM or flash memory), portable compact disk read-only memory (CD-ROM), optical storage devices, magnetic storage devices, or any suitable combination thereof. In this application, the computer-readable storage medium can be any tangible medium containing or storing a program that can be used by or in conjunction with an instruction execution system, apparatus, or device. For example, according to embodiments of this application, the computer-readable storage medium may include ROM 602 and / or RAM 603 and / or one or more memories other than ROM 602 and RAM 603 described above.

[0099] Embodiments of this application also include a computer program product comprising a computer program containing program code for performing the methods shown in the flowchart. When the computer program product is run on a computer system, the program code enables the computer system to implement the interest calculation method based on dynamic backtracking provided in the embodiments of this application.

[0100] When the computer program is executed by the processor 601, it performs the functions defined in the system / apparatus of this application embodiment. According to the embodiments of this application, the systems, apparatuses, modules, units, etc., described above can be implemented by computer program modules.

[0101] In one embodiment, the computer program may rely on a tangible storage medium such as an optical storage device or a magnetic storage device. In another embodiment, the computer program may also be transmitted and distributed in the form of signals over a network medium, and downloaded and installed via the communication section 609, and / or installed from the removable medium 611. The program code contained in the computer program can be transmitted using any suitable network medium, including but not limited to: wireless, wired, etc., or any suitable combination thereof.

[0102] In such an embodiment, the computer program can be downloaded and installed from a network via the communication section 609, and / or installed from the removable medium 611. When the computer program is executed by the processor 601, it performs the functions defined in the system of this application embodiment. According to the embodiments of this application, the systems, devices, apparatuses, modules, units, etc., described above can be implemented by computer program modules.

[0103] According to embodiments of this application, program code for executing the computer programs provided in the embodiments of this application can be written in any combination of one or more programming languages. Specifically, these computational programs can be implemented using high-level procedural and / or object-oriented programming languages, and / or assembly / machine languages. Programming languages ​​include, but are not limited to, languages ​​such as Java, C++, Python, "C", or similar programming languages. The program code can be executed entirely on the user's computing device, partially on the user's device, partially on a remote computing device, or entirely on a remote computing device or server. In cases involving remote computing devices, the remote computing device can be connected to the user's computing device via any type of network, including a local area network (LAN) or a wide area network (WAN), or it can be connected to an external computing device (e.g., via the Internet using an Internet service provider).

[0104] The flowcharts and block diagrams in the accompanying drawings illustrate the architecture, functionality, and operation of possible implementations of systems, methods, and computer program products according to various embodiments of this application. In this regard, each block in a flowchart or block diagram may represent a module, segment, or portion of code containing one or more executable instructions for implementing a specified logical function. It should also be noted that in some alternative implementations, the functions indicated in the blocks may occur in a different order than those indicated in the drawings. For example, two consecutively indicated blocks may actually be executed substantially in parallel, and they may sometimes be executed in reverse order, depending on the functions involved. It should also be noted that each block in a block diagram or flowchart, and combinations of blocks in a block diagram or flowchart, may be implemented using a dedicated hardware-based system that performs the specified function or operation, or using a combination of dedicated hardware and computer instructions.

[0105] Those skilled in the art will understand that the features described in the various embodiments of this application can be combined and / or combined in various ways, even if such combinations or combinations are not explicitly described in this application. In particular, the features described in the various embodiments of this application can be combined and / or combined in various ways without departing from the spirit and teachings of this application. All such combinations and / or combinations fall within the scope of this application.

Claims

1. An interest calculation method based on dynamic backtracking, characterized in that, The method includes: In response to receiving a request for interest calculation on financial data within the interest calculation period, interest backtracking initialization is performed to obtain the interest rate backtracking days and the initial observation period for the relevant financial data; Data identification is performed on the initial observation period to obtain a data identification result. In response to the data identification result indicating that the initial observation period is the interest rate observation period of the earliest date within the interest period, the interest rate observation period of the earliest date is used as the reference observation period. Based on the preset dynamic backtracking algorithm, with the reference observation period as the benchmark, the interest rate observation period for each interest-bearing day after the earliest date is recursively calculated according to the working day identifier in the financial calendar until the preset dynamic stopping condition is met, at which point the dynamic backtracking stops. The interest rate of each interest-bearing day during the observation period is used as the reference interest rate. Based on the reference interest rate, the financial data of the interest-bearing day is comprehensively calculated to obtain the comprehensive interest-bearing result.

2. The interest calculation method based on dynamic backtracking according to claim 1, characterized in that, In response to the data identification result indicating that the initial observation period is preset initial data, the earliest date in the interest period is backtracked daily according to the interest rate backtracking days based on the preset stock backtracking algorithm to obtain the interest rate observation period of the earliest date, and the data of the initial observation period is overwritten with the data of the interest rate observation period of the earliest date.

