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 ↗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
Business day adjustment conventions: holiday lists are compared against date objects · case 01
Holidays are never honored, only weekends.
Business day adjustment conventions: holiday lists are compared against date objects · case 02
Holidays are never honored, only weekends.
Business day adjustment conventions: holiday lists are compared against date objects · case 03
Holidays are never honored, only weekends.
Business day adjustment conventions: holiday lists are compared against date objects · case 04
Holidays are never honored, only weekends.
Business day adjustment conventions: holiday lists are compared against date objects · case 05
Holidays are never honored, only weekends.
Compounded overnight rate in arrears with lookback: every business day rate is weighted by one day · case 01
Rates published before weekends and holidays are under-weighted and the coupon is too low.
Compounded overnight rate in arrears with lookback: every business day rate is weighted by one day · case 02
Rates published before weekends and holidays are under-weighted and the coupon is too low.
Compounded overnight rate in arrears with lookback: every business day rate is weighted by one day · case 03
Rates published before weekends and holidays are under-weighted and the coupon is too low.
Compounded overnight rate in arrears with lookback: every business day rate is weighted by one day · case 04
Rates published before weekends and holidays are under-weighted and the coupon is too low.
Compounded overnight rate in arrears with lookback: every business day rate is weighted by one day · case 05
Rates published before weekends and holidays are under-weighted and the coupon is too low.
Compounded overnight rate in arrears with lookback: the lookback is counted from the previous calendar day · case 01
Monday accruals observe a rate one business day too recent.
Compounded overnight rate in arrears with lookback: the lookback is counted from the previous calendar day · case 02
Monday accruals observe a rate one business day too recent.
Compounded overnight rate in arrears with lookback: the lookback is counted from the previous calendar day · case 03
Monday accruals observe a rate one business day too recent.
Compounded overnight rate in arrears with lookback: the lookback is counted from the previous calendar day · case 04
Monday accruals observe a rate one business day too recent.
Compounded overnight rate in arrears with lookback: the lookback is counted from the previous calendar day · case 05
Monday accruals observe a rate one business day too recent.
Compounded overnight rate in arrears with lookback: the compounded return is annualized over business days · case 01
Coupons are several times too large for periods containing weekends.
Compounded overnight rate in arrears with lookback: the compounded return is annualized over business days · case 02
Coupons are several times too large for periods containing weekends.
Compounded overnight rate in arrears with lookback: the compounded return is annualized over business days · case 03
Coupons are several times too large for periods containing weekends.
Compounded overnight rate in arrears with lookback: the compounded return is annualized over business days · case 04
Coupons are several times too large for periods containing weekends.
Compounded overnight rate in arrears with lookback: the compounded return is annualized over business days · case 05
Coupons are several times too large for periods containing weekends.
Compounded overnight rate in arrears with lookback: the spread is compounded into each daily rate · case 01
The coupon includes spread-on-rate compounding that the contract excludes.
Compounded overnight rate in arrears with lookback: the spread is compounded into each daily rate · case 02
The coupon includes spread-on-rate compounding that the contract excludes.
Compounded overnight rate in arrears with lookback: the spread is compounded into each daily rate · case 03
The coupon includes spread-on-rate compounding that the contract excludes.
Compounded overnight rate in arrears with lookback: the spread is compounded into each daily rate · case 04
The coupon includes spread-on-rate compounding that the contract excludes.
Compounded overnight rate in arrears with lookback: the spread is compounded into each daily rate · case 05
The coupon includes spread-on-rate compounding that the contract excludes.
Compounded overnight rate in arrears with lookback: daily accrual uses a 365-day year · case 01
The compounded factor is too small and the period rate is understated.
Compounded overnight rate in arrears with lookback: daily accrual uses a 365-day year · case 02
The compounded factor is too small and the period rate is understated.
Compounded overnight rate in arrears with lookback: daily accrual uses a 365-day year · case 03
The compounded factor is too small and the period rate is understated.
Compounded overnight rate in arrears with lookback: daily accrual uses a 365-day year · case 04
The compounded factor is too small and the period rate is understated.
Compounded overnight rate in arrears with lookback: daily accrual uses a 365-day year · case 05
The compounded factor is too small and the period rate is understated.
Compounded overnight rate in arrears with lookback: the last business day is weighted one day regardless of the end date · case 01
Periods ending after a weekend or holiday lose accrual for the final days.
Compounded overnight rate in arrears with lookback: the last business day is weighted one day regardless of the end date · case 02
Periods ending after a weekend or holiday lose accrual for the final days.
Compounded overnight rate in arrears with lookback: the last business day is weighted one day regardless of the end date · case 03
Periods ending after a weekend or holiday lose accrual for the final days.
Compounded overnight rate in arrears with lookback: the last business day is weighted one day regardless of the end date · case 04
Periods ending after a weekend or holiday lose accrual for the final days.
Compounded overnight rate in arrears with lookback: the last business day is weighted one day regardless of the end date · case 05
Periods ending after a weekend or holiday lose accrual for the final days.
