From 7df9e8060e1bf509c5f168ad251f33a5edf36f7d Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E5=BC=A0=E5=90=8D=E9=94=90?= <1565842059@qq.com>
Date: Fri, 10 Jul 2026 18:20:20 +0800
Subject: [PATCH] =?UTF-8?q?feat(swap):=20=E6=B7=BB=E5=8A=A0=E4=BA=92?=
 =?UTF-8?q?=E6=8D=A2=E5=90=88=E7=BA=A6=E4=BC=B0=E5=80=BC=E5=8A=9F=E8=83=BD?=
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- 在ClientSwapPositionRequest中新增BookId字段用于资产分类查询
- 新增FloatingUnrealizedPnl、InterestPaymentMethod、MaturityNettingValuation等估值相关字段
- 添加MaturitySettlementDate、DividendAmount、AdditionalMarginAmount等持仓详情字段
- 更新前端表格列模型，调整浮动端和估值实现收益分组显示
- 实现框架合约导出功能，支持完整数据筛选结果导出
- 优化名义本金计算逻辑，修复长短仓数值处理问题
- 完善付息方式和估值口径的业务逻辑处理
- 添加TRS估值、期间分红等关键业务字段计算
- 实现Excel导出时分组表头格式化功能
- 修复框架合约列排序和分组表头显示问题
---
 Framework/YLErp.Core/DBModels/EodSwap.cs      |  20 ++
 .../DBModels/EodSwapPositionResponse.cs       |  16 ++
 YLErpDAL/Model/ClientSwapPositionRequest.cs   |   1 +
 .../SwapModule/SwapEodPositionService.cs      |  79 +++++-
 .../TradeMarketReport_EodPosition.cshtml      |   1 +
 .../Scripts/app/swaptrade/EodPositionRisks.js | 134 ++++++++---
 .../TradeMarketReport_EodPosition.js          | 226 +++++++++++++++++-
 YLErpWeb/wwwroot/Scripts/utils.js             |  20 +-
 8 files changed, 445 insertions(+), 52 deletions(-)

diff --git a/Framework/YLErp.Core/DBModels/EodSwap.cs b/Framework/YLErp.Core/DBModels/EodSwap.cs
index 783f0ccc..9c058366 100644
--- a/Framework/YLErp.Core/DBModels/EodSwap.cs
+++ b/Framework/YLErp.Core/DBModels/EodSwap.cs
@@ -179,6 +179,26 @@ namespace YLErp.DBModels
 
         public decimal PeriodAmount { get; set; }
 
+        /// <summary>
+        /// 合约浮动端待实现收益，不包含期间付息/分红
+        /// </summary>
+        public decimal FloatingUnrealizedPnl { get; set; }
+
+        /// <summary>
+        /// 付息方式
+        /// </summary>
+        public string InterestPaymentMethod { get; set; }
+
+        /// <summary>
+        /// 合约估值（到期轧差口径）
+        /// </summary>
+        public decimal? MaturityNettingValuation { get; set; }
+
+        /// <summary>
+        /// 合约估值（期间支付派息口径）
+        /// </summary>
+        public decimal? PeriodPaymentValuation { get; set; }
+
         public decimal MarginInterestGain { get; set; }
 
         public decimal MarginInterestLoss { get; set; }
diff --git a/Framework/YLErp.Core/DBModels/EodSwapPositionResponse.cs b/Framework/YLErp.Core/DBModels/EodSwapPositionResponse.cs
index 18533989..18caa892 100644
--- a/Framework/YLErp.Core/DBModels/EodSwapPositionResponse.cs
+++ b/Framework/YLErp.Core/DBModels/EodSwapPositionResponse.cs
@@ -36,6 +36,14 @@ namespace YLErp.DBModels
         /// 期间付息
         /// </summary>
         public decimal PeriodAmount { get; set; }
+        /// <summary>
+        /// 到期结算日
+        /// </summary>
+        public DateTime? MaturitySettlementDate { get; set; }
+        /// <summary>
+        /// 期间分红
+        /// </summary>
+        public decimal DividendAmount { get; set; }
 
         public decimal? InitYtm { get; set; }
         /// <summary>
@@ -55,6 +63,10 @@ namespace YLErp.DBModels
         /// </summary>
         public decimal MarginInterestAmount { get; set; }
         /// <summary>
+        /// 追加预付金 取轧差
+        /// </summary>
+        public decimal AdditionalMarginAmount { get; set; }
+        /// <summary>
         /// 浮动利率（绝对）利率端待实现收益/（标的名义金额/期初标的交割价格全价）
         /// </summary>
         public decimal FloatRateAbs { get; set; }
@@ -71,6 +83,10 @@ namespace YLErp.DBModels
         /// </summary>
         public decimal NetSettmentAmount { get; set; }
         /// <summary>
+        /// TRS估值
+        /// </summary>
+        public decimal TrsValue { get; set; }
+        /// <summary>
         /// 交易费用
         /// </summary>
         public decimal TradingFee { get; set; }
diff --git a/YLErpDAL/Model/ClientSwapPositionRequest.cs b/YLErpDAL/Model/ClientSwapPositionRequest.cs
index c4883a06..7922a490 100644
--- a/YLErpDAL/Model/ClientSwapPositionRequest.cs
+++ b/YLErpDAL/Model/ClientSwapPositionRequest.cs
@@ -20,6 +20,7 @@ namespace YLErp.Model
         public DateTime? ValueDate { get; set; }
         public DateTime? ValueDateFrom { get; set; }
         public int? ClientId { get; set; }
+        public int? BookId { get; set; }
 
