{ "tool_id": "art-561-currency-basket-index", "note": "golden_hash and output_payload filled by `node golden-parity.test.mjs --update`. Vectors cover both modes -- valuing a basket from amounts already fixed at a rebase date, and deriving those amounts from target weights on a transition date -- plus the integer-quantity scale path, the parent-print citation path, and the two error paths (weights that do not sum to one, and missing rates).", "vectors": [ { "name": "fixed-amount-valuation-five-currency", "description": "Five-currency basket valued from amounts fixed at a rebase date. Weights float with FX, so each component's live weight is derived from its USD contribution rather than declared.", "policy_parameters": { "mode": "fixed_amount_valuation", "basket_id": "BASKET-DEMO-5", "as_of_date": "2026-08-08", "components": [ { "currency": "USD", "fixed_amount": 0.57813, "usd_rate": 1, "target_weight": 0.4338 }, { "currency": "EUR", "fixed_amount": 0.37379, "usd_rate": 1.0823, "target_weight": 0.2931 }, { "currency": "CNY", "fixed_amount": 1.0993, "usd_rate": 0.1392, "target_weight": 0.1228 }, { "currency": "JPY", "fixed_amount": 13.452, "usd_rate": 0.00675, "target_weight": 0.0759 }, { "currency": "GBP", "fixed_amount": 0.08087, "usd_rate": 1.2705, "target_weight": 0.0744 } ], "prior_index_value": 1.3305 }, "output_payload": { "basket_id": "BASKET-DEMO-5", "as_of_date": "2026-08-08", "mode": "fixed_amount_valuation", "structural_error": null, "index_value": 1.32925181, "components": [ { "currency": "USD", "fixed_amount": 0.57813, "usd_rate": 1, "usd_contribution": 0.57813, "live_weight_pct": 43.492888, "target_weight_pct": 43.38, "drift_from_target_pct": 0.112888 }, { "currency": "EUR", "fixed_amount": 0.37379, "usd_rate": 1.0823, "usd_contribution": 0.40455292, "live_weight_pct": 30.434633, "target_weight_pct": 29.31, "drift_from_target_pct": 1.124633 }, { "currency": "CNY", "fixed_amount": 1.0993, "usd_rate": 0.1392, "usd_contribution": 0.15302256, "live_weight_pct": 11.511932, "target_weight_pct": 12.28, "drift_from_target_pct": -0.768068 }, { "currency": "JPY", "fixed_amount": 13.452, "usd_rate": 0.00675, "usd_contribution": 0.090801, "live_weight_pct": 6.830986, "target_weight_pct": 7.59, "drift_from_target_pct": -0.759014 }, { "currency": "GBP", "fixed_amount": 0.08087, "usd_rate": 1.2705, "usd_contribution": 0.10274533, "live_weight_pct": 7.729561, "target_weight_pct": 7.44, "drift_from_target_pct": 0.289561 } ], "component_count": 5, "dominant_contributor": "USD", "dominant_contribution_pct": 43.492888, "max_drift_from_target_pct": 1.124633, "basket_shift_pct": -0.093813, "target_weight_sum": null, "amount_scale": 0, "parent_print_hashes": [], "rejected_inputs": [], "not_proven": [ { "item": "FX-rate accuracy", "detail": "Every usd_rate is caller-supplied and asserted. This kernel performs no FX, reference-rate or market-data lookups (zero-egress) and does not verify any rate against a published fixing for the stated date." }, { "item": "Basket-composition authority", "detail": "Fixed amounts and target weights are caller-supplied. This kernel does not verify that a stated composition matches any published basket, nor that a preset remains current -- a basket reviewed on a periodic cycle changes on its own schedule." }, { "item": "Live index publication", "detail": "The index value computed here is what the fixed-amount method yields on the supplied rates. It is not a claim that any basket administrator did, or would, publish this value for this date." }, { "item": "Parent-print freshness", "detail": "Where per-pair rates are cited from upstream oracle prints, this kernel records the citation but does not verify that those prints are current, in-epoch, or drawn from the same observation window." } ], "fence": "Every FX rate, fixed amount and target weight is SUPPLIED, asserted, and digested into this receipt. This kernel computes what the fixed-amount basket method yields on the stated numbers: it performs no FX or reference-rate lookups (zero-egress by contract), does not