diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 367cef46..376aa685 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -1326,6 +1326,19 @@ namespace YLErp.Modules.SwapModule
             return interest;
         }
 
+        /// <summary>
+        /// 按 interest_rule 取 FR007 定盘价。无浮动标的时返回 fallback；取不到抛异常。
+        /// EOD 单日取率 + BuildSegmentRates 多日取率共用此方法，FR007 定盘逻辑收口到一处。
+        /// </summary>
+        private decimal ResolveFloatRate(swap_position position, DateTime date, decimal fallback)
+        {
+            if (string.IsNullOrEmpty(position.FloatRateUnderlyingCode)) return fallback;
+            var fixingDate = IndexFixerBase.GetFixingDate(date, position.interest_rule);
+            if (IndexFixer.TryGetFixing(fixingDate, position.FloatRateUnderlyingCode, out decimal fixing))
+                return fixing != 0m ? fixing : fallback;
+            throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fixingDate:yyyy年MM月dd日}的价格");
+        }
+
         /// <summary>
         /// 按重置周期切分利率段，每段记录 all-in 利率(spread+fixing)。返回 (分段列表, 末段浮动利率)。
         /// fetchAfterDate: 仅该日期之后的重置日才取 FR007（单利传 ValueDate，复利传 null 全程取）。
@@ -1341,19 +1354,8 @@ namespace YLErp.Modules.SwapModule
             for (int i = 0; i <= calcDays; i += interestPeriod)
             {
                 var resetDate = startDate.AddDays(i);
-                if ((fetchAfterDate == null || resetDate > fetchAfterDate.Value)
-                    && !string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
-                {
-                    var fixingDate = IndexFixerBase.GetFixingDate(resetDate, position.interest_rule);
-                    if (IndexFixer.TryGetFixing(fixingDate, position.FloatRateUnderlyingCode, out decimal fixing))
-                    {
-                        if (fixing != 0m) currentFloat = fixing;
-                    }
-                    else
-                    {
-                        throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fixingDate:yyyy年MM月dd日}的价格");
-                    }
-                }
+                if (fetchAfterDate == null || resetDate > fetchAfterDate.Value)
+                    currentFloat = ResolveFloatRate(position, resetDate, currentFloat);
                 rates.Add((resetDate, spread + currentFloat));
             }
             return (rates, currentFloat);
@@ -1467,19 +1469,7 @@ namespace YLErp.Modules.SwapModule
 
             // 重置日按 interest_rule 重新定盘浮动利率（GLMS-JIATT-20260805 根因——
             // 重置日=平仓日必须用新利率，否则沿用旧周期利率并污染后续 EOD）。非重置日沿用 floateRate。
-            decimal effectiveFloat = floateRate;
-            if (isResetDay && !string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
-            {
-                var fixingDate = IndexFixerBase.GetFixingDate(endDate, position.interest_rule);
-                if (IndexFixer.TryGetFixing(fixingDate, position.FloatRateUnderlyingCode, out decimal fixing))
-                {
-                    if (fixing != 0m) effectiveFloat = fixing;
-                }
-                else
-                {
-                    throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fixingDate:yyyy年MM月dd日}的价格");
-                }
-            }
+            var effectiveFloat = isResetDay ? ResolveFloatRate(position, endDate, floateRate) : floateRate;
             flowEvent.FloatRate = effectiveFloat;
 
             // remainingFraction：重置日把上一日终待实现利息按本次平仓基数分摊（EOD 全量为 1）。
@@ -1537,21 +1527,9 @@ namespace YLErp.Modules.SwapModule
 
             // 取率：重置日按 interest_rule 重新定盘浮动利率（GLMS-JIATT-20260805 根因——
             // 重置日=平仓日必须用新利率，否则沿用旧周期利率并污染后续 EOD）。
-            decimal effectiveFloat = floateRate;
             int interestPeriod = position.interest_rest_days ?? 1;
-            if ((endDate - tradeDate).Days % interestPeriod == 0
-                && !string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
-            {
-                var fixingDate = IndexFixerBase.GetFixingDate(endDate, position.interest_rule);
-                if (IndexFixer.TryGetFixing(fixingDate, position.FloatRateUnderlyingCode, out decimal fixing))
-                {
-                    if (fixing != 0m) effectiveFloat = fixing;
-                }
-                else
-                {
-                    throw new Exception($"获取不到{position.FloatRateUnderlyingCode}在{fixingDate:yyyy年MM月dd日}的价格");
-                }
-            }
+            var isResetDay = (endDate - tradeDate).Days % interestPeriod == 0;
+            var effectiveFloat = isResetDay ? ResolveFloatRate(position, endDate, floateRate) : floateRate;
 
             flowEvent.FloatRate = effectiveFloat;