FA-58661 / Loan amortization schedules / Open access

Payoff quote with per diem: escrow credit · case 01

Escrow balances increase the payoff amount.

Verified by executionVariant 1 · 7 checks per implementationDownload source bundle ↓JSON ↗

ROOT CAUSE

Escrow is added instead of credited.

VERIFIED REPAIR

Subtract the signed escrow balance.

Unsuccessful approach: Ignoring escrow deficits omits amounts the borrower owes.

Case contract

x = {'balance', 'rate_bp', 'last_paid_day', 'payoff_day', 'basis', 'fees_due', 'escrow' (credit, may be negative), 'penalty_bp', 'penalty_until'}. Per diem = round_half_up(balance*bp/(10000*basis)); interest = per diem * (payoff_day - last_paid_day). Penalty = round_half_up(balance*penalty_bp/10000) when payoff_day <= penalty_until, else 0. Payoff = balance + interest + fees + penalty - escrow. Return {'per_diem', 'interest', 'penalty', 'payoff'}.

Why this case matters

Amortization engines drive borrower statements, payoff quotes and investor remittances; a misplaced rounding step, boundary or ordering rule compounds across hundreds of periods.

1 / The failure

Exit 1

"""Failure Map reference implementation. Python standard library only."""
import json

N = 1
observations = []
def solve(x):
    def rnd(n, d):
        q, r = divmod(n, d)
        return q + (1 if 2 * r >= d else 0)
    per_diem = rnd(x['balance'] * x['rate_bp'], 10000 * x['basis'])
    days = x['payoff_day'] - x['last_paid_day']
    interest = per_diem * days
    penalty = rnd(x['balance'] * x['penalty_bp'], 10000) if x['payoff_day'] <= x['penalty_until'] else 0
    payoff = x['balance'] + interest + x['fees_due'] + penalty + x['escrow']
    return {'per_diem': per_diem, 'interest': interest, 'penalty': penalty, 'payoff': payoff}
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression: escrow credit', {'balance': 100000, 'rate_bp': 600, 'last_paid_day': 100, 'payoff_day': 145, 'basis': 360, 'fees_due': 3500, 'escrow': -4000, 'penalty_bp': 0, 'penalty_until': 115}, {'per_diem': 17, 'interest': 765, 'penalty': 0, 'payoff': 108265}], ['control 1', {'balance': 999999, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 11, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 10}, {'per_diem': 164, 'interest': 164, 'penalty': 0, 'payoff': 1000163}], ['control 2', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 55, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 25}, {'per_diem': 1543, 'interest': 69435, 'penalty': 0, 'payoff': 12415113}], ['control 3', {'balance': 12345678, 'rate_bp': 600, 'last_paid_day': 100, 'payoff_day': 101, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 160}, {'per_diem': 2029, 'interest': 2029, 'penalty': 246914, 'payoff': 12598121}], ['control 4', {'balance': 100000, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 55, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 40}, {'per_diem': 16, 'interest': 720, 'penalty': 0, 'payoff': 104220}], ['control 5', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 41, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 25}, {'per_diem': 1543, 'interest': 47833, 'penalty': 0, 'payoff': 12393511}], ['control 6', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 115, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 160}, {'per_diem': 1522, 'interest': 22830, 'penalty': 123457, 'payoff': 12491965}]], [['regression: escrow credit', {'balance': 999999, 'rate_bp': 1250, 'last_paid_day': 1, 'payoff_day': 46, 'basis': 365, 'fees_due': 3500, 'escrow': -4000, 'penalty_bp': 100, 'penalty_until': 1}, {'per_diem': 342, 'interest': 15390, 'penalty': 0, 'payoff': 1022889}], ['control 1', {'balance': 100000, 'rate_bp': 450, 'last_paid_day': 1, 'payoff_day': 2, 'basis': 360, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 61}, {'per_diem': 13, 'interest': 13, 'penalty': 2000, 'payoff': 105513}], ['control 2', {'balance': 100000, 'rate_bp': 1250, 'last_paid_day': 10, 'payoff_day': 25, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 10}, {'per_diem': 34, 'interest': 510, 'penalty': 0, 'payoff': 100510}], ['control 3', {'balance': 999999, 'rate_bp': 450, 'last_paid_day': 1, 'payoff_day': 31, 'basis': 360, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 61}, {'per_diem': 125, 'interest': 3750, 'penalty': 0, 'payoff': 1007249}], ['control 4', {'balance': 999999, 'rate_bp': 1250, 'last_paid_day': 100, 'payoff_day': 101, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 100}, {'per_diem': 342, 'interest': 342, 'penalty': 0, 'payoff': 1000341}], ['control 5', {'balance': 5000, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 55, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 70}, {'per_diem': 1, 'interest': 45, 'penalty': 50, 'payoff': 8595}], ['control 6', {'balance': 100000, 'rate_bp': 1250, 'last_paid_day': 10, 'payoff_day': 11, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 40}, {'per_diem': 35, 'interest': 35, 'penalty': 0, 'payoff': 100035}]], [['regression: