FA-61583 / Options payoff and settlement / Member archive

Special opening settlement value for index options: each component is rounded before summation · case 03

Per-component rounding accumulates into a settlement value off by cents.

Member previewVariant 3 · 3 implementations · 8 checks per implementation

Case contract

Inputs components [weight, opening price or None, last close] and a divisor. Each component uses its opening price, or its last close if it did not open. Settlement = sum(weight*price)/divisor computed in Decimal and rounded half-up to cents. Return as a string.

Why this case matters

Option expiry, exercise and settlement engines move cash and shares; a wrong branch misstates obligations.

One recorded failure

Sample boundary fixture

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

Boundary fixture	Actual	Expected	Outcome
regression rounding stage 1	`"1722.64"`	`"1722.65"`	Failed

MEMBER ARCHIVE

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