FAILURE MAP

Understand the failure.
Verify the repair.

Small, reproducible software failures. The broken implementation, the fix that didn’t work, and the one that passed—preserved together.

Explore the cases ↓How results are verified ↗
100840Executable case variants
20168Distinct failure mechanisms
302520Executed implementations
20168Open-access cases

WHAT THE ARCHIVE CONTAINS

100840 executable cases. 20168 are open.

Every case records the implementation that fails, the fix that did not work, and the repair that passed its checks—with recorded outputs and source hashes. This release adds 100840 cases across 20168 failure mechanisms and 254 domains.

The open tier gives you the failure and the unsuccessful fix for one case in every mechanism. The remaining 80672 cases, 5 variants per mechanism, are member-only: the verified repair, its recorded checks, and the full fixture suite are held in the member archive. Read the methodology ↗

A RECORD OF WHAT WENT WRONG

Browse the archive / 100840

Python · Standard library
REFERENCEFAILURE MECHANISMDOMAINACCESS
FA-60901

ICMA regular-period accrued with ex-coupon: ex-coupon trades report positive accrued interest · case 01

Buyers in the ex-coupon window are charged interest they will never receive.

Bond day-count conventions● Open access↗
FA-60902

ICMA regular-period accrued with ex-coupon: ex-coupon trades report positive accrued interest · case 02

Buyers in the ex-coupon window are charged interest they will never receive.

Bond day-count conventions◈ Members↗
FA-60903

ICMA regular-period accrued with ex-coupon: ex-coupon trades report positive accrued interest · case 03

Buyers in the ex-coupon window are charged interest they will never receive.

Bond day-count conventions◈ Members↗
FA-60904

ICMA regular-period accrued with ex-coupon: ex-coupon trades report positive accrued interest · case 04

Buyers in the ex-coupon window are charged interest they will never receive.

Bond day-count conventions◈ Members↗
FA-60905

ICMA regular-period accrued with ex-coupon: ex-coupon trades report positive accrued interest · case 05

Buyers in the ex-coupon window are charged interest they will never receive.

Bond day-count conventions◈ Members↗
FA-60906

ICMA regular-period accrued with ex-coupon: the per-day coupon is rounded before multiplying by days · case 01

Accrued interest differs in the last decimals for long accrual periods.

Bond day-count conventions● Open access↗
FA-60907

ICMA regular-period accrued with ex-coupon: the per-day coupon is rounded before multiplying by days · case 02

Accrued interest differs in the last decimals for long accrual periods.

Bond day-count conventions◈ Members↗
FA-60908

ICMA regular-period accrued with ex-coupon: the per-day coupon is rounded before multiplying by days · case 03

Accrued interest differs in the last decimals for long accrual periods.

Bond day-count conventions◈ Members↗
FA-60909

ICMA regular-period accrued with ex-coupon: the per-day coupon is rounded before multiplying by days · case 04

Accrued interest differs in the last decimals for long accrual periods.

Bond day-count conventions◈ Members↗
FA-60910

ICMA regular-period accrued with ex-coupon: the per-day coupon is rounded before multiplying by days · case 05

Accrued interest differs in the last decimals for long accrual periods.

Bond day-count conventions◈ Members↗
FA-60911

Act/Act ISDA year fraction: every calendar piece uses the start year basis · case 01

Spans crossing from a non-leap year into a leap year divide leap-year days by 365.

Bond day-count conventions● Open access↗
FA-60912

Act/Act ISDA year fraction: every calendar piece uses the start year basis · case 02

Spans crossing from a non-leap year into a leap year divide leap-year days by 365.

Bond day-count conventions◈ Members↗
FA-60913

Act/Act ISDA year fraction: every calendar piece uses the start year basis · case 03

Spans crossing from a non-leap year into a leap year divide leap-year days by 365.

Bond day-count conventions◈ Members↗
FA-60914

Act/Act ISDA year fraction: every calendar piece uses the start year basis · case 04

Spans crossing from a non-leap year into a leap year divide leap-year days by 365.

Bond day-count conventions◈ Members↗
FA-60915

Act/Act ISDA year fraction: every calendar piece uses the start year basis · case 05

Spans crossing from a non-leap year into a leap year divide leap-year days by 365.

