{
  "tool_id": "art-373-recompute-fund-nav",
  "note": "golden_hash filled by `node golden-parity.test.mjs --update`. Vectors cover: standard single-currency rounding, multi-currency holdings + computed accruals + MMF-style rounding, and the full rounding-mode matrix (half_up/half_even/truncate) at an exact .XX5 boundary — the case most likely to be silently wrong.",
  "vectors": [
    {
      "name": "single-currency-standard-rounding",
      "description": "Two USD holdings, no accruals or liabilities, 2-decimal half_up rounding (standard fund convention).",
      "policy_parameters": {
        "fund_id": "FUND-STD-01",
        "valuation_date": "2026-07-18",
        "base_currency": "USD",
        "holdings": [
          {
            "security_id": "SEC-A",
            "quantity": 1000,
            "price": 10.005,
            "currency": "USD",
            "fx_rate_to_base": 1
          },
          {
            "security_id": "SEC-B",
            "quantity": 500,
            "price": 20.02,
            "currency": "USD",
            "fx_rate_to_base": 1
          }
        ],
        "liabilities": [],
        "shares_outstanding": 15000,
        "rounding": {
          "decimal_places": 2,
          "mode": "half_up"
        }
      },
      "output_payload": {
        "fund_id": "FUND-STD-01",
        "valuation_date": "2026-07-18",
        "base_currency": "USD",
        "structural_error": null,
        "components": {
          "holdings": [
            {
              "security_id": "SEC-A",
              "currency": "USD",
              "quantity": "1000.00000000",
              "price": "10.00500000",
              "local_value": "10005.00000000",
              "base_value": "10005.00000000"
            },
            {
              "security_id": "SEC-B",
              "currency": "USD",
              "quantity": "500.00000000",
              "price": "20.02000000",
              "local_value": "10010.00000000",
              "base_value": "10010.00000000"
            }
          ],
          "holdings_value": "20015.00000000",
          "accrued_income": [],
          "accrued_income_total": "0.00000000",
          "accrued_expense": [],
          "accrued_expense_total": "0.00000000",
          "liabilities": [],
          "liabilities_total": "0.00000000",
          "total_assets": "20015.00000000",
          "total_liabilities": "0.00000000",
          "net_assets": "20015.00000000",
          "shares_outstanding": "15000.00000000"
        },
        "rounding": {
          "decimal_places": 2,
          "mode": "half_up"
        },
        "nav_per_share": "1.33",
        "not_proven": [
          {
            "item": "Price/FX accuracy",
            "detail": "Every price and FX rate is caller-supplied and asserted. This kernel performs no market-data lookups (zero-egress) and does not verify these values against any external source."
          },
          {
            "item": "Fair value / independent valuation",
            "detail": "This is arithmetic recomputation over declared inputs, never an independent fair-value opinion or third-party valuation."
          },
          {
            "item": "Live/real-time pricing",
            "detail": "All inputs are point-in-time as supplied by the caller; this kernel makes no claim about market conditions at any other moment."
          },
          {
            "item": "Regulatory NAV filing compliance",
            "detail": "40-Act/UCITS references are informative context only; this kernel makes no claim of compliance with either framework's NAV-computation or filing rules."
          }
        ],
        "fence": "Pricing/FX inputs are SUPPLIED, asserted, and digested into this receipt. This kernel recomputes the ARITHMETIC over those declared inputs and attests THAT — never a fair-value opinion, never a valuation, never live market data (zero-egress by contract).",
        "regulatory_framework": "40-Act/UCITS NAV-computation conventions referenced as informative context only; this kernel makes no compliance claim under either framework."
