io.github.joselillotrax-cell/fixed-income-mcp
PYPI · BONDMATH
Bond pricing, duration, DV01 and convexity for AI agents, with numerical cross-checks built in.
Available components
Last scanned (5 hours ago)
Scores higher than 61% of PyPI servers
Category Finance and Payments
How this component scores in each security and reliability category. Every signal is checked automatically from public evidence about the published package, including repeated runs of it in an isolated sandbox, and we only credit what we can confirm. How we score → Why this is hard to score →
Supply Chain Security50
- Malware scan not yet available for this package.Unverified
- No known CVEs affecting this package version or its production dependencies.Pass
- Runs hatchling.build at install time, a recognised build step with no custom scripting around it. View diagnostics → Pass
- 1 of 28 dependencies flagged as unhealthy. View diagnostics → Partial
Provenance & Transparency45
- Source repository is publicly reachable at the declared URL. View diagnostics → Pass
- Provenance check failed: no build-provenance attestation is published. See how to fix → View diagnostics → Fail
- Clear OSI-approved license (MIT).Pass
- Actively maintained (last published 49 days ago).Pass
- Disclosure check failed: no security disclosure policy was found in the source repository. See how to fix → Fail
Schema Quality & AI Usability60
- AI-judged instruction clarity (excellent).Pass
- Context-footprint check failed: tool/resource definitions use about 2407 tokens (~401/item across 6 items; 6 tools + 0 resources), over budget; trim descriptions and params. See how to fix → Fail
- Usage-examples check failed: none of the tools include examples. See how to fix → Fail
Stability & Change Management83
- Stability observed for 25 of 30 days with no destabilising changes; credit accrues until the full window elapses.Partial
Tool Coverage100
- 100% of tools have a non-trivial description (not blank, and not just the tool's name).Pass
- 100% of tool parameters carry a description.Pass
- Structured output schemas are declared (100% of tools); any adoption earns full credit.Pass
Tool Safety100
- No prompt-injection markers were found in the server instructions, tool names or descriptions we captured.Pass
- We read all 6 captured tool definition(s), and no name or description among them implies an irreversible operation.Pass
- An AI judge read all 7 captured unit(s) of tool text and found none that tries to manipulate the model reading it.Pass
Capabilities100
- Implements a current MCP spec version (2026-07-28).Pass
Checks we ran (15)
- Known CVEs
- Install scripts
- Dependency health
- Source repository
- Provenance
- License
- Maintenance
- Security disclosure
- Schema quality
- Stability
- Tool coverage
- Injection markers
- Destructive annotations
- Judged manipulation
- MCP protocol
Checks we could not complete (1)
These are gaps on our side, not findings about this package. We only credit what we can confirm, so a category made up entirely of them scores 0.
- Malware scan in Supply Chain SecurityMalware scan not yet available for this package.
Does not apply to this package (2)
- Endpoint SecurityScored on hosted endpoints only. A package has no live endpoint of its own for us to probe.
- Transport & ReachabilityScored on hosted endpoints only. A package has no live endpoint of its own for us to probe.
The score does not measure everything. What the score does not measure →
Every change we have recorded for this component, newest first. Security-relevant changes are always shown. ▲ marks a change for the better, ▼ a change for the worse; unmarked changes are neutral.
- 5 Nov 26 −18
- Malware scan: pass → unverified ▼ security
- Stability: pass → 0.83 functional
- 4 Nov 26 +15
- Malware scan: unverified → pass ▲ security
- 3 Nov 26 −15
- Malware scan: pass → unverified ▼ security
- 31 Oct 26 +15
- Malware scan: unverified → pass ▲ security
- 30 Oct 26 −14
- Provenance: unverified → fail ▼ security
- Malware scan: pass → unverified ▼ security
- Stability: 0.97 → pass security
- Security disclosure: unverified → fail ▼ functional
- 29 Oct 26 −1
- Provenance: fail → unverified ▼ security
- Security disclosure: fail → unverified ▼ functional
- Stability: pass → 0.97 functional
- 23 Oct 26 +1
- Stability: 0.97 → pass security
- 22 Oct 26 −1
- Stability: pass → 0.97 functional
Diagnostic detail from the automated scan of this channel: what the scanner observed at each step, so you can see exactly where a check passed or failed. It is informational only and never changes the trust score.
Captured 5 Nov 2026 · Analysed pypi/bondmath@0.1.3
Provenance No attestation
The registry publishes no build provenance for this version, so there is nothing to verify.
| Result | No attestation |
|---|---|
| Ecosystem | pypi |
| Reason | No attestation published |
Background: How many MCP packages publish verified provenance →
Install scripts 1 script
| Hook | Tier | Command |
|---|---|---|
| build_backend | Known build tool | hatchling.build |
Background: Why install scripts are a supply-chain risk →
Dependencies 28 packages
| Packages resolved | 28 |
|---|---|
| No linked repository | 1 |
| Tree resolution | Complete |
Background: SBOMs and build attestations, explained →
The tools this component advertises to a client, with an estimated token cost for each. Expand a tool to see its parameters and schema. The per-tool counts are indicative and are not scored directly; the schema's total context footprint is one signal in Schema Quality & AI Usability. A tool's description is untrusted text the model reads on every call, which is what makes this list a security surface and not just an inventory: how tool poisoning works →
bond_analytics_tool Measure interest-rate sensitivity ~423
Macaulay duration, modified duration, DV01 and convexity. Supply either a price or a yield, not both. `modified_duration_years` divides Macaulay duration by one plus the PERIODIC yield. `naive_modified_duration_years` shows what dividing by one plus the ANNUAL yield would give — the standard error on any bond paying more than once a year. `effective_duration_years` is computed numerically by central differences and uses no annualisation, so it arbitrates between them. Report the modified figure; the other two are there to prove it.
