#EQD-5718 【缺陷转需求】-国联民生-利息端计息方式与结算规则扩充

Framework/YLErp.Core/DBModels/TradeObervation.cs

@@ -60,6 +60,18 @@ namespace YLErp.DBModels
         [DisplayName("观察起始日")]
         [Column("observation_start")]
         public DateTime? ObservationStart { get; set; }
+        /// <summary>
+        /// 交易日历
+        /// </summary>
+        [DisplayName("交易日历")]
+        [Column("observation_calendar")]
+        public string ObservationCalendar { get; set; }
+        /// <summary>
+        /// 结算规则
+        /// </summary>
+        [DisplayName("结算规则")]
+        [Column("observation_settlement_rules")]
+        public int? ObservationSettlementRules { get; set; }
 
         /// <summary>
         /// 互换观察日集合

Framework/YLErp.Core/Models/IntervalModel.cs

@@ -1,4 +1,4 @@
-using System;
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Text;
@@ -20,5 +20,9 @@ namespace YLErp.Models
         /// 是否结算 0:否 1:是
         /// </summary>
         public int Settlement { get; set; }
+        /// <summary>
+        /// 结算日期（观察日不一定等于结算日）
+        /// </summary>
+        public DateTime? SettlementDate { get; set; }
     }
 }

YLErpDAL/Modules/SwapModule/SwapDealService.cs

@@ -1,4 +1,4 @@
-using MoreLinq.Extensions;
+using MoreLinq.Extensions;
 using Newtonsoft.Json;
 using System.Linq.Expressions;
 using YLErp.BLL;
@@ -14,6 +14,11 @@ namespace YLErp.Modules.SwapModule
 {
     public class SwapDealService : SwapTradeBaseService
     {
+        protected virtual bool TryGetFloatRate(DateTime valueDate, string underlyingCode, out double rate)
+        {
+            return EodPriceQueryService.TryGetPrice(valueDate, underlyingCode, out rate);
+        }
+
         public SwapDealService(OptUserInfo optUser) : base(optUser)
         {
 
@@ -36,7 +41,7 @@ namespace YLErp.Modules.SwapModule
             bool commodity = ConsGlobal.InstrumentType.CalcTypeIsFutures(um.UnderlyingInstrumentType);
             List<int> eventTyps = new List<int>() { (int)SwapEventTypeEnum.自动互换, (int)SwapEventTypeEnum.互换 };
             var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
-            CheckLastEod(dealDate, td.TradeDate.Value, tradeId);
+            //CheckLastEod(dealDate, td.TradeDate.Value, tradeId); //去掉平仓收盘限制
             var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
             td.trade_extend = tradeExtend;
             var position = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial).FirstOrDefault();
@@ -122,7 +127,28 @@ namespace YLErp.Modules.SwapModule
         {
             var td = DbContext.trade.Find(tradeId);
             var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
-            CheckLastEod(dealDate, td.StartDate.Value, tradeId);
+            //CheckLastEod(dealDate, td.StartDate.Value, tradeId);
+        }
+        /// <summary>
+        /// 校验收益结算操作（不检查收盘限制）
+        /// </summary>
+        /// <param name="tradeId"></param>
+        public void CheckEodTradeForIncome(int tradeId)
+        {
+            var td = DbContext.trade.Find(tradeId);
+            // 收益结算不检查收盘限制，只检查交易状态
+            if (td.TradeType != "收益互换")
+            {
+                throw new ServiceException("该交易不是收益互换类型");
+            }
+            if (td.ValidState == "InValid")
+            {
+                throw new ServiceException("该交易已无效");
+            }
+            if (td.TradeStatus != ConsTrade.确认成交 && td.TradeStatus != ConsTrade.提前终止拒绝)
+            {
+                throw new ServiceException($"该交易状态为【{td.TradeStatus}】，无法进行收益结算");
+            }
         }
         /// <summary>
         /// 多空组合 平仓初始化
@@ -140,7 +166,7 @@ namespace YLErp.Modules.SwapModule
             var positions = DbContext.swap_position.Where(x => x.SwapTradeId == tradeId && x.IsInitial && !x.Invalid);
             List<int> eventTyps = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
             var dealDate = valuedateBLL.ValueDate <= td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
-            CheckLastEod(dealDate, td.TradeDate.Value, tradeId);
+            //CheckLastEod(dealDate, td.TradeDate.Value, tradeId); //去掉平仓收盘限制
             var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
             td.trade_extend = tradeExtend;
             var preDealDate = GetPreDealDate(tradeId, dealDate, eventTyps);
@@ -194,7 +220,7 @@ namespace YLErp.Modules.SwapModule
             var um = DataCacheProvider.GetUnderlyingDataSource().GetData(td.UnderlyingCode);
             List<int> eventTypes = new List<int>() { (int)SwapFlowEventTypeEnum.互换, (int)SwapFlowEventTypeEnum.自动互换 };
             var dealDate = valuedateBLL.ValueDate < td.ExerciseDate.Value ? valuedateBLL.ValueDate : td.ExerciseDate.Value;
-            CheckLastEod(dealDate, td.TradeDate.Value, tradeId);
+            // 收益结算不检查收盘限制
             var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
             td.trade_extend = tradeExtend;
             var position = positions.Where(x => !string.IsNullOrEmpty(x.UnderlyingCode) && !x.IsInitial).FirstOrDefault();
@@ -296,16 +322,17 @@ namespace YLErp.Modules.SwapModule
             var tradeExtend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == tradeId);
             List<int> eventTypes = new List<int>() { (int)SwapEventTypeEnum.平仓, (int)SwapEventTypeEnum.互换, (int)SwapEventTypeEnum.自动互换 };
             var lastEod = DbContext.eod_swap.Where(x => x.ValueDate < unwindDate && x.SwapTradeId == tradeId).OrderByDescending(o => o.ValueDate).FirstOrDefault();
-            var orginPv = lastEod != null ? lastEod.NotionalValue : 0;
             var _preSetteDate = lastEod == null ? unwindDate.AddDays(-1) : lastEod.ValueDate;
             List<eod_swap_position> lastEodPositions = new SwapEodPositionService(this).GetPreEodPositions(tradeId, _preSetteDate);//上一交易数据
             var posiLongNotionalValue = longPositions.Sum(s => s.PosiNotionalValue);// 剩余名义本金
             var posiShortNotionalValue = shortPositions.Sum(s => s.PosiNotionalValue);// 剩余名义本金
             var stockEqvNotional = realPostitions.Where(x => x.PosiDirection > 0).Sum(s => s.PosiNotionalValue);
             var posiNotionalValue = stockEqvNotional * closePercent;//剩余名义本金
+            var orginPv = lastEod != null ? lastEod.NotionalValue : stockEqvNotional;
             var grossPrice = realPostitions.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice;
             bool tdClose = DbContext.swap_flow_event.Any(x => x.SwapTradeId == tradeId && x.UnwindDate == unwindDate && eventTypes.Contains(x.EventType) && x.DataState == (int)SwapFlowDateStateEnum.完成);
-            interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, false, false);
+            var calcLastNew = tradeExtend?.ExtendObj?.InterestCalcMode?.EndsWith("1") ?? true;
+            interests = GetInterests(td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions, stockEqvNotional, posiLongNotionalValue, posiShortNotionalValue, posiNotionalValue, closePercent, eventType, tdClose, false, grossPrice ?? 0, orginPv, true, calcLastNew, false);
             return interests;
         }
         /// <summary>
@@ -348,120 +375,198 @@ namespace YLErp.Modules.SwapModule
         {
             List<swap_flow_event> interests = new List<swap_flow_event>();
             var annualDays = tradeExtend == null ? 365 : tradeExtend.ExtendObj.AnnualDays;
+            bool calcFirst = tradeExtend?.ExtendObj.InterestCalcMode?.StartsWith("1") ?? true;
+
             foreach (var position in positions)
             {
-                var _closePosiNotionalValue = closePosiNotionalValue;
-                var _posiNotionalValue = posiNotionalValue;
-                var preEodPosition = eodPositions.FirstOrDefault(x => x.PositionId == position.id);
-                DateTime? preDealDate = null;
+                // 初始化持仓信息
+                var preEodPosition = eodPositions.FirstOrDefault(x => x.PositionId == position.id) ?? new eod_swap_position();
                 var positionClone = position.Clone();
-                var newClosePercent = closePrecent;
-                if (preEodPosition != null)
+                DateTime? preDealDate = preEodPosition.id != 0 ? preEodPosition.ValueDate : null;
+
+                // 计算计息区间
+                int interestPeriod = position.interest_rest_days ?? 1;
+                bool swap = InitInterestDate(unwindDate, preDealDate, td, tdClose, calcLast, out DateTime startDate, out DateTime endDate);
+
+                // 计算名义本金
+                var (closePrincipal, posiPrincipal, newClosePercent) = CalcNotionalByMode(position, closePrecent, posiNotionalValue, posiLongNotionalValue, posiShortNotionalValue);
+                if ((InterestModeEnum)position.InterestMode == InterestModeEnum.追加预付金 || (InterestModeEnum)position.InterestMode == InterestModeEnum.初始预付金)
                 {
-                    preDealDate = preEodPosition.ValueDate;
-                }
-                var swap = InitInterestDate(unwindDate, preDealDate, td, tdClose, calcLast, out DateTime startDate, out DateTime endDate);//不算头或不算尾情况，无利息
-                if (!preDealDate.HasValue)
-                {
-                    preEodPosition = new eod_swap_position();
-                    preEodPosition.PosiStartDate = position.PosiStartDate;
-                    preEodPosition.ValueDate = position.PosiStartDate;
-                }
-                var swapIntervalToday = position.SwapIntervalList.Where(x => x.Date <= startDate).OrderByDescending(o => o.Date).FirstOrDefault();
-                if (position.InterestMode == (int)InterestModeEnum.固定值)
-                {
-                    _closePosiNotionalValue = position.InterestPrincipalFix;
-                    _posiNotionalValue = position.InterestPrincipalFix;
-                    newClosePercent = 1m;
-                }
-                else if (position.InterestMode == (int)InterestModeEnum.多头存续名义本金)
-                {
-                    _closePosiNotionalValue = posiLongNotionalValue * closePrecent;
-                    _posiNotionalValue = posiLongNotionalValue;
-                }
-                else if (position.InterestMode == (int)InterestModeEnum.空头存续名义本金)
-                {
-                    _closePosiNotionalValue = posiShortNotionalValue * closePrecent;
-                    _posiNotionalValue = posiShortNotionalValue;
-                }
-                else if (position.InterestMode == (int)InterestModeEnum.标的期初全价)
-                {
-                    _closePosiNotionalValue = _posiNotionalValue * closePrecent;
-                    _posiNotionalValue = _posiNotionalValue;
-                }
-                else if (position.InterestMode == (int)InterestModeEnum.追加预付金 || position.InterestMode == (int)InterestModeEnum.初始预付金)
-                {
-                    _closePosiNotionalValue = position.InterestPrincipalFix * closePrecent;
-                    _posiNotionalValue = position.InterestPrincipalFix * closePrecent;
                     positionClone.InterestDirection = position.InterestDirection == (int)SwapDirectionEnum.收取 ? (int)SwapDirectionEnum.支付 : (int)SwapDirectionEnum.收取;
                 }
-                if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
-                {
-                    // 获取重置频率，如果为空则默认为1
-                    int interestPeriod = position.interest_rest_days ?? 1;
 
