FA-61039 / Bond day-count conventions / Member archive

NL/365 no-leap day count: at most one leap day is removed · case 04

Spans of more than four years are overstated by the extra leap days.

Member previewVariant 4 · 3 implementations · 8 checks per implementation

Case contract

Inputs start and end [y,m,d]. If end < start return "end before start". Days are actual days minus the number of 29 February dates lying in (start, end]. Return [days, days/365 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.

One recorded failure

Sample boundary fixture

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

Boundary fixture	Actual	Expected	Outcome
regression multi-year leap count 1	`[2959, 8.106849315]`	`[2958, 8.104109589]`	Failed

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