diff --git a/UnitTestProject/Modules/SwapModule/Accrual/CompoundEodShadowTest.cs b/UnitTestProject/Modules/SwapModule/Accrual/CompoundEodShadowTest.cs
index c3b75ee7..a904af3a 100644
--- a/UnitTestProject/Modules/SwapModule/Accrual/CompoundEodShadowTest.cs
+++ b/UnitTestProject/Modules/SwapModule/Accrual/CompoundEodShadowTest.cs
@@ -92,7 +92,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
             decimal oldInterest = 0, oldTd = 0;
             var svc = new StubSvc();
             svc.CalcDailyCompoundInterestByEod(preEod, EodDate, TradeDate, position,
-                Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m, Notional,
+                Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m,
                 ref oldInterest, ref oldTd);
 
             // 新方法
@@ -125,7 +125,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
             decimal oldInterest = 0, oldTd = 0;
             var svc = new StubSvc();
             svc.CalcDailyCompoundInterestByEod(preEod, nonResetDate, TradeDate, position,
-                Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m, Notional,
+                Notional, Notional, flowEvent, AnnualDays, false, 0m, 1m,
                 ref oldInterest, ref oldTd);
 
             // 新方法
diff --git a/UnitTestProject/Modules/SwapModule/Accrual/CompoundPeriodShadowTest.cs b/UnitTestProject/Modules/SwapModule/Accrual/CompoundPeriodShadowTest.cs
index dad0831c..855419c5 100644
--- a/UnitTestProject/Modules/SwapModule/Accrual/CompoundPeriodShadowTest.cs
+++ b/UnitTestProject/Modules/SwapModule/Accrual/CompoundPeriodShadowTest.cs
@@ -74,7 +74,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
             decimal oldI = 0, oldTd = 0;
             var svc = new StubSvc();
             svc.CalcDailyCompoundInterest(EndDate, position, Notional, flowEvent,
-                AnnualDays, false, 0m, 1m, Notional, true, false,
+                AnnualDays, false, 0m, 1m, true, false,
                 ref oldI, ref oldTd);
 
             // 新方法：固定利率全段相同，分段点 = PosiStartDate + k×7
@@ -122,7 +122,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
             decimal oldI = 0, oldTd = 0;
             var svc = new StubSvc();
             svc.CalcDailyCompoundInterest(EndDate, position, Notional * closePct, flowEvent,
-                AnnualDays, false, 0m, closePct, Notional, true, false,
+                AnnualDays, false, 0m, closePct, true, false,
                 ref oldI, ref oldTd, consumedInterest: consumed, resetCarryInterest: carry);
 
             // 新方法
@@ -166,7 +166,7 @@ namespace UnitTestProject.Modules.SwapModule.Accrual
             decimal oldI = 0, oldTd = 0;
             var svc = new StubSvc();
             svc.CalcDailyCompoundInterest(EndDate, position, Notional, flowEvent,
-                AnnualDays, false, 0m, 1m, Notional, true, true,
+                AnnualDays, false, 0m, 1m, true, true,
                 ref oldI, ref oldTd);
 
             // 新方法
diff --git a/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs b/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
index 6ad2800d..9b70262f 100644
--- a/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
+++ b/UnitTestProject/Modules/SwapModule/ConsumedInterestScenarioTest.cs
@@ -509,7 +509,7 @@ namespace YLErp.Modules.SwapModule
             decimal tdInterestAmount = 0m;
 
             service.CalcDailyCompoundInterestByEod(preEod, resetDate, startDate, position,
-                principal, principal, flowEvent, AnnualDays, false, 0.013502m, 1m, principal,
+                principal, principal, flowEvent, AnnualDays, false, 0.013502m, 1m,
                 ref interestAmount, ref tdInterestAmount);
 