         public string StructureType { get; set; }
     }
diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 319666ef..37989e5d 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -1902,8 +1902,8 @@ namespace YLErp.Modules.SwapModule
             var interestPositions = eodSwapPositions.Where(x => string.IsNullOrEmpty(x.UnderlyingCode)).ToList();//利息腿
             var positions = eodSwapPositions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode)).ToList();//持仓腿
             eod_Swap.NotionalValueLong = positions.Where(x => x.PositionType == (int)PositionTypeFlag.Long).Sum(s => s.PosiNotionalValue);
-            eod_Swap.NotionalValueShort = positions.Where(x => x.PositionType == (int)PositionTypeFlag.Short).Sum(s => s.PosiNotionalValue);
-            eod_Swap.NotionalValue = eod_Swap.NotionalValueLong + eod_Swap.NotionalValueShort;
+            eod_Swap.NotionalValueShort = -Math.Abs(positions.Where(x => x.PositionType == (int)PositionTypeFlag.Short).Sum(s => s.PosiNotionalValue));
+            eod_Swap.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? td.StockEqvNotional);
             eod_Swap.SwapTradeId = td.id;
             eod_Swap.SwapTradeNo = td.TradeNumber;
             eod_Swap.ClientId = td.ClientId;
@@ -1972,9 +1972,9 @@ namespace YLErp.Modules.SwapModule
             var eodSwapPositions = DbContext.eod_swap_position.Where(x => x.SwapTradeId == td.id && x.ValueDate == settleDate && !x.Invalid).ToList();
             var interestPositions = eodSwapPositions.Where(x => string.IsNullOrEmpty(x.UnderlyingCode)).ToList();//利息腿
             var positions = eodSwapPositions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode)).ToList();//持仓腿
-            eod_Swap.NotionalValue = Convert.ToDecimal(td.StockEqvNotional);
+            eod_Swap.NotionalValue = Convert.ToDecimal(td.OriginalStockEqvNotional ?? td.StockEqvNotional);
             eod_Swap.NotionalValueLong = positions.Where(x => x.PositionType == (int)PositionTypeFlag.Long).Sum(s => s.PosiNotionalValue);
-            eod_Swap.NotionalValueShort = positions.Where(x => x.PositionType == (int)PositionTypeFlag.Short).Sum(s => s.PosiNotionalValue);
+            eod_Swap.NotionalValueShort = -Math.Abs(positions.Where(x => x.PositionType == (int)PositionTypeFlag.Short).Sum(s => s.PosiNotionalValue));
             eod_Swap.MarketValueLong = positions.Where(x => x.PositionType == (int)PositionTypeFlag.Long).Sum(s => s.UnderlyingMarketValue);
             eod_Swap.MarketValueShort = positions.Where(x => x.PositionType == (int)PositionTypeFlag.Short).Sum(s => s.UnderlyingMarketValue);
             eod_Swap.FloatingPnL = positions.Sum(s => s.PosiProfitSum);
@@ -2164,13 +2164,23 @@ namespace YLErp.Modules.SwapModule
             var retListResult = query.ToSearchList(req);
             var tradeIds = retListResult.rows.Select(x => x.position.SwapTradeId).Distinct().ToList();
             var valueDates = retListResult.rows.Select(x => x.position.ValueDate).Distinct().ToList();
+            var tradeNotionals = DbContext.trade
+                .Where(x => tradeIds.Contains(x.id))
+                .Select(x => new { x.id, x.OriginalStockEqvNotional, x.StockEqvNotional })
+                .ToDictionary(x => x.id);
             var eodPositionDetails = DbContext.eod_swap_position
                 .Where(x => tradeIds.Contains(x.SwapTradeId) && valueDates.Contains(x.ValueDate) && !x.Invalid)
                 .ToList();
+            var tradeExtends = DbContext.trade_extend.Where(x => tradeIds.Contains(x.TradeId)).ToList();
             var underlyingDataSource = DataCacheProvider.GetUnderlyingDataSource();
             var varietyDataSource = DataCacheProvider.GetVarietyDataSource();
             foreach (var item in retListResult.rows)
             {
+                item.position.NotionalValueShort = -Math.Abs(item.position.NotionalValueShort);
+                if (tradeNotionals.TryGetValue(item.position.SwapTradeId, out var tradeNotional))
+                {
+                    item.position.NotionalValue = Convert.ToDecimal(tradeNotional.OriginalStockEqvNotional ?? tradeNotional.StockEqvNotional);
+                }
                 var client = DataCacheProvider.GetClientDataSource().GetData(item.ClientId);
                 item.SwapTradeTypeStr = client?.SwapTradeTypeStr;
                 var details = eodPositionDetails
@@ -2178,6 +2188,8 @@ namespace YLErp.Modules.SwapModule
                     .ToList();
                 var floatingLegs = details.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode)).ToList();
                 var marginLegs = details.Where(x => marginTypes.Contains(x.InterestMode)).ToList();
+                var tradeExtend = tradeExtends.FirstOrDefault(x => x.TradeId == item.position.SwapTradeId);
+                var dividendPayDate = tradeExtend?.ExtendObj?.DividendPayDate ?? 1;
 
