diff --git a/UnitTestProject/Modules/SwapModule/InterestLegs/InterestLegStrategyTest.cs b/UnitTestProject/Modules/SwapModule/InterestLegs/InterestLegStrategyTest.cs
new file mode 100644
index 00000000..9ec52504
--- /dev/null
+++ b/UnitTestProject/Modules/SwapModule/InterestLegs/InterestLegStrategyTest.cs
@@ -0,0 +1,114 @@
+using System;
+using Microsoft.VisualStudio.TestTools.UnitTesting;
+using YLErp.DBModels.Enums;
+using YLErp.Modules.SwapModule.InterestLegs;
+
+namespace UnitTestProject.Modules.SwapModule.InterestLegs
+{
+    /// <summary>
+    /// 利息腿策略单测。验证每个策略的 CalcNotional 与现有 CalcNotionalByMode switch 完全一致。
+    /// 这组测试是后续"迁移调用点"的安全网——迁移前后行为必须不变。
+    /// </summary>
+    [TestClass]
+    public class InterestLegStrategyTest
+    {
+        private const decimal Fix = 2_000_000m;        // 合约固定本金
+        private const decimal Notional = 100_000_000m;  // 剩余名义本金 1 亿
+        private const decimal LongNotional = 60_000_000m;
+        private const decimal ShortNotional = 40_000_000m;
+
+        #region 固定值(mode 1)：恒=Fix，不随比例变
+
+        [TestMethod]
+        public void 固定值_部分平仓_计息基数恒等于Fix()
+        {
+            var leg = new FixedNotionalLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
+
+            Assert.AreEqual(Fix, r.ClosePrincipal, "平仓本金恒=Fix");
+            Assert.AreEqual(Fix, r.PosiPrincipal, "持仓本金恒=Fix");
+            Assert.AreEqual(1m, r.ClosePercent, "有效比例恒=1（固定值不随比例缩放）");
+        }
+
+        [TestMethod]
+        public void 固定值_全平_计息基数仍等于Fix()
+        {
+            var leg = new FixedNotionalLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
+
+            Assert.AreEqual(Fix, r.ClosePrincipal, "全平本金仍=Fix");
+        }
+
+        #endregion
+
+        #region 合约名义本金规模(mode 2)：按比例线性缩放
+
+        [TestMethod]
+        public void 合约名义本金_部分平仓_本金按比例缩放()
+        {
+            var leg = new ContractNotionalLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
+
+            Assert.AreEqual(50_000_000m, r.ClosePrincipal, "平仓本金=Notional×50%");
+            Assert.AreEqual(Notional, r.PosiPrincipal, "持仓本金=Notional全额");
+            Assert.AreEqual(0.5m, r.ClosePercent, "有效比例=入参");
+        }
+
+        [TestMethod]
+        public void 合约名义本金_全平_本金等于全额()
+        {
+            var leg = new ContractNotionalLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
+
+            Assert.AreEqual(Notional, r.ClosePrincipal, "全平本金=Notional");
+        }
+
+        [TestMethod]
+        public void 合约名义本金_零平仓_本金为零()
+        {
+            var leg = new ContractNotionalLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0m);
+
+            Assert.AreEqual(0m, r.ClosePrincipal, "零平仓本金=0");
+            Assert.AreEqual(Notional, r.PosiPrincipal, "持仓本金仍=Notional");
+        }
+
+        #endregion
+
+        #region 标的期初全价(mode 9)：主路径公式与mode2相同
+
+        [TestMethod]
+        public void 标的期初全价_部分平仓_主路径公式同mode2()
