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
Cliquet payoff with local caps and a global floor: returns are measured from the initial level · case 01
Later periods compound earlier moves into their returns.
Cliquet payoff with local caps and a global floor: returns are measured from the initial level · case 02
Later periods compound earlier moves into their returns.
Cliquet payoff with local caps and a global floor: returns are measured from the initial level · case 03
Later periods compound earlier moves into their returns.
Cliquet payoff with local caps and a global floor: returns are measured from the initial level · case 04
Later periods compound earlier moves into their returns.
Cliquet payoff with local caps and a global floor: returns are measured from the initial level · case 05
Later periods compound earlier moves into their returns.
Cliquet payoff with local caps and a global floor: only the local cap is applied · case 01
Large negative periods are not floored.
Cliquet payoff with local caps and a global floor: only the local cap is applied · case 02
Large negative periods are not floored.
Cliquet payoff with local caps and a global floor: only the local cap is applied · case 03
Large negative periods are not floored.
Cliquet payoff with local caps and a global floor: only the local cap is applied · case 04
Large negative periods are not floored.
Cliquet payoff with local caps and a global floor: only the local cap is applied · case 05
Large negative periods are not floored.
Cliquet payoff with local caps and a global floor: the global floor is replaced by zero · case 01
Guaranteed minimum coupons above zero are not honored.
Cliquet payoff with local caps and a global floor: the global floor is replaced by zero · case 02
Guaranteed minimum coupons above zero are not honored.
Cliquet payoff with local caps and a global floor: the global floor is replaced by zero · case 03
Guaranteed minimum coupons above zero are not honored.
Cliquet payoff with local caps and a global floor: the global floor is replaced by zero · case 04
Guaranteed minimum coupons above zero are not honored.
Cliquet payoff with local caps and a global floor: the global floor is replaced by zero · case 05
Guaranteed minimum coupons above zero are not honored.
FX option premium quote conversion: pip quotes are applied without the pip size · case 01
Pip-quoted premiums are thousands of times too large.
FX option premium quote conversion: pip quotes are applied without the pip size · case 02
Pip-quoted premiums are thousands of times too large.
FX option premium quote conversion: pip quotes are applied without the pip size · case 03
Pip-quoted premiums are thousands of times too large.
FX option premium quote conversion: pip quotes are applied without the pip size · case 04
Pip-quoted premiums are thousands of times too large.
FX option premium quote conversion: pip quotes are applied without the pip size · case 05
Pip-quoted premiums are thousands of times too large.
FX option premium quote conversion: term-percentage premiums use the base notional · case 01
Term-percent premiums ignore the spot conversion of the notional.
FX option premium quote conversion: term-percentage premiums use the base notional · case 02
Term-percent premiums ignore the spot conversion of the notional.
FX option premium quote conversion: term-percentage premiums use the base notional · case 03
Term-percent premiums ignore the spot conversion of the notional.
FX option premium quote conversion: term-percentage premiums use the base notional · case 04
Term-percent premiums ignore the spot conversion of the notional.
FX option premium quote conversion: term-percentage premiums use the base notional · case 05
Term-percent premiums ignore the spot conversion of the notional.
FX option premium quote conversion: pip premiums are converted to base by multiplying by spot · case 01
Base-currency equivalents of pip premiums are spot-squared off.
FX option premium quote conversion: pip premiums are converted to base by multiplying by spot · case 02
Base-currency equivalents of pip premiums are spot-squared off.
FX option premium quote conversion: pip premiums are converted to base by multiplying by spot · case 03
Base-currency equivalents of pip premiums are spot-squared off.
FX option premium quote conversion: pip premiums are converted to base by multiplying by spot · case 04
Base-currency equivalents of pip premiums are spot-squared off.
FX option premium quote conversion: pip premiums are converted to base by multiplying by spot · case 05
Base-currency equivalents of pip premiums are spot-squared off.
FX option premium quote conversion: base-percentage premiums are converted to term by dividing by spot · case 01
Term equivalents of base-percent premiums are wrong for any spot other than one.
FX option premium quote conversion: base-percentage premiums are converted to term by dividing by spot · case 02
Term equivalents of base-percent premiums are wrong for any spot other than one.
FX option premium quote conversion: base-percentage premiums are converted to term by dividing by spot · case 03
Term equivalents of base-percent premiums are wrong for any spot other than one.
FX option premium quote conversion: base-percentage premiums are converted to term by dividing by spot · case 04
Term equivalents of base-percent premiums are wrong for any spot other than one.