escrow credit', {'balance': 5000, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 55, 'basis': 365, 'fees_due': 0, 'escrow': -4000, 'penalty_bp': 0, 'penalty_until': 40}, {'per_diem': 1, 'interest': 45, 'penalty': 0, 'payoff': 9045}], ['control 1', {'balance': 999999, 'rate_bp': 1250, 'last_paid_day': 10, 'payoff_day': 25, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 40}, {'per_diem': 342, 'interest': 5130, 'penalty': 0, 'payoff': 1005129}], ['control 2', {'balance': 12345678, 'rate_bp': 600, 'last_paid_day': 1, 'payoff_day': 31, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 31}, {'per_diem': 2058, 'interest': 61740, 'penalty': 246914, 'payoff': 12654332}], ['control 3', {'balance': 12345678, 'rate_bp': 600, 'last_paid_day': 100, 'payoff_day': 131, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 115}, {'per_diem': 2058, 'interest': 63798, 'penalty': 0, 'payoff': 12409476}], ['control 4', {'balance': 100000, 'rate_bp': 1250, 'last_paid_day': 1, 'payoff_day': 46, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 31}, {'per_diem': 35, 'interest': 1575, 'penalty': 0, 'payoff': 101575}], ['control 5', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 41, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 40}, {'per_diem': 1522, 'interest': 47182, 'penalty': 0, 'payoff': 12392860}], ['control 6', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 41, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 40}, {'per_diem': 1543, 'interest': 47833, 'penalty': 0, 'payoff': 12393511}]], [['regression: escrow credit', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 1, 'payoff_day': 32, 'basis': 365, 'fees_due': 3500, 'escrow': -4000, 'penalty_bp': 100, 'penalty_until': 1}, {'per_diem': 1522, 'interest': 47182, 'penalty': 0, 'payoff': 12400360}], ['control 1', {'balance': 5000, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 40, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 70}, {'per_diem': 1, 'interest': 30, 'penalty': 100, 'payoff': 8630}], ['control 2', {'balance': 100000, 'rate_bp': 1250, 'last_paid_day': 1, 'payoff_day': 46, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 61}, {'per_diem': 34, 'interest': 1530, 'penalty': 0, 'payoff': 101530}], ['control 3', {'balance': 12345678, 'rate_bp': 1250, 'last_paid_day': 100, 'payoff_day': 115, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 100}, {'per_diem': 4228, 'interest': 63420, 'penalty': 0, 'payoff': 12412598}], ['control 4', {'balance': 100000, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 115, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 160}, {'per_diem': 13, 'interest': 195, 'penalty': 0, 'payoff': 100195}], ['control 5', {'balance': 100000, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 101, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 130}, {'per_diem': 12, 'interest': 12, 'penalty': 2000, 'payoff': 105512}], ['control 6', {'balance': 5000, 'rate_bp': 450, 'last_paid_day': 1, 'payoff_day': 31, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 16}, {'per_diem': 1, 'interest': 30, 'penalty': 0, 'payoff': 5030}]], [['regression: escrow credit', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 101, 'basis': 365, 'fees_due': 3500, 'escrow': -4000, 'penalty_bp': 100, 'penalty_until': 130}, {'per_diem': 1522, 'interest': 1522, 'penalty': 123457, 'payoff': 12478157}], ['control 1', {'balance': 999999, 'rate_bp': 1250, 'last_paid_day': 100, 'payoff_day': 131, 'basis': 360, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 115}, {'per_diem': 347, 'interest': 10757, 'penalty': 0, 'payoff': 1014256}], ['control 2', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 115, 'basis': 360, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 160}, {'per_diem': 1543, 'interest': 23145, 'penalty': 123457, 'payoff': 12495780}], ['control 3', {'balance': 999999, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 40, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 70}, {'per_diem': 167, 'interest': 5010, 'penalty': 0, 'payoff': 1005009}], ['control 4', {'balance': 12345678, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 25, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 40}, {'per_diem': 2029, 'interest': 30435, 'penalty': 246914, 'payoff': 12623027}], ['control 5', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 131, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 130}, {'per_diem': 1522, 'interest': 47182, 'penalty': 0, 'payoff': 12396360}], ['control 6', {'balance': 999999, 'rate_bp': 600, 'last_paid_day': 1, 'payoff_day': 32, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 1}, {'per_diem': 164, 'interest': 5084, 'penalty': 0, 'payoff': 1005083}]]]
for label, args, expected in fixtures[N-1]:
    try:
        actual = solve(args)
    except Exception as exc:
        actual = 'raised ' + type(exc).__name__
    check(label, actual, expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)