NL/365 no-leap day count: at most one leap day is removed · case 01
Spans of more than four years are overstated by the extra leap days.
NL/365 no-leap day count: at most one leap day is removed · case 02
Spans of more than four years are overstated by the extra leap days.
NL/365 no-leap day count: at most one leap day is removed · case 03
Spans of more than four years are overstated by the extra leap days.
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.
NL/365 no-leap day count: at most one leap day is removed · case 05
Spans of more than four years are overstated by the extra leap days.
NL/365 no-leap day count: every leap year touched by the span removes a day · case 01
A span from March of a leap year to its December loses a day that it never contained.
NL/365 no-leap day count: every leap year touched by the span removes a day · case 02
A span from March of a leap year to its December loses a day that it never contained.
NL/365 no-leap day count: every leap year touched by the span removes a day · case 03
A span from March of a leap year to its December loses a day that it never contained.
NL/365 no-leap day count: every leap year touched by the span removes a day · case 04
A span from March of a leap year to its December loses a day that it never contained.
NL/365 no-leap day count: every leap year touched by the span removes a day · case 05
A span from March of a leap year to its December loses a day that it never contained.
NL/365 no-leap day count: the year fraction uses actual days while the day count excludes leap days · case 01
The two returned values disagree whenever a leap day falls inside the span.
NL/365 no-leap day count: the year fraction uses actual days while the day count excludes leap days · case 02
The two returned values disagree whenever a leap day falls inside the span.
NL/365 no-leap day count: the year fraction uses actual days while the day count excludes leap days · case 03
The two returned values disagree whenever a leap day falls inside the span.
NL/365 no-leap day count: the year fraction uses actual days while the day count excludes leap days · case 04
The two returned values disagree whenever a leap day falls inside the span.
NL/365 no-leap day count: the year fraction uses actual days while the day count excludes leap days · case 05
The two returned values disagree whenever a leap day falls inside the span.
Irregular first coupon accrued by quasi-coupon periods: a long first period is accrued as one regular period · case 01
Accrued interest on long first coupons exceeds the per-period coupon once more than one quasi period has passed.
Irregular first coupon accrued by quasi-coupon periods: a long first period is accrued as one regular period · case 02
Accrued interest on long first coupons exceeds the per-period coupon once more than one quasi period has passed.
Irregular first coupon accrued by quasi-coupon periods: a long first period is accrued as one regular period · case 03
Accrued interest on long first coupons exceeds the per-period coupon once more than one quasi period has passed.
Irregular first coupon accrued by quasi-coupon periods: a long first period is accrued as one regular period · case 04
Accrued interest on long first coupons exceeds the per-period coupon once more than one quasi period has passed.
Irregular first coupon accrued by quasi-coupon periods: a long first period is accrued as one regular period · case 05
Accrued interest on long first coupons exceeds the per-period coupon once more than one quasi period has passed.
Irregular first coupon accrued by quasi-coupon periods: quasi periods are accrued from their start even before issue · case 01
Accrued interest includes days before the bond existed.
Irregular first coupon accrued by quasi-coupon periods: quasi periods are accrued from their start even before issue · case 02
Accrued interest includes days before the bond existed.
Irregular first coupon accrued by quasi-coupon periods: quasi periods are accrued from their start even before issue · case 03
Accrued interest includes days before the bond existed.
Irregular first coupon accrued by quasi-coupon periods: quasi periods are accrued from their start even before issue · case 04
Accrued interest includes days before the bond existed.
Irregular first coupon accrued by quasi-coupon periods: quasi periods are accrued from their start even before issue · case 05
Accrued interest includes days before the bond existed.
Irregular first coupon accrued by quasi-coupon periods: older quasi periods are accrued in full regardless of settlement · case 01
Early settlements in a long first period are charged for quasi periods not yet elapsed.
Irregular first coupon accrued by quasi-coupon periods: older quasi periods are accrued in full regardless of settlement · case 02
Early settlements in a long first period are charged for quasi periods not yet elapsed.
Irregular first coupon accrued by quasi-coupon periods: older quasi periods are accrued in full regardless of settlement · case 03
Early settlements in a long first period are charged for quasi periods not yet elapsed.
Irregular first coupon accrued by quasi-coupon periods: older quasi periods are accrued in full regardless of settlement · case 04
Early settlements in a long first period are charged for quasi periods not yet elapsed.
Irregular first coupon accrued by quasi-coupon periods: older quasi periods are accrued in full regardless of settlement · case 05
Early settlements in a long first period are charged for quasi periods not yet elapsed.
Irregular first coupon accrued by quasi-coupon periods: the annual coupon is applied to each quasi-period fraction · case 01
Accrued interest is freq times too large.
Irregular first coupon accrued by quasi-coupon periods: the annual coupon is applied to each quasi-period fraction · case 02
Accrued interest is freq times too large.
