diff --git a/YLErpDAL/Modules/SwapModule/Penalty/PenaltyInterestAppender.cs b/YLErpDAL/Modules/SwapModule/Penalty/PenaltyInterestAppender.cs
index 948845af..6439f85c 100644
--- a/YLErpDAL/Modules/SwapModule/Penalty/PenaltyInterestAppender.cs
+++ b/YLErpDAL/Modules/SwapModule/Penalty/PenaltyInterestAppender.cs
@@ -68,12 +68,12 @@ public static class PenaltyInterestAppender
 
             var policy = AccrualPolicy.BuildEod(position, annualDays, position.InterestType == (int)InterestTypeEnum.复利);
             var (capitalized, carryIn) = SwapPenaltyInterestCalculator.ComputeCarryBreakdown(
-                position, unwindDate, resetAnchor, frozenRate, policy, closePrincipal);
+                unwindDate, resetAnchor, frozenRate, policy, closePrincipal);
 
             var penalty = SwapPenaltyInterestCalculator.CalcPenalty(
                 td, position, closePrincipal, unwindDate, maturityDate,
                 unwindDaySettled, maturityCalcLast, capitalized, carryIn,
-                frozenRate, policy, resetAnchor, eventType, unwindDate);
+                frozenRate, policy, resetAnchor, eventType);
             penalty.IsPenaltyInterest = 1;
             interests.Add(penalty);
 
diff --git a/YLErpDAL/Modules/SwapModule/Penalty/SwapPenaltyInterestCalculator.cs b/YLErpDAL/Modules/SwapModule/Penalty/SwapPenaltyInterestCalculator.cs
index fd41a03e..c8a4bfa3 100644
--- a/YLErpDAL/Modules/SwapModule/Penalty/SwapPenaltyInterestCalculator.cs
+++ b/YLErpDAL/Modules/SwapModule/Penalty/SwapPenaltyInterestCalculator.cs
@@ -42,13 +42,11 @@ public static class SwapPenaltyInterestCalculator
     /// <param name="maturityDate">合约原始到期日（窗口终点，= td.ExerciseDate）</param>
     /// <param name="unwindDaySettled">正常平仓利息是否已计平仓日（effectiveCalcLast = calcLast || newCalcLast）</param>
     /// <param name="maturityCalcLast">交易到期日算尾约定（tradeExtend.CalcLast）</param>
-    /// <param name="carryInInterest">复利承接：被平部分已计至平仓日利息（正常平仓流 InterestAmount）；单利传 0</param>
-    /// <param name="frozenRate">冻结利率（PenaltyLegRateResolver.ResolveFrozenRate 产物）</param>
+        /// <param name="frozenRate">冻结利率（PenaltyLegRateResolver.ResolveFrozenRate 产物）</param>
     /// <param name="policy">计息政策（单复利/重置周期/年化天数；Convention 由本方法覆盖）</param>
     /// <param name="resetAnchor">重置日锚点（对齐 GetFloatRate 的 td.StartDate 口径；锚点二义性注记见其声明）</param>
     /// <param name="eventType">事件类型（平仓）</param>
-    /// <param name="valueDate">操作日期</param>
-    /// <param name="trace">计息轨迹（可选，SwapCalcTrace 落盘）</param>
+        /// <param name="trace">计息轨迹（可选，SwapCalcTrace 落盘）</param>
     public static swap_flow_event CalcPenalty(
         trade td,
         swap_position position,
@@ -63,7 +61,6 @@ public static class SwapPenaltyInterestCalculator
         AccrualPolicy policy,
         DateTime resetAnchor,
         int eventType,
-        DateTime valueDate,
         AccrualTrace? trace = null)
     {
         var boundary = AccrualBoundary.Of(includeStart: !unwindDaySettled, includeEnd: maturityCalcLast);
@@ -82,7 +79,7 @@ public static class SwapPenaltyInterestCalculator
             SwapTradeNo = td.TradeNumber,
             EventType = eventType,
             EventReason = PenaltyEventReason,
-            EventDate = valueDate,
+            EventDate = unwindDate,
             UnwindDate = unwindDate,
             PositionId = position.id,
             InterestDirection = position.InterestDirection,
@@ -181,7 +178,7 @@ public static class SwapPenaltyInterestCalculator
     /// 单利（无重置）时窗口无 carry：capitalized=全段利息、carryIn=0。
     /// </summary>
     public static (decimal Capitalized, decimal CarryIn) ComputeCarryBreakdown(
-        swap_position position, DateTime unwindDate, DateTime resetAnchor,
+        DateTime unwindDate, DateTime resetAnchor,
         FundingLegRate frozenRate, AccrualPolicy policy, decimal closePrincipal)
     {
         if (policy.ResetPeriodDays <= 1)
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 58004c90..99f4cde0 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -627,25 +627,33 @@ namespace YLErp.Modules.SwapModule
                 req.OrginPv, req.Add, settment: false, req.NewCalcLast, req.CloseList);
             // EQD-6977 罚息：在 GetInterests 返回后追加（避开其 closeList 去重块），仅手动平仓路径(isPenaltyInterest)触发。
             if (req.IsPenaltyInterest)
-            {
-                var fundingPositions = req.Positions.Where(p => !MarginModes.Contains(p.InterestMode)).ToList();
-                var annualDays = req.TradeExtend == null ? 365 : req.TradeExtend.ExtendObj.AnnualDays;
-                var calcLast = req.TradeExtend?.ExtendObj.CalcLast ?? true;
-                var trace = new AccrualTrace();
-                PenaltyInterestAppender.Append(
-                    req.Td, fundingPositions, interests, req.UnwindDate, annualDays,
-                    unwindDaySettled: calcLast || req.NewCalcLast,
-                    maturityCalcLast: calcLast,
-                    req.PosiNotionalValue, req.ClosePosiNotionalValue, req.ClosePercent,
-                    getSpread: p => GetFixedRate(p, req.UnwindDate),
-                    getPreEodFloatRate: p => req.EodPositions.FirstOrDefault(x => x.PositionId == p.id)?.FloatRate,
-                    tryGetFixing: (d, code) => IndexFixer.TryGetFixing(d, code, out decimal r) ? (decimal?)r : null,
-                    trace: trace);
-                SwapCalcTrace.Write(trace); // 与既有 4 处 SwapCalcTrace.Write 同款常驻落盘
-            }
+                AppendPenaltyInterests(req, interests);
             return interests;
         }
 