                 item.UnderlyingType = string.Join(",", floatingLegs
                     .Select(x =>
@@ -2189,7 +2201,17 @@ namespace YLErp.Modules.SwapModule
                     })
                     .Where(x => !string.IsNullOrWhiteSpace(x))
                     .Distinct());
-                item.PeriodAmount = floatingLegs.Sum(x => x.PosiDividendSum); // 分红 - 为实现
+                item.PeriodAmount = floatingLegs.Sum(x => x.RealizedDividend + x.PosiDividendSum);
+                item.FloatingUnrealizedPnl = floatingLegs.Sum(x => x.PosiMtmPnL);
+                item.InterestPaymentMethod = dividendPayDate == 0 ? "到期轧差" : "派息日支付";
+                if (dividendPayDate == 0)
+                {
+                    item.MaturityNettingValuation = item.FloatingUnrealizedPnl + item.position.InterestPnL + item.PeriodAmount;
+                }
+                else
+                {
+                    item.PeriodPaymentValuation = item.FloatingUnrealizedPnl + item.position.InterestPnL;
+                }
                 item.MarginInterestGain = marginLegs
                     .Where(x => x.InterestDirection == (int)SwapDirectionEnum.收取)
                     .Sum(x => Math.Abs(x.InterestIncomeSum));
@@ -2340,6 +2362,10 @@ namespace YLErp.Modules.SwapModule
             {
                 predicate = predicate.And(x => x.ClientId == req.ClientId);
             }
+            if (req.BookId > 0)
+            {
+                tradePredicate = tradePredicate.And(x => x.AssetId == req.BookId.Value);
+            }
             if (req.ValueDateFrom != null)
             {
                 predicate = predicate.And(x => x.ValueDate >= req.ValueDateFrom);
@@ -2373,8 +2399,13 @@ namespace YLErp.Modules.SwapModule
             }
             var retListResult = query.ToSearchList(req);
             var tradeIds = retListResult.rows.Select(s => s.position.SwapTradeId).ToList();
+            if (!tradeIds.Any())
+            {
+                return retListResult;
+            }
             interestPredicate = interestPredicate.And(x => tradeIds.Contains(x.SwapTradeId));
             var valueDates = retListResult.rows.Select(s => s.position.ValueDate).Distinct().ToList();
+            interestPredicate = interestPredicate.And(x => valueDates.Contains(x.ValueDate));
             var eodPositions = DbContext.eod_swap_position.Where(interestPredicate).ToList();
             var positions = DbContext.swap_position.Where(x => tradeIds.Contains(x.SwapTradeId) && x.InterestMode == (int)InterestModeEnum.初始预付金 && x.IsInitial && !x.Invalid).ToList();
             var tradeExtends = DbContext.trade_extend.Where(x => tradeIds.Contains(x.TradeId)).ToList();
@@ -2386,6 +2417,14 @@ namespace YLErp.Modules.SwapModule
                 if (tradeExtend != null)
                 {
                     eventDate = QdpCalendarHelper.GetNonHoliday(eventDate.AddDays(tradeExtend.ExtendObj.SettlementRules));
+                    if (item.position.PosiMatuirityDate.HasValue)
+                    {
+                        item.MaturitySettlementDate = QdpCalendarHelper.GetNonHoliday(item.position.PosiMatuirityDate.Value.AddDays(tradeExtend.ExtendObj.SettlementRules));
+                    }
+                }
+                else
+                {
+                    item.MaturitySettlementDate = item.position.PosiMatuirityDate;
                 }
                 item.DayCount = Math.Max(0, (eventDate - item.position.PosiStartDate).Days + 1);
                 //item.position.PosiProfitSum += item.position.VTradingFee-item.position.PosiFeePending;
@@ -2393,23 +2432,41 @@ namespace YLErp.Modules.SwapModule
                 //item.position.PosiProfitSum += item.TradingFee;
                 var posiProfitSum = item.position.PosiProfitSum;
                 //item.position.PosiProfitSum 不需要加交易费用
-                item.position.PosiProfitSum = item.position.PosiProfitSum - item.position.PosiFeePending - item.position.PosiDividendSum;
-                item.NetSettmentAmount = item.position.PosiProfitSum + item.position.PosiDividendSum + item.position.PosiFeePending;
-                item.PeriodAmount = item.position.PosiDividendSum;
+                var pendingDividend = item.position.PosiDividendSum;
+                item.position.PosiProfitSum = item.position.PosiProfitSum - item.position.PosiFeePending - pendingDividend;
+                if (ConsGlobal.InstrumentType.IsBond(item.position.UnderlyingInstrumentType))
+                {
+                    item.PeriodAmount = pendingDividend;
+                    item.DividendAmount = 0;
+                }
+                else
+                {
+                    item.PeriodAmount = 0;
+                    item.DividendAmount = pendingDividend;
+                }
+                item.NetSettmentAmount = item.position.PosiProfitSum + item.PeriodAmount + item.DividendAmount + item.position.PosiFeePending;
                 var margins = positions.Where(x => x.SwapTradeId == item.position.SwapTradeId);
                 var interests = eodPositions.Where(x => x.SwapTradeId == item.position.SwapTradeId && x.ValueDate == item.position.ValueDate);
                 var eodMargins = interests.Where(x => marginTypes.Contains(x.InterestMode));
                 var eodInterests = interests.Where(x => !marginTypes.Contains(x.InterestMode));
+                var initialMargins = eodMargins.Where(x => x.InterestMode == (int)InterestModeEnum.初始预付金);
+                var additionalMargins = eodMargins.Where(x => x.InterestMode == (int)InterestModeEnum.追加预付金);
                 var floatRateInterest = eodInterests.Where(x => !string.IsNullOrEmpty(x.FloatRateUnderlyingCode)).FirstOrDefault();
                 item.position.FloatRateUnderlyingCode = floatRateInterest?.FloatRateUnderlyingCode;
                 item.position.FloatRate = floatRateInterest?.FloatRate ?? 0;
-                item.OpenMarginAmount = margins.Sum(s => s.InterestPrincipalFix * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1));
-                item.OpenMarginRate = margins.Sum(s => s.InterestRateDefault * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1));
+                item.OpenMarginAmount = initialMargins.Any()
+                    ? initialMargins.Sum(s => s.InterestPrincipalFix * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1))
+                    : margins.Sum(s => s.InterestPrincipalFix * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1));
+                item.OpenMarginRate = initialMargins.Any()
+                    ? initialMargins.Sum(s => s.InterestRateDefault * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1))
+                    : margins.Sum(s => s.InterestRateDefault * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1));
+                item.AdditionalMarginAmount = additionalMargins.Sum(s => s.InterestPrincipalFix * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1));
                 item.MarginInterestAmount = eodMargins.Sum(s => s.InterestIncomeSum * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1));
                 item.InterestAmount = eodInterests.Sum(s => s.InterestIncomeSum * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? -1 : 1));
                 item.InterestRate = eodInterests.Sum(s => s.InterestRateDefault);
-                item.NetSettmentAmount += item.InterestAmount + item.MarginInterestAmount + eodMargins.Sum(s => s.InterestPrincipalFix * (s.InterestDirection == (int)SwapDirectionEnum.收取 ? 1 : -1));
+                item.NetSettmentAmount += item.InterestAmount + item.MarginInterestAmount;
                 item.NetSettmentAmount = Math.Round(item.NetSettmentAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+                item.TrsValue = Math.Round(item.NetSettmentAmount + item.OpenMarginAmount + item.AdditionalMarginAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                 if (item.position.PosiNotionalValue != 0 && item.position.PosiNetPrice != 0)
                 {
                     item.FloatRateAbs = item.position.PosiNotionalValue == 0 ? 0 : item.InterestAmount / item.position.PosiNotionalValue;
diff --git a/YLErpWeb/Views/SwapTrade2/TradeMarketReport_EodPosition.cshtml b/YLErpWeb/Views/SwapTrade2/TradeMarketReport_EodPosition.cshtml
index 1429aaec..8cfa8006 100644
--- a/YLErpWeb/Views/SwapTrade2/TradeMarketReport_EodPosition.cshtml
+++ b/YLErpWeb/Views/SwapTrade2/TradeMarketReport_EodPosition.cshtml
@@ -39,6 +39,7 @@
 }
 @section JS{
     <script src="~/Scripts/app/tradeHelper.js?v=@HtmlUtil.JsVersion"></script>
+    <script src="~/Statics/libs/export/excellentexport.js?v=@HtmlUtil.JsVersion"></script>
     <script type="text/javascript">
         var page = @Json.Serialize(pageObj);
         if ("@ViewBag.ParentFlag" == "True")
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js
index 9d347225..045d5dc2 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js
@@ -456,8 +456,6 @@ function colModelGridEodPosition() {
     return colModelGrid;
 }
 //框架合约table
-//TODO(估值模块V1-缺失字段): 以下需求字段本轮未实现，待后端确认数据来源后补充：
-//  - 付息方式、合约估值（到期轧差口径/期间支付派息口径）（估值与实现收益分组）
 function colModelGridEodSwap() {
     //按需求《估值模块V1》2.2 分组定义排列列顺序，确保组内列连续（setGroupHeaders 要求）
     var colModelGrid = [{
@@ -573,9 +571,9 @@ function colModelGridEodSwap() {
     },
     //=== 浮动端 ===
     {
-        name: 'position.FloatingPnL',
+        name: 'FloatingUnrealizedPnl',
         label: '合约浮动端待实现收益',
-        index: 'position.FloatingPnL',
+        index: 'FloatingUnrealizedPnl',
         width: 150,
         align: 'center',
         formatter: StockEqvNotionalFormat,
@@ -586,6 +584,9 @@ function colModelGridEodSwap() {
         width: 150,
         align: 'center',
         formatter: StockEqvNotionalFormat,
+        cellattr: function () {
+            return ' title="合约期间内的期间付息金额（无关乎派息支付日）"';
+        },
     },
     //=== 利息端 ===
     {
@@ -642,27 +643,6 @@ function colModelGridEodSwap() {
     },
     //=== 估值与实现收益 ===
     {
-        name: 'position.PostionValue',
-        label: '合约持仓价值',
-        index: 'position.PostionValue',
-        width: 150,
-        align: 'center',
-        formatter: StockEqvNotionalFormat
-    }, {
-        name: 'position.TdRealizedPnL',
-        label: '合约当日实现收益',
-        index: 'position.TdRealizedPnL',
-        width: 150,
-        align: 'center',
-        formatter: StockEqvNotionalFormat
-    }, {
-        name: 'position.RealizedPnL',
-        label: '合约已实现收益',
-        index: 'position.RealizedPnL',
-        width: 150,
-        align: 'center',
-        formatter: StockEqvNotionalFormat,
-    }, {
         name: 'position.dv01',
         label: 'DV',
         index: 'position.dv01',
@@ -674,6 +654,33 @@ function colModelGridEodSwap() {
             if (abs < 0.0001) return "0";
             return cellvalue.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 4 });
         },
+    }, {
+        name: 'InterestPaymentMethod',
+        label: '付息方式',
+        index: 'InterestPaymentMethod',
+        width: 120,
+        align: 'center',
+    }, {
+        name: 'MaturityNettingValuation',
+        label: '合约估值（到期轧差口径）',
+        index: 'MaturityNettingValuation',
+        width: 190,
+        align: 'center',
+        formatter: NullableStockEqvNotionalFormat,
+    }, {
+        name: 'PeriodPaymentValuation',
+        label: '合约估值（期间支付派息口径）',
+        index: 'PeriodPaymentValuation',
+        width: 210,
+        align: 'center',
+        formatter: NullableStockEqvNotionalFormat,
+    }, {
+        name: 'position.RealizedPnL',
+        label: '合约已实现收益',
+        index: 'position.RealizedPnL',
+        width: 150,
+        align: 'center',
+        formatter: StockEqvNotionalFormat,
     }
 