Boundary fixture	Actual	Expected	Outcome
regression: escrow credit	`{'interest': 765, 'payoff': 100265, 'penalty': 0, 'per_diem': 17}`	`{'interest': 765, 'payoff': 108265, 'penalty': 0, 'per_diem': 17}`	Failed
control 1	`{'interest': 164, 'payoff': 1000163, 'penalty': 0, 'per_diem': 164}`	`{'interest': 164, 'payoff': 1000163, 'penalty': 0, 'per_diem': 164}`	Passed
control 2	`{'interest': 69435, 'payoff': 12415113, 'penalty': 0, 'per_diem': 1543}`	`{'interest': 69435, 'payoff': 12415113, 'penalty': 0, 'per_diem': 1543}`	Passed
control 3	`{'interest': 2029, 'payoff': 12598121, 'penalty': 246914, 'per_diem': 2029}`	`{'interest': 2029, 'payoff': 12598121, 'penalty': 246914, 'per_diem': 2029}`	Passed
control 4	`{'interest': 720, 'payoff': 104220, 'penalty': 0, 'per_diem': 16}`	`{'interest': 720, 'payoff': 104220, 'penalty': 0, 'per_diem': 16}`	Passed
control 5	`{'interest': 47833, 'payoff': 12393511, 'penalty': 0, 'per_diem': 1543}`	`{'interest': 47833, 'payoff': 12393511, 'penalty': 0, 'per_diem': 1543}`	Passed
control 6	`{'interest': 22830, 'payoff': 12491965, 'penalty': 123457, 'per_diem': 1522}`	`{'interest': 22830, 'payoff': 12491965, 'penalty': 123457, 'per_diem': 1522}`	Passed

SHA-256 / c3d7ed826f9c07f29af203ca2751b757e78a8a7a16eac359d4b69936b0660dd3

2 / The unsuccessful fix

Exit 1

"""Failure Map reference implementation. Python standard library only."""
import json