Bond day-count conventions◈ Members↗
FA-60916

Act/Act ISDA year fraction: century years are all treated as leap years · case 01

Pieces in 1900 or 2100 are divided by 366.

Bond day-count conventions● Open access↗
FA-60917

Act/Act ISDA year fraction: century years are all treated as leap years · case 02

Pieces in 1900 or 2100 are divided by 366.

Bond day-count conventions◈ Members↗
FA-60918

Act/Act ISDA year fraction: century years are all treated as leap years · case 03

Pieces in 1900 or 2100 are divided by 366.

Bond day-count conventions◈ Members↗
FA-60919

Act/Act ISDA year fraction: century years are all treated as leap years · case 04

Pieces in 1900 or 2100 are divided by 366.

Bond day-count conventions◈ Members↗
FA-60920

Act/Act ISDA year fraction: century years are all treated as leap years · case 05

Pieces in 1900 or 2100 are divided by 366.

Bond day-count conventions◈ Members↗
FA-60921

Act/Act ISDA year fraction: only the first year is split out and the remainder uses the end year basis · case 01

Multi-year spans ignore the leap status of middle years.

Bond day-count conventions● Open access↗
FA-60922

Act/Act ISDA year fraction: only the first year is split out and the remainder uses the end year basis · case 02

Multi-year spans ignore the leap status of middle years.

Bond day-count conventions◈ Members↗
FA-60923

Act/Act ISDA year fraction: only the first year is split out and the remainder uses the end year basis · case 03

Multi-year spans ignore the leap status of middle years.

Bond day-count conventions◈ Members↗
FA-60924

Act/Act ISDA year fraction: only the first year is split out and the remainder uses the end year basis · case 04

Multi-year spans ignore the leap status of middle years.

Bond day-count conventions◈ Members↗
FA-60925

Act/Act ISDA year fraction: only the first year is split out and the remainder uses the end year basis · case 05

Multi-year spans ignore the leap status of middle years.

Bond day-count conventions◈ Members↗
FA-60926

Act/Act ISDA year fraction: days are divided by an average 365.25-day year · case 01

Year fractions are close but not equal to the ISDA value for nearly every span.

Bond day-count conventions● Open access↗
FA-60927

Act/Act ISDA year fraction: days are divided by an average 365.25-day year · case 02

Year fractions are close but not equal to the ISDA value for nearly every span.

Bond day-count conventions◈ Members↗
FA-60928

Act/Act ISDA year fraction: days are divided by an average 365.25-day year · case 03

Year fractions are close but not equal to the ISDA value for nearly every span.

Bond day-count conventions◈ Members↗
FA-60929

Act/Act ISDA year fraction: days are divided by an average 365.25-day year · case 04

Year fractions are close but not equal to the ISDA value for nearly every span.

Bond day-count conventions◈ Members↗
FA-60930

Act/Act ISDA year fraction: days are divided by an average 365.25-day year · case 05

Year fractions are close but not equal to the ISDA value for nearly every span.

Bond day-count conventions◈ Members↗
FA-60931

Act/Act ISDA year fraction: a reversed interval is silently swapped · case 01

Callers passing dates in the wrong order get a positive fraction instead of an error value.

Bond day-count conventions● Open access↗
FA-60932

Act/Act ISDA year fraction: a reversed interval is silently swapped · case 02

Callers passing dates in the wrong order get a positive fraction instead of an error value.

Bond day-count conventions◈ Members↗
FA-60933

Act/Act ISDA year fraction: a reversed interval is silently swapped · case 03

Callers passing dates in the wrong order get a positive fraction instead of an error value.

Bond day-count conventions◈ Members↗
FA-60934

Act/Act ISDA year fraction: a reversed interval is silently swapped · case 04

Callers passing dates in the wrong order get a positive fraction instead of an error value.

Bond day-count conventions◈ Members↗
FA-60935

Act/Act ISDA year fraction: a reversed interval is silently swapped · case 05

Callers passing dates in the wrong order get a positive fraction instead of an error value.

Bond day-count conventions◈ Members↗
FA-60936

Act/365L denominator selection: a period starting on 29 February uses a 366-day year · case 01

Annual periods beginning on a leap day and periods ending on one are classified the wrong way round.