+        /// <summary>
+        /// EQD-6977 罚息接缝（委托注入 + 轨迹落盘）：在 GetInterests 返回后把同构罚息流追加进列表。
+        /// 仅在此处耦合上帝类的利率解析（GetFixedRate / IndexFixer）与轨迹常驻落盘（SwapCalcTrace.Write），
+        /// 其余罚息计息数学全部下沉至 Penalty 模块，保持上帝类最小侵入。
+        /// </summary>
+        private void AppendPenaltyInterests(InterestCalcRequest req, List<swap_flow_event> interests)
+        {
+            var fundingPositions = req.Positions.Where(p => !MarginModes.Contains(p.InterestMode)).ToList();
+            var annualDays = req.TradeExtend == null ? 365 : req.TradeExtend.ExtendObj.AnnualDays;
+            var calcLast = req.TradeExtend?.ExtendObj.CalcLast ?? true;
+            var trace = new AccrualTrace();
+            PenaltyInterestAppender.Append(
+                req.Td, fundingPositions, interests, req.UnwindDate, annualDays,
+                unwindDaySettled: calcLast || req.NewCalcLast,
+                maturityCalcLast: calcLast,
+                req.PosiNotionalValue, req.ClosePosiNotionalValue, req.ClosePercent,
+                getSpread: p => GetFixedRate(p, req.UnwindDate),
+                getPreEodFloatRate: p => req.EodPositions.FirstOrDefault(x => x.PositionId == p.id)?.FloatRate,
+                tryGetFixing: (d, code) => IndexFixer.TryGetFixing(d, code, out decimal r) ? (decimal?)r : null,
+                trace: trace);
+            SwapCalcTrace.Write(trace); // 与既有 4 处 SwapCalcTrace.Write 同款常驻落盘
+        }
+
         public List<swap_flow_event> GetInterests(
             trade td,
             trade_extend tradeExtend,