N = 1
observations = []
def solve(x):
    def rnd(n, d):
        q, r = divmod(n, d)
        return q + (1 if 2 * r >= d else 0)
    per_diem = rnd(x['balance'] * x['rate_bp'], 10000 * x['basis'])
    days = x['payoff_day'] - x['last_paid_day']
    interest = per_diem * days
    penalty = rnd(x['balance'] * x['penalty_bp'], 10000) if x['payoff_day'] <= x['penalty_until'] else 0
    payoff = x['balance'] + interest + x['fees_due'] + penalty - max(x['escrow'], 0)
    return {'per_diem': per_diem, 'interest': interest, 'penalty': penalty, 'payoff': payoff}
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression: escrow credit', {'balance': 100000, 'rate_bp': 600, 'last_paid_day': 100, 'payoff_day': 145, 'basis': 360, 'fees_due': 3500, 'escrow': -4000, 'penalty_bp': 0, 'penalty_until': 115}, {'per_diem': 17, 'interest': 765, 'penalty': 0, 'payoff': 108265}], ['control 1', {'balance': 999999, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 11, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 10}, {'per_diem': 164, 'interest': 164, 'penalty': 0, 'payoff': 1000163}], ['control 2', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 55, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 25}, {'per_diem': 1543, 'interest': 69435, 'penalty': 0, 'payoff': 12415113}], ['control 3', {'balance': 12345678, 'rate_bp': 600, 'last_paid_day': 100, 'payoff_day': 101, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 160}, {'per_diem': 2029, 'interest': 2029, 'penalty': 246914, 'payoff': 12598121}], ['control 4', {'balance': 100000, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 55, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 40}, {'per_diem': 16, 'interest': 720, 'penalty': 0, 'payoff': 104220}], ['control 5', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 41, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 25}, {'per_diem': 1543, 'interest': 47833, 'penalty': 0, 'payoff': 12393511}], ['control 6', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 115, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 160}, {'per_diem': 1522, 'interest': 22830, 'penalty': 123457, 'payoff': 12491965}]], [['regression: escrow credit', {'balance': 999999, 'rate_bp': 1250, 'last_paid_day': 1, 'payoff_day': 46, 'basis': 365, 'fees_due': 3500, 'escrow': -4000, 'penalty_bp': 100, 'penalty_until': 1}, {'per_diem': 342, 'interest': 15390, 'penalty': 0, 'payoff': 1022889}], ['control 1', {'balance': 100000, 'rate_bp': 450, 'last_paid_day': 1, 'payoff_day': 2, 'basis': 360, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 61}, {'per_diem': 13, 'interest': 13, 'penalty': 2000, 'payoff': 105513}], ['control 2', {'balance': 100000, 'rate_bp': 1250, 'last_paid_day': 10, 'payoff_day': 25, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 10}, {'per_diem': 34, 'interest': 510, 'penalty': 0, 'payoff': 100510}], ['control 3', {'balance': 999999, 'rate_bp': 450, 'last_paid_day': 1, 'payoff_day': 31, 'basis': 360, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 61}, {'per_diem': 125, 'interest': 3750, 'penalty': 0, 'payoff': 1007249}], ['control 4', {'balance': 999999, 'rate_bp': 1250, 'last_paid_day': 100, 'payoff_day': 101, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 100}, {'per_diem': 342, 'interest': 342, 'penalty': 0, 'payoff': 1000341}], ['control 5', {'balance': 5000, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 55, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 70}, {'per_diem': 1, 'interest': 45, 'penalty': 50, 'payoff': 8595}], ['control 6', {'balance': 100000, 'rate_bp': 1250, 'last_paid_day': 10, 'payoff_day': 11, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 40}, {'per_diem': 35, 'interest': 35, 'penalty': 0, 'payoff': 100035}]], [['regression: escrow credit', {'balance': 5000, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 55, 'basis': 365, 'fees_due': 0, 'escrow': -4000, 'penalty_bp': 0, 'penalty_until': 40}, {'per_diem': 1, 'interest': 45, 'penalty': 0, 'payoff': 9045}], ['control 1', {'balance': 999999, 'rate_bp': 1250, 'last_paid_day': 10, 'payoff_day': 25, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 40}, {'per_diem': 342, 'interest': 5130, 'penalty': 0, 'payoff': 1005129}], ['control 2', {'balance': 12345678, 'rate_bp': 600, 'last_paid_day': 1, 'payoff_day': 31, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 31}, {'per_diem': 2058, 'interest': 61740, 'penalty': 246914, 'payoff': 12654332}], ['control 3', {'balance': 12345678, 'rate_bp': 600, 'last_paid_day': 100, 'payoff_day': 131, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 115}, {'per_diem': 2058, 'interest': 63798, 'penalty': 0, 'payoff': 12409476}], ['control 4', {'balance': 100000, 'rate_bp': 1250, 'last_paid_day': 1, 'payoff_day': 46, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 31}, {'per_diem': 35, 'interest': 1575, 'penalty': 0, 'payoff': 101575}], ['control 5', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 41, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 40}, {'per_diem': 1522, 'interest': 47182, 'penalty': 0, 'payoff': 12392860}], ['control 6', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 41, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 40}, {'per_diem': 1543, 'interest': 47833, 'penalty': 0, 'payoff': 12393511}]], [['regression: escrow credit', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 1, 'payoff_day': 32, 'basis': 365, 'fees_due': 3500, 'escrow': -4000, 'penalty_bp': 100, 'penalty_until': 1}, {'per_diem': 1522, 'interest': 47182, 'penalty': 0, 'payoff': 12400360}], ['control 1', {'balance': 5000, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 40, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 70}, {'per_diem': 1, 'interest': 30, 'penalty': 100, 'payoff': 8630}], ['control 2', {'balance': 100000, 'rate_bp': 1250, 'last_paid_day': 1, 'payoff_day': 46, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 61}, {'per_diem': 34, 'interest': 1530, 'penalty': 0, 'payoff': 101530}], ['control 3', {'balance': 12345678, 'rate_bp': 1250, 'last_paid_day': 100, 'payoff_day': 115, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 100}, {'per_diem': 4228, 'interest': 63420, 'penalty': 0, 'payoff': 12412598}], ['control 4', {'balance': 100000, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 115, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 160}, {'per_diem': 13, 'interest': 195, 'penalty': 0, 'payoff': 100195}], ['control 5', {'balance': 100000, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 101, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 130}, {'per_diem': 12, 'interest': 12, 'penalty': 2000, 'payoff': 105512}], ['control 6', {'balance': 5000, 'rate_bp': 450, 'last_paid_day': 1, 'payoff_day': 31, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 16}, {'per_diem': 1, 'interest': 30, 'penalty': 0, 'payoff': 5030}]], [['regression: escrow credit', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 101, 'basis': 365, 'fees_due': 3500, 'escrow': -4000, 'penalty_bp': 100, 'penalty_until': 130}, {'per_diem': 1522, 'interest': 1522, 'penalty': 123457, 'payoff': 12478157}], ['control 1', {'balance': 999999, 'rate_bp': 1250, 'last_paid_day': 100, 'payoff_day': 131, 'basis': 360, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 115}, {'per_diem': 347, 'interest': 10757, 'penalty': 0, 'payoff': 1014256}], ['control 2', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 115, 'basis': 360, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 160}, {'per_diem': 1543, 'interest': 23145, 'penalty': 123457, 'payoff': 12495780}], ['control 3', {'balance': 999999, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 40, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 70}, {'per_diem': 167, 'interest': 5010, 'penalty': 0, 'payoff': 1005009}], ['control 4', {'balance': 12345678, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 25, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 40}, {'per_diem': 2029, 'interest': 30435, 'penalty': 246914, 'payoff': 12623027}], ['control 5', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 131, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 130}, {'per_diem': 1522, 'interest': 47182, 'penalty': 0, 'payoff': 12396360}], ['control 6', {'balance': 999999, 'rate_bp': 600, 'last_paid_day': 1, 'payoff_day': 32, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 1}, {'per_diem': 164, 'interest': 5084, 'penalty': 0, 'payoff': 1005083}]]]
for label, args, expected in fixtures[N-1]:
    try:
        actual = solve(args)
    except Exception as exc:
        actual = 'raised ' + type(exc).__name__
    check(label, actual, expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)

