diff --git a/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs b/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs
index 2ff99fe0..d50d9c4c 100644
--- a/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs
+++ b/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs
@@ -128,7 +128,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
                             newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, posClone, rate,
                                 pos.InterestPrincipalFix, pos.InterestPrincipalFix, 1.0m,
                                 annualDays, calcFirst, calcLast, preEod,
-                                (int)SwapEventTypeEnum.自动互换, add: false, settment: true, swap: false);
+                                (int)SwapEventTypeEnum.自动互换, add: false, settment: true, interestWindowEmpty: false);
                         }
                         catch (Exception ex)
                         {
diff --git a/UnitTestProject/Modules/SwapModule/Margin/MarginInterestShadowTest.cs b/UnitTestProject/Modules/SwapModule/Margin/MarginInterestShadowTest.cs
index 2ff0f5ad..f7ed0b2f 100644
--- a/UnitTestProject/Modules/SwapModule/Margin/MarginInterestShadowTest.cs
+++ b/UnitTestProject/Modules/SwapModule/Margin/MarginInterestShadowTest.cs
@@ -90,7 +90,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
             // 新方法（独立 preEod，相同初始值）
             var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
                 AnnualDays, calcFirst: true, calcLast: true,
-                CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: true, swap: false);
+                CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: true, interestWindowEmpty: false);
 
             Console.WriteLine($"旧: I={oldI} Td={oldTd}");
             Console.WriteLine($"新: I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount} ClosePnL={newEvt.InterestClosePnL}");
@@ -114,7 +114,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
 
             var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
                 AnnualDays, calcFirst: true, calcLast: true,
-                new eod_swap_position { id = 0 }, 0, add: false, settment: true, swap: false);
+                new eod_swap_position { id = 0 }, 0, add: false, settment: true, interestWindowEmpty: false);
 
             Assert.AreEqual(oldI, newEvt.InterestAmount, "InterestAmount 一致");
             Assert.AreEqual(oldTd, newEvt.TdInterestAmount, "TdInterestAmount 一致");
@@ -143,7 +143,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
             // 新方法：notional = posiPrincipal（无差分、无 orginPv）
             var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
                 AnnualDays, calcFirst: true, calcLast: false,
-                CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, swap: false);
+                CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, interestWindowEmpty: false);
 
             Console.WriteLine($"旧: I={oldI} Td={oldTd}");
             Console.WriteLine($"新: I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount}");
@@ -172,7 +172,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
             var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate,
                 Principal * closePct, Principal, closePct,
                 AnnualDays, calcFirst: true, calcLast: false,
-                CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, swap: false);
+                CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, interestWindowEmpty: false);
 
             Console.WriteLine($"旧: I={oldI} Td={oldTd}");
             Console.WriteLine($"新: I={newEvt.InterestAmount} Td={newEvt.TdInterestAmount}");
@@ -191,7 +191,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
             var svc = new StubSvc();
             var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
                 AnnualDays, calcFirst: true, calcLast: false,
-                CreatePreEod(StartDate.AddDays(4), 820m), 0, add: false, settment: false, swap: true);
+                CreatePreEod(StartDate.AddDays(4), 820m), 0, add: false, settment: false, interestWindowEmpty: true);
 
             Assert.AreEqual(0m, newEvt.InterestAmount, "互换利息归零");
             Assert.AreEqual(0m, newEvt.TdInterestAmount, "互换 TdInterestAmount 归零");
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 192b042a..41e08ecf 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -655,8 +655,8 @@ namespace YLErp.Modules.SwapModule
 
                 // 计算计息区间
                 int interestPeriod = position.interest_rest_days ?? 1;
-                // true 跳过 不计利息； false 正常利息
-                bool swap = InitInterestDate(unwindDate, preDealDate, td, tdClose, out DateTime startDate, out DateTime endDate);
+                // true=计息窗口为空（不计利息，利率与金额归零；典型场景=互换当日已结息，但判定只看日期窗口，与事件类型无关）
+                bool interestWindowEmpty = InitInterestDate(unwindDate, preDealDate, td, tdClose, out DateTime startDate, out DateTime endDate);
 
                 // 获取利率（保证金/融资腿共用：SwapIntervalList 取当日适用固定利率 + 精度收口）
                 decimal rate = Math.Round(GetFixedRate(position, unwindDate), InterestCalculationPrecision, MidpointRounding.AwayFromZero); // 做精度调整 原数据有精度误差
@@ -670,7 +670,7 @@ namespace YLErp.Modules.SwapModule
                     // 保证金腿: 计息基数 = InterestPrincipalFix(保证金余额)，无融资腿差分公式与 orginPv 维度 hack
                     interests.Add(CalcMarginInterest(td, valueDate, endDate, positionClone, rate,
                         position.InterestPrincipalFix * closePrecent, position.InterestPrincipalFix,
-                        closePrecent, annualDays, calcFirst, effectiveCalcLast, preEodPosition, eventType, add, settment, swap));
+                        closePrecent, annualDays, calcFirst, effectiveCalcLast, preEodPosition, eventType, add, settment, interestWindowEmpty));
                     continue;
                 }
 
