FA-60980 / Bond day-count conventions / Member archive

Backward coupon schedule generation: the stub test measures the first regular period instead of the stub · case 05

Short front stubs survive while normal first coupons can be discarded.

Member previewVariant 5 · 3 implementations · 8 checks per implementation

Case contract

Inputs issue and maturity [y,m,d], months per period and an end-of-month flag. Unadjusted coupon dates are generated backward from maturity: the k-th date is maturity shifted back k*months calendar months, keeping the maturity day clamped to the month length; if the flag is set and maturity is the last day of its month, every date is the last day of its month. Dates on or before issue are dropped. If more than one date remains and the first is fewer than 15 days after issue, it is removed (long first coupon). Return the dates ascending.

Why this case matters

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

One recorded failure

Sample boundary fixture

This sample comes from the broken implementation of a controlled reproducer.

Boundary fixture	Actual	Expected	Outcome
regression short stub measure 1	[[2006, 10, 28], [2006, 11, 28], [2006, 12, 28], [2007, 1, 28], [2007, 2, 28], [2007, 3, 28], [2007, 4, 28], [2007, 5, 28], [2007, 6, 28], [2007, 7, 28], [2007, 8, 28], [2007, 9, 28], [2007, 10, 28], [2007, 11, 28], [2007, 12, 28], [2008, 1, 28], [2008, 2, 28], [2008, 3, 28], [2008, 4, 28], [2008, 5, 28], [2008, 6, 28], [2008, 7, 28], [2008, 8, 28], [2008, 9, 28], [2008, 10, 28], [2008, 11, 28], [2008, 12, 28], [2009, 1, 28], [2009, 2, 28], [2009, 3, 28], [2009, 4, 28], [2009, 5, 28], [2009, 6, 28], [2009, 7, 28]]	[[2006, 11, 28], [2006, 12, 28], [2007, 1, 28], [2007, 2, 28], [2007, 3, 28], [2007, 4, 28], [2007, 5, 28], [2007, 6, 28], [2007, 7, 28], [2007, 8, 28], [2007, 9, 28], [2007, 10, 28], [2007, 11, 28], [2007, 12, 28], [2008, 1, 28], [2008, 2, 28], [2008, 3, 28], [2008, 4, 28], [2008, 5, 28], [2008, 6, 28], [2008, 7, 28], [2008, 8, 28], [2008, 9, 28], [2008, 10, 28], [2008, 11, 28], [2008, 12, 28], [2009, 1, 28], [2009, 2, 28], [2009, 3, 28], [2009, 4, 28], [2009, 5, 28], [2009, 6, 28], [2009, 7, 28]]	Failed

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This record includes three runnable implementations, regression fixtures, execution results, and source hashes.

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