     ];
@@ -686,10 +693,10 @@ var eodSwapGroupConfig = [
     { title: '基本信息', columns: ['position.ValueDate', 'AssetBookName', 'ClientName', 'SwapTradeNo', 'StructureType', 'SwapTradeTypeStr', 'UnderlyingType'] },
     { title: '名义本金', columns: ['position.NotionalValue', 'position.NotionalValueLong', 'position.NotionalValueShort'] },
     { title: '标的市值', columns: ['position.MarketValueLong', 'position.MarketValueShort'] },
-    { title: '浮动端', columns: ['position.FloatingPnL', 'PeriodAmount'] },
+    { title: '浮动端', columns: ['FloatingUnrealizedPnl', 'PeriodAmount'] },
     { title: '利息端', columns: ['position.InterestPnL'] },
     { title: '保证金', columns: ['position.InitMarginGain', 'position.PostionMarginGain', 'position.InitMarginLoss', 'position.PostionMarginLoss', 'MarginInterestGain', 'MarginInterestLoss'] },
-    { title: '估值与实现收益', columns: ['position.PostionValue', 'position.TdRealizedPnL', 'position.RealizedPnL', 'position.dv01'] }
+    { title: '估值与实现收益', columns: ['position.dv01', 'InterestPaymentMethod', 'MaturityNettingValuation', 'PeriodPaymentValuation', 'position.RealizedPnL'] }
 ];
 
