{"abstract":"Accruals starting or ending on 29 February are not recognized as month end.","category":"Bond day-count conventions","checks":8,"contract":"Inputs: start, end and maturity dates as [y,m,d]. D1 becomes 30 if the start is the last day of its month. D2 becomes 30 if the end is the last day of its month, unless the end date equals the maturity date and falls in February. Return 360*(Y2-Y1)+30*(M2-M1)+(D2-D1).","contract_signature":"a, b, mat","evaluation_group":"w2-bond_day_count_conventions-thirty-e-360-isda","failed_approach":"A plain divisible-by-four test misclassifies century years such as 2100.","family":"w2-bond_day_count_conventions-thirty-e-360-isda-february-month-length","id":"FA-60876","implementations":{"attempt":{"sha256":"8e29f38b0e21c5e6d3a3385d5e33c32988b18c94914088bf1e166731ea4475fd","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\n\nN = 1\nobservations = []\ndef solve(a, b, mat):\n    y1, m1, d1 = a\n    y2, m2, d2 = b\n    def last(y, m):\n        if m == 2:\n            return 29 if y % 4 == 0 else 28\n        return 30 if m in (4, 6, 9, 11) else 31\n    if d1 == last(y1, m1):\n        d1 = 30\n    if d2 == last(y2, m2) and not (list(b) == list(mat) and m2 == 2):\n        d2 = 30\n    return 360 * (y2 - y1) + 30 * (m2 - m1) + (d2 - d1)\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression february month length 1', [[2060, 2, 29], [2062, 2, 27], [2063, 8, 25]], 717], ['regression february month length 2', [[2080, 2, 29], [2081, 2, 28], [2081, 2, 28]], 358], ['partial repair probe 1', [[2099, 8, 31], [2100, 2, 28], [2105, 3, 31]], 180], ['partial repair probe 2', [[2100, 2, 28], [2100, 5, 30], [2104, 2, 27]], 90], ['boundary control 1', [[2023, 2, 28], [2023, 8, 31], [2030, 5, 31]], 180], ['boundary control 2', [[2023, 9, 30], [2024, 3, 31], [2024, 3, 31]], 180], ['normal control 1', [[2024, 1, 15], [2024, 7, 15], [2029, 7, 15]], 180], ['normal control 2', [[2045, 6, 30], [2046, 2, 28], [2046, 2, 28]], 238]], [['regression february month length 1', [[2032, 2, 28], [2035, 12, 20], [2035, 12, 20]], 1372], ['regression february month length 2', [[2081, 9, 30], [2084, 2, 28], [2086, 2, 28]], 868], ['partial repair probe 1', [[2099, 8, 31], [2100, 2, 28], [2106, 9, 30]], 180], ['partial repair probe 2', [[2100, 2, 28], [2100, 8, 31], [2100, 11, 11]], 180], ['boundary control 1', [[2023, 9, 30], [2024, 3, 31], [2024, 3, 31]], 180], ['boundary control 2', [[2023, 8, 31], [2024, 2, 29], [2024, 2, 29]], 179], ['normal control 1', [[2067, 3, 31], [2070, 2, 28], [2070, 2, 28]], 1048], ['normal control 2', [[2049, 5, 31], [2057, 2, 28], [2057, 12, 1]], 2790]], [['regression february month length 1', [[2077, 2, 28], [2080, 2, 29], [2082, 4, 29]], 1080], ['regression february month length 2', [[2055, 1, 28], [2056, 2, 29], [2056, 5, 16]], 392], ['partial repair probe 1', [[2100, 2, 28], [2100, 12, 30], [2105, 2, 25]], 300], ['partial repair probe 2', [[2099, 8, 31], [2100, 2, 28], [2106, 11, 30]], 180], ['boundary control 1', [[2023, 9, 30], [2024, 3, 31], [2024, 3, 31]], 180], ['boundary control 2', [[2023, 2, 28], [2023, 8, 31], [2030, 5, 31]], 180], ['normal control 1', [[2066, 7, 31], [2069, 2, 28], [2069, 2, 28]], 928], ['normal control 2', [[2095, 12, 31], [2098, 2, 28], [2098, 2, 28]], 778]], [['regression february month length 1', [[2088, 2, 29], [2095, 2, 28], [2095, 12, 27]], 2520], ['regression