From 828dc237ab4bf6edb413be457c23a3d7b760eb89 Mon Sep 17 00:00:00 2001
From: hjhan <hongjun.han@yieldchain.com>
Date: Thu, 20 Aug 2026 16:21:46 +0800
Subject: [PATCH] =?UTF-8?q?fix(swap):=20EQD-6977=20trace=E5=88=A9=E7=8E=87?=
 =?UTF-8?q?=E6=9D=A5=E6=BA=90=E6=A0=87=E7=AD=BE=E7=BA=A0=E5=81=8F=E2=80=94?=
 =?UTF-8?q?=E2=80=94=E5=9B=BA=E5=AE=9A=E8=85=BF=E4=B8=8D=E5=8F=96=E4=BB=B7?=
 =?UTF-8?q?=E6=97=B6=E4=B8=8D=E5=86=8D=E8=AF=AF=E6=A0=87=E5=AE=9A=E7=9B=98?=
 =?UTF-8?q?=E5=8F=96=E4=BB=B7(UAT=20tradeId=3D2450=E5=8F=8D=E9=A6=88)?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 .../SwapModule/Penalty/PenaltyInterestFeeMerger.cs     | 10 +++++++---
 1 file changed, 7 insertions(+), 3 deletions(-)

diff --git a/YLErpDAL/Modules/SwapModule/Penalty/PenaltyInterestFeeMerger.cs b/YLErpDAL/Modules/SwapModule/Penalty/PenaltyInterestFeeMerger.cs
index 7ca04a77..a6b2256b 100644
--- a/YLErpDAL/Modules/SwapModule/Penalty/PenaltyInterestFeeMerger.cs
+++ b/YLErpDAL/Modules/SwapModule/Penalty/PenaltyInterestFeeMerger.cs
@@ -78,9 +78,13 @@ public static class PenaltyInterestFeeMerger
                 frozenRate = PenaltyLegRateResolver.ResolveFrozenRate(
                     position, getSpread(position), preEod?.FloatRate, unwindDate,
                     d => tryGetFixing(d, position.FloatRateUnderlyingCode));
-                rateSource = preEod != null
-                    ? $"preEod.FloatRate@{preEod.ValueDate:yyyy-MM-dd}"
-                    : "定盘取价(unwindDate-1区间)";
+                // 来源标签须反映实际路径：固定腿不取价（利差即冻结利率）；浮动腿才有快照/取价之分
+                if (string.IsNullOrEmpty(position.FloatRateUnderlyingCode))
+                    rateSource = "固定腿利差(不取价)";
+                else if (preEod != null)
+                    rateSource = $"preEod.FloatRate@{preEod.ValueDate:yyyy-MM-dd}";
+                else
+                    rateSource = "定盘取价(unwindDate-1区间)";
             }
             catch (Exception ex)
             {