FA-60931 / Bond day-count conventions / Open access

Act/Act ISDA year fraction: a reversed interval is silently swapped · case 01

Callers passing dates in the wrong order get a positive fraction instead of an error value.

Verified by executionVariant 1 · 8 checks per implementationDownload source bundle ↓JSON ↗

ROOT CAUSE

The guard swaps the dates instead of reporting the reversed input.

VERIFIED REPAIR

Return "end before start" when the end precedes the start.

Unsuccessful approach: Returning 0.0 hides the reversed input as an empty accrual.

Case contract

Inputs start and end [y,m,d]. If end < start return "end before start". Split the interval at each 1 January; each piece contributes its actual days divided by 366 if the piece lies in a Gregorian leap year, else 365. Sum exactly and return the float rounded to 9 decimals.

Why this case matters

Bond accrual and pricing systems depend on exact day-count arithmetic; a single-day error changes settlement cash.

1 / The failure

Exit 1

"""Failure Map reference implementation. Python standard library only."""
import json
import datetime
from fractions import Fraction
N = 1
observations = []
def solve(a, b):
    A = datetime.date(*a)
    B = datetime.date(*b)
    if B < A:
        A, B = B, A
    def leap(y):
        return (y % 4 == 0 and y % 100 != 0) or y % 400 == 0
    total = Fraction(0)
    cur = A
    while cur < B:
        nxt = min(B, datetime.date(cur.year + 1, 1, 1))
        total += Fraction((nxt - cur).days, 366 if leap(cur.year) else 365)
        cur = nxt
    return round(float(total), 9)
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression reversed interval handling 1', [[2045, 10, 29], [2045, 10, 26]], 'end before start'], ['regression reversed interval handling 2', [[2093, 7, 30], [2093, 6, 25]], 'end before start'], ['partial repair probe 1', [[1925, 1, 13], [1924, 12, 14]], 'end before start'], ['partial repair probe 2', [[1922, 10, 16], [1922, 10, 9]], 'end before start'], ['boundary control 1', [[2024, 3, 1], [2024, 3, 1]], 0.0], ['boundary control 2', [[2024, 1, 1], [2025, 1, 1]], 1.0], ['normal control 1', [[1926, 2, 28], [1927, 1, 25]], 0.906849315], ['normal control 2', [[1960, 4, 12], [1961, 5, 15]], 1.088434763]], [['regression reversed interval handling 1', [[1916, 6, 29], [1916, 6, 19]], 'end before start'], ['regression reversed interval handling 2', [[2060, 7, 28], [2060, 6, 19]], 'end before start'], ['partial repair probe 1', [[2056, 2, 28], [2056, 1, 30]], 'end before start'], ['partial repair probe 2', [[1920, 8, 13], [1920, 7, 14]], 'end before start'], ['boundary control 1', [[2099, 12, 1], [2100, 3, 