-                    // 计算从 td.StartDate 到 endDate 的天数
-                    var days = (endDate - td.StartDate.Value).Days;
-                    // 获取合适的 rateDate
-                    DateTime rateDate = GetRateDate(position.interest_rule, td.StartDate.Value, endDate, days, interestPeriod);
+                // 获取利率
+                decimal rate = GetFixedRate(position, startDate);
+                decimal floatRate = GetFloatRate(position, preEodPosition, td.StartDate.Value, endDate, interestPeriod, swap, positionClone);
 
-                    // 如果不需要重置，并且上一日已有 FloatRate，则不再查找
-                    if (preEodPosition.id != 0 && days % interestPeriod != 0)
-                    {
-                        position.FloatRate = preEodPosition.FloatRate;
-                        positionClone.FloatRate = preEodPosition.FloatRate;
-                    }
-                    else
-                    {
-                        // 如果没有 preEodPosition 数据或需要查找新 Rate，则去查询最新的浮动利率
-                        if (EodPriceQueryService.TryGetPrice(rateDate, position.FloatRateUnderlyingCode, out double floatRate))
-                        {
-                            position.FloatRate = Convert.ToDecimal(floatRate);
-                            positionClone.FloatRate = position.FloatRate;
-                        }
-                        else if (!swap)
-                        {
-                            throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{rateDate:yyyy年MM月dd日}的价格");
-                        }
-                    }
-                }
-                decimal rate = position.InterestRateDefault;
-                if (swapIntervalToday == null)//当日无适用观察日
+                // 根据场景计算利息
+                if (settment)
                 {
-                    var swapInterval = position.SwapIntervalList.Where(x => x.Date > startDate).OrderBy(o => o.Date).FirstOrDefault();
-                    if (swapInterval != null)
-                    {
-                        rate = swapInterval.Rate;
-                    }
+                    // 收盘归档场景，使用 CalcEodInterest
+                    interests.Add(CalcEodInterest(td, valueDate, positionClone, rate, floatRate, closePrincipal, posiPrincipal, annualDays, calcFirst, calcLast, preEodPosition, eventType, add));
                 }
                 else
                 {
-                    rate = swapIntervalToday.Rate;
+                    // 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));
                 }
-                if (preEodPosition.id == 0)
-                {
-                    preEodPosition.FloatRate = positionClone.FloatRate;
-                    preEodPosition.TdInterestPrincipal = _posiNotionalValue;
-                    preEodPosition.PosiNotionalValue = _posiNotionalValue;
-                }
-                swap_flow_event interest = InitSwapDealInterest(td, valueDate, endDate, rate, positionClone, add, swap, _posiNotionalValue, _closePosiNotionalValue, newClosePercent, annualDays, eventType, preEodPosition, needPrice, settment, orginPv);
-                interests.Add(interest);
             }
             return interests;
         }
+
         /// <summary>
-        /// 根据给定条件获取 rateDate
+        /// 根据计息模式计算名义本金
         /// </summary>
-        private DateTime GetRateDate(int? interest_rule, DateTime startDate, DateTime endDate, int days, int interestPeriod)
+        private (decimal close, decimal posi, decimal closePct) CalcNotionalByMode(swap_position position, decimal closePercent, decimal posiNotional, decimal posiLong, decimal posiShort)
         {
-            // 判断是否达到重置周期
-            if (days % interestPeriod == 0)
+            decimal closePrincipal = posiNotional;
+            decimal posiPrincipal = posiNotional;
+            decimal newClosePercent = closePercent;
+
+            switch ((InterestModeEnum)position.InterestMode)
             {
-                return QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(interest_rule ?? 0));
+                case InterestModeEnum.固定值:
+                    closePrincipal = posiPrincipal = position.InterestPrincipalFix;
+                    newClosePercent = 1m;
+                    break;
+                case InterestModeEnum.多头存续名义本金:
+                    closePrincipal = posiLong * closePercent;
+                    posiPrincipal = posiLong;
+                    break;
+                case InterestModeEnum.空头存续名义本金:
+                    closePrincipal = posiShort * closePercent;
+                    posiPrincipal = posiShort;
+                    break;
+                case InterestModeEnum.标的期初全价:
+                    closePrincipal = posiNotional * closePercent;
+                    break;
+                case InterestModeEnum.追加预付金:
+                case InterestModeEnum.初始预付金:
+                    closePrincipal = position.InterestPrincipalFix * closePercent;
+                    posiPrincipal = position.InterestPrincipalFix;
+                    break;
+            }
+            return (closePrincipal, posiPrincipal, newClosePercent);
+        }
+
+        /// <summary>
+        /// 获取固定利率
+        /// </summary>
+        private decimal GetFixedRate(swap_position position, DateTime startDate)
+        {
+            var swapIntervalToday = position.SwapIntervalList?.Where(x => x.Date <= startDate).OrderByDescending(o => o.Date).FirstOrDefault();
+            if (swapIntervalToday != null) return swapIntervalToday.Rate;
+            var nextInterval = position.SwapIntervalList?.Where(x => x.Date > startDate).OrderBy(o => o.Date).FirstOrDefault();
+            return nextInterval?.Rate ?? position.InterestRateDefault;
+        }
+
+        /// <summary>
+        /// 获取浮动利率
+        /// </summary>
+        private decimal GetFloatRate(swap_position position, eod_swap_position preEod, DateTime startDate, DateTime endDate, int period, bool swap, swap_position positionClone)
+        {
+            if (string.IsNullOrEmpty(position.FloatRateUnderlyingCode)) return position.FloatRate;
+
+            int days = (endDate - startDate).Days;
+            DateTime rateDate = days % period == 0
+                ? QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(position.interest_rule ?? 0))
+                : QdpCalendarHelper.GetNonHolidayDefore(startDate.AddDays(position.interest_rule ?? 0));
+
+            if (preEod.id != 0 && days % period != 0)
+            {
+                position.FloatRate = positionClone.FloatRate = preEod.FloatRate;
+                return preEod.FloatRate;
             }
 
