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FA-62235 / Currency rounding and FX conversion / Member archive

Only upward rate moves are checked against the tolerance · case 05

A collapsed rate far below the reference is accepted.

Member previewVariant 5 · 3 implementations · 8 checks per implementation

Case contract

solve(new, ref, tol_bps, inverted): accept a newly published rate if |n - ref| / ref * 10000 <= tol_bps using exact decimals, where n = new, or 1/new when the new quote arrives inverted. A non-positive new or ref returns 'ERR:rate'. Return 'accept' or 'reject'.

Why this case matters

Currency amounts must be rounded at the right stage and in the right unit, or ledgers, quotes and settlements drift by minor units.

One recorded failure

Sample boundary fixture

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

Boundary fixtureActualExpectedOutcome
regression two-sided-band 1"accept""reject"Failed

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