verify any rate against a published fixing, and makes no claim that any administrator did or would publish this value." }, "golden_hash": "b1423441391a5559abf648dccff1baac5360e601ca298ec89e533be83f5080d3" }, { "name": "derive-amounts-from-target-weights", "description": "Transition-date derivation: target weights plus the rebase-date FX rates yield the fixed amounts, which are then valued at today's rates. This is the non-obvious arithmetic the node owns -- amounts are an output of the rebase, not an input to it.", "policy_parameters": { "mode": "derive_amounts_from_target_weights", "basket_id": "BASKET-CUSTOM-3", "as_of_date": "2026-08-08", "index_value_at_rebase": 1, "components": [ { "currency": "USD", "target_weight": 0.5, "rebase_usd_rate": 1, "usd_rate": 1 }, { "currency": "EUR", "target_weight": 0.3, "rebase_usd_rate": 1.08, "usd_rate": 1.0823 }, { "currency": "GBP", "target_weight": 0.2, "rebase_usd_rate": 1.265, "usd_rate": 1.2705 } ], "prior_index_value": 1 }, "output_payload": { "basket_id": "BASKET-CUSTOM-3", "as_of_date": "2026-08-08", "mode": "derive_amounts_from_target_weights", "structural_error": null, "index_value": 1.00150845, "components": [ { "currency": "USD", "fixed_amount": 0.5, "usd_rate": 1, "usd_contribution": 0.5, "live_weight_pct": 49.924691, "target_weight_pct": 50, "drift_from_target_pct": -0.075309 }, { "currency": "EUR", "fixed_amount": 0.2777777778, "usd_rate": 1.0823, "usd_contribution": 0.30063889, "live_weight_pct": 30.018607, "target_weight_pct": 30, "drift_from_target_pct": 0.018607 }, { "currency": "GBP", "fixed_amount": 0.1581027668, "usd_rate": 1.2705, "usd_contribution": 0.20086957, "live_weight_pct": 20.056702, "target_weight_pct": 20, "drift_from_target_pct": 0.056702 } ], "component_count": 3, "dominant_contributor": "USD", "dominant_contribution_pct": 49.924691, "max_drift_from_target_pct": 0.075309, "basket_shift_pct": 0.150845, "target_weight_sum": 1, "amount_scale": 0, "parent_print_hashes": [], "rejected_inputs": [], "not_proven": [ { "item": "FX-rate accuracy", "detail": "Every usd_rate is caller-supplied and asserted. This kernel performs no FX, reference-rate or market-data lookups (zero-egress) and does not verify any rate against a published fixing for the stated date." }, { "item": "Basket-composition authority", "detail": "Fixed amounts and target weights are caller-supplied. This kernel does not verify that a stated composition matches any published basket, nor that a preset remains current -- a basket reviewed on a periodic cycle changes on its own schedule." }, { "item": "Live index publication", "detail": "The index value computed here is what the fixed-amount method yields on the supplied rates. It is not a claim that any basket administrator did, or would, publish this value for this date." }, { "item": "Parent-print freshness", "detail": "Where per-pair rates are cited from upstream oracle prints, this kernel records the citation but does not verify that those prints are current, in-epoch, or drawn from the same observation window." } ], "fence": "Every FX rate, fixed amount and target weight is SUPPLIED, asserted, and digested into this receipt. This kernel computes what the fixed-amount basket method yields on the stated numbers: it performs no FX or reference-rate lookups (zero-egress by contract), does not verify any rate against a published fixing, and makes no claim that any administrator did or would publish this value." }, "golden_hash": "056c2b9acdce839da6648a0d864ae11b80c3c2856a6dd28a1e5aed04e1584823" }, { "name": "integer-quantity-basket-with-scale", "description": "Seven-currency basket whose quantities are carried as scaled integers, divided by 10^amount_scale to reach human-readable amounts. Fixed quantities are the basket's invariant; nothing here re-derives them.", "policy_parameters": { "mode": "fixed_amount_valuation", "basket_id": "BASKET-HIST-7", "as_of_date": "2026-08-08", "amount_scale": 5, "components": [ { "currency": "AUD", "fixed_amount": 21300, "usd_rate": 0.6612 }, { "currency": "CAD", "fixed_amount": 