@@ -697,7 +697,7 @@ namespace YLErp.Modules.SwapModule
                     closePrincipal = closePosiNotionalValue;
                 }
 
-                decimal floatRate = GetFloatRate(position, preEodPosition, td.StartDate.Value, endDate, interestPeriod, swap, positionClone, effectiveCalcLast);
+                decimal floatRate = GetFloatRate(position, preEodPosition, td.StartDate.Value, endDate, interestPeriod, interestWindowEmpty, positionClone, effectiveCalcLast);
 
                 // 根据场景计算利息
                 if (settment)
@@ -713,7 +713,7 @@ namespace YLErp.Modules.SwapModule
                         ? GetConsumedInterest(td.id, position.id, endDate)
                         : 0m;
                     interests.Add(CalcUnwindInterest(td, valueDate, endDate, positionClone, rate, floatRate, posiPrincipal,
-                        closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, swap, orginPv, calcFirst,
+                        closePrincipal, newClosePercent, annualDays, preEodPosition, eventType, add, interestWindowEmpty, orginPv, calcFirst,
                         effectiveCalcLast, consumedInterest));
                 }
             }
@@ -858,7 +858,7 @@ namespace YLErp.Modules.SwapModule
         /// <summary>
         /// 获取浮动利率
         /// </summary>
-        private decimal GetFloatRate(swap_position position, eod_swap_position preEod, DateTime startDate, DateTime endDate, int period, bool swap, swap_position positionClone, bool calcLast = true)
+        private decimal GetFloatRate(swap_position position, eod_swap_position preEod, DateTime startDate, DateTime endDate, int period, bool interestWindowEmpty, swap_position positionClone, bool calcLast = true)
         {
             if (string.IsNullOrEmpty(position.FloatRateUnderlyingCode)) return position.FloatRate;
 
@@ -883,7 +883,7 @@ namespace YLErp.Modules.SwapModule
             // EQD-6968 口径自洽化：不算尾(calcLast=false)时 endDate 当天不计息，其定盘一概不取
             // （有价也不取）——事件/回写利率与金额同源（末段已消费利率），杜绝"上午/下午落库利率不同"。
             // 剩余持仓的新周期利率由 SwapEodPositionService 的"重置日再定盘"显式获取，不靠此处顺带。
-            if (!swap && !calcLast && isResetDay)
+            if (!interestWindowEmpty && !calcLast && isResetDay)
             {
                 var keptNoFetch = preEod.id != 0 ? preEod.FloatRate : position.FloatRate;
                 SwapCalcTrace.Critical(
@@ -897,7 +897,7 @@ namespace YLErp.Modules.SwapModule
                 position.FloatRate = positionClone.FloatRate = rate;
                 return position.FloatRate;
             }
-            if (!swap)
+            if (!interestWindowEmpty)
             {
                 if (calcLast)
                 {
@@ -911,7 +911,7 @@ namespace YLErp.Modules.SwapModule
                     $"FIX GetFloatRate p{position.id} {rateDate:yyyy-MM-dd}缺价且不算尾→沿用已有利率={kept:P6}(来源={(preEod.id != 0 ? "preEod.FloatRate" : "position.FloatRate")})");
                 return kept;
             }
-            SwapCalcTrace.Critical($"FIX GetFloatRate p{position.id} 互换事件(swap=true)→利率不参与，返回0");
+            SwapCalcTrace.Critical($"FIX GetFloatRate p{position.id} 计息窗口为空→利率不参与，返回0");
             return 0m;
         }
 
@@ -1013,12 +1013,12 @@ namespace YLErp.Modules.SwapModule
         /// 定位：SwapCalcTrace 落盘 AccrueEod/AccrualPeriod 的 notional/days/rate/accrued；盘中 accrualBasis 可从 trace 的 notional 反推。
         /// </remarks>
         /// <param name="settment">true=收盘归档(EOD)，false=盘中平仓/互换。</param>
-        /// <param name="swap">互换事件（仅盘中生效，true 时利息归零，同 InitSwapDealInterest）。</param>
+        /// <param name="interestWindowEmpty">计息窗口为空（仅盘中生效，true 时利息归零，同 InitSwapDealInterest；典型场景=互换当日已结息）。</param>
         public swap_flow_event CalcMarginInterest(
             trade td, DateTime valueDate, DateTime endDate, swap_position position, decimal rate,
             decimal closePrincipal, decimal posiPrincipal, decimal closePercent,
             int annualDays, bool calcFirst, bool calcLast,
-            eod_swap_position preEod, int eventType, bool add, bool settment, bool swap)
+            eod_swap_position preEod, int eventType, bool add, bool settment, bool interestWindowEmpty)
         {
             // 当日是否计息（算头算尾）——同 CalcEodInterest
             bool calcToday = true;
@@ -1054,8 +1054,8 @@ namespace YLErp.Modules.SwapModule
                 UnwindDate = settment ? valueDate : endDate
             };
 
