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
Discount-basis bill price and bond-equivalent yield: the bill price discounts over a 365-day year · case 01
Bill prices are too high and yields derived from them too low.
Discount-basis bill price and bond-equivalent yield: the bill price discounts over a 365-day year · case 02
Bill prices are too high and yields derived from them too low.
Discount-basis bill price and bond-equivalent yield: the bill price discounts over a 365-day year · case 03
Bill prices are too high and yields derived from them too low.
Discount-basis bill price and bond-equivalent yield: the bill price discounts over a 365-day year · case 04
Bill prices are too high and yields derived from them too low.
Discount-basis bill price and bond-equivalent yield: the bill price discounts over a 365-day year · case 05
Bill prices are too high and yields derived from them too low.
Discount-basis bill price and bond-equivalent yield: a 183-day bill in a 365-day basis year uses the short-dated formula · case 01
Bills just over half a 365-day year report a yield from the simple formula.
Discount-basis bill price and bond-equivalent yield: a 183-day bill in a 365-day basis year uses the short-dated formula · case 02
Bills just over half a 365-day year report a yield from the simple formula.
Discount-basis bill price and bond-equivalent yield: a 183-day bill in a 365-day basis year uses the short-dated formula · case 03
Bills just over half a 365-day year report a yield from the simple formula.
Discount-basis bill price and bond-equivalent yield: a 183-day bill in a 365-day basis year uses the short-dated formula · case 04
Bills just over half a 365-day year report a yield from the simple formula.
Discount-basis bill price and bond-equivalent yield: a 183-day bill in a 365-day basis year uses the short-dated formula · case 05
Bills just over half a 365-day year report a yield from the simple formula.
Discount-basis bill price and bond-equivalent yield: the 366-day basis is chosen by the settlement calendar year · case 01
Bills settling late in a leap year after 29 February, or before a coming leap day, get the wrong basis.
Discount-basis bill price and bond-equivalent yield: the 366-day basis is chosen by the settlement calendar year · case 02
Bills settling late in a leap year after 29 February, or before a coming leap day, get the wrong basis.
Discount-basis bill price and bond-equivalent yield: the 366-day basis is chosen by the settlement calendar year · case 03
Bills settling late in a leap year after 29 February, or before a coming leap day, get the wrong basis.
Discount-basis bill price and bond-equivalent yield: the 366-day basis is chosen by the settlement calendar year · case 04
Bills settling late in a leap year after 29 February, or before a coming leap day, get the wrong basis.
Discount-basis bill price and bond-equivalent yield: the 366-day basis is chosen by the settlement calendar year · case 05
Bills settling late in a leap year after 29 February, or before a coming leap day, get the wrong basis.
Discount-basis bill price and bond-equivalent yield: the short-dated yield ignores the price discount · case 01
Bond-equivalent yields for short bills are understated.
Discount-basis bill price and bond-equivalent yield: the short-dated yield ignores the price discount · case 02
Bond-equivalent yields for short bills are understated.
Discount-basis bill price and bond-equivalent yield: the short-dated yield ignores the price discount · case 03
Bond-equivalent yields for short bills are understated.
Discount-basis bill price and bond-equivalent yield: the short-dated yield ignores the price discount · case 04
Bond-equivalent yields for short bills are understated.
Discount-basis bill price and bond-equivalent yield: the short-dated yield ignores the price discount · case 05
Bond-equivalent yields for short bills are understated.
Discount-basis bill price and bond-equivalent yield: the negative root of the quadratic is returned · case 01
Long-dated bills report a negative bond-equivalent yield.
Discount-basis bill price and bond-equivalent yield: the negative root of the quadratic is returned · case 02
Long-dated bills report a negative bond-equivalent yield.
Discount-basis bill price and bond-equivalent yield: the negative root of the quadratic is returned · case 03
Long-dated bills report a negative bond-equivalent yield.
Discount-basis bill price and bond-equivalent yield: the negative root of the quadratic is returned · case 04
Long-dated bills report a negative bond-equivalent yield.
Discount-basis bill price and bond-equivalent yield: the negative root of the quadratic is returned · case 05
Long-dated bills report a negative bond-equivalent yield.
Inflation-linked reference index interpolation: the first of the month is already interpolated one day · case 01
Reference CPI on the first of a month is not equal to the lagged monthly index.
Inflation-linked reference index interpolation: the first of the month is already interpolated one day · case 02
Reference CPI on the first of a month is not equal to the lagged monthly index.
Inflation-linked reference index interpolation: the first of the month is already interpolated one day · case 03
Reference CPI on the first of a month is not equal to the lagged monthly index.
Inflation-linked reference index interpolation: the first of the month is already interpolated one day · case 04
Reference CPI on the first of a month is not equal to the lagged monthly index.
Inflation-linked reference index interpolation: the first of the month is already interpolated one day · case 05
Reference CPI on the first of a month is not equal to the lagged monthly index.
Inflation-linked reference index interpolation: the interpolation uses two- and one-month lags · case 01
The reference index is one month too recent.