 
@@ -703,7 +710,11 @@ function gridComplete() {
     if (page.tabIndex == 2) {
         var defer = main.setcolumnChooser(jgrid, page.configcolumn_data);
         $.when(defer).done(function () {
+            normalizeEodSwapColumnsForGroupHeaders(jgrid, eodSwapGroupConfig);
             main.initCollapsibleGroupHeaders(jgrid, eodSwapGroupConfig);
+            jgrid.jqGrid('setLabel', 'PeriodAmount', null, null, {
+                title: '合约期间内的期间付息金额（无关乎派息支付日）'
+            });
         });
     } else {
         main.setcolumnChooser(jgrid, page.configcolumn_data);
@@ -731,7 +742,68 @@ function exportVisibleColumns() {
     var tabName = page.tabIndex == 2 ? '框架合约' : '日终持仓';
     var fileName = '日终持仓风险_互换_' + tabName + (dateStr ? '_' + dateStr : '');
     var groupConfig = page.tabIndex == 2 ? eodSwapGroupConfig : null;
-    main.exportVisibleColumnsToExcel(jgrid, fileName, groupConfig);
+    if (page.tabIndex != 2) {
+        main.exportVisibleColumnsToExcel(jgrid, fileName, groupConfig);
+        return;
+    }
+
+    var exportPostData = $.extend({}, GetPostData(), {
+        page: 1,
+        rows: 0,
+        sidx: jgrid.jqGrid('getGridParam', 'sortname'),
+        sord: jgrid.jqGrid('getGridParam', 'sortorder')
+    });
+    $.ajax({
+        url: queryurl,
+        type: 'POST',
+        dataType: 'json',
+        traditional: true,
+        data: exportPostData
+    }).done(function (result) {
+        main.exportVisibleColumnsToExcel(jgrid, fileName, groupConfig, result && result.rows ? result.rows : []);
+    }).fail(function () {
+        main.message && main.message('导出失败，无法获取筛选后的全部数据');
+    });
+}
+
+function normalizeEodSwapColumnsForGroupHeaders(jgrid, groupConfig) {
+    var colModel = jgrid.jqGrid('getGridParam', 'colModel') || [];
+    var currentNames = colModel.map(function (c) { return c.name; });
+    var groupedNames = [];
+    var groupedNameMap = {};
+    groupConfig.forEach(function (group) {
+        (group.columns || []).forEach(function (name) {
+            if (!groupedNameMap[name] && currentNames.indexOf(name) >= 0) {
+                groupedNameMap[name] = true;
+                groupedNames.push(name);
+            }
+        });
+    });
+
+    var firstGroupedIndex = currentNames.findIndex(function (name) { return groupedNameMap[name]; });
+    if (firstGroupedIndex < 0) {
+        return;
+    }
+
+    var prefixNames = currentNames.slice(0, firstGroupedIndex).filter(function (name) {
+        return !groupedNameMap[name];
+    });
+    var suffixNames = currentNames.slice(firstGroupedIndex).filter(function (name) {
+        return !groupedNameMap[name];
+    });
+    var desiredNames = prefixNames.concat(groupedNames).concat(suffixNames);
+    if (desiredNames.join('|') === currentNames.join('|')) {
+        return;
+    }
+
+    var perm = desiredNames.map(function (name) {
+        return currentNames.indexOf(name);
+    }).filter(function (idx) {
+        return idx >= 0;
+    });
+    if (perm.length === currentNames.length) {
+        jgrid.jqGrid("remapColumns", perm, true);
+    }
 }
 
