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
Settlement date from a business-day lag across two calendars: the lag is added in calendar days and then rolled forward · case 01
Trades before weekends and holidays settle too early.
Settlement date from a business-day lag across two calendars: the lag is added in calendar days and then rolled forward · case 02
Trades before weekends and holidays settle too early.
Settlement date from a business-day lag across two calendars: the lag is added in calendar days and then rolled forward · case 03
Trades before weekends and holidays settle too early.
Settlement date from a business-day lag across two calendars: the lag is added in calendar days and then rolled forward · case 04
Trades before weekends and holidays settle too early.
Settlement date from a business-day lag across two calendars: the lag is added in calendar days and then rolled forward · case 05
Trades before weekends and holidays settle too early.
Settlement date from a business-day lag across two calendars: only the security market calendar is honored · case 01
Settlements land on currency holidays.
Settlement date from a business-day lag across two calendars: only the security market calendar is honored · case 02
Settlements land on currency holidays.
Settlement date from a business-day lag across two calendars: only the security market calendar is honored · case 03
Settlements land on currency holidays.
Settlement date from a business-day lag across two calendars: only the security market calendar is honored · case 04
Settlements land on currency holidays.
Settlement date from a business-day lag across two calendars: only the security market calendar is honored · case 05
Settlements land on currency holidays.
Settlement date from a business-day lag across two calendars: the trade date counts as the first business day · case 01
Settlement is one business day early.
Settlement date from a business-day lag across two calendars: the trade date counts as the first business day · case 02
Settlement is one business day early.
Settlement date from a business-day lag across two calendars: the trade date counts as the first business day · case 03
Settlement is one business day early.
Settlement date from a business-day lag across two calendars: the trade date counts as the first business day · case 04
Settlement is one business day early.
Settlement date from a business-day lag across two calendars: the trade date counts as the first business day · case 05
Settlement is one business day early.
Irregular final coupon amount: a short final period pays a full regular coupon · case 01
Bonds with a short last period overpay the final coupon.
Irregular final coupon amount: a short final period pays a full regular coupon · case 02
Bonds with a short last period overpay the final coupon.
Irregular final coupon amount: a short final period pays a full regular coupon · case 03
Bonds with a short last period overpay the final coupon.
Irregular final coupon amount: a short final period pays a full regular coupon · case 04
Bonds with a short last period overpay the final coupon.
Irregular final coupon amount: a short final period pays a full regular coupon · case 05
Bonds with a short last period overpay the final coupon.
Irregular final coupon amount: the extension beyond q1 is measured against the first notional period · case 01
Long final coupons are misstated when consecutive notional periods have different lengths.
Irregular final coupon amount: the extension beyond q1 is measured against the first notional period · case 02
Long final coupons are misstated when consecutive notional periods have different lengths.
Irregular final coupon amount: the extension beyond q1 is measured against the first notional period · case 03
Long final coupons are misstated when consecutive notional periods have different lengths.
Irregular final coupon amount: the extension beyond q1 is measured against the first notional period · case 04
Long final coupons are misstated when consecutive notional periods have different lengths.
Irregular final coupon amount: the extension beyond q1 is measured against the first notional period · case 05
Long final coupons are misstated when consecutive notional periods have different lengths.
Irregular final coupon amount: a long final period is pro-rated against one notional period · case 01
The final coupon of a long last period is too large by the day-count mismatch of the extension.
Irregular final coupon amount: a long final period is pro-rated against one notional period · case 02
The final coupon of a long last period is too large by the day-count mismatch of the extension.
Irregular final coupon amount: a long final period is pro-rated against one notional period · case 03
The final coupon of a long last period is too large by the day-count mismatch of the extension.
Irregular final coupon amount: a long final period is pro-rated against one notional period · case 04
The final coupon of a long last period is too large by the day-count mismatch of the extension.
Irregular final coupon amount: a long final period is pro-rated against one notional period · case 05
The final coupon of a long last period is too large by the day-count mismatch of the extension.
30E+/360 end-of-month rollover: an end on the 31st is clamped to 30 like 30E/360 · case 01
Periods ending on the 31st are one day short.
30E+/360 end-of-month rollover: an end on the 31st is clamped to 30 like 30E/360 · case 02
Periods ending on the 31st are one day short.
30E+/360 end-of-month rollover: an end on the 31st is clamped to 30 like 30E/360 · case 03
Periods ending on the 31st are one day short.
30E+/360 end-of-month rollover: an end on the 31st is clamped to 30 like 30E/360 · case 04
Periods ending on the 31st are one day short.