             AssertDecimal(principal + pendingInterest, flowEvent.InterestPrincipal,
diff --git a/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs b/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs
index 29c1b37a..ad142e51 100644
--- a/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs
+++ b/UnitTestProject/Modules/SwapModule/DealInterestsScenarioTest.cs
@@ -1725,14 +1725,14 @@ namespace YLErp.Modules.SwapModule
             decimal expectedTdAmountAtEnd = 0m;
             dealService.CalcDailyCompoundInterest(
                 finalCloseDate, position, remainingNotional, expectedEndFlow, AnnualDays, false,
-                intermediateEod.FloatRate, 1m, originalNotional, true, false,
+                intermediateEod.FloatRate, 1m, true, false,
                 ref expectedAmountAtEnd, ref expectedTdAmountAtEnd);
             var expectedPreviousFlow = new swap_flow_event { InterestRate = spread };
             decimal expectedAmountAtPreviousEod = 0m;
             decimal expectedTdAmountAtPreviousEod = 0m;
             dealService.CalcDailyCompoundInterest(
                 intermediateDate, position, remainingNotional, expectedPreviousFlow, AnnualDays, false,
-                intermediateEod.FloatRate, 1m, originalNotional, true, true,
+                intermediateEod.FloatRate, 1m, true, true,
                 ref expectedAmountAtPreviousEod, ref expectedTdAmountAtPreviousEod);
             var expectedFinalInterest = intermediateEod.InterestIncomeSum
                 + expectedAmountAtEnd - expectedAmountAtPreviousEod;
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 154533a3..f8a778c3 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -1088,12 +1088,12 @@ namespace YLErp.Modules.SwapModule
                 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);
+                    CalcDailyCompoundInterestByEod(preEod, valueDate, td.StartDate.Value, position, closePrincipal, posiPrincipal, interest, annualDays, false, eodFloatRate, 1m, 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);
+                    CalcDailySimpleInterestByEod(preEod, valueDate, td.StartDate.Value, position, closePrincipal, posiPrincipal, interest, annualDays, false, eodFloatRate, 1m, ref interestAmount, ref tdInterestAmount);
                 }
 
             }
@@ -1264,7 +1264,7 @@ namespace YLErp.Modules.SwapModule
                     // 它只在当前 endDate 恰好为重置日时使用，避免把同一笔历史利息重复资本化。
                     var resetCarryInterest = preEodPosition.InterestIncomeSum * remainingPercent;
                     CalcDailyCompoundInterest(endDate, position, closePosiNotionalValue, interest, annualDays, needPrice,
-                        floateRate, closePrecent, orginPv, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount,
+                        floateRate, closePrecent, calcFirst, calcLast, ref InterestAmount, ref TdInterestAmount,
                         consumedInterest, resetCarryInterest);
                     if (preEodPosition.id != 0 && closePrecent == 1m)
                     {
@@ -1291,7 +1291,7 @@ namespace YLErp.Modules.SwapModule
                         }
                         // 计算截至本次平仓日的累计利息 amountAtEnd
                         CalcDailyCompoundInterest(replayEndDate, position, closePosiNotionalValue,
-                            interestAtEnd, annualDays, needPrice, floateRate, closePrecent, orginPv,
+                            interestAtEnd, annualDays, needPrice, floateRate, closePrecent,
                             calcFirst, calcLast, ref amountAtEnd, ref tdAmountAtEnd, consumedInterest);
                         var interestAtPreviousEod = new swap_flow_event { InterestRate = rate };
                         decimal amountAtPreviousEod = 0m;
@@ -1300,7 +1300,7 @@ namespace YLErp.Modules.SwapModule
                         // 因此此处按闭区间包含上一日终当天，避免算头不算尾时重复加入该日利息。
                         // 计算截至上一日终累积的利息 amountAtPreviousEod
                         CalcDailyCompoundInterest(preEodPosition.ValueDate, position, closePosiNotionalValue,
-                            interestAtPreviousEod, annualDays, needPrice, floateRate, closePrecent, orginPv,
+                            interestAtPreviousEod, annualDays, needPrice, floateRate, closePrecent,
                             calcFirst, true, ref amountAtPreviousEod, ref tdAmountAtPreviousEod, consumedInterest);
                         // 例如 0004：5/18 待实现 -118631.261797，加 5/19 新增约 -4648.912760，
                         // 得到最终应结 -123280.174557，按金额两位落为 Excel BN 的 -123280.17。
@@ -1373,7 +1373,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="annualDays">年化天数</param>
         /// <returns></returns>
         public void CalcDailyCompoundInterest(DateTime endDate, swap_position position, decimal principal, swap_flow_event flowEvent,
-            int annualDays, bool needPrice, decimal floateRate, decimal closePercent, decimal orginPv, bool calcFirst, bool calcLast,
+            int annualDays, bool needPrice, decimal floateRate, decimal closePercent, bool calcFirst, bool calcLast,
             ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m, decimal resetCarryInterest = 0m)
         {
             var startDate = position.PosiStartDate;
@@ -1462,7 +1462,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="isAnnualized">是否年化</param>
         /// <param name="annualDays">年化天数</param>
         /// <returns></returns>
-        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)
+        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, ref decimal InterestAmount, ref decimal TdInterestAmount)
         {
             int interestPeriod = position.interest_rest_days ?? 1;
             var isResetDay = (endDate - tradeDate).Days % interestPeriod == 0;
@@ -1517,7 +1517,7 @@ namespace YLErp.Modules.SwapModule
         /// <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)
+        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, ref decimal InterestAmount, ref decimal TdInterestAmount)
         {
             // 首次操作（preEod.id == 0）：计息基数按存量本金初始化——保留旧行为（含对 preEod 的就地修正）。
             if (preEodPosition.id == 0)