      },
      "golden_hash": "b874d5fffb10e2ceb7bb15592aa46486a4e14eaf9384990bc38338571cb8cdc5"
    },
    {
      "name": "multi-currency-accruals-mmf-rounding",
      "description": "EUR holding converted via supplied FX, a principal/rate/day-count computed income accrual, a direct-amount expense accrual, a liability, and 4-decimal half_even (MMF-style) rounding.",
      "policy_parameters": {
        "fund_id": "FUND-MMF-EU-02",
        "valuation_date": "2026-07-18",
        "base_currency": "USD",
        "holdings": [
          {
            "security_id": "SEC-EUR-A",
            "quantity": 2000,
            "price": 100,
            "currency": "EUR",
            "fx_rate_to_base": 1.08
          },
          {
            "security_id": "SEC-USD-B",
            "quantity": 1000,
            "price": 50,
            "currency": "USD",
            "fx_rate_to_base": 1
          }
        ],
        "accruals": {
          "income": [
            {
              "description": "coupon accrual",
              "principal": 100000,
              "annual_rate": 0.05,
              "days": 30,
              "day_count_convention": "30/360",
              "currency": "USD",
              "fx_rate_to_base": 1
            }
          ],
          "expense": [
            {
              "description": "management fee accrual",
              "amount": 41.6667,
              "currency": "USD",
              "fx_rate_to_base": 1
            }
          ]
        },
        "liabilities": [
          {
            "description": "payable to broker",
            "amount": 500,
            "currency": "USD",
            "fx_rate_to_base": 1
          }
        ],
        "shares_outstanding": 250000,
        "rounding": {
          "decimal_places": 4,
          "mode": "half_even"
        }
      },
      "output_payload": {
        "fund_id": "FUND-MMF-EU-02",
        "valuation_date": "2026-07-18",
        "base_currency": "USD",
        "structural_error": null,
        "components": {
          "holdings": [
            {
              "security_id": "SEC-EUR-A",
              "currency": "EUR",
              "quantity": "2000.00000000",
              "price": "100.00000000",
              "local_value": "200000.00000000",
              "base_value": "216000.00000000"
            },
            {
              "security_id": "SEC-USD-B",
              "currency": "USD",
              "quantity": "1000.00000000",
              "price": "50.00000000",
              "local_value": "50000.00000000",
              "base_value": "50000.00000000"
            }
          ],
          "holdings_value": "266000.00000000",
          "accrued_income": [
            {
              "description": "coupon accrual",
              "currency": "USD",
              "day_count_convention": "30/360",
              "amount": "416.66665000",
              "base_value": "416.66665000"
            }
          ],
          "accrued_income_total": "416.66665000",
          "accrued_expense": [
            {
              "description": "management fee accrual",
              "currency": "USD",
              "day_count_convention": null,
              "amount": "41.66670000",
              "base_value": "41.66670000"
            }
          ],
          "accrued_expense_total": "41.66670000",
          "liabilities": [
            {
              "description": "payable to broker",
              "currency": "USD",
              "amount": "500.00000000",
              "base_value": "500.00000000"
            }
          ],
          "liabilities_total": "500.00000000",
          "total_assets": "266416.66665000",
          "total_liabilities": "541.66670000",
          "net_assets": "265874.99995000",
          "shares_outstanding": "250000.00000000"
        },
        "rounding": {
          "decimal_places": 4,
          "mode": "half_even"
        },
        "nav_per_share": "1.0635",
        "not_proven": [
          {
            "item": "Price/FX accuracy",
            "detail": "Every price and FX rate is caller-supplied and asserted. This kernel performs no market-data lookups (zero-egress) and does not verify these values against any external source."
          },
          {
            "item": "Fair value / independent valuation",
            "detail": "This is arithmetic recomputation over declared inputs, never an independent fair-value opinion or third-party valuation."
          },
          {
            "item": "Live/real-time pricing",
            "detail": "All inputs are point-in-time as supplied by the caller; this kernel makes no claim about market conditions at any other moment."
          },
          {
            "item": "Regulatory NAV filing compliance",
            "detail": "40-Act/UCITS references are informative context only; this kernel makes no claim of compliance with either framework's NAV-computation or filing rules."
          }
        ],
        "fence": "Pricing/FX inputs are SUPPLIED, asserted, and digested into this receipt. This kernel recomputes the ARITHMETIC over those declared inputs and attests THAT — never a fair-value opinion, never a valuation, never live market data (zero-egress by contract).",
        "regulatory_framework": "40-Act/UCITS NAV-computation conventions referenced as informative context only; this kernel makes no compliance claim under either framework."
