diff --git a/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest.cs b/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest.cs
index 30c02dde..2c748aca 100644
--- a/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest.cs
+++ b/UnitTestProject/Modules/SwapModule/GetInterestsUnitTest.cs
@@ -609,7 +609,7 @@ namespace YLErp.Modules.SwapModule
                     ExpectedInterest(1, FixedRate, 0.001m, Principal * 0.5m))
             };
             var eodInterest = CalcEod("10", new DateTime(2026, 4, 30), eodPositions);
-            var expectedEod = ExpectedInterest(1, FixedRate, 0.001m, Principal * 0.5m);
+            var expectedEod = ExpectedInterest(2, FixedRate, 0.001m, Principal * 0.5m);
             Assert.AreEqual(expectedEod, eodInterest.InterestAmount);
         }
 
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index b8bbd82a..38d2f857 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -406,7 +406,7 @@ namespace YLErp.Modules.SwapModule
                 else
                 {
                     // 盘中互换场景，使用 CalcUnwindInterest
-                    interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal, closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv));
+                    interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal, closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv, calcFirst, calcLast));
                 }
             }
             return interests;
@@ -557,7 +557,7 @@ namespace YLErp.Modules.SwapModule
         /// <summary>
         /// 计算盘中利息（平仓/互换）
         /// </summary>
-        private swap_flow_event CalcUnwindInterest(trade td, DateTime valueDate, DateTime endDate,  swap_position position, decimal rate, decimal floatRate, decimal posiPrincipal, decimal closePrincipal, decimal closePercent, int annualDays, eod_swap_position preEod, int eventType, bool add, bool swap, decimal orginPv)
+        private swap_flow_event CalcUnwindInterest(trade td, DateTime valueDate, DateTime endDate,  swap_position position, decimal rate, decimal floatRate, decimal posiPrincipal, decimal closePrincipal, decimal closePercent, int annualDays, eod_swap_position preEod, int eventType, bool add, bool swap, decimal orginPv, bool calcFirst, bool calcLast)
         {
             if (preEod.id == 0)
             {
@@ -567,7 +567,7 @@ namespace YLErp.Modules.SwapModule
                 preEod.ValueDate = td.TradeDate.Value;
             }
 
-            return InitSwapDealInterest(td, valueDate, endDate,  rate, position, add, swap, posiPrincipal, closePrincipal, closePercent, annualDays, eventType, preEod, false, orginPv);
+            return InitSwapDealInterest(td, valueDate, endDate,  rate, position, add, swap, posiPrincipal, closePrincipal, closePercent, annualDays, eventType, preEod, false, orginPv, calcFirst, calcLast);
         }
         /// <summary>
         /// 初始化利息腿信息
@@ -598,7 +598,9 @@ namespace YLErp.Modules.SwapModule
             int eventType,
             eod_swap_position preEodPosition,
             bool needPrice,
-            decimal orginPv
+            decimal orginPv,
+            bool calcFirst, 
+            bool calcLast
             )
         {
             decimal interestProfitSum = preEodPosition.InterestProfitSum;
@@ -633,11 +635,11 @@ namespace YLErp.Modules.SwapModule
                 var floateRate = preEodPosition.FloatRate;
                 if (position.InterestType == (int)InterestTypeEnum.复利)
                 {
-                    CalcDailyCompoundInterest(preEodPosition, endDate,  position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, ref InterestAmount, ref TdInterestAmount);
+                    CalcDailyCompoundInterest(preEodPosition, endDate,  position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount);
                 }
                 else
                 {
-                    CalcDailySimpleInterest(preEodPosition, endDate, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, ref InterestAmount, ref TdInterestAmount);
+                    CalcDailySimpleInterest(preEodPosition, endDate, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount);
                 }
 
                 interest.InterestAmount = Math.Round(InterestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
@@ -661,26 +663,26 @@ namespace YLErp.Modules.SwapModule
         /// <param name="isAnnualized">是否年化</param>
         /// <param name="annualDays">年化天数</param>
         /// <returns></returns>
-        public void CalcDailyCompoundInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, ref decimal InterestAmount, ref decimal TdInterestAmount)
+        public void CalcDailyCompoundInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount)
         {
             // 复利：利息并入本金
-            CalcDailyInterest(preEodPosition, endDate,  position, principal, posiPrincipal, flowEvent, annualDays, needPrice, floateRate, closePercent, orginPv, compoundInterest: true, ref InterestAmount, ref TdInterestAmount);
+            CalcDailyInterest(preEodPosition, endDate,  position, principal, posiPrincipal, flowEvent, annualDays, needPrice, floateRate, closePercent, orginPv, compoundInterest: true, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount);
         }
 
         /// <summary>
         /// 计算单利 盘中（按重置天数分段，每段使用对应浮动利率）
         /// </summary>
-        public void CalcDailySimpleInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, ref decimal InterestAmount, ref decimal TdInterestAmount)
+        public void CalcDailySimpleInterest(eod_swap_position preEodPosition, DateTime endDate, swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount)
         {
             // 单利：利息不并入本金
-            CalcDailyInterest(preEodPosition, endDate, position, principal, posiPrincipal, flowEvent, annualDays, needPrice, floateRate, closePercent, orginPv, compoundInterest: false, ref InterestAmount, ref TdInterestAmount);
+            CalcDailyInterest(preEodPosition, endDate, position, principal, posiPrincipal, flowEvent, annualDays, needPrice, floateRate, closePercent, orginPv, compoundInterest: false,calcFirst,calcLast, ref InterestAmount, ref TdInterestAmount);
         }
 
         /// <summary>
         /// 通用日度利息计算方法（单利/复利共用）
         /// </summary>
         /// <param name="compoundInterest">是否复利：true=利息并入本金，false=单利</param>
-        private void CalcDailyInterest(eod_swap_position preEodPosition, DateTime endDate,  swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool compoundInterest, ref decimal InterestAmount, ref decimal TdInterestAmount)
+        private void CalcDailyInterest(eod_swap_position preEodPosition, DateTime endDate,  swap_position position, decimal principal, decimal posiPrincipal, swap_flow_event flowEvent, int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool compoundInterest, bool calcFirst, bool calcLast, ref decimal InterestAmount, ref decimal TdInterestAmount)
         {
             var startDate = position.PosiStartDate;
             decimal interestProfitSum = preEodPosition.InterestProfitSum;
@@ -695,6 +697,8 @@ namespace YLErp.Modules.SwapModule
             for (int i = 0; i <= calcDays; i++)
             {
                 var accrueDate = startDate.AddDays(i);
+               if (!calcFirst && accrueDate == startDate) continue; // 首日不算头
+               if (!calcLast && accrueDate == endDate) continue; // 到期日不算尾
                 if (accrueDate > preEodPosition.ValueDate)
                 {
                     if (i % interestPeriod == 0)