FX option premium quote conversion: base-percentage premiums are converted to term by dividing by spot · case 05
Term equivalents of base-percent premiums are wrong for any spot other than one.
Implied volatility by bisection with arbitrage bounds: the lower bound uses the undiscounted intrinsic value · case 01
Prices between discounted and undiscounted intrinsic are rejected or solved inconsistently.
Implied volatility by bisection with arbitrage bounds: the lower bound uses the undiscounted intrinsic value · case 02
Prices between discounted and undiscounted intrinsic are rejected or solved inconsistently.
Implied volatility by bisection with arbitrage bounds: the lower bound uses the undiscounted intrinsic value · case 03
Prices between discounted and undiscounted intrinsic are rejected or solved inconsistently.
Implied volatility by bisection with arbitrage bounds: the lower bound uses the undiscounted intrinsic value · case 04
Prices between discounted and undiscounted intrinsic are rejected or solved inconsistently.
Implied volatility by bisection with arbitrage bounds: the lower bound uses the undiscounted intrinsic value · case 05
Prices between discounted and undiscounted intrinsic are rejected or solved inconsistently.
Implied volatility by bisection with arbitrage bounds: the search bracket tops out at 100% volatility · case 01
High implied volatilities are reported as 1.0.
Implied volatility by bisection with arbitrage bounds: the search bracket tops out at 100% volatility · case 02
High implied volatilities are reported as 1.0.
Implied volatility by bisection with arbitrage bounds: the search bracket tops out at 100% volatility · case 03
High implied volatilities are reported as 1.0.
Implied volatility by bisection with arbitrage bounds: the search bracket tops out at 100% volatility · case 04
High implied volatilities are reported as 1.0.
Implied volatility by bisection with arbitrage bounds: the search bracket tops out at 100% volatility · case 05
High implied volatilities are reported as 1.0.
Implied volatility by bisection with arbitrage bounds: prices at or above the upper bound are solved · case 01
Arbitrage-violating prices return the bracket edge instead of None.
Implied volatility by bisection with arbitrage bounds: prices at or above the upper bound are solved · case 02
Arbitrage-violating prices return the bracket edge instead of None.
Implied volatility by bisection with arbitrage bounds: prices at or above the upper bound are solved · case 03
Arbitrage-violating prices return the bracket edge instead of None.
Implied volatility by bisection with arbitrage bounds: prices at or above the upper bound are solved · case 04
Arbitrage-violating prices return the bracket edge instead of None.
Implied volatility by bisection with arbitrage bounds: prices at or above the upper bound are solved · case 05
Arbitrage-violating prices return the bracket edge instead of None.
Delta hedge order sized in lots: put deltas are treated as positive · case 01
Put positions are hedged in the wrong direction.
Delta hedge order sized in lots: put deltas are treated as positive · case 02
Put positions are hedged in the wrong direction.
Delta hedge order sized in lots: put deltas are treated as positive · case 03
Put positions are hedged in the wrong direction.
Delta hedge order sized in lots: put deltas are treated as positive · case 04
Put positions are hedged in the wrong direction.
Delta hedge order sized in lots: put deltas are treated as positive · case 05
Put positions are hedged in the wrong direction.
Delta hedge order sized in lots: the existing share position is ignored · case 01
Rehedging buys the full target again.
Delta hedge order sized in lots: the existing share position is ignored · case 02
Rehedging buys the full target again.
Delta hedge order sized in lots: the existing share position is ignored · case 03
Rehedging buys the full target again.
Delta hedge order sized in lots: the existing share position is ignored · case 04
Rehedging buys the full target again.
Delta hedge order sized in lots: the existing share position is ignored · case 05
Rehedging buys the full target again.
Delta hedge order sized in lots: lots are truncated toward zero · case 01
Hedges are systematically under-sized.
Delta hedge order sized in lots: lots are truncated toward zero · case 02
Hedges are systematically under-sized.
Delta hedge order sized in lots: lots are truncated toward zero · case 03
Hedges are systematically under-sized.
Delta hedge order sized in lots: lots are truncated toward zero · case 04
Hedges are systematically under-sized.
Delta hedge order sized in lots: lots are truncated toward zero · case 05
Hedges are systematically under-sized.
Delta hedge order sized in lots: the hedge buys the exposure instead of offsetting it · case 01
Hedging doubles the delta instead of neutralizing it.
Delta hedge order sized in lots: the hedge buys the exposure instead of offsetting it · case 02
Hedging doubles the delta instead of neutralizing it.