1]], 0.246575342], ['boundary control 2', [[2023, 12, 31], [2024, 1, 1]], 0.002739726], ['normal control 1', [[2061, 10, 31], [2062, 1, 9]], 0.191780822], ['normal control 2', [[2091, 5, 1], [2094, 3, 23]], 2.893150685]], [['regression reversed interval handling 1', [[2006, 3, 31], [2006, 2, 22]], 'end before start'], ['regression reversed interval handling 2', [[2045, 8, 19], [2045, 7, 31]], 'end before start'], ['partial repair probe 1', [[2006, 12, 29], [2006, 11, 27]], 'end before start'], ['partial repair probe 2', [[1950, 4, 8], [1950, 3, 6]], 'end before start'], ['boundary control 1', [[2024, 3, 1], [2024, 3, 1]], 0.0], ['boundary control 2', [[2023, 12, 31], [2024, 1, 1]], 0.002739726], ['normal control 1', [[2094, 3, 31], [2096, 2, 10]], 1.865454001], ['normal control 2', [[2061, 8, 20], [2067, 4, 16]], 5.654794521]], [['regression reversed interval handling 1', [[2094, 7, 1], [2094, 6, 30]], 'end before start'], ['regression reversed interval handling 2', [[2051, 10, 26], [2051, 9, 25]], 'end before start'], ['partial repair probe 1', [[2036, 10, 28], [2036, 9, 26]], 'end before start'], ['partial repair probe 2', [[1935, 6, 19], [1935, 6, 17]], 'end before start'], ['boundary control 1', [[2023, 12, 31], [2024, 1, 1]], 0.002739726], ['boundary control 2', [[2024, 1, 1], [2025, 1, 1]], 1.0], ['normal control 1', [[1910, 1, 6], [1914, 6, 27]], 4.471232877], ['normal control 2', [[2074, 6, 24], [2074, 7, 3]], 0.024657534]], [['regression reversed interval handling 1', [[2053, 9, 30], [2053, 9, 9]], 'end before start'], ['regression reversed interval handling 2', [[1939, 3, 31], [1939, 3, 29]], 'end before start'], ['partial repair probe 1', [[1939, 10, 1], [1939, 9, 3]], 'end before start'], ['partial repair probe 2', [[2067, 10, 31], [2067, 9, 22]], 'end before start'], ['boundary control 1', [[2024, 3, 1], [2024, 3, 1]], 0.0], ['boundary control 2', [[2023, 7, 1], [2024, 7, 1]], 1.001377349], ['normal control 1', [[1911, 4, 24], [1914, 11, 14]], 3.55890411], ['normal control 2', [[1976, 4, 7], [1977, 1, 18]], 0.78154802]]]
for label, args, expected in fixtures[N-1]:
    check(label, solve(*args), 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 reversed interval handling 1	`0.008219178`	`end before start`	Failed
regression reversed interval handling 2	`0.095890411`	`end before start`	Failed
partial repair probe 1	`0.08205704`	`end before start`	Failed
partial repair probe 2	`0.019178082`	`end before start`	Failed
boundary control 1	`0.0`	`0.0`	Passed
boundary control 2	`1.0`	`1.0`	Passed
normal control 1	`0.906849315`	`0.906849315`	Passed
normal control 2	`1.088434763`	`1.088434763`	Passed