+        {
+            var leg = new UnderlyingFullPriceLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 0.5m);
+
+            Assert.AreEqual(50_000_000m, r.ClosePrincipal, "平仓本金=Notional×50%（与mode2主路径一致）");
+            Assert.AreEqual(Notional, r.PosiPrincipal);
+            Assert.AreEqual(0.5m, r.ClosePercent);
+        }
+
+        [TestMethod]
+        public void 标的期初全价_全平_本金等于全额()
+        {
+            var leg = new UnderlyingFullPriceLeg();
+            var r = leg.CalcNotional(Fix, Notional, LongNotional, ShortNotional, 1m);
+
+            Assert.AreEqual(Notional, r.ClosePrincipal);
+        }
+
+        #endregion
+
+        #region 守卫：三个策略对应不同mode
+
+        [TestMethod]
+        public void 三个策略对应不同枚举值()
+        {
+            Assert.AreEqual(InterestModeEnum.固定值, new FixedNotionalLeg().Mode);
+            Assert.AreEqual(InterestModeEnum.合约名义本金规模, new ContractNotionalLeg().Mode);
+            Assert.AreEqual(InterestModeEnum.标的期初全价, new UnderlyingFullPriceLeg().Mode);
+        }
+
+        #endregion
+    }
+}
diff --git a/YLErpDAL/Modules/SwapModule/InterestLegs/ContractNotionalLeg.cs b/YLErpDAL/Modules/SwapModule/InterestLegs/ContractNotionalLeg.cs
new file mode 100644
index 00000000..c2dff484
--- /dev/null
+++ b/YLErpDAL/Modules/SwapModule/InterestLegs/ContractNotionalLeg.cs
@@ -0,0 +1,16 @@
+using YLErp.DBModels;
+
+namespace YLErp.Modules.SwapModule.InterestLegs;
+
+/// <summary>
+/// 合约名义本金规模利息腿（InterestMode=合约名义本金规模）。
+/// 站在"合约规模"视角：平仓本金 = 剩余名义本金 × 平仓比例。
+/// 与标的期初全价(9)在 CalcNotionalByMode 里公式相同，差异在衡泰路径 grossPrice 折算和 EOD 复利反推。
+/// </summary>
+public sealed class ContractNotionalLeg : IInterestLegStrategy
+{
+    public InterestModeEnum Mode => InterestModeEnum.合约名义本金规模;
+
+    public NotionalResult CalcNotional(decimal fix, decimal posiNotional, decimal posiLong, decimal posiShort, decimal closePercent)
+        => new(posiNotional * closePercent, posiNotional, closePercent);
+}
diff --git a/YLErpDAL/Modules/SwapModule/InterestLegs/FixedNotionalLeg.cs b/YLErpDAL/Modules/SwapModule/InterestLegs/FixedNotionalLeg.cs
new file mode 100644
index 00000000..c77c8203
--- /dev/null
+++ b/YLErpDAL/Modules/SwapModule/InterestLegs/FixedNotionalLeg.cs
@@ -0,0 +1,16 @@
+using YLErp.DBModels;
+
+namespace YLErp.Modules.SwapModule.InterestLegs;
+
+/// <summary>
+/// 固定值利息腿（InterestMode=固定值）。
+/// 计息基数由合约约定（InterestPrincipalFix），无论平仓比例多少都恒等于该值。
+/// 业务规则：固定值就是合同写死的固定值，永远不变。
+/// </summary>
+public sealed class FixedNotionalLeg : IInterestLegStrategy
+{
+    public InterestModeEnum Mode => InterestModeEnum.固定值;
+
+    public NotionalResult CalcNotional(decimal fix, decimal posiNotional, decimal posiLong, decimal posiShort, decimal closePercent)
+        => new(fix, fix, 1m);
+}
diff --git a/YLErpDAL/Modules/SwapModule/InterestLegs/IInterestLegStrategy.cs b/YLErpDAL/Modules/SwapModule/InterestLegs/IInterestLegStrategy.cs