18700, "usd_rate": 0.7318 }, { "currency": "EUR", "fixed_amount": 14300, "usd_rate": 1.0823 }, { "currency": "GBP", "fixed_amount": 10400, "usd_rate": 1.2705 }, { "currency": "JPY", "fixed_amount": 1760000, "usd_rate": 0.00675 }, { "currency": "USD", "fixed_amount": 18000, "usd_rate": 1 }, { "currency": "SEK", "fixed_amount": 141000, "usd_rate": 0.0951 } ] }, "output_payload": { "basket_id": "BASKET-HIST-7", "as_of_date": "2026-08-08", "mode": "fixed_amount_valuation", "structural_error": null, "index_value": 0.9974741, "components": [ { "currency": "AUD", "fixed_amount": 0.213, "usd_rate": 0.6612, "usd_contribution": 0.1408356, "live_weight_pct": 14.119224, "target_weight_pct": null, "drift_from_target_pct": null }, { "currency": "CAD", "fixed_amount": 0.187, "usd_rate": 0.7318, "usd_contribution": 0.1368466, "live_weight_pct": 13.719314, "target_weight_pct": null, "drift_from_target_pct": null }, { "currency": "EUR", "fixed_amount": 0.143, "usd_rate": 1.0823, "usd_contribution": 0.1547689, "live_weight_pct": 15.516082, "target_weight_pct": null, "drift_from_target_pct": null }, { "currency": "GBP", "fixed_amount": 0.104, "usd_rate": 1.2705, "usd_contribution": 0.132132, "live_weight_pct": 13.24666, "target_weight_pct": null, "drift_from_target_pct": null }, { "currency": "JPY", "fixed_amount": 17.6, "usd_rate": 0.00675, "usd_contribution": 0.1188, "live_weight_pct": 11.910084, "target_weight_pct": null, "drift_from_target_pct": null }, { "currency": "USD", "fixed_amount": 0.18, "usd_rate": 1, "usd_contribution": 0.18, "live_weight_pct": 18.045581, "target_weight_pct": null, "drift_from_target_pct": null }, { "currency": "SEK", "fixed_amount": 1.41, "usd_rate": 0.0951, "usd_contribution": 0.134091, "live_weight_pct": 13.443056, "target_weight_pct": null, "drift_from_target_pct": null } ], "component_count": 7, "dominant_contributor": "USD", "dominant_contribution_pct": 18.045581, "max_drift_from_target_pct": null, "basket_shift_pct": null, "target_weight_sum": null, "amount_scale": 5, "parent_print_hashes": [], "rejected_inputs": [], "not_proven": [ { "item": "FX-rate accuracy", "detail": "Every usd_rate is caller-supplied and asserted. This kernel performs no FX, reference-rate or market-data lookups (zero-egress) and does not verify any rate against a published fixing for the stated date." }, { "item": "Basket-composition authority", "detail": "Fixed amounts and target weights are caller-supplied. This kernel does not verify that a stated composition matches any published basket, nor that a preset remains current -- a basket reviewed on a periodic cycle changes on its own schedule." }, { "item": "Live index publication", "detail": "The index value computed here is what the fixed-amount method yields on the supplied rates. It is not a claim that any basket administrator did, or would, publish this value for this date." }, { "item": "Parent-print freshness", "detail": "Where per-pair rates are cited from upstream oracle prints, this kernel records the citation but does not verify that those prints are current, in-epoch, or drawn from the same observation window." } ], "fence": "Every FX rate, fixed amount and target weight is SUPPLIED, asserted, and digested into this receipt. This kernel computes what the fixed-amount basket method yields on the stated numbers: it performs no FX or reference-rate lookups (zero-egress by contract), does not verify any rate against a published fixing, and makes no claim that any administrator did or would publish this value." }, "golden_hash": "6c526c9ce472c07811927f2cccc60aecdc3d8a60a39319c9468066cc4d80f007" }, { "name": "parent-oracle-prints-cited", "description": "Per-pair rates cited back to the upstream oracle prints they came from. buildArtifact copies these into chain.parent_hashes, which sits outside the ยง4 preimage; the citation itself lives in policy_parameters and so is hashed.", "policy_parameters": { "mode": "fixed_amount_valuation", "basket_id": "BASKET-DEMO-2", "as_of_date": "2026-08-08", "components": [ { "currency": "USD", "fixed_amount": 