 //---------------------------Formatter---------------------------------
@@ -746,6 +818,12 @@ function RealizedPnlFormat(cellValue, options, rowObject) {
 function StockEqvNotionalFormat(cellValue, options, rowObject) {
     return otcformat.trading.StockEqvNotional(cellValue);
 }
+function NullableStockEqvNotionalFormat(cellValue, options, rowObject) {
+    if (cellValue === null || cellValue === undefined || cellValue === '') {
+        return '';
+    }
+    return StockEqvNotionalFormat(cellValue, options, rowObject);
+}
 function PosiStatusFormat(cellValue, options, rowObject) {
     return cellValue == 1 ? "已平" : "正常";
 }
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/TradeMarketReport_EodPosition.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/TradeMarketReport_EodPosition.js
index 9a6deb23..795b979d 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/TradeMarketReport_EodPosition.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/TradeMarketReport_EodPosition.js
@@ -28,6 +28,7 @@ $(function () {
     PostData.ValueDateFrom = $("#ValueDateFrom").val();
     PostData.ValueDate = $("#ValueDate").val();
     PostData.ClientId = $("#ClientId").val();
+    PostData.BookId = $("#BookId").val();
 
     var grid = jQuery('#listGrid').jqGrid({
         url: '/swaptrade2/clientEodSwapPositionQuery',
@@ -189,6 +190,15 @@ var colModelGrid = [
         align: 'center',
         sortable: false,
         formatter:'date',
+    }, {
+        name: 'MaturitySettlementDate',
+        label: '到期结算日',
+        index: 'MaturitySettlementDate',
+        sortIndex: i++,
+        width: 100,
+        align: 'center',
+        sortable: false,
+        formatter: 'date',
     }, {
         name: 'position.ValueDate',
         label: '估值日',
@@ -212,7 +222,7 @@ var colModelGrid = [
         width: 120,
         align: 'center',
         sortable: false,
-        formatter: RateFormat
+        formatter: SpreadRateFormat
     }, {
         name: 'position.FloatRateUnderlyingCode',
         label: '基准利率',
@@ -244,12 +254,21 @@ var colModelGrid = [
         align: 'center',
         sortable: false,
         formatter: StockEqvNotionalFormat,
+    }, {
+        name: 'DividendAmount',
+        label: '期间分红',
+        index: 'DividendAmount',
+        width: 100,
+        align: 'center',
+        formatter: AmountFormat,
+        sortable: false
     }, {
         name: 'PeriodAmount',
         label: '期间付息',
         index: 'PeriodAmount',
         width: 100,
         align: 'center',
+        formatter: AmountFormat,
         sortable: false
     }, {
         name: 'position.PosiGrossPrice',
@@ -306,7 +325,7 @@ var colModelGrid = [
         sortable: false,
     }, {
         name: 'position.PosiFeePending',
-        label: '开仓交易费用',
+        label: '开平仓交易费用',
         index: 'position.PosiFeePending',
         width: 120,
         align: 'center',
@@ -320,6 +339,38 @@ var colModelGrid = [
         align: 'center',
         formatter: StockEqvNotionalFormat,
         sortable: false,
+    }, {
+        name: 'OpenMarginRate',
+        label: '预付金利率',
+        index: 'OpenMarginRate',
+        width: 120,
+        align: 'center',
+        formatter: RateFormat,
+        sortable: false,
+    }, {
+        name: 'MarginInterestAmount',
+        label: '预付金利息',
+        index: 'MarginInterestAmount',
+        width: 120,
+        align: 'center',
+        formatter: AmountFormat,
+        sortable: false,
+    }, {
+        name: 'OpenMarginAmount',
+        label: '期初预付金',
+        index: 'OpenMarginAmount',
+        width: 120,
+        align: 'center',
+        formatter: AmountFormat,
+        sortable: false,
+    }, {
+        name: 'AdditionalMarginAmount',
+        label: '追加预付金',
+        index: 'AdditionalMarginAmount',
+        width: 120,
+        align: 'center',
+        formatter: AmountFormat,
+        sortable: false,
     }, {
         name: 'NetSettmentAmount',
         label: '净额结算金额',
@@ -328,20 +379,26 @@ var colModelGrid = [
         align: 'center',
         formatter: StockEqvNotionalFormat,
         sortable: false,
+    }, {
+        name: 'TrsValue',
+        label: 'TRS估值',
+        index: 'TrsValue',
+        width: 120,
+        align: 'center',
+        formatter: StockEqvNotionalFormat,
+        sortable: false,
     }
-    //TODO(估值模块V1-缺失字段): 以下需求字段本轮未实现，待后端确认数据来源后补充：
-    //  - 期间分红（ETF适用，利率与规模分组）
-    //  - 预付金利率、预付金利息、期初预付金、追加预付金（预付金分组）
-    //  - TRS估值（汇总分组）
 ];
 
