Funds & NAV Operations · Administrator / Auditor Guide

What a NAV Receipt Actually Proves

The NAV Verification Pack composes three fund-operations nodes: recomputing a fund's net-asset-value-per-share, testing whether a NAV error is material against a declared policy, and checking expense ratios under a declared fee-waiver order. Each returns a receipt binding an execution_hash to its declared inputs and its arithmetic. Read this before handing a receipt to an auditor, or receiving one from a counterparty, so the claim it makes — and the claim it does not make — is unambiguous.

3-Node Pack Fixed-Point Arithmetic Declared Inputs Only Zero PII
๐Ÿ”’ All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
The fence is the point: every price, FX rate, accrual, expense figure, and waiver term going into these nodes is SUPPLIED by the user and treated as asserted. Nothing is fetched — zero-egress by contract, no live market data ever touches this pack. A receipt from this pack proves this arithmetic over these declared inputs. It is not a valuation, not a fair-value opinion, not an audit, and not a determination that any NAV was right or wrong. If the inputs are wrong, the receipt faithfully proves the wrong arithmetic — verifying inputs against a source of truth is a separate, human step this pack does not perform.
The Three Nodes

How the pack is composed

Stage 1 is the primary entry point. Stage 2 continues that path. Stage 3 is an independent rider: it shares Stage 1's declared accrual conventions but does not depend on Stage 2's output.

1Recompute Fund NAVrecompute_fund_nav

Holdings (quantity × supplied price, multi-currency with supplied FX), accruals under a declared day-count, liabilities, and shares outstanding → NAV per share under a declared rounding mode, with a full component breakdown. Fixed-point BigInt money math throughout — no float accumulation.

2Test NAV-Error Materialitytest_nav_error_materiality

An erroneous NAV compared against a corrected NAV — either can come from Stage 1 — against a declared materiality policy (the industry half-cent/1% conventions plus the fund's own policy). Returns a material/immaterial verdict, affected-period math, and a reprocessing-need indication. This is a fund-ops incident artifact, not an accounting opinion.

3Compute Fund Expense Ratioscompute_fund_expense_ratios

Gross and net expense ratios and TER from supplied expense components and average net assets, with fee waivers and caps applied strictly in a declared order — because waiver order changes the result, the order itself is a declared input, never a house convention.

Reading a Receipt

What the receipt says, and what it doesn't

The receipt provesThe receipt does NOT prove
The NAV-per-share follows correctly from the supplied holdings, prices, FX rates, and accruals under the declared rounding mode.That the supplied prices or FX rates reflect actual market value.
Whether a given NAV error is material under the declared policy, and the affected-period math that follows from that verdict.That reprocessing is legally required, or that any party is at fault for the error.
The expense ratio and TER that follow from the supplied expense figures under a specific, declared waiver order.That the fund's reported expenses are accurate or complete.
That a third party can independently replay the arithmetic from the same declared inputs and reach the same execution_hash.Any opinion, valuation, or compliance determination whatsoever.
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