0.6, "usd_rate": 1 }, { "currency": "EUR", "fixed_amount": 0.4, "usd_rate": 1.0823 } ], "parent_print_hashes": [ "sha256:aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa", "sha256:bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb" ] }, "output_payload": { "basket_id": "BASKET-DEMO-2", "as_of_date": "2026-08-08", "mode": "fixed_amount_valuation", "structural_error": null, "index_value": 1.03292, "components": [ { "currency": "USD", "fixed_amount": 0.6, "usd_rate": 1, "usd_contribution": 0.6, "live_weight_pct": 58.087751, "target_weight_pct": null, "drift_from_target_pct": null }, { "currency": "EUR", "fixed_amount": 0.4, "usd_rate": 1.0823, "usd_contribution": 0.43292, "live_weight_pct": 41.912249, "target_weight_pct": null, "drift_from_target_pct": null } ], "component_count": 2, "dominant_contributor": "USD", "dominant_contribution_pct": 58.087751, "max_drift_from_target_pct": null, "basket_shift_pct": null, "target_weight_sum": null, "amount_scale": 0, "parent_print_hashes": [ "sha256:aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa", "sha256:bbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbbb" ], "rejected_inputs": [], "not_proven": [ { "item": "FX-rate accuracy", "detail": "Every usd_rate is caller-supplied and asserted. This kernel performs no FX, reference-rate or market-data lookups (zero-egress) and does not verify any rate against a published fixing for the stated date." }, { "item": "Basket-composition authority", "detail": "Fixed amounts and target weights are caller-supplied. This kernel does not verify that a stated composition matches any published basket, nor that a preset remains current -- a basket reviewed on a periodic cycle changes on its own schedule." }, { "item": "Live index publication", "detail": "The index value computed here is what the fixed-amount method yields on the supplied rates. It is not a claim that any basket administrator did, or would, publish this value for this date." }, { "item": "Parent-print freshness", "detail": "Where per-pair rates are cited from upstream oracle prints, this kernel records the citation but does not verify that those prints are current, in-epoch, or drawn from the same observation window." } ], "fence": "Every FX rate, fixed amount and target weight is SUPPLIED, asserted, and digested into this receipt. This kernel computes what the fixed-amount basket method yields on the stated numbers: it performs no FX or reference-rate lookups (zero-egress by contract), does not verify any rate against a published fixing, and makes no claim that any administrator did or would publish this value." }, "golden_hash": "3987c7986a1cf1aacac0db730d86c27f7f13753703f55a95ee9d7cf8acc05990" }, { "name": "weights-do-not-sum-to-one", "description": "Error path: target weights sum to 0.9 rather than 1, so the derivation is refused rather than silently normalized. A basket derived from weights that do not sum to one is not a basket.", "policy_parameters": { "mode": "derive_amounts_from_target_weights", "basket_id": "BASKET-BAD-WEIGHTS", "as_of_date": "2026-08-08", "components": [ { "currency": "USD", "target_weight": 0.5, "rebase_usd_rate": 1, "usd_rate": 1 }, { "currency": "EUR", "target_weight": 0.4, "rebase_usd_rate": 1.08, "usd_rate": 1.0823 } ] }, "output_payload": { "basket_id": "BASKET-BAD-WEIGHTS", "as_of_date": "2026-08-08", "mode": "derive_amounts_from_target_weights", "structural_error": "target weights must sum to 1 within 0.001; supplied sum is 0.9.", "index_value": null, "components": [], "component_count": 0, "dominant_contributor": null, "dominant_contribution_pct": null, "max_drift_from_target_pct": null, "basket_shift_pct": null, "target_weight_sum": 0.9, "amount_scale": 0, "parent_print_hashes": [], "rejected_inputs": [], "not_proven": [ { "item": "FX-rate accuracy", "detail": "Every usd_rate is caller-supplied and asserted. This kernel performs no FX, reference-rate or market-data lookups (zero-egress) and does not verify any rate against a published fixing for the stated