 //互换估值分组配置（对应需求《估值模块V1》3.2.2 字段定义）
 //columns 使用 colModel.name；现有列顺序已天然满足分组连续性，无需重排
 var eodSwapValuationGroupConfig = [
-    { title: '基本信息', columns: ['TradeNumber', 'ConfrimNo', 'ClientName', 'position.PosiStartDate', 'position.ValueDate', 'position.UnderlyingCode'] },
-    { title: '利率与规模', columns: ['InterestRate', 'position.FloatRateUnderlyingCode', 'position.FloatRate', 'position.PosiNotionalValue', 'position.PosiQuantity', 'PeriodAmount'] },
+    { title: '基本信息', columns: ['TradeNumber', 'ConfrimNo', 'ClientName', 'position.PosiStartDate', 'MaturitySettlementDate', 'position.ValueDate', 'position.UnderlyingCode'] },
+    { title: '利率与规模', columns: ['InterestRate', 'position.FloatRateUnderlyingCode', 'position.FloatRate', 'position.PosiNotionalValue', 'position.PosiQuantity', 'DividendAmount', 'PeriodAmount'] },
     { title: '价格', columns: ['position.PosiGrossPrice', 'InitYtm', 'position.UnderlyingPrice', 'DayCount'] },
-    { title: '收益', columns: ['FloatRateAbs', 'InterestAmount', 'position.PosiFeePending', 'position.PosiProfitSum', 'NetSettmentAmount'] }
+    { title: '收益', columns: ['FloatRateAbs', 'InterestAmount', 'position.PosiFeePending', 'position.PosiProfitSum'] },
+    { title: '预付金', columns: ['OpenMarginRate', 'MarginInterestAmount', 'OpenMarginAmount', 'AdditionalMarginAmount'] },
+    { title: '汇总', columns: ['NetSettmentAmount', 'TrsValue'] }
 ];
 
 function formatter6(cellvalue, options, rowObject) {
@@ -375,6 +432,7 @@ function gridComplete() {
     //在列设置应用完成后初始化可折叠分组表头（setcolumnChooser 会 remapColumns，须在其 done 回调后建表头）
     var defer = main.setcolumnChooser(jgrid, page.configcolumn);
     $.when(defer).done(function () {
+        normalizeColumnsForGroupHeaders(jgrid, eodSwapValuationGroupConfig);
         main.initCollapsibleGroupHeaders(jgrid, eodSwapValuationGroupConfig);
     });
     $(".selftooltip").tooltip({ html: true, show: 50000, trigger: "hover" });
@@ -387,8 +445,143 @@ function exportSwapValuationVisibleColumns() {
     var jgrid = jQuery('#listGrid');
     var clientName = $("#ClientId :selected").text() || '';
     var dateStr = $("#ValueDate").val() || '';
-    var fileName = (clientName ? clientName + '_' : '') + '每日估值报告_互换估值' + (dateStr ? '_' + dateStr : '');
-    main.exportVisibleColumnsToExcel(jgrid, fileName);
+    var fileName = (clientName ? clientName + '_' : '') + '每日估值报告' + (dateStr ? '_' + dateStr : '');
+    exportGridVisibleColumnsToXlsx(jgrid, fileName, eodSwapValuationGroupConfig);
+}
+
+function normalizeColumnsForGroupHeaders(jgrid, groupConfig) {
+    var colModel = jgrid.jqGrid('getGridParam', 'colModel') || [];
+    var currentNames = colModel.map(function (c) { return c.name; });
+    var groupedNames = [];
+    var groupedNameMap = {};
+    groupConfig.forEach(function (group) {
+        (group.columns || []).forEach(function (name) {
+            if (!groupedNameMap[name] && currentNames.indexOf(name) >= 0) {
+                groupedNameMap[name] = true;
+                groupedNames.push(name);
+            }
+        });
+    });
+
+    var firstGroupedIndex = currentNames.findIndex(function (name) { return groupedNameMap[name]; });
+    if (firstGroupedIndex < 0) {
+        return;
+    }
+
+    var prefixNames = currentNames.slice(0, firstGroupedIndex).filter(function (name) {
+        return !groupedNameMap[name];
+    });
+    var suffixNames = currentNames.slice(firstGroupedIndex).filter(function (name) {
+        return !groupedNameMap[name];
+    });
+    var desiredNames = prefixNames.concat(groupedNames).concat(suffixNames);
+    if (desiredNames.join('|') === currentNames.join('|')) {
+        return;
+    }
+
+    var perm = desiredNames.map(function (name) {
+        return currentNames.indexOf(name);
+    }).filter(function (idx) {
+        return idx >= 0;
+    });
+    if (perm.length === currentNames.length) {
+        jgrid.jqGrid("remapColumns", perm, true);
+    }
+}
+
+function exportGridVisibleColumnsToXlsx(jgrid, fileName, groupConfig) {
+    if (typeof ExcellentExport === 'undefined') {
+        main.message && main.message("Excel导出组件未加载");
+        return;
+    }
+
+    var colModel = jgrid.jqGrid('getGridParam', 'colModel') || [];
+    var visibleCols = colModel.filter(function (c) {
+        return c.hidden !== true && c.name !== 'cb' && c.name !== 'rn';
+    });
+    if (!visibleCols.length) {
+        main.message && main.message("没有可导出的列");
+        return;
+    }
+
+    var rows = jgrid.jqGrid('getRowData') || [];
+    var tableId = 'swapValuationExportTable_' + new Date().getTime();
+    var linkId = 'swapValuationExportLink_' + new Date().getTime();
+    var $wrap = $('<div style="display:none;"></div>').appendTo(document.body);
+    var $table = $('<table id="' + tableId + '"></table>').appendTo($wrap);
+
+    appendGroupHeaderRow($table, visibleCols, groupConfig);
+    appendColumnHeaderRow($table, visibleCols);
+    appendDataRows($table, visibleCols, rows);
+
+    var anchor = document.createElement('a');
+    anchor.id = linkId;
+    anchor.style.display = 'none';
+    anchor.onclick = function () {
+        return ExcellentExport.convert({
+            anchor: this,
+            filename: sanitizeFileName(fileName || '每日估值报告'),
+            format: 'xlsx'
+        }, [{ name: '互换估值', from: { table: tableId } }]);
+    };
+    document.body.appendChild(anchor);
+    anchor.click();
+
+    setTimeout(function () {
+        document.body.removeChild(anchor);
+        $wrap.remove();
+    }, 1000);
+}
+
+function appendGroupHeaderRow($table, visibleCols, groupConfig) {
+    if (!groupConfig || !groupConfig.length) {
+        return;
+    }
+    var titleByColumn = {};
+    groupConfig.forEach(function (group) {
+        (group.columns || []).forEach(function (name) {
+            titleByColumn[name] = group.title || '';
+        });
+    });
+
+    var $tr = $('<tr></tr>').appendTo($table);
+    for (var i = 0; i < visibleCols.length; i++) {
+        var title = titleByColumn[visibleCols[i].name] || '';
+        var colspan = 1;
+        while (i + colspan < visibleCols.length && (titleByColumn[visibleCols[i + colspan].name] || '') === title) {
+            colspan++;
+        }
+        $('<th></th>')
+            .attr('colspan', colspan)
+            .css({ 'background-color': '#d9edf7', 'font-weight': 'bold', 'text-align': 'center' })
+            .text(title)
+            .appendTo($tr);
+        i += colspan - 1;
+    }
+}
+
+function appendColumnHeaderRow($table, visibleCols) {
+    var $tr = $('<tr></tr>').appendTo($table);
+    visibleCols.forEach(function (col) {
+        $('<th></th>')
+            .css({ 'background-color': '#f0f0f0', 'font-weight': 'bold', 'text-align': 'center' })
+            .text(col.label || col.name)
+            .appendTo($tr);
+    });
+}
+
+function appendDataRows($table, visibleCols, rows) {
+    rows.forEach(function (row) {
+        var $tr = $('<tr></tr>').appendTo($table);
+        visibleCols.forEach(function (col) {
+            var val = row[col.name];
+            $('<td></td>').text(val == null ? '' : val).appendTo($tr);
+        });
+    });
+}
+
+function sanitizeFileName(fileName) {
+    return String(fileName || '').replace(/[\\/:*?"<>|]/g, '_');
 }
 