Boundary fixture	Actual	Expected	Outcome
regression: escrow credit	`{'interest': 765, 'payoff': 104265, 'penalty': 0, 'per_diem': 17}`	`{'interest': 765, 'payoff': 108265, 'penalty': 0, 'per_diem': 17}`	Failed
control 1	`{'interest': 164, 'payoff': 1000163, 'penalty': 0, 'per_diem': 164}`	`{'interest': 164, 'payoff': 1000163, 'penalty': 0, 'per_diem': 164}`	Passed
control 2	`{'interest': 69435, 'payoff': 12415113, 'penalty': 0, 'per_diem': 1543}`	`{'interest': 69435, 'payoff': 12415113, 'penalty': 0, 'per_diem': 1543}`	Passed
control 3	`{'interest': 2029, 'payoff': 12598121, 'penalty': 246914, 'per_diem': 2029}`	`{'interest': 2029, 'payoff': 12598121, 'penalty': 246914, 'per_diem': 2029}`	Passed
control 4	`{'interest': 720, 'payoff': 104220, 'penalty': 0, 'per_diem': 16}`	`{'interest': 720, 'payoff': 104220, 'penalty': 0, 'per_diem': 16}`	Passed
control 5	`{'interest': 47833, 'payoff': 12393511, 'penalty': 0, 'per_diem': 1543}`	`{'interest': 47833, 'payoff': 12393511, 'penalty': 0, 'per_diem': 1543}`	Passed
control 6	`{'interest': 22830, 'payoff': 12491965, 'penalty': 123457, 'per_diem': 1522}`	`{'interest': 22830, 'payoff': 12491965, 'penalty': 123457, 'per_diem': 1522}`	Passed