-            // 如果不在重置周期内，使用 td.StartDate 来获取 rateDate
-            return QdpCalendarHelper.GetNonHolidayDefore(startDate.AddDays(interest_rule ?? 0));
+            if (TryGetFloatRate(rateDate, position.FloatRateUnderlyingCode, out double rate))
+            {
+                position.FloatRate = positionClone.FloatRate = Convert.ToDecimal(rate);
+                return position.FloatRate;
+            }
+            if (!swap) throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{rateDate:yyyy年MM月dd日}的价格");
+            return 0m;
+        }
+
+        /// <summary>
+        /// 计算收盘利息（EOD）
+        /// </summary>
+        private swap_flow_event CalcEodInterest(trade td, DateTime valueDate, swap_position position, decimal rate, decimal floatRate, decimal closePrincipal, decimal posiPrincipal, int annualDays, bool calcFirst, bool calcLast, eod_swap_position preEod, int eventType, bool add)
+        {
+            // 判断当日是否计息：首日不算头或到期日不算尾则不计息
+            bool calcToday = true;
+            if (calcFirst == false && valueDate == td.StartDate.Value) calcToday = false; // 首日不算头
+            if (calcLast == false && valueDate == td.ExerciseDate.Value) calcToday = false; // 到期日不算尾
+
+            // 初始化EOD持仓信息
+            if (preEod.id == 0)
+            {
+                preEod.FloatRate = floatRate;
+                preEod.TdInterestPrincipal = posiPrincipal;
+                preEod.PosiNotionalValue = posiPrincipal;
+            }
+
+            // 构建利息事件
+            var interest = new swap_flow_event
+            {
+                SwapTradeId = td.id,
+                SwapTradeNo = td.TradeNumber,
+                EventType = eventType,
+                EventReason = "交易",
+                EventDate = valueDate,
+                PositionId = position.id,
+                InterestDirection = position.InterestDirection,
+                InterestRate = rate,
+                InterestPrincipal = closePrincipal,
+                InterestSwapInterval = position.InterestSwapInterval,
+                InterestMode = position.InterestMode,
+                FloatRate = floatRate,
+                DataState = (int)SwapFlowDateStateEnum.完成,
+                ClientId = td.ClientId,
+                UnwindDate = valueDate
+            };
+            // 收盘场景使用 preEod.FloatRate（历史浮动利率），与 InitSwapDealInterest 收盘场景保持一致
+            decimal eodFloatRate = preEod.id != 0 ? preEod.FloatRate : floatRate;
+            decimal interestAmount = 0;
+            decimal tdInterestAmount = 0;
+            if (calcToday)
+            {
+              
+                if (position.InterestType == (int)InterestTypeEnum.复利)
+                {
+                    // 复利计算
+                    CalcDailyCompoundInterestByEod(preEod, valueDate, td.StartDate.Value, position, closePrincipal, posiPrincipal, interest, annualDays, false, eodFloatRate, 1m, posiPrincipal, ref interestAmount, ref tdInterestAmount);
+                }
+                else
+                {
+                    // 单利计算
+                    CalcDailySimpleInterestByEod(preEod, valueDate, td.StartDate.Value, position, closePrincipal, posiPrincipal, interest, annualDays, false, eodFloatRate, 1m, posiPrincipal, ref interestAmount, ref tdInterestAmount);
+                }
+            }
+            // 四舍五入并赋值
+            interest.InterestAmount = Math.Round(interestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
+            interest.TdInterestAmount = Math.Round(tdInterestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
+            // 计算InterestClosePnL（方向：收取=1为正，支付=-1为负）
+            var interestRatio = position.InterestDirection == 1 ? 1m : -1m;
+            interest.InterestClosePnL = interest.InterestAmount * interestRatio;
+
+            if (add) UpdateDbOption(interest);
+            return interest;
+        }
+
+        /// <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)
+        {
+            if (preEod.id == 0)
+            {
+                preEod.FloatRate = floatRate;
+                preEod.TdInterestPrincipal = posiPrincipal;
+                preEod.PosiNotionalValue = posiPrincipal;
+                preEod.ValueDate = td.TradeDate.Value;
+            }
+
+            return InitSwapDealInterest(td, valueDate, endDate,  rate, position, add, swap, posiPrincipal, closePrincipal, closePercent, annualDays, eventType, preEod, false, orginPv);
         }
         /// <summary>
         /// 初始化利息腿信息
@@ -492,11 +597,9 @@ namespace YLErp.Modules.SwapModule
             int eventType,
             eod_swap_position preEodPosition,
             bool needPrice,
-            bool settment,
-             decimal orginPv
+            decimal orginPv
             )
         {
-            DateTime lastSwapDate = preEodPosition.ValueDate;
             decimal interestProfitSum = preEodPosition.InterestProfitSum;
             swap_flow_event interest = new swap_flow_event();
             interest.SwapTradeId = td.id;
@@ -514,8 +617,6 @@ namespace YLErp.Modules.SwapModule
             interest.DataState = (int)SwapFlowDateStateEnum.完成;
             interest.ClientId = td.ClientId;
             interest.UnwindDate = endDate;
-            var itemDays = (endDate - lastSwapDate).Days;
-            itemDays = itemDays == 0 ? 1 : itemDays;
             if (swap)
             {
                 interest.InterestAmount = 0;
@@ -528,43 +629,14 @@ namespace YLErp.Modules.SwapModule
                 decimal InterestAmount = 0;
                 decimal TdInterestAmount = 0;
                 var interestRatio = position.InterestDirection == 1 ? 1m : -1m;
+                var floateRate = preEodPosition.FloatRate;
                 if (position.InterestType == (int)InterestTypeEnum.复利)
                 {
-                    var floateRate = preEodPosition.FloatRate;
-                    if (settment)//收盘利息计算
-                    {
-                        CalcDailyCompoundInterestByEod(preEodPosition, endDate, td.StartDate.Value, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, ref InterestAmount, ref TdInterestAmount);
-                    }
-                    else
-                    {
-                        CalcDailyCompoundInterest(preEodPosition, endDate, td.StartDate.Value, 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, ref InterestAmount, ref TdInterestAmount);
                 }
                 else
                 {
-                    decimal aDays = position.IsAnnualized ? annualDays : 1;
-                    InterestAmount = closePosiNotionalValue * (interest.InterestRate + position.FloatRate);
-                    TdInterestAmount = posiNotionalValue * (interest.InterestRate + position.FloatRate);
-                    if (settment)
-                    {
-                        InterestAmount = InterestAmount * ((decimal)itemDays / aDays);
-                        TdInterestAmount = TdInterestAmount * ((decimal)itemDays / aDays);
-                        InterestAmount = (interestProfitSum * closePrecent) + InterestAmount;
-                    }
-                    else
-                    {
-                        if (endDate > lastSwapDate)//日期超算情况
-                        {
-                            InterestAmount = InterestAmount * ((decimal)itemDays / aDays);
-                            TdInterestAmount = TdInterestAmount * ((decimal)itemDays / aDays);
-                            InterestAmount += (interestProfitSum * closePrecent);
-                        }
-                        else
-                        {
-                            InterestAmount = interestProfitSum * closePrecent;
-                        }
-                    }
-
+                    CalcDailySimpleInterest(preEodPosition, endDate, position, closePosiNotionalValue, posiNotionalValue, interest, annualDays, needPrice, floateRate, closePrecent, orginPv, ref InterestAmount, ref TdInterestAmount);
                 }
 
                 interest.InterestAmount = Math.Round(InterestAmount, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
@@ -582,16 +654,34 @@ namespace YLErp.Modules.SwapModule
         /// </summary>
         /// <param name="lastSwapDate">上一互换日</param>
         /// <param name="endDate">结算日期</param>
-        /// <param name="tradeDate">开仓日</param>
         /// <param name="floatUnderylingCode">浮动标的</param>
         /// <param name="principal">计息基数</param>
         /// <param name="interestRate">固定利率</param>
         /// <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, DateTime tradeDate, 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, ref decimal InterestAmount, ref decimal TdInterestAmount)
         {
-            DateTime lastSwapDate = preEodPosition.ValueDate;
+            // 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);
+        }
+
+        /// <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)
+        {
+            // 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);
+        }
+
+        /// <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)
+        {
+            var startDate = position.PosiStartDate;
             decimal interestProfitSum = preEodPosition.InterestProfitSum;
             var TdInterestPrincipal = preEodPosition.TdInterestPrincipal;
             decimal interest = interestProfitSum * closePercent;
@@ -599,21 +689,26 @@ namespace YLErp.Modules.SwapModule
             int interestPeriod = position.interest_rest_days ?? 1;
             decimal dynomicPrincipal = principal;
             decimal tdDynomicPrincipal = posiPrincipal;
-            var calcDays = (endDate - lastSwapDate).Days;
+            var calcDays = (endDate - startDate).Days;
             double floatRate = Convert.ToDouble(floateRate);
             for (int i = 0; i <= calcDays; i++)
             {
-                var rateDate = lastSwapDate.AddDays(i);
-                if (rateDate > lastSwapDate || endDate == lastSwapDate)
+                var accrueDate = startDate.AddDays(i);
+                if (accrueDate > preEodPosition.ValueDate)
                 {
                     if (i % interestPeriod == 0)
                     {
-                        dynomicPrincipal = dynomicPrincipal + interest;
-                        tdDynomicPrincipal = tdDynomicPrincipal + interest;
+                        // 复利时：利息并入本金
+                        if (compoundInterest)
+                        {
+                            dynomicPrincipal = dynomicPrincipal + interest;
+                            tdDynomicPrincipal = tdDynomicPrincipal + interest;
+                        }
+                        // 获取新的浮动利率
                         if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                         {
-                            var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(position.interest_rule ?? 0)); // 获取前一工作日;
-                            if (EodPriceQueryService.TryGetPrice(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
+                            var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(accrueDate.AddDays(position.interest_rule ?? 0));
+                            if (TryGetFloatRate(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
                             {
                                 if (floatRate1 != 0)
                                 {
@@ -624,7 +719,6 @@ namespace YLErp.Modules.SwapModule
                             {
                                 throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fr007RateDate:yyyy年MM月dd日}的价格");
                             }
-
                         }
                         flowEvent.InterestPrincipal = tdDynomicPrincipal * closePercent;
                         TdInterestPrincipal = tdDynomicPrincipal;
@@ -645,9 +739,7 @@ namespace YLErp.Modules.SwapModule
                     }
                     interest += interest1;
                     tdinterest += tdinterest1;
-
                 }
-
             }
             InterestAmount = Math.Round(interest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
             TdInterestAmount = Math.Round(tdinterest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
@@ -668,8 +760,8 @@ namespace YLErp.Modules.SwapModule
         public void CalcDailyCompoundInterestByEod(eod_swap_position preEodPosition, DateTime endDate, DateTime tradeDate, 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)
         {
             decimal interestProfitSum = preEodPosition.InterestProfitSum;
-            decimal interest = preEodPosition.TdInterestIncome;
-            decimal tdinterest = preEodPosition.TdInterestIncome;
+            decimal interest = interestProfitSum * closePercent;
+            decimal tdinterest = interestProfitSum * closePercent;
             int interestPeriod = position.interest_rest_days ?? 1;
             decimal tdDynomicPrincipal = posiPrincipal;
             double floatRate = Convert.ToDouble(floateRate);
@@ -681,7 +773,7 @@ namespace YLErp.Modules.SwapModule
                 {
                     // 获取合适的 rateDate
                     var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(position.interest_rule ?? 0)); // 获取前一工作日;
-                    if (EodPriceQueryService.TryGetPrice(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
+                    if (TryGetFloatRate(fr007RateDate, position.FloatRateUnderlyingCode, out double floatRate1))
                     {
                         if (floatRate1 != 0)
                         {
@@ -721,6 +813,59 @@ namespace YLErp.Modules.SwapModule
             TdInterestAmount = Math.Round(tdinterest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
         }
 