 
@@ -483,6 +676,9 @@ function PriceFormat(cellValue, options, rowObject) {
 function StockEqvNotionalFormat(cellValue, options, rowObject) {
     return otcformat.trading.StockEqvNotional(cellValue);
 }
+function AmountFormat(cellValue, options, rowObject) {
+    return main.formatNumber(cellValue, 2, { trimTailZeros: true });
+}
 function RateFormat(cellValue, options, rowObject) {
     if (cellValue) {
         var num = new Number(cellValue) * 100;
@@ -491,6 +687,14 @@ function RateFormat(cellValue, options, rowObject) {
         return "0.0000%";
     }
 }
+function SpreadRateFormat(cellValue, options, rowObject) {
+    if (cellValue) {
+        var num = new Number(cellValue) * 100;
+        return num.toFixed(2) + "%";
+    } else {
+        return "0.00%";
+    }
+}
 function locationChange(tab) {
     if ($("#ValueDate").val() > page.valueDate) {
         main.message("结束日期不能大于当前系统日期!");
diff --git a/YLErpWeb/wwwroot/Scripts/utils.js b/YLErpWeb/wwwroot/Scripts/utils.js
index ad2601b6..1114e8e7 100644
--- a/YLErpWeb/wwwroot/Scripts/utils.js
+++ b/YLErpWeb/wwwroot/Scripts/utils.js
@@ -1210,14 +1210,30 @@ main.refreshCollapsibleGroupHeaders = function (jgrid) {
  * @param {jQuery} jgrid       jqGrid 容器
  * @param {string} fileName    导出文件名（不含扩展名）
  * @param {Array}  groupConfig 可选，分组表头配置，每项 { title: string, columns: string[] }
+ * @param {Array}  exportRows  可选，后端返回的全部筛选结果；未传时导出当前页
  */
-main.exportVisibleColumnsToExcel = function (jgrid, fileName, groupConfig) {
+main.exportVisibleColumnsToExcel = function (jgrid, fileName, groupConfig, exportRows) {
     var colModel = jgrid.jqGrid('getGridParam', 'colModel');
     // 只导出可见列（hidden !== true），与折叠状态联动：收起的列自动不可见
     var visibleCols = colModel.filter(function (c) { return c.hidden !== true && c.name !== 'cb' && c.name !== 'rn'; });
     if (!visibleCols.length) { main.message && main.message("没有可导出的列"); return; }
 
-    var rows = jgrid.jqGrid('getRowData'); // 获取当前页数据（已格式化）
+    var rows = exportRows || jgrid.jqGrid('getRowData');
+    if (exportRows) {
+        var gridElement = jgrid[0];
+        rows = exportRows.map(function (row, rowIndex) {
+            var formattedRow = {};
+            visibleCols.forEach(function (col) {
+                var colIndex = colModel.indexOf(col);
+                var rawValue = $.jgrid.getAccessor(row, col.name);
+                var formattedValue = gridElement && gridElement.formatter
+                    ? gridElement.formatter(rowIndex + 1, rawValue, colIndex, row, 'add')
+                    : rawValue;
+                formattedRow[col.name] = $('<div>').html(formattedValue == null ? '' : String(formattedValue)).text().replace(/\u00a0/g, '');
+            });
+            return formattedRow;
+        });
+    }
     var headerLabels = visibleCols.map(function (c) { return c.label || c.name; });
 
     // 构建 HTML table，用 style 保持 mso-number-format 让金额不被科学计数法破坏