      },
      "golden_hash": "5adb7b206a4d0a9a6824f28e8f5094dbf1ddeba64d31be19574b2dca8c3a3be7"
    },
    {
      "name": "rounding-matrix-half-up-boundary",
      "description": "Rounding-mode matrix vector 1/3: net_assets/shares lands exactly on the 1.005 boundary at 2 decimal places. half_up rounds half away from zero -> 1.01.",
      "policy_parameters": {
        "fund_id": "FUND-ROUND-03",
        "valuation_date": "2026-07-18",
        "base_currency": "USD",
        "holdings": [
          {
            "security_id": "SEC-A",
            "quantity": 1000,
            "price": 1.005,
            "currency": "USD",
            "fx_rate_to_base": 1
          }
        ],
        "liabilities": [],
        "shares_outstanding": 1000,
        "rounding": {
          "decimal_places": 2,
          "mode": "half_up"
        }
      },
      "output_payload": {
        "fund_id": "FUND-ROUND-03",
        "valuation_date": "2026-07-18",
        "base_currency": "USD",
        "structural_error": null,
        "components": {
          "holdings": [
            {
              "security_id": "SEC-A",
              "currency": "USD",
              "quantity": "1000.00000000",
              "price": "1.00500000",
              "local_value": "1005.00000000",
              "base_value": "1005.00000000"
            }
          ],
          "holdings_value": "1005.00000000",
          "accrued_income": [],
          "accrued_income_total": "0.00000000",
          "accrued_expense": [],
          "accrued_expense_total": "0.00000000",
          "liabilities": [],
          "liabilities_total": "0.00000000",
          "total_assets": "1005.00000000",
          "total_liabilities": "0.00000000",
          "net_assets": "1005.00000000",
          "shares_outstanding": "1000.00000000"
        },
        "rounding": {
          "decimal_places": 2,
          "mode": "half_up"
        },
        "nav_per_share": "1.01",
        "not_proven": [
          {
            "item": "Price/FX accuracy",
            "detail": "Every price and FX rate is caller-supplied and asserted. This kernel performs no market-data lookups (zero-egress) and does not verify these values against any external source."
          },
          {
            "item": "Fair value / independent valuation",
            "detail": "This is arithmetic recomputation over declared inputs, never an independent fair-value opinion or third-party valuation."
          },
          {
            "item": "Live/real-time pricing",
            "detail": "All inputs are point-in-time as supplied by the caller; this kernel makes no claim about market conditions at any other moment."
          },
          {
            "item": "Regulatory NAV filing compliance",
            "detail": "40-Act/UCITS references are informative context only; this kernel makes no claim of compliance with either framework's NAV-computation or filing rules."
          }
        ],
        "fence": "Pricing/FX inputs are SUPPLIED, asserted, and digested into this receipt. This kernel recomputes the ARITHMETIC over those declared inputs and attests THAT — never a fair-value opinion, never a valuation, never live market data (zero-egress by contract).",
        "regulatory_framework": "40-Act/UCITS NAV-computation conventions referenced as informative context only; this kernel makes no compliance claim under either framework."
      },
      "golden_hash": "30652fca71a1fc3fd92b7fbc566758dc039893744657884eb3f6953741dbfe80"
    },
    {
      "name": "rounding-matrix-half-even-boundary",
      "description": "Rounding-mode matrix vector 2/3: same 1.005 boundary. half_even rounds to the nearest even digit -> 1.00 (0 is even, 1 is odd).",
      "policy_parameters": {
        "fund_id": "FUND-ROUND-03",
        "valuation_date": "2026-07-18",
        "base_currency": "USD",
        "holdings": [
          {
            "security_id": "SEC-A",
            "quantity": 1000,
            "price": 1.005,
            "currency": "USD",
            "fx_rate_to_base": 1
          }
        ],
        "liabilities": [],
        "shares_outstanding": 1000,
        "rounding": {
          "decimal_places": 2,
          "mode": "half_even"
        }
      },
      "output_payload": {
        "fund_id": "FUND-ROUND-03",
        "valuation_date": "2026-07-18",
        "base_currency": "USD",
        "structural_error": null,
        "components": {
          "holdings": [
            {
              "security_id": "SEC-A",
              "currency": "USD",
              "quantity": "1000.00000000",
              "price": "1.00500000",
              "local_value": "1005.00000000",
              "base_value": "1005.00000000"
            }
          ],
          "holdings_value": "1005.00000000",
          "accrued_income": [],
          "accrued_income_total": "0.00000000",
          "accrued_expense": [],
          "accrued_expense_total": "0.00000000",
          "liabilities": [],
          "liabilities_total": "0.00000000",
          "total_assets": "1005.00000000",
          "total_liabilities": "0.00000000",
          "net_assets": "1005.00000000",
          "shares_outstanding": "1000.00000000"
        },
        "rounding": {
          "decimal_places": 2,
          "mode": "half_even"
        },
        "nav_per_share": "1.00",
        "not_proven": [
          {
            "item": "Price/FX accuracy",
            "detail": "Every price and FX rate is caller-supplied and asserted. This kernel performs no market-data lookups (zero-egress) and does not verify these values against any external source."
