diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 51f0ae9b..86a43b87 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -1014,36 +1014,28 @@ namespace YLErp.Modules.SwapModule
                 if (!calcLast && accrueDate == endDate) continue; // 到期日不算尾
                 if (accrueDate > preEodPosition.ValueDate)
                 {
-                    if (i % interestPeriod == 0)
+                    // 重置日重新获取该段浮动利率；非重置日沿用上一段利率。
+                    // 两分支唯一差异即"是否重取利率"，本金口径(只缩放一次)完全一致，
+                    // 合并后消除复制粘贴导致的 closePercent^N 类 bug（原非重置日分支多了一行
+                    // tdDynomicPrincipal = flowEvent.InterestPrincipal 使本金累积乘 closePercent^N）。
+                    if (i % interestPeriod == 0 && !string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
                     {
-                        // 获取新的浮动利率
-                        if (!string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
+                        var fr007RateDate = QdpCalendarHelper.GetNonHolidayDefore(accrueDate.AddDays(position.interest_rule ?? 0));
+                        if (TryGetFloatRate(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) floatRate = floatRate1;
-                            }
-                            else
-                            {
-                                throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fr007RateDate:yyyy年MM月dd日}的价格");
-                            }
+                            if (floatRate1 != 0) floatRate = floatRate1;
+                        }
+                        else
+                        {
+                            throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fr007RateDate:yyyy年MM月dd日}的价格");
                         }
-                        flowEvent.InterestPrincipal = tdDynomicPrincipal * closePercent;
-                        TdInterestPrincipal = tdDynomicPrincipal;
-                    }
-                    else
-                    {
-                        // 单利：计息基数(tdDynomicPrincipal)逐日恒定，非重置日与重置日对本金的处理必须一致——
-                        // 显示本金 InterestPrincipal = 基数 × closePercent(线性，只缩放一次)，
-                        // 计息基数 TdInterestPrincipal = 基数(不缩放)。
-                        // 修复前此处曾写 tdDynomicPrincipal = flowEvent.InterestPrincipal(已含 closePercent)，
-                        // 使下一个非重置日再乘一次 closePercent，累积成 InterestPrincipal = Fix × closePercent^N，
-                        // 导致部分平仓"应返还本金"被指数级缩小(50%→Fix×0.5^7、10%→Fix×0.1^7)。
-                        // 与日终 CalcDailySimpleInterestByEod(baseInterestPrincipal 只乘一次)对齐。
-                        flowEvent.InterestPrincipal = tdDynomicPrincipal * closePercent;
-                        TdInterestPrincipal = tdDynomicPrincipal;
                     }
+
+                    // 显示本金 = 计息基数 × closePercent（只缩放一次，与日终 ByEod 口径一致）；
+                    // 计息基数(tdDynomicPrincipal)逐日恒定、不缩放（单利特征）。
+                    flowEvent.InterestPrincipal = tdDynomicPrincipal * closePercent;
+                    TdInterestPrincipal = tdDynomicPrincipal;
+
                     flowEvent.FloatRate = Convert.ToDecimal(floatRate);
                     var interest1 = flowEvent.InterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));
                     var tdinterest1 = TdInterestPrincipal * (flowEvent.InterestRate + Convert.ToDecimal(floatRate));