new file mode 100644
index 00000000..b3e640b2
--- /dev/null
+++ b/YLErpDAL/Modules/SwapModule/InterestLegs/IInterestLegStrategy.cs
@@ -0,0 +1,46 @@
+using YLErp.DBModels;
+
+namespace YLErp.Modules.SwapModule.InterestLegs;
+
+/// <summary>
+/// 计息腿策略的计算结果。对应原 CalcNotionalByMode 返回的三元组，用自描述名。
+/// </summary>
+public readonly struct NotionalResult
+{
+    /// <summary>本次平仓部分的计息本金。</summary>
+    public decimal ClosePrincipal { get; }
+
+    /// <summary>存续持仓部分的计息本金（全额，不缩放）。</summary>
+    public decimal PosiPrincipal { get; }
+
+    /// <summary>有效平仓比例。固定值腿恒为 1（计息基数不随比例变）；其余沿用入参。</summary>
+    public decimal ClosePercent { get; }
+
+    public NotionalResult(decimal closePrincipal, decimal posiPrincipal, decimal closePercent)
+        => (ClosePrincipal, PosiPrincipal, ClosePercent) = (closePrincipal, posiPrincipal, closePercent);
+
+    public void Deconstruct(out decimal close, out decimal posi, out decimal pct)
+        => (close, posi, pct) = (ClosePrincipal, PosiPrincipal, ClosePercent);
+}
+
+/// <summary>
+/// 利息腿计息基数策略。每个 InterestMode 一个实现，替换原 CalcNotionalByMode 的 switch。
+///
+/// 职责单一：给定持仓参数与平仓比例，算出"平仓本金 / 存续本金 / 有效比例"。
+/// 不做计息（计息由 SwapInterest 纯函数完成），不取价（取价由 IIndexFixer 完成）。
+/// </summary>
+public interface IInterestLegStrategy
+{
+    /// <summary>该策略对应的计息模式。</summary>
+    InterestModeEnum Mode { get; }
+
+    /// <summary>
+    /// 根据持仓参数与平仓比例计算计息本金三元组。
+    /// </summary>
+    /// <param name="fix">合约固定本金（固定值/预付金腿用；其余腿忽略）。</param>
+    /// <param name="posiNotional">当前剩余名义本金（数量 × 全价）。</param>
+    /// <param name="posiLong">多头剩余名义本金（多空存续腿用，当前界面已禁用）。</param>
+    /// <param name="posiShort">空头剩余名义本金。</param>
+    /// <param name="closePercent">平仓比例（占剩余，0~1）。</param>
+    NotionalResult CalcNotional(decimal fix, decimal posiNotional, decimal posiLong, decimal posiShort, decimal closePercent);
+}
diff --git a/YLErpDAL/Modules/SwapModule/InterestLegs/UnderlyingFullPriceLeg.cs b/YLErpDAL/Modules/SwapModule/InterestLegs/UnderlyingFullPriceLeg.cs
new file mode 100644
index 00000000..486695c5
--- /dev/null
+++ b/YLErpDAL/Modules/SwapModule/InterestLegs/UnderlyingFullPriceLeg.cs
@@ -0,0 +1,18 @@
+using YLErp.DBModels;
+
+namespace YLErp.Modules.SwapModule.InterestLegs;
+
+/// <summary>
+/// 标的期初全价利息腿（InterestMode=标的期初全价）。
+/// 站在"持仓全价"视角：计息基数 = 标的含费全价(PosiGrossPrice/EntryDirtyPrice) × 数量。
+/// 主路径 CalcNotionalByMode 公式与合约名义本金规模(2)相同；
+/// 差异在衡泰路径会乘 grossPrice 折算（SwapDealService.GetUnwindInterestsByHT），
+/// 以及 EOD 复利部分平仓后直接返回剩余本金（禁止反推，SwapEodPositionService:1458-1465）。
+/// </summary>
+public sealed class UnderlyingFullPriceLeg : IInterestLegStrategy
+{
+    public InterestModeEnum Mode => InterestModeEnum.标的期初全价;
+
+    public NotionalResult CalcNotional(decimal fix, decimal posiNotional, decimal posiLong, decimal posiShort, decimal closePercent)
+        => new(posiNotional * closePercent, posiNotional, closePercent);
+}