diff --git a/YLErpDAL/Modules/SwapModule/Accrual/AccrualPolicy.cs b/YLErpDAL/Modules/SwapModule/Accrual/AccrualPolicy.cs
index 34b2a1f7..9f7e4ec4 100644
--- a/YLErpDAL/Modules/SwapModule/Accrual/AccrualPolicy.cs
+++ b/YLErpDAL/Modules/SwapModule/Accrual/AccrualPolicy.cs
@@ -29,4 +29,8 @@ public sealed class AccrualPolicy
 
     public AccrualPolicy(AccrualBoundary convention, bool isCompound, int resetPeriodDays, int annualDays, bool isAnnualized = false)
         => (Convention, IsCompound, ResetPeriodDays, AnnualDays, IsAnnualized) = (convention, isCompound, resetPeriodDays, annualDays, isAnnualized);
+
+    /// <summary>从 swap_position 构造 EOD 计息政策（算头算尾，重置周期取 interest_rest_days）。</summary>
+    public static AccrualPolicy BuildEod(DBModels.swap_position position, int annualDays, bool isCompound)
+        => new(AccrualBoundary.Both, isCompound, position.interest_rest_days ?? 1, annualDays, position.IsAnnualized);
 }
diff --git a/YLErpDAL/Modules/SwapModule/Accrual/FundingLegRate.cs b/YLErpDAL/Modules/SwapModule/Accrual/FundingLegRate.cs
index 6240eae6..731860e4 100644
--- a/YLErpDAL/Modules/SwapModule/Accrual/FundingLegRate.cs
+++ b/YLErpDAL/Modules/SwapModule/Accrual/FundingLegRate.cs
@@ -1,3 +1,5 @@
+using YLErp.DBModels;
+
 namespace YLErp.Modules.SwapModule.Accrual;
 
 /// <summary>
@@ -26,4 +28,10 @@ public readonly struct FundingLegRate
     /// <summary>构造浮动腿利率（all-in = 加点利差 + 指数定盘）。</summary>
     public static FundingLegRate Floating(decimal spread, decimal indexFixing)
         => new(spread + indexFixing);
+
+    /// <summary>从 swap_position 构造：固定腿→Fixed(spread)，浮动腿→Floating(spread+fixing)。</summary>
+    public static FundingLegRate Build(swap_position position, decimal spread, decimal effectiveFloat)
+        => string.IsNullOrEmpty(position.FloatRateUnderlyingCode)
+            ? Fixed(spread)
+            : Floating(spread, effectiveFloat);
 }
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 7364c691..eab142cc 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -1227,16 +1227,6 @@ namespace YLErp.Modules.SwapModule
             throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fixingDate:yyyy年MM月dd日}的价格");
         }
 
-        /// <summary>构造利率值对象：固定腿→Fixed(spread)，浮动腿→Floating(spread+fixing)。</summary>
-        private static FundingLegRate BuildLegRate(swap_position position, decimal spread, decimal effectiveFloat)
-            => string.IsNullOrEmpty(position.FloatRateUnderlyingCode)
-                ? FundingLegRate.Fixed(spread)
-                : FundingLegRate.Floating(spread, effectiveFloat);
-
-        /// <summary>构造 EOD 计息政策（算头算尾，重置周期取 position.interest_rest_days）。</summary>
-        private static AccrualPolicy BuildEodPolicy(swap_position position, int annualDays, bool isCompound)
-            => new AccrualPolicy(AccrualBoundary.Both, isCompound, position.interest_rest_days ?? 1, annualDays, position.IsAnnualized);
-
         /// <summary>
         /// 按重置周期切分利率段，每段记录 all-in 利率(spread+fixing)。返回 (分段列表, 末段浮动利率)。
         /// fetchAfterDate: 仅该日期之后的重置日才取 FR007（单利传 ValueDate，复利传 null 全程取）。
@@ -1376,8 +1366,8 @@ namespace YLErp.Modules.SwapModule
                 : 1m;
 
             // 纯数学下沉至 CompoundInterestAccrual.AccrueEod（DDD 命名 + 末位生产精度 12 舍入）。
-            var legRate = BuildLegRate(position, flowEvent.InterestRate, effectiveFloat);
-            var accrualPolicy = BuildEodPolicy(position, annualDays, isCompound: true);
+            var legRate = FundingLegRate.Build(position, flowEvent.InterestRate, effectiveFloat);
+            var accrualPolicy = AccrualPolicy.BuildEod(position, annualDays, isCompound: true);
 
             // 完整计息 trace：前后日期/基数/利率/重置标志全过程，经 SwapCalcTrace 常驻落盘（关键路径日志）。
             var interestTrace = new AccrualTrace();
@@ -1424,8 +1414,8 @@ namespace YLErp.Modules.SwapModule
             flowEvent.FloatRate = effectiveFloat;
 
             // 纯数学下沉至 SimpleInterestAccrual（末位生产精度 12 舍入）。
-            var legRate = BuildLegRate(position, flowEvent.InterestRate, effectiveFloat);
-            var accrualPolicy = BuildEodPolicy(position, annualDays, isCompound: false);
+            var legRate = FundingLegRate.Build(position, flowEvent.InterestRate, effectiveFloat);
+            var accrualPolicy = AccrualPolicy.BuildEod(position, annualDays, isCompound: false);
             // 完整计息 trace：收集器由适配器创建，随后经 SwapCalcTrace 常驻落盘（关键路径日志，无条件）。
             var interestTrace = new AccrualTrace();
             var result = SimpleInterestAccrual.AccrueEod(