SHA-256 / ed621215449e0c0dcd1de59632ce47423d931c6b182c8498d44f1539d888853d

3 / The verified repair

Exit 0

"""Failure Map reference implementation. Python standard library only."""
import json

N = 1
observations = []
def solve(x):
    def rnd(n, d):
        q, r = divmod(n, d)
        return q + (1 if 2 * r >= d else 0)
    per_diem = rnd(x['balance'] * x['rate_bp'], 10000 * x['basis'])
    days = x['payoff_day'] - x['last_paid_day']
    interest = per_diem * days
    penalty = rnd(x['balance'] * x['penalty_bp'], 10000) if x['payoff_day'] <= x['penalty_until'] else 0
    payoff = x['balance'] + interest + x['fees_due'] + penalty - x['escrow']
    return {'per_diem': per_diem, 'interest': interest, 'penalty': penalty, 'payoff': payoff}
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression: escrow credit', {'balance': 100000, 'rate_bp': 600, 'last_paid_day': 100, 'payoff_day': 145, 'basis': 360, 'fees_due': 3500, 'escrow': -4000, 'penalty_bp': 0, 'penalty_until': 115}, {'per_diem': 17, 'interest': 765, 'penalty': 0, 'payoff': 108265}], ['control 1', {'balance': 999999, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 11, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 10}, {'per_diem': 164, 'interest': 164, 'penalty': 0, 'payoff': 1000163}], ['control 2', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 55, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 25}, {'per_diem': 1543, 'interest': 69435, 'penalty': 0, 'payoff': 12415113}], ['control 3', {'balance': 12345678, 'rate_bp': 600, 'last_paid_day': 100, 'payoff_day': 101, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 160}, {'per_diem': 2029, 'interest': 2029, 'penalty': 246914, 'payoff': 12598121}], ['control 4', {'balance': 100000, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 55, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 40}, {'per_diem': 16, 'interest': 720, 'penalty': 0, 'payoff': 104220}], ['control 5', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 41, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 25}, {'per_diem': 1543, 'interest': 47833, 'penalty': 0, 'payoff': 12393511}], ['control 6', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 115, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 160}, {'per_diem': 1522, 'interest': 22830, 'penalty': 123457, 'payoff': 12491965}]], [['regression: escrow credit', {'balance': 999999, 'rate_bp': 1250, 'last_paid_day': 1, 'payoff_day': 46, 'basis': 365, 'fees_due': 3500, 'escrow': -4000, 'penalty_bp': 100, 'penalty_until': 1}, {'per_diem': 342, 'interest': 15390, 'penalty': 0, 'payoff': 1022889}], ['control 1', {'balance': 100000, 'rate_bp': 450, 'last_paid_day': 1, 'payoff_day': 2, 'basis': 360, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 61}, {'per_diem': 13, 'interest': 13, 'penalty': 2000, 'payoff': 105513}], ['control 2', {'balance': 100000, 'rate_bp': 1250, 'last_paid_day': 10, 'payoff_day': 25, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 10}, {'per_diem': 34, 'interest': 510, 'penalty': 0, 'payoff': 100510}], ['control 3', {'balance': 999999, 'rate_bp': 450, 'last_paid_day': 1, 'payoff_day': 31, 'basis': 360, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 61}, {'per_diem': 125, 'interest': 3750, 'penalty': 0, 'payoff': 1007249}], ['control 4', {'balance': 999999, 'rate_bp': 1250, 'last_paid_day': 100, 'payoff_day': 101, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 100}, {'per_diem': 342, 'interest': 342, 'penalty': 0, 'payoff': 1000341}], ['control 5', {'balance': 5000, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 55, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 70}, {'per_diem': 1, 'interest': 45, 'penalty': 50, 'payoff': 8595}], ['control 6', {'balance': 100000, 'rate_bp': 1250, 'last_paid_day': 10, 'payoff_day': 11, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 40}, {'per_diem': 35, 'interest': 35, 'penalty': 0, 'payoff': 100035}]], [['regression: escrow credit', {'balance': 5000, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 55, 'basis': 365, 'fees_due': 0, 'escrow': -4000, 'penalty_bp': 0, 'penalty_until': 40}, {'per_diem': 1, 'interest': 45, 'penalty': 0, 'payoff': 9045}], ['control 1', {'balance': 999999, 'rate_bp': 1250, 'last_paid_day': 10, 'payoff_day': 25, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 40}, {'per_diem': 342, 'interest': 5130, 'penalty': 0, 'payoff': 1005129}], ['control 2', {'balance': 12345678, 'rate_bp': 600, 'last_paid_day': 1, 'payoff_day': 31, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 31}, {'per_diem': 2058, 'interest': 61740, 'penalty': 246914, 'payoff': 12654332}], ['control 3', {'balance': 12345678, 'rate_bp': 600, 'last_paid_day': 100, 'payoff_day': 131, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 115}, {'per_diem': 2058, 'interest': 63798, 'penalty': 0, 'payoff': 12409476}], ['control 4', {'balance': 100000, 'rate_bp': 1250, 'last_paid_day': 1, 'payoff_day': 46, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 31}, {'per_diem': 35, 'interest': 1575, 'penalty': 0, 'payoff': 101575}], ['control 5', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 41, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 40}, {'per_diem': 1522, 'interest': 47182, 'penalty': 0, 'payoff': 12392860}], ['control 6', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 10, 'payoff_day': 41, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 40}, {'per_diem': 1543, 'interest': 47833, 'penalty': 0, 'payoff': 12393511}]], [['regression: escrow credit', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 1, 'payoff_day': 32, 'basis': 365, 'fees_due': 3500, 'escrow': -4000, 'penalty_bp': 100, 'penalty_until': 1}, {'per_diem': 1522, 'interest': 47182, 'penalty': 0, 'payoff': 12400360}], ['control 1', {'balance': 5000, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 40, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 70}, {'per_diem': 1, 'interest': 30, 'penalty': 100, 'payoff': 8630}], ['control 2', {'balance': 100000, 'rate_bp': 1250, 'last_paid_day': 1, 'payoff_day': 46, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 61}, {'per_diem': 34, 'interest': 1530, 'penalty': 0, 'payoff': 101530}], ['control 3', {'balance': 12345678, 'rate_bp': 1250, 'last_paid_day': 100, 'payoff_day': 115, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 100}, {'per_diem': 4228, 'interest': 63420, 'penalty': 0, 'payoff': 12412598}], ['control 4', {'balance': 100000, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 115, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 160}, {'per_diem': 13, 'interest': 195, 'penalty': 0, 'payoff': 100195}], ['control 5', {'balance': 100000, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 101, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 130}, {'per_diem': 12, 'interest': 12, 'penalty': 2000, 'payoff': 105512}], ['control 6', {'balance': 5000, 'rate_bp': 450, 'last_paid_day': 1, 'payoff_day': 31, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 16}, {'per_diem': 1, 'interest': 30, 'penalty': 0, 'payoff': 5030}]], [['regression: escrow credit', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 101, 'basis': 365, 'fees_due': 3500, 'escrow': -4000, 'penalty_bp': 100, 'penalty_until': 130}, {'per_diem': 1522, 'interest': 1522, 'penalty': 123457, 'payoff': 12478157}], ['control 1', {'balance': 999999, 'rate_bp': 1250, 'last_paid_day': 100, 'payoff_day': 131, 'basis': 360, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 115}, {'per_diem': 347, 'interest': 10757, 'penalty': 0, 'payoff': 1014256}], ['control 2', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 115, 'basis': 360, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 160}, {'per_diem': 1543, 'interest': 23145, 'penalty': 123457, 'payoff': 12495780}], ['control 3', {'balance': 999999, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 40, 'basis': 360, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 0, 'penalty_until': 70}, {'per_diem': 167, 'interest': 5010, 'penalty': 0, 'payoff': 1005009}], ['control 4', {'balance': 12345678, 'rate_bp': 600, 'last_paid_day': 10, 'payoff_day': 25, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 200, 'penalty_until': 40}, {'per_diem': 2029, 'interest': 30435, 'penalty': 246914, 'payoff': 12623027}], ['control 5', {'balance': 12345678, 'rate_bp': 450, 'last_paid_day': 100, 'payoff_day': 131, 'basis': 365, 'fees_due': 3500, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 130}, {'per_diem': 1522, 'interest': 47182, 'penalty': 0, 'payoff': 12396360}], ['control 6', {'balance': 999999, 'rate_bp': 600, 'last_paid_day': 1, 'payoff_day': 32, 'basis': 365, 'fees_due': 0, 'escrow': 0, 'penalty_bp': 100, 'penalty_until': 1}, {'per_diem': 164, 'interest': 5084, 'penalty': 0, 'payoff': 1005083}]]]
for label, args, expected in fixtures[N-1]:
    try:
        actual = solve(args)
    except Exception as exc:
        actual = 'raised ' + type(exc).__name__
    check(label, actual, expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)