Bond day-count conventions● Open access↗
FA-60937

Act/365L denominator selection: a period starting on 29 February uses a 366-day year · case 02

Annual periods beginning on a leap day and periods ending on one are classified the wrong way round.

Bond day-count conventions◈ Members↗
FA-60938

Act/365L denominator selection: a period starting on 29 February uses a 366-day year · case 03

Annual periods beginning on a leap day and periods ending on one are classified the wrong way round.

Bond day-count conventions◈ Members↗
FA-60939

Act/365L denominator selection: a period starting on 29 February uses a 366-day year · case 04

Annual periods beginning on a leap day and periods ending on one are classified the wrong way round.

Bond day-count conventions◈ Members↗
FA-60940

Act/365L denominator selection: a period starting on 29 February uses a 366-day year · case 05

Annual periods beginning on a leap day and periods ending on one are classified the wrong way round.

Bond day-count conventions◈ Members↗
FA-60941

Act/365L denominator selection: sub-annual periods look at the start year · case 01

Quarterly periods that begin in December before a leap year use 365 days.

Bond day-count conventions● Open access↗
FA-60942

Act/365L denominator selection: sub-annual periods look at the start year · case 02

Quarterly periods that begin in December before a leap year use 365 days.

Bond day-count conventions◈ Members↗
FA-60943

Act/365L denominator selection: sub-annual periods look at the start year · case 03

Quarterly periods that begin in December before a leap year use 365 days.

Bond day-count conventions◈ Members↗
FA-60944

Act/365L denominator selection: sub-annual periods look at the start year · case 04

Quarterly periods that begin in December before a leap year use 365 days.

Bond day-count conventions◈ Members↗
FA-60945

Act/365L denominator selection: sub-annual periods look at the start year · case 05

Quarterly periods that begin in December before a leap year use 365 days.

Bond day-count conventions◈ Members↗
FA-60946

Act/365L denominator selection: annual periods use the end year leap status · case 01

An annual period ending in March of a leap year from March of the prior year is priced on 365 days.

Bond day-count conventions● Open access↗
FA-60947

Act/365L denominator selection: annual periods use the end year leap status · case 02

An annual period ending in March of a leap year from March of the prior year is priced on 365 days.

Bond day-count conventions◈ Members↗
FA-60948

Act/365L denominator selection: annual periods use the end year leap status · case 03

An annual period ending in March of a leap year from March of the prior year is priced on 365 days.

Bond day-count conventions◈ Members↗
FA-60949

Act/365L denominator selection: annual periods use the end year leap status · case 04

An annual period ending in March of a leap year from March of the prior year is priced on 365 days.

Bond day-count conventions◈ Members↗
FA-60950

Act/365L denominator selection: annual periods use the end year leap status · case 05

An annual period ending in March of a leap year from March of the prior year is priced on 365 days.

Bond day-count conventions◈ Members↗
FA-60951

Act/365L denominator selection: the end year is excluded from the leap-day search · case 01

An annual period ending after 29 February of a leap end year uses 365 days.

Bond day-count conventions● Open access↗
FA-60952

Act/365L denominator selection: the end year is excluded from the leap-day search · case 02

An annual period ending after 29 February of a leap end year uses 365 days.

Bond day-count conventions◈ Members↗
FA-60953

Act/365L denominator selection: the end year is excluded from the leap-day search · case 03

An annual period ending after 29 February of a leap end year uses 365 days.

Bond day-count conventions◈ Members↗
FA-60954

Act/365L denominator selection: the end year is excluded from the leap-day search · case 04

An annual period ending after 29 February of a leap end year uses 365 days.

Bond day-count conventions◈ Members↗
FA-60955

Act/365L denominator selection: the end year is excluded from the leap-day search · case 05

An annual period ending after 29 February of a leap end year uses 365 days.

Bond day-count conventions◈ Members↗
FA-60956

Backward coupon schedule generation: each date is clamped from the previous date instead of the maturity day · case 01

After passing a short month every earlier coupon date is stuck on the shorter day number.

Bond day-count conventions● Open access↗
FA-60957

Backward coupon schedule generation: each date is clamped from the previous date instead of the maturity day · case 02

After passing a short month every earlier coupon date is stuck on the shorter day number.