+        /// <summary>
+        /// 计算单利 收盘（按重置天数分段，每段使用对应浮动利率）
+        /// </summary>
+        public void CalcDailySimpleInterestByEod(eod_swap_position preEodPosition, DateTime endDate, DateTime tradeDate, 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)
+        {
+            decimal interestProfitSum = preEodPosition.InterestProfitSum;
+            int interestPeriod = position.interest_rest_days ?? 1;
+            double floatRate = Convert.ToDouble(floateRate);
+            var calcDays = (endDate - tradeDate).Days;
+            // 修复：首次操作时（preEodPosition.id == 0），TdInterestPrincipal 需要正确初始化
+            if (preEodPosition.id == 0)
+            {
+                preEodPosition.TdInterestPrincipal = posiPrincipal;
+            }
+
+            // 检查是否到达重置周期
+            if (calcDays % interestPeriod == 0)
+            {
+                // 获取新的浮动利率
+                if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
+                {
+                    var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(endDate.AddDays(position.interest_rule ?? 0));
+                    if (TryGetFloatRate(fr007RateDate, position.FloatRateUnderlyingCode, out double newFloatRate))
+                    {
+                        if (newFloatRate != 0)
+                        {
+                            floatRate = newFloatRate;
+                        }
+                    }
+                    else
+                    {
+                        throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fr007RateDate:yyyy年MM月dd日}的价格");
+                    }
+                }
+            }
+
+            flowEvent.FloatRate = Convert.ToDecimal(floatRate);
+            var baseTdInterestPrincipal = preEodPosition.TdInterestPrincipal + posiPrincipal - orginPv;
+            var baseInterestPrincipal = baseTdInterestPrincipal * closePercent;
+
+            // 修复：正确计算本次利息（基于实际持仓本金）
+            decimal interest = baseInterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
+            decimal tdinterest = baseTdInterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
+            if (position.IsAnnualized)
+            {
+                interest /= annualDays;
+                tdinterest /= annualDays;
+            }
+
+            InterestAmount = Math.Round(interest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
+            TdInterestAmount = Math.Round(tdinterest, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
+        }
+
         /// <summary>
         /// 单标的平仓
         /// </summary>
@@ -733,7 +878,7 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new ServiceException("未找到交易信息");
             }
-            CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId);
+            //CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
             var trans = DbContext.Database.BeginTransaction();
             bool cofirm = false;
             try
@@ -1232,7 +1377,7 @@ namespace YLErp.Modules.SwapModule
             {
                 throw new ServiceException("未找到交易信息");
             }
-            CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId);
+            //CheckLastEod(unwindData.ValueDate, td.StartDate.Value, unwindData.SwapTradeId); //去掉平仓收盘限制
             var trans = DbContext.Database.BeginTransaction();
             bool confirm = false;
             try

YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs

@@ -136,7 +136,15 @@ namespace YLErp.Modules.SwapModule
                     var grossPrice = curEodPosis.Where(x => x.PosiDirection > 0).FirstOrDefault()?.PosiGrossPrice ?? 0;
                     //处理利息腿
                     DealInterests(interestList, eodPositions, todyEodPositions, settleDate, td, flowEvents, autoInterests, lastEodSwap, posiLongNotional, posiShortNotional, closePosiNotional, grossPrice, orginPv);
-                    DealAutoInterests(autoInterests, td, settleDate, preDealDate, posiLongNotional + posiShortNotional);
+                    //获取自动互换的 interval 信息，用于确定结算日期
+                    IntervalModel autoInterval = null;
+                    foreach (var interest in interestList)
+                    {
+                        autoInterval = interest.SwapIntervalList.FirstOrDefault(x => x.Date == settleDate && x.Settlement == 1);
+                        if (autoInterval != null)
+                            break;
+                    }
+                    DealAutoInterests(autoInterests, td, settleDate, preDealDate, posiLongNotional + posiShortNotional, autoInterval);
                     //多空组合判断是否已到到期日且无持仓信息
                     if (longShort && td.ExerciseDate.Value == settleDate && allPositionQty == 0)
                     {
@@ -361,7 +369,8 @@ namespace YLErp.Modules.SwapModule
         /// <param name="td"></param>
         /// <param name="settleDate"></param>
         /// <param name="swapDeals"></param>
-        private void DealAutoInterests(List<swap_flow_event> autoInterests, trade td, DateTime settleDate, DateTime? preDealDate, decimal StockEqvNotional)
+        /// <param name="interval">自动互换观察日信息，用于获取结算日期</param>
+        private void DealAutoInterests(List<swap_flow_event> autoInterests, trade td, DateTime settleDate, DateTime? preDealDate, decimal StockEqvNotional, IntervalModel interval)
         {
             if (autoInterests.Count == 0)
             {
@@ -387,17 +396,20 @@ namespace YLErp.Modules.SwapModule
                 unwindData.SwapCloseAmount = unwindData.SwapCloseAmount + x.InterestClosePnL;
                 unwindData.SwapRealizedPnL = unwindData.SwapCloseAmount;
             });
-            SaveAutoSwapDeal(td, autoInterests, unwindData);
+            SaveAutoSwapDeal(td, autoInterests, unwindData, interval);
         }
         /// <summary>
         /// 保存自动互换数据信息
         /// </summary>
         /// <param name="td"></param>
         /// <param name="swap_Deal"></param>
-        private long SaveAutoSwapDeal(trade td, List<swap_flow_event> flowEvents, UnwindData unwindData)
+        /// <param name="interval">自动互换观察日信息，用于获取结算日期</param>
+        private long SaveAutoSwapDeal(trade td, List<swap_flow_event> flowEvents, UnwindData unwindData, IntervalModel interval)
         {
             //td.UnWindDate = unwindData.ValueDate;
-            int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapCloseAmount), ClientCashInCashOut.系统操作_互换, unwindData.ValueDate);
+            //优先使用 interval.SettlementDate 作为资金记录发生日期，如果没有则使用 ValueDate
+            var cashHappenDate = interval?.SettlementDate ?? unwindData.ValueDate;
+            int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(-unwindData.SwapCloseAmount), ClientCashInCashOut.系统操作_互换, cashHappenDate);
             string data = JsonConvert.SerializeObject(unwindData);
             var swapEvent = new SwapEventService(this).AddSwapEventDate(unwindData.ValueDate, unwindData.SwapTradeId, (int)SwapEventTypeEnum.自动互换, data, clientCashId, true, "系统操作-自动互换");//将互换总额存入事件
             flowEvents.ForEach(x =>
@@ -777,7 +789,7 @@ namespace YLErp.Modules.SwapModule
             positions.Add(position);
             List<eod_swap_position> preEodPositions = new List<eod_swap_position>();
             preEodPositions.Add(eodPayPosition);
-            if (position.InterestMode == (int)InterestModeEnum.固定值)
+            if (position.InterestMode == (int)InterestModeEnum.固定值||position.InterestMode == (int)InterestModeEnum.初始预付金 || position.InterestMode == (int)InterestModeEnum.追加预付金)
             {
                 orginPv = eodPayPosition.InterestPrincipalFix;
             }
@@ -872,7 +884,7 @@ namespace YLErp.Modules.SwapModule
                 newEodPayPosition = eodPayPosition.Clone();
                 newEodPayPosition.id = 0;
             }
-            if (position.InterestMode == (int)InterestModeEnum.固定值)
+            if (position.InterestMode == (int)InterestModeEnum.固定值 || position.InterestMode == (int)InterestModeEnum.初始预付金 || position.InterestMode == (int)InterestModeEnum.追加预付金)
             {
                 orginPv = eodPayPosition.InterestPrincipalFix;
             }
@@ -911,7 +923,6 @@ namespace YLErp.Modules.SwapModule
             newEodPayPosition.InterestType = position.InterestType;
             newEodPayPosition.FloatRate = interests.Count > 0 ? interests.First().FloatRate ?? 0 : 0;
             newEodPayPosition.FloatRateUnderlyingCode = position.FloatRateUnderlyingCode;
-            newEodPayPosition.InterestFeePending = 0;
             newEodPayPosition.interest_rest_days = position.interest_rest_days;
             newEodPayPosition.interest_rule = position.interest_rule;
             //利息端估值用信息
@@ -1013,7 +1024,7 @@ namespace YLErp.Modules.SwapModule
                 newEodPayPosition.id = 0;
                 newEodPayPosition.PositionId = position.id;
             }
-            if (position.InterestMode == (int)InterestModeEnum.固定值)
+            if (position.InterestMode == (int)InterestModeEnum.固定值 || position.InterestMode == (int)InterestModeEnum.初始预付金 || position.InterestMode == (int)InterestModeEnum.追加预付金)
             {
                 orginPv = eodPayPosition.InterestPrincipalFix;
             }