          },
          {
            "item": "Fair value / independent valuation",
            "detail": "This is arithmetic recomputation over declared inputs, never an independent fair-value opinion or third-party valuation."
          },
          {
            "item": "Live/real-time pricing",
            "detail": "All inputs are point-in-time as supplied by the caller; this kernel makes no claim about market conditions at any other moment."
          },
          {
            "item": "Regulatory NAV filing compliance",
            "detail": "40-Act/UCITS references are informative context only; this kernel makes no claim of compliance with either framework's NAV-computation or filing rules."
          }
        ],
        "fence": "Pricing/FX inputs are SUPPLIED, asserted, and digested into this receipt. This kernel recomputes the ARITHMETIC over those declared inputs and attests THAT — never a fair-value opinion, never a valuation, never live market data (zero-egress by contract).",
        "regulatory_framework": "40-Act/UCITS NAV-computation conventions referenced as informative context only; this kernel makes no compliance claim under either framework."
      },
      "golden_hash": "8caeebe9c45632805c7f887d57515fcf7a0b30e42d3f21b2f64ae698f936f1e9"
    },
    {
      "name": "rounding-matrix-truncate-boundary",
      "description": "Rounding-mode matrix vector 3/3: same 1.005 boundary. truncate drops all sub-cent precision -> 1.00.",
      "policy_parameters": {
        "fund_id": "FUND-ROUND-03",
        "valuation_date": "2026-07-18",
        "base_currency": "USD",
        "holdings": [
          {
            "security_id": "SEC-A",
            "quantity": 1000,
            "price": 1.005,
            "currency": "USD",
            "fx_rate_to_base": 1
          }
        ],
        "liabilities": [],
        "shares_outstanding": 1000,
        "rounding": {
          "decimal_places": 2,
          "mode": "truncate"
        }
      },
      "output_payload": {
        "fund_id": "FUND-ROUND-03",
        "valuation_date": "2026-07-18",
        "base_currency": "USD",
        "structural_error": null,
        "components": {
          "holdings": [
            {
              "security_id": "SEC-A",
              "currency": "USD",
              "quantity": "1000.00000000",
              "price": "1.00500000",
              "local_value": "1005.00000000",
              "base_value": "1005.00000000"
            }
          ],
          "holdings_value": "1005.00000000",
          "accrued_income": [],
          "accrued_income_total": "0.00000000",
          "accrued_expense": [],
          "accrued_expense_total": "0.00000000",
          "liabilities": [],
          "liabilities_total": "0.00000000",
          "total_assets": "1005.00000000",
          "total_liabilities": "0.00000000",
          "net_assets": "1005.00000000",
          "shares_outstanding": "1000.00000000"
        },
        "rounding": {
          "decimal_places": 2,
          "mode": "truncate"
        },
        "nav_per_share": "1.00",
        "not_proven": [
          {
            "item": "Price/FX accuracy",
            "detail": "Every price and FX rate is caller-supplied and asserted. This kernel performs no market-data lookups (zero-egress) and does not verify these values against any external source."
          },
          {
            "item": "Fair value / independent valuation",
            "detail": "This is arithmetic recomputation over declared inputs, never an independent fair-value opinion or third-party valuation."
          },
          {
            "item": "Live/real-time pricing",
            "detail": "All inputs are point-in-time as supplied by the caller; this kernel makes no claim about market conditions at any other moment."
          },
          {
            "item": "Regulatory NAV filing compliance",
            "detail": "40-Act/UCITS references are informative context only; this kernel makes no claim of compliance with either framework's NAV-computation or filing rules."
          }
        ],
        "fence": "Pricing/FX inputs are SUPPLIED, asserted, and digested into this receipt. This kernel recomputes the ARITHMETIC over those declared inputs and attests THAT — never a fair-value opinion, never a valuation, never live market data (zero-egress by contract).",
        "regulatory_framework": "40-Act/UCITS NAV-computation conventions referenced as informative context only; this kernel makes no compliance claim under either framework."
      },
      "golden_hash": "e1d1fd94a5a412ac187e7807da8d8048721b40f6473f6b1fb1a4aae21fcb665f"
    }
  ]
}