Inflation-linked reference index interpolation: the interpolation uses two- and one-month lags · case 02
The reference index is one month too recent.
Inflation-linked reference index interpolation: the interpolation uses two- and one-month lags · case 03
The reference index is one month too recent.
Inflation-linked reference index interpolation: the interpolation uses two- and one-month lags · case 04
The reference index is one month too recent.
Inflation-linked reference index interpolation: the interpolation uses two- and one-month lags · case 05
The reference index is one month too recent.
Inflation-linked reference index interpolation: the day weight divides by the previous month length · case 01
Interpolation weights are wrong in months whose length differs from the prior month.
Inflation-linked reference index interpolation: the day weight divides by the previous month length · case 02
Interpolation weights are wrong in months whose length differs from the prior month.
Inflation-linked reference index interpolation: the day weight divides by the previous month length · case 03
Interpolation weights are wrong in months whose length differs from the prior month.
Inflation-linked reference index interpolation: the day weight divides by the previous month length · case 04
Interpolation weights are wrong in months whose length differs from the prior month.
Inflation-linked reference index interpolation: the day weight divides by the previous month length · case 05
Interpolation weights are wrong in months whose length differs from the prior month.
Inflation-linked reference index interpolation: the reference CPI is truncated instead of rounded · case 01
Reference indexes and the ratios computed from them are low by up to one unit in the fifth decimal.
Inflation-linked reference index interpolation: the reference CPI is truncated instead of rounded · case 02
Reference indexes and the ratios computed from them are low by up to one unit in the fifth decimal.
Inflation-linked reference index interpolation: the reference CPI is truncated instead of rounded · case 03
Reference indexes and the ratios computed from them are low by up to one unit in the fifth decimal.
Inflation-linked reference index interpolation: the reference CPI is truncated instead of rounded · case 04
Reference indexes and the ratios computed from them are low by up to one unit in the fifth decimal.
Inflation-linked reference index interpolation: the reference CPI is truncated instead of rounded · case 05
Reference indexes and the ratios computed from them are low by up to one unit in the fifth decimal.
Business/252 day count with daily compounding factor: business days are counted in (start, end] · case 01
Periods starting on a Friday and ending on a Monday count the wrong business day.
Business/252 day count with daily compounding factor: business days are counted in (start, end] · case 02
Periods starting on a Friday and ending on a Monday count the wrong business day.
Business/252 day count with daily compounding factor: business days are counted in (start, end] · case 03
Periods starting on a Friday and ending on a Monday count the wrong business day.
Business/252 day count with daily compounding factor: business days are counted in (start, end] · case 04
Periods starting on a Friday and ending on a Monday count the wrong business day.
Business/252 day count with daily compounding factor: business days are counted in (start, end] · case 05
Periods starting on a Friday and ending on a Monday count the wrong business day.
Business/252 day count with daily compounding factor: listed holidays are subtracted from a weekday count · case 01
Holidays on weekends and duplicated holiday entries remove business days twice.
Business/252 day count with daily compounding factor: listed holidays are subtracted from a weekday count · case 02
Holidays on weekends and duplicated holiday entries remove business days twice.
Business/252 day count with daily compounding factor: listed holidays are subtracted from a weekday count · case 03
Holidays on weekends and duplicated holiday entries remove business days twice.
Business/252 day count with daily compounding factor: listed holidays are subtracted from a weekday count · case 04
Holidays on weekends and duplicated holiday entries remove business days twice.
Business/252 day count with daily compounding factor: listed holidays are subtracted from a weekday count · case 05
Holidays on weekends and duplicated holiday entries remove business days twice.
Business/252 day count with daily compounding factor: the exponent uses calendar days over 365 · case 01
Accrual factors disagree with the business-day basis on every span containing weekends.
Business/252 day count with daily compounding factor: the exponent uses calendar days over 365 · case 02
Accrual factors disagree with the business-day basis on every span containing weekends.
Business/252 day count with daily compounding factor: the exponent uses calendar days over 365 · case 03
Accrual factors disagree with the business-day basis on every span containing weekends.
Business/252 day count with daily compounding factor: the exponent uses calendar days over 365 · case 04
Accrual factors disagree with the business-day basis on every span containing weekends.
Business/252 day count with daily compounding factor: the exponent uses calendar days over 365 · case 05
Accrual factors disagree with the business-day basis on every span containing weekends.
Business/252 day count with daily compounding factor: the annual rate is applied as simple interest · case 01
Accrual factors are understated for long spans at high rates.
Business/252 day count with daily compounding factor: the annual rate is applied as simple interest · case 02
Accrual factors are understated for long spans at high rates.
Business/252 day count with daily compounding factor: the annual rate is applied as simple interest · case 03
Accrual factors are understated for long spans at high rates.
Business/252 day count with daily compounding factor: the annual rate is applied as simple interest · case 04
Accrual factors are understated for long spans at high rates.