Delta hedge order sized in lots: the hedge buys the exposure instead of offsetting it · case 03
Hedging doubles the delta instead of neutralizing it.
Delta hedge order sized in lots: the hedge buys the exposure instead of offsetting it · case 04
Hedging doubles the delta instead of neutralizing it.
Delta hedge order sized in lots: the hedge buys the exposure instead of offsetting it · case 05
Hedging doubles the delta instead of neutralizing it.
Early call exercise before an ex-dividend date: the dividend is compared with the whole call price · case 01
Deep in-the-money calls are never exercised early.
Early call exercise before an ex-dividend date: the dividend is compared with the whole call price · case 02
Deep in-the-money calls are never exercised early.
Early call exercise before an ex-dividend date: the dividend is compared with the whole call price · case 03
Deep in-the-money calls are never exercised early.
Early call exercise before an ex-dividend date: the dividend is compared with the whole call price · case 04
Deep in-the-money calls are never exercised early.
Early call exercise before an ex-dividend date: the dividend is compared with the whole call price · case 05
Deep in-the-money calls are never exercised early.
Early call exercise before an ex-dividend date: early exercise is considered on any day · case 01
Calls are exercised days before the dividend is relevant.
Early call exercise before an ex-dividend date: early exercise is considered on any day · case 02
Calls are exercised days before the dividend is relevant.
Early call exercise before an ex-dividend date: early exercise is considered on any day · case 03
Calls are exercised days before the dividend is relevant.
Early call exercise before an ex-dividend date: early exercise is considered on any day · case 04
Calls are exercised days before the dividend is relevant.
Early call exercise before an ex-dividend date: early exercise is considered on any day · case 05
Calls are exercised days before the dividend is relevant.
Early call exercise before an ex-dividend date: out-of-the-money calls can be exercised · case 01
Holders exercise worthless calls to capture a dividend they cannot receive profitably.
Early call exercise before an ex-dividend date: out-of-the-money calls can be exercised · case 02
Holders exercise worthless calls to capture a dividend they cannot receive profitably.
Early call exercise before an ex-dividend date: out-of-the-money calls can be exercised · case 03
Holders exercise worthless calls to capture a dividend they cannot receive profitably.
Early call exercise before an ex-dividend date: out-of-the-money calls can be exercised · case 04
Holders exercise worthless calls to capture a dividend they cannot receive profitably.
Early call exercise before an ex-dividend date: out-of-the-money calls can be exercised · case 05
Holders exercise worthless calls to capture a dividend they cannot receive profitably.
Early call exercise before an ex-dividend date: a dividend equal to extrinsic value triggers exercise · case 01
Exercise happens when the holder is indifferent.
Early call exercise before an ex-dividend date: a dividend equal to extrinsic value triggers exercise · case 02
Exercise happens when the holder is indifferent.
Early call exercise before an ex-dividend date: a dividend equal to extrinsic value triggers exercise · case 03
Exercise happens when the holder is indifferent.
Early call exercise before an ex-dividend date: a dividend equal to extrinsic value triggers exercise · case 04
Exercise happens when the holder is indifferent.
Early call exercise before an ex-dividend date: a dividend equal to extrinsic value triggers exercise · case 05
Exercise happens when the holder is indifferent.
Exercise notice acceptance cutoff: hours and minutes are compared separately · case 01
A 16:45 notice is late against a 17:30 cutoff.
Exercise notice acceptance cutoff: hours and minutes are compared separately · case 02
A 16:45 notice is late against a 17:30 cutoff.
Exercise notice acceptance cutoff: hours and minutes are compared separately · case 03
A 16:45 notice is late against a 17:30 cutoff.
Exercise notice acceptance cutoff: hours and minutes are compared separately · case 04
A 16:45 notice is late against a 17:30 cutoff.
Exercise notice acceptance cutoff: hours and minutes are compared separately · case 05
A 16:45 notice is late against a 17:30 cutoff.
Exercise notice acceptance cutoff: the extension applies to every submitter · case 01
Non-member notices are accepted after the cutoff.
Exercise notice acceptance cutoff: the extension applies to every submitter · case 02
Non-member notices are accepted after the cutoff.
Exercise notice acceptance cutoff: the extension applies to every submitter · case 03
Non-member notices are accepted after the cutoff.
Exercise notice acceptance cutoff: the extension applies to every submitter · case 04
Non-member notices are accepted after the cutoff.
Exercise notice acceptance cutoff: the extension applies to every submitter · case 05
Non-member notices are accepted after the cutoff.
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 ↗