YLErpDAL/Modules/SwapModule/SwapTradeBaseService.cs

@@ -325,7 +325,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="interestMode">计息方式</param>
         /// <param name="interestStart">计息开始日期</param>
         /// <param name="interestEnd">计息结束日期</param>
-        public bool InitInterestDate(DateTime valueDate, DateTime? preSettleDate, trade td, bool tdClose,bool calcLastNew,out DateTime interestStart, out DateTime interestEnd)
+        public bool InitInterestDate(DateTime valueDate, DateTime? preSettleDate, trade td, bool tdClose,bool calcLastNew,  out DateTime interestStart, out DateTime interestEnd)
         {
             interestStart = td.StartDate.Value;
             var exerciseDate = td.ExerciseDate.Value;
@@ -382,6 +382,19 @@ namespace YLErp.Modules.SwapModule
                 var eodSwapPositions = DbContext.eod_swap_position.Where(x => x.SwapTradeId == td.id && x.ValueDate >= valueDate).ToList();
                 DbContext.eod_swap_position.RemoveRange(eodSwapPositions);
                 DbContext.swap_flow_event.RemoveRange(swapFlowEvents);
+                
+                // 删除自动互换产生的资金记录（client_cash_in_out）
+                var swapEventIds = swapEvents.Select(s => s.id).ToList();
+                if (swapEventIds.Any())
+                {
+                    // 通过 swap_event 的 ClientCashId 删除对应的资金记录
+                    var clientCashIds = swapEvents.Where(s => s.ClientCashId > 0).Select(s => s.ClientCashId).ToList();
+                    if (clientCashIds.Any())
+                    {
+                        var clientCashRecords = DbContext.ClientCashInCashOut.Where(x => clientCashIds.Contains(x.id)).ToList();
+                        DbContext.ClientCashInCashOut.RemoveRange(clientCashRecords);
+                    }
+                }
             }
             DbContext.swap_event.RemoveRange(swapEvents);
             DbContext.eod_swap.RemoveRange(eodSwaps);

YLErpDAL/QdpModule/QdpObservationHelper.cs

@@ -1,4 +1,4 @@
-using Qdp.Foundation.Implementations;
+using Qdp.Foundation.Implementations;
 using Qdp.Pricing.Base.Enums;
 using Qdp.Pricing.Base.Implementations;
 using System.Runtime.CompilerServices;
@@ -220,5 +220,199 @@ namespace YLErp.QdpModule
             var monthlyDates = GetDefaultKoObservationDatesForSnowbal(startDate, endDate);
             return monthlyDates.Select(x => (Date)x).ToArray();
         }
+
+        public static DateTime[] GetDatesWithFixedTerm(
+            DateTime startDate,
+            DateTime endDate,
+            string termStr,
+            string calendarStr,
+            BusinessDayConvention bdc = BusinessDayConvention.None,
+            bool alignEnd = false,
+            string calcMode = "01")
+        {
+            if (!Term.IsTerm(termStr))
+            {
+                return null;
+            }
+
+            var calendarName = string.IsNullOrEmpty(calendarStr) ? "chn" : calendarStr.ToLower();
+            return GetDatesWithFixedTerm(startDate, endDate, new Term(termStr), calendarName, bdc, alignEnd, calcMode);
+        }
+
+        public static DateTime[] GetDatesWithFixedTerm(
+            DateTime startDate,
+            DateTime endDate,
+            Term term,
+            string calendarStr,
+            BusinessDayConvention bdc = BusinessDayConvention.None,
+            bool alignEnd = false,
+            string calcMode = "01")
+        {
+            var calendarName = string.IsNullOrEmpty(calendarStr) ? "chn" : calendarStr.ToLower();
+            return alignEnd
+                ? GetDatesWithFixedTermStartAlignEnd(startDate, endDate, term, calendarName, bdc, calcMode)
+                : GetDatesWithFixedTermStartAlignStart(startDate, endDate, term, calendarName, bdc, calcMode);
+        }
+
+        private static DateTime[] GetDatesWithFixedTermStartAlignEnd(
+            DateTime startDate,
+            DateTime endDate,
+            Term term,
+            string calendarName,
+            BusinessDayConvention bdc = BusinessDayConvention.None,
+            string calcMode = "01")
+        {
+            var qdpStart = new Date(startDate);
+            var qdpEnd = new Date(endDate);
+            var dates = new List<Date>();
+            var calendar = CalendarImpl.Get(calendarName);
+
+            if (calcMode == "11")
+            {
+                while (qdpEnd >= qdpStart)
+                {
+                    dates.Add(qdpEnd);
+                    qdpEnd = term.Prev(qdpEnd);
+                }
+            }
+            else if (calcMode == "10")
+            {
+                qdpEnd = term.Prev(qdpEnd);
+                while (qdpEnd >= qdpStart)
+                {
+                    dates.Add(qdpEnd);
+                    qdpEnd = term.Prev(qdpEnd);
+                }
+            }
+            else if (calcMode == "01")
+            {
+                while (qdpEnd > qdpStart)
+                {
+                    dates.Add(qdpEnd);
+                    qdpEnd = term.Prev(qdpEnd);
+                }
+            }
+            else if (calcMode == "00")
+            {
+                qdpEnd = term.Prev(qdpEnd);
+                while (qdpEnd > qdpStart)
+                {
+                    dates.Add(qdpEnd);
+                    qdpEnd = term.Prev(qdpEnd);
+                }
+            }
+
+            if (dates.Count == 0)
+            {
+                dates.Add(new Date(endDate));
+            }
+
+            dates = dates.Select(d => calendar.Adjust(d, bdc)).Distinct().ToList();
+            dates.Reverse();
+            return dates.Select(x => x.DateTime).ToArray();
+        }
+
+        private static DateTime[] GetDatesWithFixedTermStartAlignStart(
+            DateTime startDate,
+            DateTime endDate,
+            Term term,
+            string calendarName,
+            BusinessDayConvention bdc = BusinessDayConvention.None,
+            string calcMode = "01")
+        {
+            var qdpStart = new Date(startDate);
+            var qdpEnd = new Date(endDate);
+            var dates = new List<Date>();
+            var calendar = CalendarImpl.Get(calendarName);
+
+            if (calcMode == "11")
+            {
+                while (qdpStart <= qdpEnd)
+                {
+                    dates.Add(qdpStart);
+                    qdpStart = term.Next(qdpStart);
+                }
+            }
+            else if (calcMode == "10")
+            {
+                while (qdpStart < qdpEnd)
+                {
+                    dates.Add(qdpStart);
+                    qdpStart = term.Next(qdpStart);
+                }
+            }
+            else if (calcMode == "01")
+            {
+                qdpStart = term.Next(qdpStart);
+                while (qdpStart <= qdpEnd)
+                {
+                    dates.Add(qdpStart);
+                    qdpStart = term.Next(qdpStart);
+                }
+            }
+            else if (calcMode == "00")
+            {
+                qdpStart = term.Next(qdpStart);
+                while (qdpStart < qdpEnd)
+                {
+                    dates.Add(qdpStart);
+                    qdpStart = term.Next(qdpStart);
+                }
+            }
+
+            dates = dates.Select(d => calendar.Adjust(d, bdc)).Distinct().ToList();
+
+            if (dates.Count == 0)
+            {
+                dates.Add(qdpEnd);
+            }
+
+            return dates.Select(x => x.DateTime).ToArray();
+        }
+
+        public static ObservationSettleDateResult[] GetObservationAndSettleDates(
+            DateTime startDate,
+            DateTime endDate,
+            string termStr,
+            string calendarStr,
+            int settlementRules,
+            BusinessDayConvention bdc = BusinessDayConvention.None,
+            bool alignEnd = false,
+            string calcMode = "01")
+        {
+            if (!Term.IsTerm(termStr))
+            {
+                return null;
+            }
+
+            var calendarName = string.IsNullOrEmpty(calendarStr) ? "chn" : calendarStr.ToLower();
+            var calendar = CalendarImpl.Get(calendarName);
+            var term = new Term(termStr);
+
+            DateTime[] observationDates = alignEnd
+                ? GetDatesWithFixedTermStartAlignEnd(startDate, endDate, term, calendarName, bdc, calcMode)
+                : GetDatesWithFixedTermStartAlignStart(startDate, endDate, term, calendarName, bdc, calcMode);
+
+            var results = new List<ObservationSettleDateResult>();
+            foreach (var obsDate in observationDates)
+            {
+                var settleDate = obsDate.AddDays(settlementRules);
+                settleDate = calendar.Adjust(new Date(settleDate), bdc).DateTime;
+
+                results.Add(new ObservationSettleDateResult
+                {
+                    ObservationDate = obsDate,
+                    SettleDate = settleDate
+                });
+            }
+
+            return results.ToArray();
+        }
+    }
+
+    public class ObservationSettleDateResult
+    {
+        public DateTime ObservationDate { get; set; }
+        public DateTime SettleDate { get; set; }
     }
 }