Bond day-count conventions◈ Members↗
FA-60958

Backward coupon schedule generation: each date is clamped from the previous date instead of the maturity day · case 03

After passing a short month every earlier coupon date is stuck on the shorter day number.

Bond day-count conventions◈ Members↗
FA-60959

Backward coupon schedule generation: each date is clamped from the previous date instead of the maturity day · case 04

After passing a short month every earlier coupon date is stuck on the shorter day number.

Bond day-count conventions◈ Members↗
FA-60960

Backward coupon schedule generation: each date is clamped from the previous date instead of the maturity day · case 05

After passing a short month every earlier coupon date is stuck on the shorter day number.

Bond day-count conventions◈ Members↗
FA-60961

Backward coupon schedule generation: the end-of-month flag is not consulted · case 01

Month-end maturities with the flag set produce coupons on the 28th or 30th instead of month end.

Bond day-count conventions● Open access↗
FA-60962

Backward coupon schedule generation: the end-of-month flag is not consulted · case 02

Month-end maturities with the flag set produce coupons on the 28th or 30th instead of month end.

Bond day-count conventions◈ Members↗
FA-60963

Backward coupon schedule generation: the end-of-month flag is not consulted · case 03

Month-end maturities with the flag set produce coupons on the 28th or 30th instead of month end.

Bond day-count conventions◈ Members↗
FA-60964

Backward coupon schedule generation: the end-of-month flag is not consulted · case 04

Month-end maturities with the flag set produce coupons on the 28th or 30th instead of month end.

Bond day-count conventions◈ Members↗
FA-60965

Backward coupon schedule generation: the end-of-month flag is not consulted · case 05

Month-end maturities with the flag set produce coupons on the 28th or 30th instead of month end.

Bond day-count conventions◈ Members↗
FA-60966

Backward coupon schedule generation: the only remaining coupon can be removed as a stub · case 01

A bond issued less than 15 days before maturity reports an empty coupon schedule.

Bond day-count conventions● Open access↗
FA-60967

Backward coupon schedule generation: the only remaining coupon can be removed as a stub · case 02

A bond issued less than 15 days before maturity reports an empty coupon schedule.

Bond day-count conventions◈ Members↗
FA-60968

Backward coupon schedule generation: the only remaining coupon can be removed as a stub · case 03

A bond issued less than 15 days before maturity reports an empty coupon schedule.

Bond day-count conventions◈ Members↗
FA-60969

Backward coupon schedule generation: the only remaining coupon can be removed as a stub · case 04

A bond issued less than 15 days before maturity reports an empty coupon schedule.

Bond day-count conventions◈ Members↗
FA-60970

Backward coupon schedule generation: the only remaining coupon can be removed as a stub · case 05

A bond issued less than 15 days before maturity reports an empty coupon schedule.

Bond day-count conventions◈ Members↗
FA-60971

Backward coupon schedule generation: maturity on day 30 or later counts as month end · case 01

A 30 May maturity rolls to month ends while a 28 February maturity does not.

Bond day-count conventions● Open access↗
FA-60972

Backward coupon schedule generation: maturity on day 30 or later counts as month end · case 02

A 30 May maturity rolls to month ends while a 28 February maturity does not.

Bond day-count conventions◈ Members↗
FA-60973

Backward coupon schedule generation: maturity on day 30 or later counts as month end · case 03

A 30 May maturity rolls to month ends while a 28 February maturity does not.

Bond day-count conventions◈ Members↗
FA-60974

Backward coupon schedule generation: maturity on day 30 or later counts as month end · case 04

A 30 May maturity rolls to month ends while a 28 February maturity does not.

Bond day-count conventions◈ Members↗
FA-60975

Backward coupon schedule generation: maturity on day 30 or later counts as month end · case 05

A 30 May maturity rolls to month ends while a 28 February maturity does not.

Bond day-count conventions◈ Members↗
FA-60976

Backward coupon schedule generation: the stub test measures the first regular period instead of the stub · case 01

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

Bond day-count conventions● Open access↗
FA-60977

Backward coupon schedule generation: the stub test measures the first regular period instead of the stub · case 02

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

Bond day-count conventions◈ Members↗
FA-60978

Backward coupon schedule generation: the stub test measures the first regular period instead of the stub · case 03

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

Bond day-count conventions◈ Members↗
FA-60979

Backward coupon schedule generation: the stub test measures the first regular period instead of the stub · case 04

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

Bond day-count conventions◈ Members↗
FA-60980

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.