3. The interest calculation method based on dynamic backtracking according to claim 1, characterized in that, In the dynamic backtracking algorithm, if multiple consecutive interest-bearing days with holiday attributes appear, all consecutive interest-bearing days with holiday attributes reuse the interest rate observation period of the same previous working day attribute until a new working day attribute interest-bearing day appears, and then the interest rate observation period is extended; the interest-bearing day with holiday attributes is an interest-bearing day with a working day identifier that represents a holiday. The interest calculation date for the working day attribute is the working day with a work identifier that represents the working day.

4. The interest calculation method based on dynamic backtracking according to claim 3, characterized in that, Based on a preset dynamic backtracking algorithm, using the reference observation period as a benchmark, the interest rate observation period for each interest-bearing date after the earliest date is recursively calculated according to the working day identifiers in the financial calendar, including: The earliest date corresponds to the reference observation period. Starting from the earliest date, the interest calculation dates within the interest calculation period after the earliest date are sequentially postponed based on the working day identifier from the reference observation period; wherein... When the working day identifier indicates that the interest calculation date is a public holiday, the interest rate observation period for the interest calculation date is the interest rate observation period corresponding to the day before the interest calculation period; When the working day identifier indicates that the interest accrual date is a working day, the interest rate observation period for the interest accrual date is the next working day of the interest rate observation period corresponding to the day before the interest accrual date.

5. The interest calculation method based on dynamic backtracking according to claim 4, characterized in that, After obtaining the interest rate observation period for the interest calculation date, the interest rate observation period is stored in a preset cache module; and, During the dynamic backtracking process, the interest rate observation period of the interest-bearing date is called in the cache module to obtain the date of the interest rate observation period of the interest-bearing date or the date of the day after the interest rate observation period of the interest-bearing date, and the date of the interest rate observation period of the interest-bearing date or the date of the day after the interest rate observation period of the interest-bearing date is used as the interest rate observation period of the next interest-bearing date.

6. The interest calculation method based on dynamic backtracking according to claim 2, characterized in that, In the stock backtracking algorithm, if a holiday or consecutive holiday is identified during the backtracking process, the dates of the holiday or consecutive holiday are skipped, and then the number of interest rate backtracking days is decreased for working days until the number of interest rate backtracking days is zero and the stock backtracking stops.

7. The interest calculation method based on dynamic backtracking according to claim 6, characterized in that, Based on a preset stock backtracking algorithm, the earliest date within the interest period is backtracked daily according to the interest rate backtracking days to obtain the interest rate observation period for the earliest date, including: Starting from the earliest date within the interest period, the target date is obtained sequentially from the financial calendar, and the working day identifier of the day preceding the target date is updated based on the working day identifier. The interest rate backtracking days and the target date are then updated according to the working day identifier. If the working day identifier indicates that the previous day is a working day, the interest rate backtracking days are decremented by one, and the date corresponding to the decremented interest rate backtracking days is used as the updated target date. If the working day identifier indicates that the previous day is a public holiday, the interest rate backtracking days remain unchanged, and the date corresponding to the unchanged interest rate backtracking days is used as the updated target date. This process continues until the interest rate backtracking days reach zero, at which point the sequential acquisition stops, and the target date corresponding to the point where the interest rate backtracking days reach zero is used as the interest rate observation period for the earliest date.

8. The interest calculation method based on dynamic backtracking according to claim 1, characterized in that, The dynamic stopping condition includes at least one of the following: The latest interest rate observation period obtained is earlier than the latest interest rate quote date in the financial calendar. The interest accrual date reaches the preset interest accrual deadline; Received instruction to terminate interest accrual.

9. An interest calculation device based on dynamic backtracking, characterized in that, The device includes: The interest calculation response module is used to respond to a received interest calculation request for financial data within the interest calculation period, perform interest backtracking initialization, and obtain the interest rate backtracking days and initial observation period for the relevant financial data. A reference positioning module is used to identify data for the initial observation period and obtain a data identification result. In response to the data identification result indicating that the initial observation period is the interest rate observation period of the earliest date within the interest period, the interest rate observation period of the earliest date is used as the reference observation period. The dynamic backtracking module is used to, based on a preset dynamic backtracking algorithm, use the reference observation period as a benchmark and, according to the working day identifier in the financial calendar, sequentially extrapolate the interest rate observation period for each interest-bearing day after the earliest date until a preset dynamic stop condition is met, at which point the dynamic backtracking stops. The comprehensive interest calculation module is used to take the interest rate of the day of the interest rate observation period for each interest calculation day as the reference interest rate, and perform comprehensive interest calculation on the financial data of the interest calculation day based on the reference interest rate to obtain the comprehensive interest calculation result.

10. An electronic device, comprising: One or more processors; Memory, used to store one or more computer programs. The characteristic feature is that the one or more processors execute the one or more computer programs to implement the steps of the method according to any one of claims 1 to 8.

11. A computer-readable storage medium having a computer program or instructions stored thereon, characterized in that, When the computer program or instructions are executed by a processor, they implement the steps of the method according to any one of claims 1 to 8.

12. A computer program product, comprising a computer program or instructions, characterized in that, When the computer program or instructions are executed by a processor, they implement the steps of the method according to any one of claims 1 to 8.

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