30E+/360 end-of-month rollover: an end on the 31st is clamped to 30 like 30E/360 · case 05
Periods ending on the 31st are one day short.
30E+/360 end-of-month rollover: a start on the 31st is also rolled to the next month · case 01
Periods starting on the 31st are one day short.
30E+/360 end-of-month rollover: a start on the 31st is also rolled to the next month · case 02
Periods starting on the 31st are one day short.
30E+/360 end-of-month rollover: a start on the 31st is also rolled to the next month · case 03
Periods starting on the 31st are one day short.
30E+/360 end-of-month rollover: a start on the 31st is also rolled to the next month · case 04
Periods starting on the 31st are one day short.
30E+/360 end-of-month rollover: a start on the 31st is also rolled to the next month · case 05
Periods starting on the 31st are one day short.
Money-market certificate priced from yield: maturity interest is computed from settlement · case 01
Secondary-market prices ignore interest earned before the buyer settled.
Money-market certificate priced from yield: maturity interest is computed from settlement · case 02
Secondary-market prices ignore interest earned before the buyer settled.
Money-market certificate priced from yield: maturity interest is computed from settlement · case 03
Secondary-market prices ignore interest earned before the buyer settled.
Money-market certificate priced from yield: maturity interest is computed from settlement · case 04
Secondary-market prices ignore interest earned before the buyer settled.
Money-market certificate priced from yield: maturity interest is computed from settlement · case 05
Secondary-market prices ignore interest earned before the buyer settled.
Money-market certificate priced from yield: the maturity value is discounted over the full term · case 01
Prices are too low for seasoned certificates.
Money-market certificate priced from yield: the maturity value is discounted over the full term · case 02
Prices are too low for seasoned certificates.
Money-market certificate priced from yield: the maturity value is discounted over the full term · case 03
Prices are too low for seasoned certificates.
Money-market certificate priced from yield: the maturity value is discounted over the full term · case 04
Prices are too low for seasoned certificates.
Money-market certificate priced from yield: the maturity value is discounted over the full term · case 05
Prices are too low for seasoned certificates.
Money-market certificate priced from yield: accrued interest counts days remaining instead of days elapsed · case 01
Clean prices are wrong except at the midpoint.
Money-market certificate priced from yield: accrued interest counts days remaining instead of days elapsed · case 02
Clean prices are wrong except at the midpoint.
Money-market certificate priced from yield: accrued interest counts days remaining instead of days elapsed · case 03
Clean prices are wrong except at the midpoint.
Money-market certificate priced from yield: accrued interest counts days remaining instead of days elapsed · case 04
Clean prices are wrong except at the midpoint.
Money-market certificate priced from yield: accrued interest counts days remaining instead of days elapsed · case 05
Clean prices are wrong except at the midpoint.
Money-market certificate priced from yield: accrued interest is added to reach the clean price · case 01
Clean prices exceed dirty prices.
Money-market certificate priced from yield: accrued interest is added to reach the clean price · case 02
Clean prices exceed dirty prices.
Money-market certificate priced from yield: accrued interest is added to reach the clean price · case 03
Clean prices exceed dirty prices.
Money-market certificate priced from yield: accrued interest is added to reach the clean price · case 04
Clean prices exceed dirty prices.
Money-market certificate priced from yield: accrued interest is added to reach the clean price · case 05
Clean prices exceed dirty prices.
Adjusted versus unadjusted accrual periods: the accrual adjustment flag is inverted · case 01
Unadjusted-accrual swaps accrue on adjusted dates and vice versa.
Adjusted versus unadjusted accrual periods: the accrual adjustment flag is inverted · case 02
Unadjusted-accrual swaps accrue on adjusted dates and vice versa.
Adjusted versus unadjusted accrual periods: the accrual adjustment flag is inverted · case 03
Unadjusted-accrual swaps accrue on adjusted dates and vice versa.
Adjusted versus unadjusted accrual periods: the accrual adjustment flag is inverted · case 04
Unadjusted-accrual swaps accrue on adjusted dates and vice versa.
Adjusted versus unadjusted accrual periods: the accrual adjustment flag is inverted · case 05
Unadjusted-accrual swaps accrue on adjusted dates and vice versa.
Adjusted versus unadjusted accrual periods: payments are made on unadjusted dates · case 01
Payments fall on weekends and holidays.
Adjusted versus unadjusted accrual periods: payments are made on unadjusted dates · case 02
Payments fall on weekends and holidays.
Adjusted versus unadjusted accrual periods: payments are made on unadjusted dates · case 03
Payments fall on weekends and holidays.
