{
  "tool_id": "art-575-tmpg-fails-charge-recompute",
  "note": "Vector 1: two fails, reference rates 2.50% and 0.00% against the published 3.00% cap, both claimed amounts equal the recomputed charge within a zero tolerance: overall MATCHES. Vector 2: fail-A's claimed amount is wrong by 611 minor units against a zero tolerance (DIVERGES); fail-B's reference rate meets the 3.00% cap so its charge floors at zero and its claimed amount agrees (MATCHES) -- any per-fail DIVERGES makes the overall verdict DIVERGES. Vector 3 omits diff_tolerance_minor entirely and exercises the did_not_run/INDETERMINATE path. Balances are synthetic, stated in integer minor units and basis points. golden_hash computed at fixture generation time.",
  "vectors": [
    {
      "name": "two-fails-claims-match",
      "policy_parameters": {
        "diff_tolerance_minor": 0,
        "fails": [
          {
            "fail_id": "fail-A",
            "par_amount_minor": 10000000,
            "days_failed": 10,
            "reference_rate_bps": 250,
            "claimed_charge_minor": 1389
          },
          {
            "fail_id": "fail-B",
            "par_amount_minor": 5000000,
            "days_failed": 5,
            "reference_rate_bps": 0,
            "claimed_charge_minor": 2083
          }
        ]
      },
      "output_payload": {
        "decision": {
          "execution_state": "ran",
          "reason": null
        },
        "diff_tolerance_minor": 0,
        "verdict": "MATCHES",
        "fail_count": 2,
        "determinations": [
          {
            "fail_id": "fail-A",
            "par_amount_minor": 10000000,
            "days_failed": 10,
            "reference_rate_bps": 250,
            "rate_diff_bps": 50,
            "recomputed_charge_minor": 1389,
            "claimed_charge_minor": 1389,
            "delta_minor": 0,
            "verdict": "MATCHES"
          },
          {
            "fail_id": "fail-B",
            "par_amount_minor": 5000000,
            "days_failed": 5,
            "reference_rate_bps": 0,
            "rate_diff_bps": 300,
            "recomputed_charge_minor": 2083,
            "claimed_charge_minor": 2083,
            "delta_minor": 0,
            "verdict": "MATCHES"
          }
        ],
        "total_recomputed_charge_minor": 3472,
        "total_claimed_charge_minor": 3472,
        "rejected_inputs": [],
        "scope_note": "Performs arithmetic only over caller-declared par amounts, reference rates, and fail-day counts. Does not source, derive, or independently verify any fail status, par amount, or reference rate, and makes no TMPG/NY Fed endorsement claim.",
        "clause_note": "NY Fed Treasury Market Practices Group fails-charge trading practice (2016 revision): charge = max(0, 3% - reference rate) / 360 x par x days failed. Confirm the current practice text at newyorkfed.org before relying on a computed figure for a live claim."
      },
      "golden_hash": "422a3c4835171a2cee995ed8bd5df6b1b44276cd870561144f29ad31375bac63"
    },
    {
      "name": "claim-mismatch-diverges",
      "policy_parameters": {
        "diff_tolerance_minor": 0,
        "fails": [
          {
            "fail_id": "fail-A",
            "par_amount_minor": 10000000,
            "days_failed": 10,
            "reference_rate_bps": 250,
            "claimed_charge_minor": 2000
          },
          {
            "fail_id": "fail-B",
            "par_amount_minor": 5000000,
            "days_failed": 5,
            "reference_rate_bps": 300,
            "claimed_charge_minor": 0
          }
        ]
      },
      "output_payload": {
        "decision": {
          "execution_state": "ran",
          "reason": null
        },
        "diff_tolerance_minor": 0,
        "verdict": "DIVERGES",
        "fail_count": 2,
        "determinations": [
          {
            "fail_id": "fail-A",
            "par_amount_minor": 10000000,
            "days_failed": 10,
            "reference_rate_bps": 250,
            "rate_diff_bps": 50,
            "recomputed_charge_minor": 1389,
            "claimed_charge_minor": 2000,
            "delta_minor": -611,
            "verdict": "DIVERGES"
          },
          {
            "fail_id": "fail-B",
            "par_amount_minor": 5000000,
            "days_failed": 5,
            "reference_rate_bps": 300,
            "rate_diff_bps": 0,
            "recomputed_charge_minor": 0,
            "claimed_charge_minor": 0,
            "delta_minor": 0,
            "verdict": "MATCHES"
          }
        ],
        "total_recomputed_charge_minor": 1389,
        "total_claimed_charge_minor": 2000,
        "rejected_inputs": [],
        "scope_note": "Performs arithmetic only over caller-declared par amounts, reference rates, and fail-day counts. Does not source, derive, or independently verify any fail status, par amount, or reference rate, and makes no TMPG/NY Fed endorsement claim.",
        "clause_note": "NY Fed Treasury Market Practices Group fails-charge trading practice (2016 revision): charge = max(0, 3% - reference rate) / 360 x par x days failed. Confirm the current practice text at newyorkfed.org before relying on a computed figure for a live claim."
      },
      "golden_hash": "38e77c6c41fe6c9193fb3c79fb49abd10ab213225723d7adeff0b665bd0285e4"
    },
    {
      "name": "tolerance-not-declared-indeterminate",
      "policy_parameters": {
        "fails": [
          {
            "fail_id": "fail-C",
            "par_amount_minor": 1000000,
            "days_failed": 3,
            "reference_rate_bps": 100
          }
        ]
      },
      "output_payload": {
        "decision": {
          "execution_state": "did_not_run",
          "reason": "diff_tolerance_not_declared"
        },
        "diff_tolerance_minor": null,
        "verdict": "INDETERMINATE",
        "fail_count": 0,
        "determinations": [],
        "total_recomputed_charge_minor": 0,
        "total_claimed_charge_minor": null,
        "rejected_inputs": [
          {
            "where": "diff_tolerance_minor",
            "reason": "absent -- a diff tolerance must be declared, never defaulted",
            "supplied": null
          }
        ],
        "scope_note": "Performs arithmetic only over caller-declared par amounts, reference rates, and fail-day counts. Does not source, derive, or independently verify any fail status, par amount, or reference rate, and makes no TMPG/NY Fed endorsement claim.",
        "clause_note": "NY Fed Treasury Market Practices Group fails-charge trading practice (2016 revision): charge = max(0, 3% - reference rate) / 360 x par x days failed. Confirm the current practice text at newyorkfed.org before relying on a computed figure for a live claim."
      },
      "golden_hash": "c8bce9a5fd18b8b72d2d0759bd149ec8275eee5ea5d255827ee618ca276802ea"
    }
  ]
}