february month length 2', [[2036, 2, 29], [2039, 8, 31], [2044, 8, 31]], 1260], ['partial repair probe 1', [[2099, 8, 31], [2100, 2, 28], [2103, 1, 31]], 180], ['partial repair probe 2', [[2099, 8, 31], [2100, 2, 28], [2103, 8, 31]], 180], ['boundary control 1', [[2024, 1, 15], [2024, 7, 15], [2029, 7, 15]], 180], ['boundary control 2', [[2023, 8, 31], [2024, 2, 29], [2024, 2, 29]], 179], ['normal control 1', [[2041, 2, 28], [2043, 1, 31], [2043, 1, 31]], 690], ['normal control 2', [[2016, 4, 30], [2018, 7, 31], [2022, 1, 31]], 810]], [['regression february month length 1', [[2023, 8, 31], [2024, 2, 29], [2026, 2, 28]], 180], ['regression february month length 2', [[2079, 5, 3], [2080, 2, 28], [2081, 11, 20]], 295], ['partial repair probe 1', [[2099, 8, 31], [2100, 2, 28], [2104, 5, 12]], 180], ['partial repair probe 2', [[2099, 8, 31], [2100, 2, 28], [2100, 11, 30]], 180], ['boundary control 1', [[2023, 8, 31], [2024, 2, 29], [2024, 2, 29]], 179], ['boundary control 2', [[2023, 2, 28], [2023, 8, 31], [2030, 5, 31]], 180], ['normal control 1', [[2002, 8, 31], [2005, 2, 28], [2005, 2, 28]], 898], ['normal control 2', [[2045, 5, 31], [2049, 2, 28], [2049, 9, 9]], 1350]]]\nfor label, args, expected in fixtures[N-1]:\n    check(label, solve(*args), expected)\nprint(json.dumps({\"observations\": observations, \"passed\": all(x[\"passed\"] for x in observations)}, ensure_ascii=False))\nraise SystemExit(0 if all(x[\"passed\"] for x in observations) else 1)\n"},"broken":{"sha256":"ecd97e4aded1a014bd40408a9cc72071b0ab4e5717dda4f0904468a4cae82514","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\n\nN = 1\nobservations = []\ndef solve(a, b, mat):\n    y1, m1, d1 = a\n    y2, m2, d2 = b\n    def last(y, m):\n        if m == 2:\n            return 28\n        return 30 if m in (4, 6, 9, 11) else 31\n    if d1 == last(y1, m1):\n        d1 = 30\n    if d2 == last(y2, m2) and not (list(b) == list(mat) and m2 == 2):\n        d2 = 30\n    return 360 * (y2 - y1) + 30 * (m2 - m1) + (d2 - d1)\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression february month length 1', [[2060, 2, 29], [2062, 2, 27], [2063, 8, 25]], 717], ['regression february month length 2', [[2080, 2, 29], [2081, 2, 28], [2081, 2, 28]], 358], ['partial repair probe 1', [[2099, 8, 31], [2100, 2, 28], [2105, 3, 31]], 180], ['partial repair probe 2', [[2100, 2, 28], [2100, 5, 30], [2104, 2, 27]], 90], ['boundary control 1', [[2023, 2, 28], [2023, 8, 31], [2030, 5, 31]], 180], ['boundary control 2', [[2023, 9, 30], [2024, 3, 31], [2024, 3, 31]], 180], ['normal control 1', [[2024, 1, 15], [2024, 7, 15], [2029, 7, 15]], 180], ['normal control 2', [[2045, 6, 30], [2046, 2, 28], [2046, 2, 28]], 238]], [['regression february month length 1', [[2032, 2, 28], [2035, 12, 20], [2035, 12, 20]], 1372], ['regression february month length 2', [[2081, 9, 30], [2084, 2, 28], [2086, 2, 28]], 868], ['partial repair probe 1', [[2099, 8, 31], [2100, 2, 28], [2106, 9, 30]], 180], ['partial repair probe 2', [[2100, 2, 28], [2100, 8, 31], [2100, 11, 11]], 180], ['boundary control 1', [[2023, 9, 30], [2024, 3, 31], [2024, 3, 31]], 180], ['boundary control 2', [[2023, 8, 31], [2024, 2, 29], [2024, 2, 29]], 179], ['normal control 1', [[2067, 3, 31], [2070, 2, 28], [2070, 2, 28]], 1048], ['normal control 2', [[2049, 5, 31], [2057, 2, 28], [2057, 12, 1]], 2790]], [['regression february