Adjusted versus unadjusted accrual periods: payments are made on unadjusted dates · case 04
Payments fall on weekends and holidays.
Adjusted versus unadjusted accrual periods: payments are made on unadjusted dates · case 05
Payments fall on weekends and holidays.
Adjusted versus unadjusted accrual periods: the accrual end always equals the payment date · case 01
Unadjusted accrual periods gain or lose days whenever the payment date moves.
Adjusted versus unadjusted accrual periods: the accrual end always equals the payment date · case 02
Unadjusted accrual periods gain or lose days whenever the payment date moves.
Adjusted versus unadjusted accrual periods: the accrual end always equals the payment date · case 03
Unadjusted accrual periods gain or lose days whenever the payment date moves.
Adjusted versus unadjusted accrual periods: the accrual end always equals the payment date · case 04
Unadjusted accrual periods gain or lose days whenever the payment date moves.
Adjusted versus unadjusted accrual periods: the accrual end always equals the payment date · case 05
Unadjusted accrual periods gain or lose days whenever the payment date moves.
Rate conversion across day-count basis and compounding: the basis ratio is inverted · case 01
Converting an Act/360 rate to Act/365 lowers it instead of raising it.
Rate conversion across day-count basis and compounding: the basis ratio is inverted · case 02
Converting an Act/360 rate to Act/365 lowers it instead of raising it.
Rate conversion across day-count basis and compounding: the basis ratio is inverted · case 03
Converting an Act/360 rate to Act/365 lowers it instead of raising it.
Rate conversion across day-count basis and compounding: the basis ratio is inverted · case 04
Converting an Act/360 rate to Act/365 lowers it instead of raising it.
Rate conversion across day-count basis and compounding: the basis ratio is inverted · case 05
Converting an Act/360 rate to Act/365 lowers it instead of raising it.
Rate conversion across day-count basis and compounding: a continuous target returns the effective annual rate · case 01
Continuously compounded outputs are too high.
Rate conversion across day-count basis and compounding: a continuous target returns the effective annual rate · case 02
Continuously compounded outputs are too high.
Rate conversion across day-count basis and compounding: a continuous target returns the effective annual rate · case 03
Continuously compounded outputs are too high.
Rate conversion across day-count basis and compounding: a continuous target returns the effective annual rate · case 04
Continuously compounded outputs are too high.
Rate conversion across day-count basis and compounding: a continuous target returns the effective annual rate · case 05
Continuously compounded outputs are too high.
Rate conversion across day-count basis and compounding: a continuous source rate is treated as annual effective · case 01
Converting from continuous compounding understates the effective rate.
Rate conversion across day-count basis and compounding: a continuous source rate is treated as annual effective · case 02
Converting from continuous compounding understates the effective rate.
Rate conversion across day-count basis and compounding: a continuous source rate is treated as annual effective · case 03
Converting from continuous compounding understates the effective rate.
Rate conversion across day-count basis and compounding: a continuous source rate is treated as annual effective · case 04
Converting from continuous compounding understates the effective rate.
Rate conversion across day-count basis and compounding: a continuous source rate is treated as annual effective · case 05
Converting from continuous compounding understates the effective rate.
Rate conversion across day-count basis and compounding: the target is returned as a per-period rate · case 01
Semi-annual and monthly targets are divided by their frequency.
Rate conversion across day-count basis and compounding: the target is returned as a per-period rate · case 02
Semi-annual and monthly targets are divided by their frequency.
Rate conversion across day-count basis and compounding: the target is returned as a per-period rate · case 03
Semi-annual and monthly targets are divided by their frequency.
Rate conversion across day-count basis and compounding: the target is returned as a per-period rate · case 04
Semi-annual and monthly targets are divided by their frequency.
Rate conversion across day-count basis and compounding: the target is returned as a per-period rate · case 05
Semi-annual and monthly targets are divided by their frequency.
Rate conversion across day-count basis and compounding: the basis rescaling is applied after compounding conversion · case 01
Combined basis and compounding conversions drift from the contract value.
Rate conversion across day-count basis and compounding: the basis rescaling is applied after compounding conversion · case 02
Combined basis and compounding conversions drift from the contract value.
Rate conversion across day-count basis and compounding: the basis rescaling is applied after compounding conversion · case 03
Combined basis and compounding conversions drift from the contract value.
Rate conversion across day-count basis and compounding: the basis rescaling is applied after compounding conversion · case 04
Combined basis and compounding conversions drift from the contract value.
Rate conversion across day-count basis and compounding: the basis rescaling is applied after compounding conversion · case 05
Combined basis and compounding conversions drift from the contract value.
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 ↗