SHA-256 / e1e1126c1c6fa88d0db3e56fcec7a932602ddec661c77d492cbfbabc4d0a678d

2 / The unsuccessful fix

Exit 1

"""Failure Map reference implementation. Python standard library only."""
import json
import datetime
from fractions import Fraction
N = 1
observations = []
def solve(a, b):
    A = datetime.date(*a)
    B = datetime.date(*b)
    if B < A:
        return 0.0
    def leap(y):
        return (y % 4 == 0 and y % 100 != 0) or y % 400 == 0
    total = Fraction(0)
    cur = A
    while cur < B:
        nxt = min(B, datetime.date(cur.year + 1, 1, 1))
        total += Fraction((nxt - cur).days, 366 if leap(cur.year) else 365)
        cur = nxt
    return round(float(total), 9)
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression reversed interval handling 1', [[2045, 10, 29], [2045, 10, 26]], 'end before start'], ['regression reversed interval handling 2', [[2093, 7, 30], [2093, 6, 25]], 'end before start'], ['partial repair probe 1', [[1925, 1, 13], [1924, 12, 14]], 'end before start'], ['partial repair probe 2', [[1922, 10, 16], [1922, 10, 9]], 'end before start'], ['boundary control 1', [[2024, 3, 1], [2024, 3, 1]], 0.0], ['boundary control 2', [[2024, 1, 1], [2025, 1, 1]], 1.0], ['normal control 1', [[1926, 2, 28], [1927, 1, 25]], 0.906849315], ['normal control 2', [[1960, 4, 12], [1961, 5, 15]], 1.088434763]], [['regression reversed interval handling 1', [[1916, 6, 29], [1916, 6, 19]], 'end before start'], ['regression reversed interval handling 2', [[2060, 7, 28], [2060, 6, 19]], 'end before start'], ['partial repair probe 1', [[2056, 2, 28], [2056, 1, 30]], 'end before start'], ['partial repair probe 2', [[1920, 8, 13], [1920, 7, 14]], 'end before start'], ['boundary control 1', [[2099, 12, 1], [2100, 3, 1]], 0.246575342], ['boundary control 2', [[2023, 12, 31], [2024, 1, 1]], 0.002739726], ['normal control 1', [[2061, 10, 31], [2062, 1, 9]], 0.191780822], ['normal control 2', [[2091, 5, 1], [2094, 3, 23]], 2.893150685]], [['regression reversed interval handling 1', [[2006, 3, 31], [2006, 2, 22]], 'end before start'], ['regression reversed interval handling 2', [[2045, 8, 19], [2045, 7, 31]], 'end before start'], ['partial repair probe 1', [[2006, 12, 29], [2006, 11, 27]], 'end before start'], ['partial repair probe 2', [[1950, 4, 8], [1950, 3, 6]], 'end before start'], ['boundary control 1', [[2024, 3, 1], [2024, 3, 1]], 0.0], ['boundary control 2', [[2023, 12, 31], [2024, 1, 1]], 0.002739726], ['normal control 1', [[2094, 3, 31], [2096, 2, 10]], 1.865454001], ['normal control 2', [[2061, 8, 20], [2067, 4, 16]], 5.654794521]], [['regression reversed interval handling 1', [[2094, 7, 1], [2094, 6, 30]], 'end before start'], ['regression reversed interval handling 2', [[2051, 10, 26], [2051, 9, 25]], 'end before start'], ['partial repair probe 1', [[2036, 10, 28], [2036, 9, 26]], 'end before start'], ['partial repair probe 2', [[1935, 6, 19], [1935, 6, 17]], 'end before start'], ['boundary control 1', [[2023, 12, 31], [2024, 1, 1]], 0.002739726], ['boundary control 2', [[2024, 1, 1], [2025, 1, 1]], 1.0], ['normal control 1', [[1910, 1, 6], [1914, 6, 27]], 4.471232877], ['normal control 2', [[2074, 6, 24], [2074, 7, 3]], 0.024657534]], [['regression reversed interval handling 1', [[2053, 9, 30], [2053, 9, 9]], 'end before start'], ['regression reversed interval handling 2', [[1939, 3, 31], [1939, 3, 29]], 'end before start'], ['partial repair probe 1', [[1939, 10, 1], [1939, 9, 3]], 'end before start'], ['partial repair probe 2', [[2067, 10, 31], [2067, 9, 22]], 'end before start'], ['boundary control 1', [[2024, 3, 1], [2024, 3, 1]], 0.0], ['boundary control 2', [[2023, 7, 1], [2024, 7, 1]], 1.001377349], ['normal control 1', [[1911, 4, 24], [1914, 11, 14]], 3.55890411], ['normal control 2', [[1976, 4, 7], [1977, 1, 18]], 0.78154802]]]
for label, args, expected in fixtures[N-1]:
    check(label, solve(*args), 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 reversed interval handling 1	`0.0`	`end before start`	Failed
regression reversed interval handling 2	`0.0`	`end before start`	Failed
partial repair probe 1	`0.0`	`end before start`	Failed
partial repair probe 2	`0.0`	`end before start`	Failed
boundary control 1	`0.0`	`0.0`	Passed
boundary control 2	`1.0`	`1.0`	Passed
normal control 1	`0.906849315`	`0.906849315`	Passed
normal control 2	`1.088434763`	`1.088434763`	Passed

