diff --git a/Framework/YLErp.Core/DBModels/SwapEvent.cs b/Framework/YLErp.Core/DBModels/SwapEvent.cs
index eff65bac..27d51c07 100644
--- a/Framework/YLErp.Core/DBModels/SwapEvent.cs
+++ b/Framework/YLErp.Core/DBModels/SwapEvent.cs
@@ -118,6 +118,11 @@ namespace YLErp.DBModels
         /// </summary>
         public decimal ClosePercent { get; set; }
         /// <summary>
+        /// 是否计罚息（EQD-6977）：提前终止平仓时利息端按持有至到期计息。默认 false=否。
+        /// 由平仓页“是否罚息”下拉写入，经 GetUnwindInterests 透传至罚息接缝层。
+        /// </summary>
+        public bool IsPenaltyInterest { get; set; }
+        /// <summary>
         /// 平仓名义本金
         /// </summary>
         public decimal CloseNotionalValue { get; set; }
diff --git a/YLErpDAL/Modules/SwapModule/InterestCalcRequest.cs b/YLErpDAL/Modules/SwapModule/InterestCalcRequest.cs
index fcaff397..56e2a5cb 100644
--- a/YLErpDAL/Modules/SwapModule/InterestCalcRequest.cs
+++ b/YLErpDAL/Modules/SwapModule/InterestCalcRequest.cs
@@ -36,19 +36,24 @@ public sealed class InterestCalcRequest
     public bool NewCalcLast { get; }
     public List<swap_flow_event> CloseList { get; }
 
+    /// <summary>是否计罚息（EQD-6977）：利息端按持有至到期计息。由平仓页下拉经 UnwindData 透传；默认 false。</summary>
+    public bool IsPenaltyInterest { get; }
+
     private InterestCalcRequest(
         trade td, trade_extend tradeExtend, DateTime valueDate, DateTime unwindDate,
         List<eod_swap_position> eodPositions, List<swap_position> positions,
         decimal posiNotionalValue,
         decimal closePosiNotionalValue, decimal closePercent,
         int eventType, bool tdClose, decimal orginPv,
-        bool add, bool newCalcLast, List<swap_flow_event> closeList)
+        bool add, bool newCalcLast, List<swap_flow_event> closeList,
+        bool isPenaltyInterest = false)
     {
         Td = td; TradeExtend = tradeExtend; ValueDate = valueDate; UnwindDate = unwindDate;
         EodPositions = eodPositions; Positions = positions;
         PosiNotionalValue = posiNotionalValue; ClosePosiNotionalValue = closePosiNotionalValue;
         ClosePercent = closePercent; EventType = eventType; TdClose = tdClose; OrginPv = orginPv;
         Add = add; NewCalcLast = newCalcLast; CloseList = closeList;
+        IsPenaltyInterest = isPenaltyInterest;
     }
 
     /// <summary>
@@ -62,10 +67,11 @@ public sealed class InterestCalcRequest
         List<eod_swap_position> eodPositions, List<swap_position> positions,
         decimal preCloseNotional, decimal closedNotional, decimal closePercentRemaining,
         int eventType, bool tdClose, decimal orginPv,
-        bool add, bool newCalcLast, List<swap_flow_event> closeList)
+        bool add, bool newCalcLast, List<swap_flow_event> closeList,
+        bool isPenaltyInterest = false)
         => new(td, tradeExtend, valueDate, unwindDate, eodPositions, positions,
             preCloseNotional, closedNotional, closePercentRemaining,
-            eventType, tdClose, orginPv, add, newCalcLast, closeList);
+            eventType, tdClose, orginPv, add, newCalcLast, closeList, isPenaltyInterest);
 
     /// <summary>
     /// 【EOD 当日有平仓后的收盘结息】场景（→ CalcEodPostCloseSettleInterests，settment:false 全额结息）。
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 44714bd6..16e7ae35 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -444,7 +444,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="closePercent">平仓比例</param>
         /// <returns></returns>
         /// <exception cref="ServiceException"></exception>
-        public List<swap_flow_event> GetUnwindInterests(DateTime valueDate, DateTime unwindDate, int tradeId, decimal closePercent, int eventType)
+        public List<swap_flow_event> GetUnwindInterests(DateTime valueDate, DateTime unwindDate, int tradeId, decimal closePercent, int eventType, bool isPenaltyInterest = false)
         {
             List<swap_flow_event> interests = new List<swap_flow_event>();
             if (closePercent > 1)
@@ -484,7 +484,8 @@ namespace YLErp.Modules.SwapModule
             interests = GetIntradayUnwindInterests(InterestCalcRequest.IntradayUnwind(
                 td, tradeExtend, valueDate, unwindDate, lastEodPositions, positions,
                 stockEqvNotional, posiNotionalValue,
-                closePercent, eventType, tdClose, orginPv, add: true, newCalcLast: false, closeList));
+                closePercent, eventType, tdClose, orginPv, add: true, newCalcLast: false, closeList,
+                isPenaltyInterest));
             return interests;
         }