FA-61240 / Bond day-count conventions / Member archive

30E+/360 end-of-month rollover: a start on the 31st is also rolled to the next month · case 05

Periods starting on the 31st are one day short.

Member previewVariant 5 · 3 implementations · 8 checks per implementation

Case contract

Inputs two dates [y,m,d]. If D1 is 31 it becomes 30. If D2 is 31 it becomes 1 and M2 increases by one (the formula absorbs a month 13). Return 360*(Y2-Y1)+30*(M2-M1)+(D2-D1).

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 start day treatment 1	`506`	`507`	Failed

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