SHA-256 / cad8fc0fef77633805d2c4f0b7c60de28c8cfdb105d82b0fa2e4622ab5c522d0

3 / The verified repair

Exit 0

"""Failure Map reference implementation. Python standard library only."""
import json
import datetime
from fractions import Fraction
N = 1
observations = []
def solve(a, b):
    A = datetime.date(*a)
    B = datetime.date(*b)
    if B < A:
        return 'end before start'
    def leap(y):
        return (y % 4 == 0 and y % 100 != 0) or y % 400 == 0
    total = Fraction(0)
    cur = A
    while cur < B:
        nxt = min(B, datetime.date(cur.year + 1, 1, 1))
        total += Fraction((nxt - cur).days, 366 if leap(cur.year) else 365)
        cur = nxt
    return round(float(total), 9)
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression reversed interval handling 1', [[2045, 10, 29], [2045, 10, 26]], 'end before start'], ['regression reversed interval handling 2', [[2093, 7, 30], [2093, 6, 25]], 'end before start'], ['partial repair probe 1', [[1925, 1, 13], [1924, 12, 14]], 'end before start'], ['partial repair probe 2', [[1922, 10, 16], [1922, 10, 9]], 'end before start'], ['boundary control 1', [[2024, 3, 1], [2024, 3, 1]], 0.0], ['boundary control 2', [[2024, 1, 1], [2025, 1, 1]], 1.0], ['normal control 1', [[1926, 2, 28], [1927, 1, 25]], 0.906849315], ['normal control 2', [[1960, 4, 12], [1961, 5, 15]], 1.088434763]], [['regression reversed interval handling 1', [[1916, 6, 29], [1916, 6, 19]], 'end before start'], ['regression reversed interval handling 2', [[2060, 7, 28], [2060, 6, 19]], 'end before start'], ['partial repair probe 1', [[2056, 2, 28], [2056, 1, 30]], 'end before start'], ['partial repair probe 2', [[1920, 8, 13], [1920, 7, 14]], 'end before start'], ['boundary control 1', [[2099, 12, 1], [2100, 3, 1]], 0.246575342], ['boundary control 2', [[2023, 12, 31], [2024, 1, 1]], 0.002739726], ['normal control 1', [[2061, 10, 31], [2062, 1, 9]], 0.191780822], ['normal control 2', [[2091, 5, 1], [2094, 3, 23]], 2.893150685]], [['regression reversed interval handling 1', [[2006, 3, 31], [2006, 2, 22]], 'end before start'], ['regression reversed interval handling 2', [[2045, 8, 19], [2045, 7, 31]], 'end before start'], ['partial repair probe 1', [[2006, 12, 29], [2006, 11, 27]], 'end before start'], ['partial repair probe 2', [[1950, 4, 8], [1950, 3, 6]], 'end before start'], ['boundary control 1', [[2024, 3, 1], [2024, 3, 1]], 0.0], ['boundary control 2', [[2023, 12, 31], [2024, 1, 1]], 0.002739726], ['normal control 1', [[2094, 3, 31], [2096, 2, 10]], 1.865454001], ['normal control 2', [[2061, 8, 20], [2067, 4, 16]], 5.654794521]], [['regression reversed interval handling 1', [[2094, 7, 1], [2094, 6, 30]], 'end before start'], ['regression reversed interval handling 2', [[2051, 10, 26], [2051, 9, 25]], 'end before start'], ['partial repair probe 1', [[2036, 10, 28], [2036, 9, 26]], 'end before start'], ['partial repair probe 2', [[1935, 6, 19], [1935, 6, 17]], 'end before start'], ['boundary control 1', [[2023, 12, 31], [2024, 1, 1]], 0.002739726], ['boundary control 2', [[2024, 1, 1], [2025, 1, 1]], 1.0], ['normal control 1', [[1910, 1, 6], [1914, 6, 27]], 4.471232877], ['normal control 2', [[2074, 6, 24], [2074, 7, 3]], 0.024657534]], [['regression reversed interval handling 1', [[2053, 9, 30], [2053, 9, 9]], 'end before start'], ['regression reversed interval handling 2', [[1939, 3, 31], [1939, 3, 29]], 'end before start'], ['partial repair probe 1', [[1939, 10, 1], [1939, 9, 3]], 'end before start'], ['partial repair probe 2', [[2067, 10, 31], [2067, 9, 22]], 'end before start'], ['boundary control 1', [[2024, 3, 1], [2024, 3, 1]], 0.0], ['boundary control 2', [[2023, 7, 1], [2024, 7, 1]], 1.001377349], ['normal control 1', [[1911, 4, 24], [1914, 11, 14]], 3.55890411], ['normal control 2', [[1976, 4, 7], [1977, 1, 18]], 0.78154802]]]
for label, args, expected in fixtures[N-1]:
    check(label, solve(*args), 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 reversed interval handling 1	`end before start`	`end before start`	Passed
regression reversed interval handling 2	`end before start`	`end before start`	Passed
partial repair probe 1	`end before start`	`end before start`	Passed
partial repair probe 2	`end before start`	`end before start`	Passed
boundary control 1	`0.0`	`0.0`	Passed
boundary control 2	`1.0`	`1.0`	Passed
normal control 1	`0.906849315`	`0.906849315`	Passed
normal control 2	`1.088434763`	`1.088434763`	Passed

SHA-256 / 2bc05af00fd505a4459ad9492a1b1189ea401e012cc442e144bb38722b2b527e

Verification & scope

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.

Observations recorded using Python 3.12.14 at 2026-09-29T14:46:50.254900+00:00.

Case digest / a72c61bbd2f529a6199f4660f03b316cc359792050d12ef6060aa865aef74526