diff --git a/Framework/YLErp.Core/ConsGlobal.cs b/Framework/YLErp.Core/ConsGlobal.cs
index 5cb686b3..9e1e3f79 100644
--- a/Framework/YLErp.Core/ConsGlobal.cs
+++ b/Framework/YLErp.Core/ConsGlobal.cs
@@ -356,6 +356,22 @@ namespace YLErp
                 }
             }
 
+            /// <summary>
+            /// 是否债券指数资产类型（永续，无到期日）。
+            /// 注：ConvertCalcType 将其映射为 CommodityFutures 以复用计算路径，
+            /// 但保存校验不应据此强制要求到期日。
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static bool IsBondIndex(string instType)
+                => BondIndex.Equals(instType, StringComparison.OrdinalIgnoreCase);
+
+            /// <summary>
+            /// 是否利率收益率曲线资产类型（无到期日）。
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static bool IsRateYield(string instType)
+                => RateYield.Equals(instType, StringComparison.OrdinalIgnoreCase);
+
             //------------CalcType-----------------------
 
             /// <summary>
diff --git a/Framework/YLErp.Core/DBModels/underlying_manager.cs b/Framework/YLErp.Core/DBModels/underlying_manager.cs
index 38138af3..2808b5f5 100644
--- a/Framework/YLErp.Core/DBModels/underlying_manager.cs
+++ b/Framework/YLErp.Core/DBModels/underlying_manager.cs
@@ -488,6 +488,19 @@ namespace YLErp.DBModels
             return ConsGlobal.InstrumentType.CalcTypeIsFutures(UnderlyingInstrumentType);
         }
 
+        /// <summary>
+        /// 标的是否需要在保存时填写到期日。
+        /// 仅真正的期货合约需要；BondIndex（债券指数）/ RateYield（利率曲线）虽被
+        /// ConvertCalcType 映射为 CommodityFutures 以复用计算路径，但二者永续无到期日，
+        /// 不应强制要求。集中此处作为唯一判定，避免 IsFutures() 判断在多处被重复收窄。
+        /// </summary>
+        public bool RequiresMaturityDate()
+        {
+            return ConsGlobal.InstrumentType.CalcTypeIsFutures(UnderlyingInstrumentType)
+                && !ConsGlobal.InstrumentType.IsBondIndex(UnderlyingInstrumentType)
+                && !ConsGlobal.InstrumentType.IsRateYield(UnderlyingInstrumentType);
+        }
+
         /// <summary>
         /// 标的是否债券类型
         /// </summary>
diff --git a/YLErpDAL/Modules/SwapModule/SwapTradeService.cs b/YLErpDAL/Modules/SwapModule/SwapTradeService.cs
index 3d308d0e..26a57cee 100644
--- a/YLErpDAL/Modules/SwapModule/SwapTradeService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapTradeService.cs
@@ -943,7 +943,7 @@ namespace YLErp.Modules.SwapModule
                 throw new ServiceException("标的信息不存在:" + req.UnderlyingCode);
             }
 
-            if (_underlying.IsFutures() && _underlying.MaturityDate == null)
+            if (_underlying.RequiresMaturityDate() && _underlying.MaturityDate == null)
             {
                 throw new ServiceException("标的到期日不存在:" + req.UnderlyingCode);
             }
@@ -952,7 +952,7 @@ namespace YLErp.Modules.SwapModule
             req.VarietyId = _underlying.UnderlyingTypeId;
             req.UnderlyingAssetClass = _underlying.UnderlyingType;
             req.UnderlyingAssetName = _underlying.UnderlyingName;
-            req.MaturityDate = _underlying.IsFutures() ? _underlying.MaturityDate : null;
+            req.MaturityDate = _underlying.RequiresMaturityDate() ? _underlying.MaturityDate : null;
             req.UnderlyingInstrumentType = _underlying.GetMainType();
             req.CountRatio = _underlying.CountRatio;