diff --git a/YLErpDAL/Modules/SwapModule/EodPnlCalculator.cs b/YLErpDAL/Modules/SwapModule/EodPnlCalculator.cs
index 2caee13f..26a88e55 100644
--- a/YLErpDAL/Modules/SwapModule/EodPnlCalculator.cs
+++ b/YLErpDAL/Modules/SwapModule/EodPnlCalculator.cs
@@ -194,7 +194,7 @@ namespace YLErp.Modules.SwapModule
             string structureType,
             decimal notionalValue,
             DateTime? startDate,
-            DateTime? maturityDate,
+            DateTime? ExerciseDate,
             decimal periodAmount,
             int dividendPayDate)
         {
@@ -245,7 +245,7 @@ namespace YLErp.Modules.SwapModule
                 InitialPrice = initialPrice,
                 NotionalQuantity = notionalValue,
                 ContractStartDate = startDate,
-                ContractMaturityDate = maturityDate,
+                ContractMaturityDate = ExerciseDate,
                 // 只要普通利息腿存在 FR007，即按需求显示 FR007；保证金腿不影响该展示基准。
                 InterestBenchmark = ordinaryInterests.Any(x =>
                     !string.IsNullOrWhiteSpace(x.FloatRateUnderlyingCode)
@@ -253,8 +253,10 @@ namespace YLErp.Modules.SwapModule
                     ? "FR007" : "固定利率",
                 // 使用日终当日实际适用的 TdInterestRate 合计，而非合同初始利率或利差字段。
                 InterestRatePrice = ordinaryInterests.Sum(x => x.TdInterestRate),
-                OpeningClosingFee = openingClosingFee,
+                OpeningClosingFee = -openingClosingFee,
+                // 合约浮动端待实现收益
                 FloatingUnrealizedPnl = floatingUnrealizedPnl,
+                // 合约利息端待实现收益
                 OrdinaryInterestPnl = ordinaryInterestPnl,
                 MarginInterestAmount = marginInterestAmount,
                 MarginInterestGain = marginInterests