date." }, { "item": "Basket-composition authority", "detail": "Fixed amounts and target weights are caller-supplied. This kernel does not verify that a stated composition matches any published basket, nor that a preset remains current -- a basket reviewed on a periodic cycle changes on its own schedule." }, { "item": "Live index publication", "detail": "The index value computed here is what the fixed-amount method yields on the supplied rates. It is not a claim that any basket administrator did, or would, publish this value for this date." }, { "item": "Parent-print freshness", "detail": "Where per-pair rates are cited from upstream oracle prints, this kernel records the citation but does not verify that those prints are current, in-epoch, or drawn from the same observation window." } ], "fence": "Every FX rate, fixed amount and target weight is SUPPLIED, asserted, and digested into this receipt. This kernel computes what the fixed-amount basket method yields on the stated numbers: it performs no FX or reference-rate lookups (zero-egress by contract), does not verify any rate against a published fixing, and makes no claim that any administrator did or would publish this value." }, "golden_hash": "95d308f9de695cf8dd8667ee5bf7605ce617eaa50424c05ddcdead113bf4dfeb" }, { "name": "structural-error-missing-rates", "description": "Error path: a component is missing its usd_rate and another supplies a non-positive rate, so every rejection is recorded with its pointer and the supplied value rather than being coerced to a default.", "policy_parameters": { "mode": "fixed_amount_valuation", "basket_id": "BASKET-BAD-RATES", "as_of_date": "2026-08-08", "components": [ { "currency": "USD", "fixed_amount": 0.6 }, { "currency": "EUR", "fixed_amount": 0.4, "usd_rate": -1.2 } ] }, "output_payload": { "basket_id": "BASKET-BAD-RATES", "as_of_date": "2026-08-08", "mode": "fixed_amount_valuation", "structural_error": "every component requires a currency and a positive usd_rate.", "index_value": null, "components": [], "component_count": 0, "dominant_contributor": null, "dominant_contribution_pct": null, "max_drift_from_target_pct": null, "basket_shift_pct": null, "target_weight_sum": null, "amount_scale": 0, "parent_print_hashes": [], "rejected_inputs": [ { "where": "components[0].usd_rate", "reason": "absent or not a finite number -- the USD value of one unit of this currency is required", "supplied": null }, { "where": "components[1].usd_rate", "reason": "must be greater than zero", "supplied": -1.2 } ], "not_proven": [ { "item": "FX-rate accuracy", "detail": "Every usd_rate is caller-supplied and asserted. This kernel performs no FX, reference-rate or market-data lookups (zero-egress) and does not verify any rate against a published fixing for the stated date." }, { "item": "Basket-composition authority", "detail": "Fixed amounts and target weights are caller-supplied. This kernel does not verify that a stated composition matches any published basket, nor that a preset remains current -- a basket reviewed on a periodic cycle changes on its own schedule." }, { "item": "Live index publication", "detail": "The index value computed here is what the fixed-amount method yields on the supplied rates. It is not a claim that any basket administrator did, or would, publish this value for this date." }, { "item": "Parent-print freshness", "detail": "Where per-pair rates are cited from upstream oracle prints, this kernel records the citation but does not verify that those prints are current, in-epoch, or drawn from the same observation window." } ], "fence": "Every FX rate, fixed amount and target weight is SUPPLIED, asserted, and digested into this receipt. This kernel computes what the fixed-amount basket method yields on the stated numbers: it performs no FX or reference-rate lookups (zero-egress by contract), does not verify any rate against a published fixing, and makes no claim that any administrator did or would publish this value." }, "golden_hash": "7abbf69b5cf8caf924d05e9a91117a0e98d1b8237d1bfd7322f348741d4d3b69" } ] }