diff --git a/YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs b/YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs
index 3d9b23bd..ceba0abc 100644
--- a/YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs
@@ -3,6 +3,7 @@ using ClosedXML.Report.Utils;
 using Confluent.Kafka;
 using Microsoft.Office.Interop.Excel;
 using MoreLinq;
+using NPOI.OpenXmlFormats.Spreadsheet;
 using System.Collections.Generic;
 using YLErp.BLL.Calculation;
 using YLErp.DBModels;
@@ -11,6 +12,7 @@ using YLErp.Model;
 using YLErp.Modules.AppModule;
 using YLErp.Modules.EodModule.QueryModule;
 using YLErp.QdpModule;
+using static YLErp.ConsGlobal;
 
 namespace YLErp.Modules.SwapModule
 {
@@ -498,7 +500,9 @@ namespace YLErp.Modules.SwapModule
             }
             var retListResult = query.ToSearchList(req);
             var tds= retListResult.rows.Select(x => x.FlowEvent.SwapTradeId).Distinct().ToList();
-            var posiList = DbContext.swap_position.Where(s => !s.Invalid && s.IsInitial && tds.Contains(s.SwapTradeId)&&!string.IsNullOrEmpty(s.FloatRateUnderlyingCode)).ToList();
+            var posiList = DbContext.swap_position.Where(s => !s.Invalid && s.IsInitial && tds.Contains(s.SwapTradeId) && !string.IsNullOrEmpty(s.FloatRateUnderlyingCode)).ToList();
+            // 查询成交收益率
+            Dictionary<int, decimal> ytmMap = DbContext.trade.AsNoTracking().Where(p => tds.Contains(p.id)).ToList().ToDictionary(t => t.id, t => t.InitYtm);
             foreach (var item in retListResult.rows)
             {
                 item.FlowEvent.DividendPending = -item.FlowEvent.DividendPending;
@@ -509,6 +513,7 @@ namespace YLErp.Modules.SwapModule
                 item.FlowEvent.TradingFee = -item.FlowEvent.TradingFee;
                 item.FlowEvent.TradingFeePending = -item.FlowEvent.TradingFeePending;
                 item.FlowEvent.InterestClosePnL = -item.FlowEvent.InterestClosePnL;
+                item.FlowEvent.InitYtm = ytmMap.GetValueOrDefault(item.FlowEvent.SwapTradeId);
                 var posi= posiList.FirstOrDefault(s => s.id == item.FlowEvent.PositionId);
                 item.FloatRateUnderlyingCode= posi?.FloatRateUnderlyingCode;
                 if (item.FlowEvent.EventType==(int)SwapFlowEventTypeEnum.开仓)
diff --git a/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs b/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
index c0efa879..fd5846c6 100644
--- a/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
@@ -355,6 +355,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="valueDate"></param>
         public List<swap_flow_merge> SummaryFlow(List<swap_flow> swapFlows, DateTime valueDate, bool save = true, Action<string> callback = null)
         {
+            DateTime settleDate = QdpCalendarHelper.GetNonHoliday(valueDate.AddDays(1));
             var swapFlowGroup = swapFlows.GroupBy(g => new { g.ClientId, g.OccurTime, g.UnderlyingCode, g.BsType }).ToList();
             List<swap_flow_merge> list = new List<swap_flow_merge>();
             foreach (var gourpItem in swapFlowGroup)
@@ -389,7 +390,7 @@ namespace YLErp.Modules.SwapModule
                 swap_flow_summary.TradingAmountNetFeeAvg = swap_flow_summary.TradingQty == 0 ? swap_flow_summary.TradingAmountNetAvg : swap_flow_summary.TradingAmountNetAvg + swap_flow_summary.TradingFeePending * tradeSide / swap_flow_summary.TradingQty;
                 swap_flow_summary.TradingAmountNetFeeAvg = Math.Round(swap_flow_summary.TradingAmountNetFeeAvg ?? 0, 10);
                 // 计算收益率
-                CalBondResult result = BondCalcHepler.BondCalcByDate(gourpItem.Key.UnderlyingCode, swap_flow_summary.TradingAmountAvg * ConsGlobal.bondShowPriceMultiple, valueDate.ToString("yyyy-MM-dd"));
+                CalBondResult result = BondCalcHepler.BondCalcByDate(gourpItem.Key.UnderlyingCode, swap_flow_summary.TradingAmountAvg * ConsGlobal.bondShowPriceMultiple, settleDate.ToString("yyyy-MM-dd"));
                 if (result != null)
                 {
                     swap_flow_summary.InitYtm = result.ytm * ConsGlobal.bondPriceMultiple;
diff --git a/YLErpWeb/App_Docs/导出模板/结算报告模板.xlsx b/YLErpWeb/App_Docs/导出模板/结算报告模板.xlsx
index ce65897f..ba6be62b 100644
Binary files a/YLErpWeb/App_Docs/导出模板/结算报告模板.xlsx and b/YLErpWeb/App_Docs/导出模板/结算报告模板.xlsx differ
diff --git a/YLErpWeb/Views/SwapTrade2/SwapflowList.cshtml b/YLErpWeb/Views/SwapTrade2/SwapflowList.cshtml
index a8f37f02..6bc78ac4 100644
--- a/YLErpWeb/Views/SwapTrade2/SwapflowList.cshtml
+++ b/YLErpWeb/Views/SwapTrade2/SwapflowList.cshtml
@@ -171,7 +171,7 @@
                     </div>
 
                     <div class="form-group" style="margin: 0;">
-                        <label>清算日期</label>
+                        <label>交易日期</label>
                         <vue-datepicker :holiday="1" v-model="tradeDate" id="tradeDate"
                                         style="width: 140px;"></vue-datepicker>
                     </div>