Business/252 day count with daily compounding factor: the annual rate is applied as simple interest · case 05
Accrual factors are understated for long spans at high rates.
Step-up coupon accrued interest: a step takes effect the day after its date · case 01
Accrual on a step date uses the old rate.
Step-up coupon accrued interest: a step takes effect the day after its date · case 02
Accrual on a step date uses the old rate.
Step-up coupon accrued interest: a step takes effect the day after its date · case 03
Accrual on a step date uses the old rate.
Step-up coupon accrued interest: a step takes effect the day after its date · case 04
Accrual on a step date uses the old rate.
Step-up coupon accrued interest: a step takes effect the day after its date · case 05
Accrual on a step date uses the old rate.
Step-up coupon accrued interest: every accrued day uses the rate in force at settlement · case 01
Accrued interest after a step-up charges the new rate for days before the step.
Step-up coupon accrued interest: every accrued day uses the rate in force at settlement · case 02
Accrued interest after a step-up charges the new rate for days before the step.
Step-up coupon accrued interest: every accrued day uses the rate in force at settlement · case 03
Accrued interest after a step-up charges the new rate for days before the step.
Step-up coupon accrued interest: every accrued day uses the rate in force at settlement · case 04
Accrued interest after a step-up charges the new rate for days before the step.
Step-up coupon accrued interest: every accrued day uses the rate in force at settlement · case 05
Accrued interest after a step-up charges the new rate for days before the step.
Step-up coupon accrued interest: steps are applied in the order supplied · case 01
An unsorted step list lets an earlier step override a later one.
Step-up coupon accrued interest: steps are applied in the order supplied · case 02
An unsorted step list lets an earlier step override a later one.
Step-up coupon accrued interest: steps are applied in the order supplied · case 03
An unsorted step list lets an earlier step override a later one.
Step-up coupon accrued interest: steps are applied in the order supplied · case 04
An unsorted step list lets an earlier step override a later one.
Step-up coupon accrued interest: steps are applied in the order supplied · case 05
An unsorted step list lets an earlier step override a later one.
Step-up coupon accrued interest: the settlement day itself accrues · case 01
Accrued interest is one day of coupon too high.
Step-up coupon accrued interest: the settlement day itself accrues · case 02
Accrued interest is one day of coupon too high.
Step-up coupon accrued interest: the settlement day itself accrues · case 03
Accrued interest is one day of coupon too high.
Step-up coupon accrued interest: the settlement day itself accrues · case 04
Accrued interest is one day of coupon too high.
Step-up coupon accrued interest: the settlement day itself accrues · case 05
Accrued interest is one day of coupon too high.
Canadian-style semi-annual accrued interest: the late-period branch accrues forward like the early branch · case 01
Accrued interest near the end of a 184-day period exceeds the half-year coupon.
Canadian-style semi-annual accrued interest: the late-period branch accrues forward like the early branch · case 02
Accrued interest near the end of a 184-day period exceeds the half-year coupon.
Canadian-style semi-annual accrued interest: the late-period branch accrues forward like the early branch · case 03
Accrued interest near the end of a 184-day period exceeds the half-year coupon.
Canadian-style semi-annual accrued interest: the late-period branch accrues forward like the early branch · case 04
Accrued interest near the end of a 184-day period exceeds the half-year coupon.
Canadian-style semi-annual accrued interest: the late-period branch accrues forward like the early branch · case 05
Accrued interest near the end of a 184-day period exceeds the half-year coupon.
Canadian-style semi-annual accrued interest: the 183rd day still uses forward accrual · case 01
Settlements exactly 183 days into the period use the wrong formula.
Canadian-style semi-annual accrued interest: the 183rd day still uses forward accrual · case 02
Settlements exactly 183 days into the period use the wrong formula.
Canadian-style semi-annual accrued interest: the 183rd day still uses forward accrual · case 03
Settlements exactly 183 days into the period use the wrong formula.
Canadian-style semi-annual accrued interest: the 183rd day still uses forward accrual · case 04
Settlements exactly 183 days into the period use the wrong formula.
Canadian-style semi-annual accrued interest: the 183rd day still uses forward accrual · case 05
Settlements exactly 183 days into the period use the wrong formula.
Canadian-style semi-annual accrued interest: early-period accrual uses the actual period length · case 01
Accrued interest follows an actual/actual pattern instead of the 365-day basis.
Canadian-style semi-annual accrued interest: early-period accrual uses the actual period length · case 02
Accrued interest follows an actual/actual pattern instead of the 365-day basis.
Canadian-style semi-annual accrued interest: early-period accrual uses the actual period length · case 03
Accrued interest follows an actual/actual pattern instead of the 365-day basis.
Canadian-style semi-annual accrued interest: early-period accrual uses the actual period length · case 04
Accrued interest follows an actual/actual pattern instead of the 365-day basis.
Canadian-style semi-annual accrued interest: early-period accrual uses the actual period length · case 05
Accrued interest follows an actual/actual pattern instead of the 365-day basis.
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 ↗