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A helical tow model of on-line curing of thermoset composites in winding is developed and solved numerically. Actual shape of tow in winding process is considered, and consequently, the modeling of the on-line curing process is more realistic. A numerical grid generation method is developed for the complicated geometry. Transformations of three-dimensional energy equation and its boundary conditions from physical domain to computational domain are performed, which are crucial in numerical grid generation method when an anisotropic medium is involved. A set of concise and regular equations is obtained. The numerical simulation results show that the helical tow model, in stead of a simplified model, should be used when the ratio of the diameter of fiber-wound composite structure to the diameter of tow is small.