YLErpWeb/Controllers/SwapTrade2Controller.cs

@@ -153,6 +153,17 @@ namespace YLErp.Web.Controllers
             return JsonSuccess("");
         }
         /// <summary>
+        /// 校验收益结算操作（不检查收盘限制）
+        /// </summary>
+        /// <param name="enid"></param>
+        /// <returns></returns>
+        public JsonResult CheckEodTradeForIncome(string enid)
+        {
+            var intid = DecryptInt(enid);
+            new SwapDealService(CurUser).CheckEodTradeForIncome(intid);
+            return JsonSuccess("");
+        }
+        /// <summary>
         /// 收益互换 平仓
         /// </summary>
         /// <param name="enid"></param>

YLErpWeb/Controllers/tradeController.cs

@@ -1,4 +1,4 @@
-using iTextSharp.text;
+using iTextSharp.text;
 using iTextSharp.text.pdf;
 using NPOI.POIFS.Crypt;
 using Qdp.Pricing.Base.Enums;
@@ -3456,6 +3456,14 @@ namespace YLErp.Web.Controllers
             return JsonSuccess("", QdpObservationHelper.GetDatesWithFixedTerm(req.startDate, req.endDate, req.termStr, bdc, req.alignEnd, req.calcMode));
         }
 
+        [HttpPost]
+        public JsonResult GetSwapObservationDateList(GetSwapObservationDateRequest req)
+        {
+            var bdc = (BusinessDayConvention)Enum.Parse(typeof(BusinessDayConvention), req.holidayAdjustment);
+            var results = QdpObservationHelper.GetObservationAndSettleDates(req.startDate, req.endDate, req.termStr, req.calendar, req.settlementRules, bdc, req.alignEnd, req.calcMode);
+            return JsonSuccess("", results);
+        }
+
         public ActionResult StructureList(string structure, string CalcId, bool onlyshow = false)
         {
             var ret = new DZStructureService(CurUser).getStructureList(structure);

YLErpWeb/Models/GetSwapObservationDateRequest.cs

@@ -0,0 +1,28 @@
+namespace YLErp.Web.Models
+{
+    public class GetSwapObservationDateRequest
+    {
+        public DateTime startDate { get; set; }
+
+        public DateTime endDate { get; set; }
+
+        public string termStr { get; set; }
+
+        public string holidayAdjustment { get; set; }
+
+        public bool alignEnd { get; set; }
+
+        public string calcMode { get; set; }
+
+        public string calendar { get; set; }
+
+        public int settlementRules { get; set; }
+    }
+
+    public class SwapObservationDateResult
+    {
+        public DateTime ObservationDate { get; set; }
+
+        public DateTime SettleDate { get; set; }
+    }
+}

YLErpWeb/Views/SwapTrade2/TradeEdit.cshtml

@@ -1,4 +1,4 @@
-@using YLErp.Web.Models.JsModels;
+@using YLErp.Web.Models.JsModels;
 @model trade
 @{
     ViewBag.Title = "交易信息 | 编辑";
@@ -294,7 +294,7 @@
                                         </select>
                                     </td>
                                     <td>
-                                        <button class="btn btn-sm btn-outline-danger" type="button" v-on:click="initObservationDates(item,1)">设置观察日</button>
+                                        <button class="btn btn-sm btn-outline-danger" type="button" v-on:click="initObservationDates(item,0)">设置观察日</button>
                                     </td>
                                     <td>
                                         <a href="javascript:void(0);" title="删除"  v-on:click="deleteMarginSwapRate(item.index)"><span class="glyphicon glyphicon-minus" style="color:#ff0000"></span></a>
@@ -363,7 +363,7 @@
                                         </select>
                                     </td>
                                     <td>
-                                        <vue-number-input v-model="item.interest_rest_days" style="width:70px;" v-bind:format="inputFormatInteger" :disabled="item.InterestType==0"></vue-number-input>
+                                        <vue-number-input v-model="item.interest_rest_days" style="width:70px;" v-bind:format="inputFormatInteger"></vue-number-input>
                                     </td>
                                     <td>
                                         <select v-model="item.interest_rule" :disabled="item.FloatRateUnderlyingCode=='--'||item.FloatRateUnderlyingCode==''||item.FloatRateUnderlyingCode==null">
@@ -372,7 +372,7 @@
                                         </select>
                                     </td>
                                     <td>
-                                        <button class="btn btn-sm btn-outline-danger" type="button" v-on:click="initObservationDates(item,0)">设置观察日</button>
+                                        <button class="btn btn-sm btn-outline-danger" type="button" v-on:click="initObservationDates(item,1)">设置观察日</button>
                                     </td>
                                     <td>
                                        <a href="javascript:void(0);" title="删除"  v-on:click="deleteSwapRate(item.index)"><span class="glyphicon glyphicon-minus" style="color:#ff0000"></span></a>
@@ -512,7 +512,22 @@
                         <option v-for="item in page.timeUnits" :value="item.Value">{{item.Text}}</option>
                     </select>
                 </div>
-                <div class="col-12"></div>
+                <div class="col-6 mb-2" v-show="observationType==1">
+                        <span>交易日历</span>
+                        <select id="ObservationCalendar" style="width: 126px;margin-left:10px" v-model="observation.ObservationCalendar">
+                            <option value="Chn">系统日历</option>
+                            <option value="IB">银行间日历</option>
+                        </select>
+                    </div>
+                    <div class="col-6 mb-2" v-show="observationType==1">
+                        <span>结算规则</span>
+                        <select id="ObservationSettlementRules" style="width: 126px;margin-left:13px" v-model="observation.ObservationSettlementRules">
+                            <option value=0>T+0</option>
+                            <option value=1>T+1</option>
+                            <option value=2>T+2</option>
+                            <option value=3>T+3</option>
+                        </select>
+                    </div>
                 <div class="col-6 mb-2">
                     <span>节假日调整</span>
                     <select id="ObservationHolidayType" style="width:120px" v-model="observation.ObservationHolidayType">
@@ -538,12 +553,20 @@
             <div class="div-group">
                 <div id="divItems" class="searchdiv" style="text-align: center;padding-left: 0px;padding-right: 0px;margin: 0px;">
                     <ol id="ol" style="text-align:left;">
-                        <span style="min-width:100px;display: inline-block;">日期</span>
-                        <span style="display: inline-block;">互换利率</span>
+                        <span style="min-width:100px;display: inline-block;">观察日期</span>
+                        <span v-show="observationType==1" style="min-width:100px;display: inline-block;">结算日期</span>
+                        <span style="min-width:120px;display: inline-block;">互换利率</span>
                         <span style="display: inline-block;"><input type="checkbox" id="checkAllclose" v-on:click="checkedAll()" :checked="observation.CheckedAll">是否结算</span>
                         <li v-for="item in observation.ObservationDataList">
                             <input type="text" class="field1" style="min-width:86px;margin-right:1rem;" v-model="item.date">
-                            <input type="text" class="field2" style="" v-model="item.val">%
+                            <input v-show="observationType==1" type="text" class="field3" style="min-width:86px;margin-right:1rem;" v-model="item.SettlementDate" readonly>
+                            <template v-if="observationType==1">
+                                <span style="display:inline-block;text-align:center;margin-right:2px;">{{item.floatRateCode}}</span>+
+                                <input type="text" class="field4" style="width:50px;" v-model="item.val">%
+                            </template>
+                            <template v-else>
+                                <input type="text" class="field2" style="" v-model="item.val">%
+                            </template>
                             <input type="checkbox" name="checkclose" class="field5" v-model="item.itemChecked" v-on:click="checkedItem(item)" :disabled="item.disabled">
                             <a href="#" class="delete" v-on:click="deleteObItem(item)">
                                 <span class="glyphicon glyphicon-remove"></span>

YLErpWeb/Views/SwapTrade2/TradeView.cshtml

@@ -1,4 +1,4 @@
-@using YLErp.Enums;
+@using YLErp.Enums;
 @model TradeViewModel
 
 @{
@@ -265,7 +265,7 @@
                                                     <td>@item.InterestRateDefault.OtcFormat(OtcFormatFlag.marginRateP)</td>
                                                     <td>@(item.IsAnnualized ? "是" : "否")</td>
                                                     <td>
-                                                        <button class="btn btn-sm btn-outline-danger" type="button" onclick="showSwapRate('@(item.InterestSwapInterval)')" style="height:22px;">查看</button>
+                                                        <button class="btn btn-sm btn-outline-danger" type="button" onclick="showSwapRate('@(item.InterestSwapInterval)', true)" style="height:22px;">查看</button>
                                                     </td>
                                                 </tr>
                                             }
@@ -337,7 +337,7 @@
                                                     <td>@item.interest_rest_days</td>
                                                     <td>@((item.interest_rule != null) ? (SwapInterestRule)item.interest_rule : "")</td>
                                                     <td>
-                                                        <button class="btn btn-sm btn-outline-danger" type="button" onclick="showSwapRate('@(item.InterestSwapInterval)')" style="height:22px;">查看</button>
+                                                        <button class="btn btn-sm btn-outline-danger" type="button" onclick="showSwapRate('@(item.InterestSwapInterval)', false)" style="height:22px;">查看</button>
                                                     </td>
                                                 </tr>
                                             }
@@ -1013,7 +1013,8 @@
                         <thead>
                             <tr>
                                 <td> 观察日期 </td>
-                                <td> 互换利率 </td>
+                                <td v-if="!isMarginLeg"> 结算日期 </td>
+                                <td> 互换利率</td>
                                 <td> 是否结算 </td>
                             </tr>
                         </thead>
@@ -1021,7 +1022,11 @@
                         <tbody>
                             <tr v-for="item in SwapIntervalList">
                                 <td>{{formatDate(item.Date)}}</td>
-                                <td>{{item.Rate}}</td>
+                                <td v-if="!isMarginLeg">{{formatDate(item.SettlementDate)}}</td>
+                                <td>
+                                    <span v-if="item.FloatRateCode">{{item.FloatRateCode}}+</span>
+                                    <span>{{item.Rate}}</span>
+                                </td>
                                 <td>{{item.Settlement?"是":"否"}}</td>
 