month length 1', [[2077, 2, 28], [2080, 2, 29], [2082, 4, 29]], 1080], ['regression february month length 2', [[2055, 1, 28], [2056, 2, 29], [2056, 5, 16]], 392], ['partial repair probe 1', [[2100, 2, 28], [2100, 12, 30], [2105, 2, 25]], 300], ['partial repair probe 2', [[2099, 8, 31], [2100, 2, 28], [2106, 11, 30]], 180], ['boundary control 1', [[2023, 9, 30], [2024, 3, 31], [2024, 3, 31]], 180], ['boundary control 2', [[2023, 2, 28], [2023, 8, 31], [2030, 5, 31]], 180], ['normal control 1', [[2066, 7, 31], [2069, 2, 28], [2069, 2, 28]], 928], ['normal control 2', [[2095, 12, 31], [2098, 2, 28], [2098, 2, 28]], 778]], [['regression february month length 1', [[2088, 2, 29], [2095, 2, 28], [2095, 12, 27]], 2520], ['regression february month length 2', [[2036, 2, 29], [2039, 8, 31], [2044, 8, 31]], 1260], ['partial repair probe 1', [[2099, 8, 31], [2100, 2, 28], [2103, 1, 31]], 180], ['partial repair probe 2', [[2099, 8, 31], [2100, 2, 28], [2103, 8, 31]], 180], ['boundary control 1', [[2024, 1, 15], [2024, 7, 15], [2029, 7, 15]], 180], ['boundary control 2', [[2023, 8, 31], [2024, 2, 29], [2024, 2, 29]], 179], ['normal control 1', [[2041, 2, 28], [2043, 1, 31], [2043, 1, 31]], 690], ['normal control 2', [[2016, 4, 30], [2018, 7, 31], [2022, 1, 31]], 810]], [['regression february month length 1', [[2023, 8, 31], [2024, 2, 29], [2026, 2, 28]], 180], ['regression february month length 2', [[2079, 5, 3], [2080, 2, 28], [2081, 11, 20]], 295], ['partial repair probe 1', [[2099, 8, 31], [2100, 2, 28], [2104, 5, 12]], 180], ['partial repair probe 2', [[2099, 8, 31], [2100, 2, 28], [2100, 11, 30]], 180], ['boundary control 1', [[2023, 8, 31], [2024, 2, 29], [2024, 2, 29]], 179], ['boundary control 2', [[2023, 2, 28], [2023, 8, 31], [2030, 5, 31]], 180], ['normal control 1', [[2002, 8, 31], [2005, 2, 28], [2005, 2, 28]], 898], ['normal control 2', [[2045, 5, 31], [2049, 2, 28], [2049, 9, 9]], 1350]]]\nfor label, args, expected in fixtures[N-1]:\n    check(label, solve(*args), expected)\nprint(json.dumps({\"observations\": observations, \"passed\": all(x[\"passed\"] for x in observations)}, ensure_ascii=False))\nraise SystemExit(0 if all(x[\"passed\"] for x in observations) else 1)\n"}},"limitations":"A deterministic toy contract stated explicitly in the contract field; no claim of conformance to any published convention text. This reproducer isolates one failure mechanism. Results cover the supplied fixtures. Variants within a family share a test contract and should remain grouped when constructing evaluation splits. Related mechanisms with a shared evaluation_group must also remain together; these controlled models are not independent production incidents.","method":"Deterministic executable model with adversarial boundary fixtures.","provenance":{"created_by":"Failure Map","dependencies":"Python standard library","family":"w2-bond_day_count_conventions-thirty-e-360-isda-february-month-length","generated_at":"2026-09-29T14:46:49.738626+00:00","license":"CC0-1.0","python":"3.12.14","seed":1,"split":"open-access"},"relevance":"Bond accrual and pricing systems depend on exact day-count arithmetic; a single-day error changes settlement cash.","root_cause":"The month-length helper hard-codes 28 days for February.","sha256":"da1f7b390ca047f321aa4426295ada2c86d0fc6761cfa28b60dcdb230435bf97","title":"30E/360 ISDA with maturity exemption: February