-            // 互换事件：利息归零（同 InitSwapDealInterest）
-            if (swap && !settment)
+            // 计息窗口为空：利息归零（同 InitSwapDealInterest；典型场景=互换事件）
+            if (interestWindowEmpty && !settment)
             {
                 interest.InterestAmount = 0m;
                 interest.TdInterestAmount = 0m;
@@ -1120,7 +1120,7 @@ namespace YLErp.Modules.SwapModule
         /// <summary>
         /// 计算盘中利息（平仓/互换）
         /// </summary>
-        private swap_flow_event CalcUnwindInterest(trade td, DateTime valueDate, DateTime endDate,  swap_position position, decimal rate, decimal floatRate, decimal posiPrincipal, decimal closePrincipal, decimal closePercent, int annualDays, eod_swap_position preEod, int eventType, bool add, bool swap, decimal orginPv, bool calcFirst, bool calcLast, decimal consumedInterest = 0m)
+        private swap_flow_event CalcUnwindInterest(trade td, DateTime valueDate, DateTime endDate,  swap_position position, decimal rate, decimal floatRate, decimal posiPrincipal, decimal closePrincipal, decimal closePercent, int annualDays, eod_swap_position preEod, int eventType, bool add, bool interestWindowEmpty, decimal orginPv, bool calcFirst, bool calcLast, decimal consumedInterest = 0m)
         {
             if (preEod.id == 0)
             {
@@ -1135,7 +1135,7 @@ namespace YLErp.Modules.SwapModule
                 preEod.ValueDate = td.StartDate.Value.AddDays(-1);
             }
 
-            return InitSwapDealInterest(td, valueDate, endDate,  rate, position, add, swap, posiPrincipal,
+            return InitSwapDealInterest(td, valueDate, endDate,  rate, position, add, interestWindowEmpty, posiPrincipal,
                 closePrincipal, closePercent, annualDays, eventType, preEod,
                 orginPv, calcFirst, calcLast, consumedInterest);
         }
@@ -1172,7 +1172,7 @@ namespace YLErp.Modules.SwapModule
         /// <param name="rate">计息年化利率</param>
         /// <param name="position">利息腿</param>
         /// <param name="add">是否新增</param>
-        /// <param name="swap">是否已互换</param>
+        /// <param name="interestWindowEmpty">计息窗口为空（InitInterestDate 判定：true=本次不计利息，利率与金额归零；典型场景=互换当日已结息）</param>
         /// <param name="preEodPosition">上一日终归档</param>
         /// <param name="posiNotionalValue">当日适用名义本金</param>
         /// <param name="closePosiNotionalValue">当日平仓名义本金</param>
@@ -1184,7 +1184,7 @@ namespace YLErp.Modules.SwapModule
             decimal rate,
             swap_position position,
             bool add,
-            bool swap,
+            bool interestWindowEmpty,
             decimal posiNotionalValue,
             decimal closePosiNotionalValue,
             decimal closePrecent,
@@ -1218,7 +1218,7 @@ namespace YLErp.Modules.SwapModule
             // 保证金腿已走 CalcMarginInterest（不经过本方法），orginPv 维度重映射不再需要；
             // orginPv 此处仅对融资腿生效（差分公式 accrualBasis = TdInterestPrincipal + posiPrincipal - orginPv）。
 
-            if (swap)
+            if (interestWindowEmpty)
             {
                 interest.InterestAmount = 0; // 利息金额
                 interest.TdInterestAmount = 0; // 当日新增利息
diff --git a/YLErpDAL/Modules/SwapModule/SwapTradeBaseService.cs b/YLErpDAL/Modules/SwapModule/SwapTradeBaseService.cs
index ceb5634f..2229c443 100644
--- a/YLErpDAL/Modules/SwapModule/SwapTradeBaseService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapTradeBaseService.cs
@@ -365,6 +365,8 @@ namespace YLErp.Modules.SwapModule
         /// <param name="interestMode">计息方式</param>
         /// <param name="interestStart">计息开始日期</param>
         /// <param name="interestEnd">计息结束日期</param>
+        /// <returns>true=计息窗口为空（interestStart&gt;interestEnd，本次不计利息，调用方将利率与金额归零；
+        /// 典型场景=互换当日已结息/不算头首日，但判定只看日期窗口，与事件类型无关）；false=正常计息。</returns>
         public bool InitInterestDate(DateTime valueDate, DateTime? preSettleDate, trade td, bool tdClose,  out DateTime interestStart, out DateTime interestEnd)
         {
             interestStart = td.StartDate.Value;