                             </tr>

YLErpWeb/wwwroot/Scripts/app/swaptrade/swapTradeEdit.js

@@ -1,4 +1,4 @@
-//otcformat禁止千分位分组
+//otcformat禁止千分位分组
 window.otcformat.options.disableGrouping = true;
 
 const consClients = ylotc.clients;
@@ -126,6 +126,8 @@ const vue = new Vue({
             ObservationUnit: 'D',
             ObservationHolidayType: 'Following',
             ObservationAlignEnd: true,
+            ObservationCalendar: 'Chn',
+            ObservationSettlementRules: 0,
             DefaultTitle1Value: 0.1,
             ObservationDataList: [],
             CheckedAll: false,
@@ -344,7 +346,7 @@ const vue = new Vue({
                     }
                     x.SwapIntervalList.push(interval);
                 }
-                if (x.InterestType == 1 && x.interest_rest_days<=0) {
+                if (x.interest_rest_days != null && x.interest_rest_days <= 0) {
                     main.message("利息端第" + (index + 1) + "行重置频率必须大于0");
                     errorcount++;
                     return false;
@@ -461,9 +463,7 @@ const vue = new Vue({
             }
         },
         changeInterestType(item) {
-            if (item.InterestType == 0) {
-                item.interest_rest_days = null;
-            } else {
+            if (!item.interest_rest_days) {
                 item.interest_rest_days = 1;
             }
         },
@@ -553,7 +553,7 @@ const vue = new Vue({
                             arr[index].Rate = swapRate;
                         });
                         var observationDates = JSON.stringify(item.SwapIntervalList);
-                        item.SwapIntervals = observationDates;
+                        item.InterestSwapInterval = observationDates;
 
                     });
                 } else {
@@ -582,6 +582,10 @@ const vue = new Vue({
             thisObj.observation.ObservationUnit = observation ? observation.ObservationUnit : 'D';
             thisObj.observation.ObservationHolidayType = observation ? observation.ObservationHolidayType : 'Following';
             thisObj.observation.ObservationAlignEnd = observation ? observation.ObservationAlignEnd : true;
+            if (type == 1) {
+                thisObj.observation.ObservationCalendar = observation ? observation.ObservationCalendar : 'Chn';
+                thisObj.observation.ObservationSettlementRules = observation ? observation.ObservationSettlementRules : 0;
+            }
             thisObj.observation.IsDeductPrincipal = observation ? observation.IsDeductPrincipal : true;
             if (type == 0) {
                 thisObj.observation.IsDeductPrincipal = false;
@@ -603,6 +607,7 @@ const vue = new Vue({
                 thisObj.observation.ObservationStart = endTime;
             }
             thisObj.observation.ObservationDataList = [];
+            var floatRateCode = type == 1 ? (item.FloatRateUnderlyingCode || '--') : '';
             thisObj.observation.IntervalList.forEach((value, num, arr) => {
                 var val = value.Rate;
                 var _date = "";
@@ -616,24 +621,47 @@ const vue = new Vue({
                     disabled = true;
                     itemChecked = false;
                 }
-                var obdate = {
-                    date: _date,
-                    val: _.toString(val) ? parseFloat(consNumberFormat.umpriceP(val)) : "",
-                    itemChecked: itemChecked,
-                    disabled: disabled
+                var obdate = {};
+                if (type == 1) {
+                    var SettlementDate = value.Date;
+                    if (value.SettlementDate!=null) {
+                        SettlementDate = value.SettlementDate;
+                    }
+                    obdate = {
+                        date: _date,
+                        SettlementDate: _date,
+                        floatRateCode: floatRateCode,
+                        val: _.toString(val) ? parseFloat(consNumberFormat.umpriceP(val)) : "",
+                        itemChecked: itemChecked,
+                        disabled: disabled
+                    };
+                } else {
+                    obdate = {
+                        date: _date,
+                        val: _.toString(val) ? parseFloat(consNumberFormat.umpriceP(val)) : "",
+                        itemChecked: itemChecked,
+                        disabled: disabled
+                    };
                 }
                 thisObj.observation.ObservationDataList.push(obdate);
             });
-            // thisObj.initObservationCheckedAll();
+            var area = type == 1 ? ['800px', '600px'] : ['750px', '600px'];
             layer.open({
                 type: 1,
-                area: ['580px', '560px'],
+                area: area,
                 title: "设置互换日期",
                 shadeClose: false,
                 shade: 0.4,
                 content: $("#observationInfosEdit")
             });
         },
+        //计算结算日期
+        calcSettleDate(observationDate, settlementRules) {
+            if (!observationDate) return "";
+            var m = new moment(observationDate);
+            var settleDate = m.add(settlementRules, 'days').format("YYYY-MM-DD");
+            return settleDate;
+        },
         //生成观察日操作
         GetObservationDates() {
             var thisObj = this;
@@ -641,43 +669,97 @@ const vue = new Vue({
             var observationUnit = thisObj.observation.ObservationUnit;
             var observationHolidayType = thisObj.observation.ObservationHolidayType;
             var alignEnd = thisObj.observation.ObservationAlignEnd;
-            var postData = {
-                startDate: thisObj.observation.ObservationStart, endDate: thisObj.trade.ExerciseDate, termStr: observationNum + observationUnit,
-                holidayAdjustment: observationHolidayType, alignEnd: alignEnd, calcMode: thisObj.trade.trade_swap.RateCalcMode
-            };
+            var settlementRules = thisObj.observation.ObservationSettlementRules;
+            var calendar = thisObj.observation.ObservationCalendar;
+            var floatRateCode = this.observationType == 1 ? (thisObj.getSwapList[thisObj.observation.index]?.FloatRateUnderlyingCode || '--') : '';
+            
             thisObj.observation.ObservationDataList = [];
-            main.post("/trade/GetObservationDateList", postData).done(
-                function (res) {
-                    $.each(res.obj, function (i) {
-                        var _date = "";
-                        var m = new moment(this);
-                        if (!isNaN(m.date())) {
-                            _date = m.format("YYYY-MM-DD");
-                        }
-                        var val = parseFloat(consNumberFormat.umpriceP(thisObj.observation.DefaultTitle1Value));
-                        var itemChecked = true;
-                        var disabled = false;
-                        if (_date == thisObj.trade.ExerciseDate) {
-                            disabled = true;
-                            itemChecked = false;
-                        }
-                        var obdate = {
-                            date: _date,
-                            val: val,
-                            itemChecked: itemChecked,
-                            disabled: disabled
-                        }
-                        thisObj.observation.ObservationDataList.push(obdate);
+            
+            if (this.observationType == 1) {
+                var postData = {
+                    startDate: thisObj.observation.ObservationStart, 
+                    endDate: thisObj.trade.ExerciseDate, 
+                    termStr: observationNum + observationUnit,
+                    holidayAdjustment: observationHolidayType, 
+                    alignEnd: alignEnd, 
+                    calcMode: thisObj.trade.trade_swap.RateCalcMode,
+                    calendar: calendar,
+                    settlementRules: settlementRules
+                };
+                main.post("/trade/GetSwapObservationDateList", postData).done(
+                    function (res) {
+                        $.each(res.obj, function (i) {
+                            var _date = "";
+                            var m = new moment(this.ObservationDate);
+                            if (!isNaN(m.date())) {
+                                _date = m.format("YYYY-MM-DD");
+                            }
+                            var _settleDate = "";
+                            var sm = new moment(this.SettleDate);
+                            if (!isNaN(sm.date())) {
+                                _settleDate = sm.format("YYYY-MM-DD");
+                            }
+                            var val = parseFloat(consNumberFormat.umpriceP(thisObj.observation.DefaultTitle1Value));
+                            var itemChecked = true;
+                            var disabled = false;
+                            if (_date == thisObj.trade.ExerciseDate) {
+                                disabled = true;
+                                itemChecked = false;
+                            }
+                            var obdate = {
+                                date: _date,
+                                SettlementDate: _settleDate,
+                                floatRateCode: floatRateCode,
+                                val: val,
+                                itemChecked: itemChecked,
+                                disabled: disabled
+                            };
+                            thisObj.observation.ObservationDataList.push(obdate);
+                        });
+                        thisObj.initObservationCheckedAll();
                     });
-                    thisObj.initObservationCheckedAll();
-                });
+            } else {
+                var postData = {
+                    startDate: thisObj.observation.ObservationStart, 
+                    endDate: thisObj.trade.ExerciseDate, 
+                    termStr: observationNum + observationUnit,
+                    holidayAdjustment: observationHolidayType, 
+                    alignEnd: alignEnd, 
+                    calcMode: thisObj.trade.trade_swap.RateCalcMode
+                };
+                main.post("/trade/GetObservationDateList", postData).done(
+                    function (res) {
+                        $.each(res.obj, function (i) {
+                            var _date = "";
+                            var m = new moment(this);
+                            if (!isNaN(m.date())) {
+                                _date = m.format("YYYY-MM-DD");
+                            }
+                            var val = parseFloat(consNumberFormat.umpriceP(thisObj.observation.DefaultTitle1Value));
+                            var itemChecked = true;
+                            var disabled = false;
+                            if (_date == thisObj.trade.ExerciseDate) {
+                                disabled = true;
+                                itemChecked = false;
+                            }
+                            var obdate = {
+                                date: _date,
+                                val: val,
+                                itemChecked: itemChecked,
+                                disabled: disabled
+                            };
+                            thisObj.observation.ObservationDataList.push(obdate);
+                        });
+                        thisObj.initObservationCheckedAll();
+                    });
+            }
         },
         //编辑观察日功能数据处理
         SetObservationDates() {
             var observationStr = "";
             if (this.observation.ObservationDataList != null) {
                 this.observation.ObservationDataList.forEach(item => {
-                    observationStr = observationStr + item.date + ", " + (item.val * 0.01).toFixed(6) + ", " + item.itemChecked + ";\n";
+                    observationStr = observationStr + item.date + ", " + item.SettlementDate + ", " + (item.val * 0.01).toFixed(6) + ", " + item.itemChecked + ";\n";
                 });
             }
             this.observation.ObservationInterval = observationStr;
@@ -712,18 +794,21 @@ const vue = new Vue({
             var observationDates = thisObj.observation.ObservationInterval;
             var items = observationDates.split(";").filter(o => o);
             thisObj.observation.ObservationDataList = [];
+            var floatRateCode = thisObj.getSwapList[thisObj.observation.index]?.FloatRateUnderlyingCode || '--';
             items.forEach(function (item) {
                 if (item) {
                     var values = item.split(",");
-                    var itemChecked = JSON.parse(values[2].trim());
+                    var itemChecked = JSON.parse(values[3].trim());
                     var disabled = false;
                     if (values[0] == thisObj.trade.ExerciseDate) {
                         disabled = true;
                         itemChecked = false;
                     }
-                    var val = values[1].trim();
+                    var val = values[2].trim();
                     var obdate = {
                         date: values[0],
+                        SettlementDate: values[1] || "",
+                        floatRateCode: floatRateCode,
                         val: _.toString(val) ? parseFloat(consNumberFormat.umpriceP(val)) : "",
                         itemChecked: itemChecked,
                         disabled: disabled
@@ -758,11 +843,24 @@ const vue = new Vue({
         //添加观察日
         addnewitem() {
             var thisObj = this;
-            var obdate = {
-                date: '',
-                val: 0,
-                itemChecked: true,
-                disabled: false
+            var obdate = {};
+            if (this.observationType == 1) {
+                var floatRateCode = thisObj.getSwapList[thisObj.observation.index]?.FloatRateUnderlyingCode || '--';
+                obdate = {
+                    date: '',
+                    SettlementDate: '',
+                    floatRateCode: floatRateCode,
+                    val: 0,
+                    itemChecked: true,
+                    disabled: false
+                };
+            } else {
+                obdate = {
+                    date: '',
+                    val: 0,
+                    itemChecked: true,
+                    disabled: false
+                };
             }
             thisObj.observation.ObservationDataList.push(obdate);
         },
@@ -792,7 +890,8 @@ const vue = new Vue({
                 var observation = {
                     Date: item.date,
                     Rate: item.val * 0.01,
-                    Settlement: item.itemChecked ? 1 : 0
+                    Settlement: item.itemChecked ? 1 : 0,
+                    SettlementDate: item.SettlementDate || null  // 结算日期
                 }
                 observationArr.push(observation);
 