is always treated as 28 days long · case 01","variant":1,"variant_policy":"Five numbered records share a model and may reuse boundary fixtures.","verified":true,"visibility":"public","verification":{"attempt":{"elapsed_ms":42.712,"exit_code":1,"observations":[{"actual":717,"check":"regression february month length 1","expected":717,"passed":true},{"actual":358,"check":"regression february month length 2","expected":358,"passed":true},{"actual":178,"check":"partial repair probe 1","expected":180,"passed":false},{"actual":92,"check":"partial repair probe 2","expected":90,"passed":false},{"actual":180,"check":"boundary control 1","expected":180,"passed":true},{"actual":180,"check":"boundary control 2","expected":180,"passed":true},{"actual":180,"check":"normal control 1","expected":180,"passed":true},{"actual":238,"check":"normal control 2","expected":238,"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression february month length 1\", \"actual\": 717, \"expected\": 717, \"passed\": true}, {\"check\": \"regression february month length 2\", \"actual\": 358, \"expected\": 358, \"passed\": true}, {\"check\": \"partial repair probe 1\", \"actual\": 178, \"expected\": 180, \"passed\": false}, {\"check\": \"partial repair probe 2\", \"actual\": 92, \"expected\": 90, \"passed\": false}, {\"check\": \"boundary control 1\", \"actual\": 180, \"expected\": 180, \"passed\": true}, {\"check\": \"boundary control 2\", \"actual\": 180, \"expected\": 180, \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": 180, \"expected\": 180, \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": 238, \"expected\": 238, \"passed\": true}], \"passed\": false}\n"},"broken":{"elapsed_ms":40.626,"exit_code":1,"observations":[{"actual":718,"check":"regression february month length 1","expected":717,"passed":false},{"actual":359,"check":"regression february month length 2","expected":358,"passed":false},{"actual":180,"check":"partial repair probe 1","expected":180,"passed":true},{"actual":90,"check":"partial repair probe 2","expected":90,"passed":true},{"actual":180,"check":"boundary control 1","expected":180,"passed":true},{"actual":180,"check":"boundary control 2","expected":180,"passed":true},{"actual":180,"check":"normal control 1","expected":180,"passed":true},{"actual":238,"check":"normal control 2","expected":238,"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression february month length 1\", \"actual\": 718, \"expected\": 717, \"passed\": false}, {\"check\": \"regression february month length 2\", \"actual\": 359, \"expected\": 358, \"passed\": false}, {\"check\": \"partial repair probe 1\", \"actual\": 180, \"expected\": 180, \"passed\": true}, {\"check\": \"partial repair probe 2\", \"actual\": 90, \"expected\": 90, \"passed\": true}, {\"check\": \"boundary control 1\", \"actual\": 180, \"expected\": 180, \"passed\": true}, {\"check\": \"boundary control 2\", \"actual\": 180, \"expected\": 180, \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": 180, \"expected\": 180, \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": 238, \"expected\": 238, \"passed\": true}], \"passed\": false}\n"}},"member_only":{"stages":["fixed"],"fields":["implementations.fixed","verification.fixed","harness","repair"],"note":"The verified repair, its recorded checks, the repair description, and the scoring harness are available to members."}}