Based on Khmaladze martingale transformation technology，two new tests for drift functions of inter_x005fest rate models are constructed by the marked empirical processes．The asymptotic property of the tests and their calculation methods are also provided．The test statistics do not need to know the information about the diffusion function of interest models，and they do not depend on an asymptotic distribution even for the composite null hypothesis．Monte Carlo simulations show that the tests have a reasonable size and power performance．The tests are also in effect when applied to analyzing the characteristics of short-term interest rates in China．