diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index c9605a21..5598d46b 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -862,7 +862,9 @@ namespace YLErp.Modules.SwapModule
                     var consumedInterest = position.InterestType == (int)InterestTypeEnum.复利
                         ? GetConsumedInterest(td.id, position.id, endDate)
                         : 0m;
-                    interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal, closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv, calcFirst, calcLast||newCalcLast, consumedInterest));
+                    interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal,
+                        closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv, calcFirst,
+                        calcLast||newCalcLast, consumedInterest));
                 }
             }
             //当日有平仓或互换记录时，避免重复结算
@@ -1132,11 +1134,13 @@ namespace YLErp.Modules.SwapModule
                 preEod.ValueDate = td.StartDate.Value;
                 if (calcFirst)
                 {
-                    preEod.ValueDate= preEod.ValueDate.AddDays(-1);
+                    preEod.ValueDate = preEod.ValueDate.AddDays(-1);
                 }
             }
 
-            return InitSwapDealInterest(td, valueDate, endDate,  rate, position, add, swap, posiPrincipal, closePrincipal, closePercent, annualDays, eventType, preEod, false, orginPv, calcFirst, calcLast, consumedInterest);
+            return InitSwapDealInterest(td, valueDate, endDate,  rate, position, add, swap, posiPrincipal,
+                closePrincipal, closePercent, annualDays, eventType, preEod, false,
+                orginPv, calcFirst, calcLast, consumedInterest);
         }
         /// <summary>
         /// 初始化利息腿信息
@@ -1324,7 +1328,9 @@ namespace YLErp.Modules.SwapModule
         /// <param name="isAnnualized">是否年化</param>
         /// <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, ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m, decimal resetCarryInterest = 0m)
+        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,
+            ref decimal InterestAmount, ref decimal TdInterestAmount, decimal consumedInterest = 0m, decimal resetCarryInterest = 0m)
         {
             var startDate = position.PosiStartDate;
             decimal interestProfitSum = 0;
diff --git a/YLErpDAL/Modules/SwapModule/SwapTradeBaseService.cs b/YLErpDAL/Modules/SwapModule/SwapTradeBaseService.cs
index bfc2e45d..8f2d3ed4 100644
--- a/YLErpDAL/Modules/SwapModule/SwapTradeBaseService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapTradeBaseService.cs
@@ -369,7 +369,7 @@ namespace YLErp.Modules.SwapModule
         {
             interestStart = td.StartDate.Value;
             var exerciseDate = td.ExerciseDate.Value;
-            interestEnd = valueDate> exerciseDate? exerciseDate : valueDate;
+            interestEnd = valueDate > exerciseDate ? exerciseDate : valueDate;
             bool calcFirst = true;
             bool calcLast = true;