Irregular first coupon accrued by quasi-coupon periods: the annual coupon is applied to each quasi-period fraction · case 03
Accrued interest is freq times too large.
Irregular first coupon accrued by quasi-coupon periods: the annual coupon is applied to each quasi-period fraction · case 04
Accrued interest is freq times too large.
Irregular first coupon accrued by quasi-coupon periods: the annual coupon is applied to each quasi-period fraction · case 05
Accrued interest is freq times too large.
Irregular first coupon accrued by quasi-coupon periods: every quasi period is measured with the latest period length · case 01
Accruals drift when earlier quasi periods have a different number of days.
Irregular first coupon accrued by quasi-coupon periods: every quasi period is measured with the latest period length · case 02
Accruals drift when earlier quasi periods have a different number of days.
Irregular first coupon accrued by quasi-coupon periods: every quasi period is measured with the latest period length · case 03
Accruals drift when earlier quasi periods have a different number of days.
Irregular first coupon accrued by quasi-coupon periods: every quasi period is measured with the latest period length · case 04
Accruals drift when earlier quasi periods have a different number of days.
Irregular first coupon accrued by quasi-coupon periods: every quasi period is measured with the latest period length · case 05
Accruals drift when earlier quasi periods have a different number of days.
Street-convention yield to price with fractional first period: the discount fraction measures elapsed instead of remaining days · case 01
Prices are discounted for the part of the period that has already elapsed.
Street-convention yield to price with fractional first period: the discount fraction measures elapsed instead of remaining days · case 02
Prices are discounted for the part of the period that has already elapsed.
Street-convention yield to price with fractional first period: the discount fraction measures elapsed instead of remaining days · case 03
Prices are discounted for the part of the period that has already elapsed.
Street-convention yield to price with fractional first period: the discount fraction measures elapsed instead of remaining days · case 04
Prices are discounted for the part of the period that has already elapsed.
Street-convention yield to price with fractional first period: the discount fraction measures elapsed instead of remaining days · case 05
Prices are discounted for the part of the period that has already elapsed.
Street-convention yield to price with fractional first period: coupons are discounted by whole periods · case 01
Dirty prices ignore the partial first period and jump at each coupon date.
Street-convention yield to price with fractional first period: coupons are discounted by whole periods · case 02
Dirty prices ignore the partial first period and jump at each coupon date.
Street-convention yield to price with fractional first period: coupons are discounted by whole periods · case 03
Dirty prices ignore the partial first period and jump at each coupon date.
Street-convention yield to price with fractional first period: coupons are discounted by whole periods · case 04
Dirty prices ignore the partial first period and jump at each coupon date.
Street-convention yield to price with fractional first period: coupons are discounted by whole periods · case 05
Dirty prices ignore the partial first period and jump at each coupon date.
Street-convention yield to price with fractional first period: the principal is discounted one period too far · case 01
Prices are too low by roughly one period of discounting on the redemption amount.
Street-convention yield to price with fractional first period: the principal is discounted one period too far · case 02
Prices are too low by roughly one period of discounting on the redemption amount.
Street-convention yield to price with fractional first period: the principal is discounted one period too far · case 03
Prices are too low by roughly one period of discounting on the redemption amount.
Street-convention yield to price with fractional first period: the principal is discounted one period too far · case 04
Prices are too low by roughly one period of discounting on the redemption amount.
Street-convention yield to price with fractional first period: the principal is discounted one period too far · case 05
Prices are too low by roughly one period of discounting on the redemption amount.
Street-convention yield to price with fractional first period: accrued interest uses the remaining fraction · case 01
Clean prices move the wrong way through the coupon period.
Street-convention yield to price with fractional first period: accrued interest uses the remaining fraction · case 02
Clean prices move the wrong way through the coupon period.
Street-convention yield to price with fractional first period: accrued interest uses the remaining fraction · case 03
Clean prices move the wrong way through the coupon period.
Street-convention yield to price with fractional first period: accrued interest uses the remaining fraction · case 04
Clean prices move the wrong way through the coupon period.
Street-convention yield to price with fractional first period: accrued interest uses the remaining fraction · case 05
Clean prices move the wrong way through the coupon period.
Street-convention yield to price with fractional first period: the annual yield is used as the per-period discount rate · case 01
Semi-annual and quarterly bonds are discounted at the full annual yield per period.
Street-convention yield to price with fractional first period: the annual yield is used as the per-period discount rate · case 02
Semi-annual and quarterly bonds are discounted at the full annual yield per period.
Street-convention yield to price with fractional first period: the annual yield is used as the per-period discount rate · case 03
Semi-annual and quarterly bonds are discounted at the full annual yield per period.
Street-convention yield to price with fractional first period: the annual yield is used as the per-period discount rate · case 04
Semi-annual and quarterly bonds are discounted at the full annual yield per period.
Street-convention yield to price with fractional first period: the annual yield is used as the per-period discount rate · case 05
Semi-annual and quarterly bonds are discounted at the full annual yield per period.
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 ↗