Bond day-count conventions◈ Members↗
FA-60981

Business day adjustment conventions: Saturdays are treated as business days · case 01

Payments scheduled on a Saturday are made on the Saturday.

Bond day-count conventions● Open access↗
FA-60982

Business day adjustment conventions: Saturdays are treated as business days · case 02

Payments scheduled on a Saturday are made on the Saturday.

Bond day-count conventions◈ Members↗
FA-60983

Business day adjustment conventions: Saturdays are treated as business days · case 03

Payments scheduled on a Saturday are made on the Saturday.

Bond day-count conventions◈ Members↗
FA-60984

Business day adjustment conventions: Saturdays are treated as business days · case 04

Payments scheduled on a Saturday are made on the Saturday.

Bond day-count conventions◈ Members↗
FA-60985

Business day adjustment conventions: Saturdays are treated as business days · case 05

Payments scheduled on a Saturday are made on the Saturday.

Bond day-count conventions◈ Members↗
FA-60986

Business day adjustment conventions: the month-crossing fallback steps back from the rolled date · case 01

Modified following behaves like plain following at month end.

Bond day-count conventions● Open access↗
FA-60987

Business day adjustment conventions: the month-crossing fallback steps back from the rolled date · case 02

Modified following behaves like plain following at month end.

Bond day-count conventions◈ Members↗
FA-60988

Business day adjustment conventions: the month-crossing fallback steps back from the rolled date · case 03

Modified following behaves like plain following at month end.

Bond day-count conventions◈ Members↗
FA-60989

Business day adjustment conventions: the month-crossing fallback steps back from the rolled date · case 04

Modified following behaves like plain following at month end.

Bond day-count conventions◈ Members↗
FA-60990

Business day adjustment conventions: the month-crossing fallback steps back from the rolled date · case 05

Modified following behaves like plain following at month end.

Bond day-count conventions◈ Members↗
FA-60991

Business day adjustment conventions: month change is detected with a greater-than comparison · case 01

A December date rolling into January is not recognized as leaving the month.

Bond day-count conventions● Open access↗
FA-60992

Business day adjustment conventions: month change is detected with a greater-than comparison · case 02

A December date rolling into January is not recognized as leaving the month.

Bond day-count conventions◈ Members↗
FA-60993

Business day adjustment conventions: month change is detected with a greater-than comparison · case 03

A December date rolling into January is not recognized as leaving the month.

Bond day-count conventions◈ Members↗
FA-60994

Business day adjustment conventions: month change is detected with a greater-than comparison · case 04

A December date rolling into January is not recognized as leaving the month.

Bond day-count conventions◈ Members↗
FA-60995

Business day adjustment conventions: month change is detected with a greater-than comparison · case 05

A December date rolling into January is not recognized as leaving the month.

Bond day-count conventions◈ Members↗
FA-60996

Business day adjustment conventions: modified preceding never checks the month · case 01

Dates at the start of a month roll back into the previous month.

Bond day-count conventions● Open access↗
FA-60997

Business day adjustment conventions: modified preceding never checks the month · case 02

Dates at the start of a month roll back into the previous month.

Bond day-count conventions◈ Members↗
FA-60998

Business day adjustment conventions: modified preceding never checks the month · case 03

Dates at the start of a month roll back into the previous month.

Bond day-count conventions◈ Members↗
FA-60999

Business day adjustment conventions: modified preceding never checks the month · case 04

Dates at the start of a month roll back into the previous month.

Bond day-count conventions◈ Members↗
FA-61000

Business day adjustment conventions: modified preceding never checks the month · case 05

Dates at the start of a month roll back into the previous month.

Bond day-count conventions◈ Members↗

INSPECTABLE BY DESIGN

Every result has a runnable source.

Runnable implementations with recorded outputs, source hashes, and explicit contracts. Related variants share a failure mechanism and belong together in evaluation splits.

Read the methodology ↗