@@ -805,11 +904,11 @@ const vue = new Vue({
                 alert("请输入正确的数字格式");
                 return false;
             }
-            if (this.observationType == 0) {
+            if (this.observationType == 1) {
                 thisObj.getSwapList.forEach((val, num, arr) => {
                     if (val.index == thisObj.observation.index) {
-                        arr[num].SwapIntervals = JSON.stringify(observationArr);
-                        thisObj.observation.ObservationInterval = arr[num].SwapIntervals;
+                        arr[num].InterestSwapInterval = JSON.stringify(observationArr);
+                        thisObj.observation.ObservationInterval = arr[num].InterestSwapInterval;
                         arr[num].SwapIntervalList = observationArr;
                         arr[num].Obervation = JSON.parse(JSON.stringify(thisObj.observation));
                     }
@@ -817,8 +916,8 @@ const vue = new Vue({
             } else {
                 thisObj.marginSwapList.forEach((val, num, arr) => {
                     if (val.index == thisObj.observation.index) {
-                        arr[num].SwapIntervals = JSON.stringify(observationArr);
-                        thisObj.observation.ObservationInterval = arr[num].SwapIntervals;
+                        arr[num].InterestSwapInterval = JSON.stringify(observationArr);
+                        thisObj.observation.ObservationInterval = arr[num].InterestSwapInterval;
                         arr[num].SwapIntervalList = observationArr;
                         arr[num].Obervation = JSON.parse(JSON.stringify(thisObj.observation));
                     }
@@ -1081,11 +1180,23 @@ const vue = new Vue({
             thisObj.getSwapList = thisObj.trade.swap_positions.filter(x => { if ((x.UnderlyingCode == null || x.UnderlyingCode.length == 0) && x.IsInitial && (x.InterestMode == 1 || x.InterestMode == 2 || x.InterestMode == 7 || x.InterestMode == 8 || x.InterestMode == 9)) return x; });
             thisObj.getSwapList.forEach((val, num, arr) => {
                 arr[num].index = num;
+                // 解析 InterestSwapInterval 为 SwapIntervalList
+                if (arr[num].InterestSwapInterval && !arr[num].SwapIntervalList) {
+                    try {
+                        arr[num].SwapIntervalList = JSON.parse(arr[num].InterestSwapInterval);
+                    } catch (e) { }
+                }
             });
             thisObj.marginSwapList = thisObj.trade.swap_positions.filter(x => { if ((x.UnderlyingCode == null || x.UnderlyingCode.length == 0) && x.IsInitial && (x.InterestMode == 5 || x.InterestMode == 6)) return x; });
             thisObj.marginSwapList.forEach((val, num, arr) => {
-                arr[num].index = num;
+                arr[num].index = 1000 + num; // 保证金列表使用 1000+ 偏移，避免与利息腿冲突
                 arr[num].HappenDate = thisObj.formatDate(arr[num].HappenDate);
+                // 解析 InterestSwapInterval 为 SwapIntervalList
+                if (arr[num].InterestSwapInterval && !arr[num].SwapIntervalList) {
+                    try {
+                        arr[num].SwapIntervalList = JSON.parse(arr[num].InterestSwapInterval);
+                    } catch (e) { }
+                }
             });
             if (thisObj.trade.StructureType == '多空组合') {
                 thisObj.paySwapList = [];

YLErpWeb/wwwroot/Scripts/app/swaptrade/swapTradeView.js

@@ -44,8 +44,8 @@ function downloadFiles(files) {
         window.open(files);
     }
 }
-function showSwapRate(timeRate) {
-    vueDetails.initSwapIntervalList(timeRate);
+function showSwapRate(timeRate, isMarginLeg) {
+    vueDetails.initSwapIntervalList(timeRate, isMarginLeg);
     $("#swapIntervalModal").modal("show");
 }
 var layerIndex = -1;
@@ -192,7 +192,7 @@ function unWindSwapTrade(id) {
 function unWindSwap(id) {
     var title = "收益结算";
     var srcurl = "/swaptrade2/SwapIncome/?enid=" + id;
-    main.post("/swaptrade2/CheckEodTrade?enid=" + id).done(function (res) {
+    main.post("/swaptrade2/CheckEodTradeForIncome?enid=" + id).done(function (res) {
         if (res.success) {
             main.open(title,
                 srcurl,
@@ -375,7 +375,8 @@ function reload() {
 var vueDetails = new Vue({
     el: "#swapIntervalModal",
     data: {
-        SwapIntervalList:[]
+        SwapIntervalList:[],
+        isMarginLeg: false  // 是否是保证金腿
     },
     created: function () {
     },
@@ -383,13 +384,18 @@ var vueDetails = new Vue({
         closeModal: function () {
             $("#swapIntervalModal").modal("hide");
         },
-        initSwapIntervalList(swapIntervals) {
+        initSwapIntervalList(swapIntervals, isMarginLeg) {
             var that = this;
+            that.isMarginLeg = isMarginLeg;
             that.SwapIntervalList = [];
-            if (swapIntervals.length>0) {
+            if (swapIntervals && swapIntervals.length>0) {
                 that.SwapIntervalList = JSON.parse(swapIntervals);
                 that.SwapIntervalList.forEach((item, index) => {
                     that.SwapIntervalList[index].Rate = otcformat.trading.marginRateP(item.Rate);
+                    // 如果结算日期为空，默认等于观察日期
+                    if (!item.SettlementDate) {
+                        that.SwapIntervalList[index].SettlementDate = item.Date;
+                    }
                 });
             }
         },