Boundary fixture	Actual	Expected	Outcome
regression: escrow credit	`{'interest': 765, 'payoff': 108265, 'penalty': 0, 'per_diem': 17}`	`{'interest': 765, 'payoff': 108265, 'penalty': 0, 'per_diem': 17}`	Passed
control 1	`{'interest': 164, 'payoff': 1000163, 'penalty': 0, 'per_diem': 164}`	`{'interest': 164, 'payoff': 1000163, 'penalty': 0, 'per_diem': 164}`	Passed
control 2	`{'interest': 69435, 'payoff': 12415113, 'penalty': 0, 'per_diem': 1543}`	`{'interest': 69435, 'payoff': 12415113, 'penalty': 0, 'per_diem': 1543}`	Passed
control 3	`{'interest': 2029, 'payoff': 12598121, 'penalty': 246914, 'per_diem': 2029}`	`{'interest': 2029, 'payoff': 12598121, 'penalty': 246914, 'per_diem': 2029}`	Passed
control 4	`{'interest': 720, 'payoff': 104220, 'penalty': 0, 'per_diem': 16}`	`{'interest': 720, 'payoff': 104220, 'penalty': 0, 'per_diem': 16}`	Passed
control 5	`{'interest': 47833, 'payoff': 12393511, 'penalty': 0, 'per_diem': 1543}`	`{'interest': 47833, 'payoff': 12393511, 'penalty': 0, 'per_diem': 1543}`	Passed
control 6	`{'interest': 22830, 'payoff': 12491965, 'penalty': 123457, 'per_diem': 1522}`	`{'interest': 22830, 'payoff': 12491965, 'penalty': 123457, 'per_diem': 1522}`	Passed

SHA-256 / 82663ce0fbbe313db9937448f4f179064d147ad6a188dde5f9309df589f4b190

Verification & scope

A deterministic bounded teaching model with stipulated toy lending rules stated in the contract; money is integer cents and rates are basis points; it makes no claim of conformance to any regulation, servicing standard or product. 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.

Observations recorded using Python 3.12.14 at 2026-09-29T14:46:28.844118+00:00.

Case digest / dc8bce5c3c2821ceb251d39eb42e2d364fee809b7c724c9ef76485eb578da702