| Name | Type | Req | Description |
|---|---|---|---|
| clean_price_pct_of_face | – | – | Quoted clean price as a percentage of face, e.g. 97.80. Supply either this or ytm_pct, never both. |
| coupon_rate_pct | number | yes | Annual coupon rate as a PERCENTAGE. Pass 4.0 for a 4% coupon, not 0.04. Zero for a zero-coupon bond. |
| day_count | string | – | Day-count convention used for accrual. ACT/ACT ICMA is the standard for most government and corporate bonds. |
| face_value | number | yes | Redemption amount in currency units, e.g. 1000. |
| issue_date | string | yes | Issue (dated) date in ISO format, e.g. 2024-03-15. |
| maturity_date | string | yes | Redemption date in ISO format, e.g. 2029-03-15. |
| payments_per_year | integer | yes | Coupon payments per year: 1 annual, 2 semi-annual, 4 quarterly, 12 monthly. Most government bonds pay semi-annually. |
| settlement_date | string | yes | Valuation date in ISO format. Must fall between issue and maturity, e.g. 2025-09-11. |
| ytm_pct | – | – | Nominal annual yield as a percentage, e.g. 4.6867. Supply either this or clean_price_pct_of_face, never both. |
Structured output declared, but exposes no named fields.
No examples provided.
cashflow_schedule_tool List a bond's remaining cash flows ~318
Remaining payments, with discount factors when a yield is supplied. The first flow sits a fraction of a period away rather than a whole one. That exponent is what makes an ACT/ACT ICMA yield differ from a naive one, so it is reported explicitly as periods_from_settlement.
| Name | Type | Req | Description |
|---|---|---|---|
| coupon_rate_pct | number | yes | Annual coupon rate as a PERCENTAGE. Pass 4.0 for a 4% coupon, not 0.04. Zero for a zero-coupon bond. |
| day_count | string | – | Day-count convention used for accrual. ACT/ACT ICMA is the standard for most government and corporate bonds. |
| face_value | number | yes | Redemption amount in currency units, e.g. 1000. |
| issue_date | string | yes | Issue (dated) date in ISO format, e.g. 2024-03-15. |
| maturity_date | string | yes | Redemption date in ISO format, e.g. 2029-03-15. |
| payments_per_year | integer | yes | Coupon payments per year: 1 annual, 2 semi-annual, 4 quarterly, 12 monthly. Most government bonds pay semi-annually. |
| settlement_date | string | yes | Valuation date in ISO format. Must fall between issue and maturity, e.g. 2025-09-11. |
| ytm_pct | – | – | Nominal annual yield as a percentage, e.g. 4.6867. Supply either this or clean_price_pct_of_face, never both. |
Structured output declared, but exposes no named fields.
No examples provided.
check_consistency_tool Check a bond valuation for consistency ~414
Test a yield someone has already produced against the required bounds. Use this to audit a figure rather than compute one — for example when checking work, or when a yield appears in a document and its plausibility matters. A bond priced below par must yield more than its coupon and more than its current yield; above par, the ordering reverses. These bounds need no iteration and reject a whole class of wrong answers immediately. The correctly solved yield is returned too, so the size of any error is visible.
| Name | Type | Req | Description |
|---|---|---|---|
| claimed_ytm_pct | number | yes | The yield to audit, as a percentage. This is the figure to be tested, not one to compute. |
| clean_price_pct_of_face | number | yes | Quoted clean price as a PERCENTAGE OF FACE, excluding accrued interest. Pass 97.80 for a bond quoted at 97.80%. This is not a currency amount. |
| coupon_rate_pct | number | yes | Annual coupon rate as a PERCENTAGE. Pass 4.0 for a 4% coupon, not 0.04. Zero for a zero-coupon bond. |
| day_count | string | – | Day-count convention used for accrual. ACT/ACT ICMA is the standard for most government and corporate bonds. |
| face_value | number | yes | Redemption amount in currency units, e.g. 1000. |
| issue_date | string | yes | Issue (dated) date in ISO format, e.g. 2024-03-15. |
| maturity_date | string | yes | Redemption date in ISO format, e.g. 2029-03-15. |
| payments_per_year | integer | yes | Coupon payments per year: 1 annual, 2 semi-annual, 4 quarterly, 12 monthly. Most government bonds pay semi-annually. |
| settlement_date | string | yes | Valuation date in ISO format. Must fall between issue and maturity, e.g. 2025-09-11. |
Structured output declared, but exposes no named fields.
No examples provided.
price_from_yield_tool Price a bond from its yield ~325
Value a fixed-coupon bond at a given yield to maturity. Returns clean and dirty price, accrued interest with the day counts behind it, and the consistency checks the valuation satisfies. Use this when the yield is known and the price is wanted. For the reverse, use yield_from_price_tool.
| Name | Type | Req | Description |
|---|---|---|---|
| coupon_rate_pct | number | yes | Annual coupon rate as a PERCENTAGE. Pass 4.0 for a 4% coupon, not 0.04. Zero for a zero-coupon bond. |
| day_count | string | – | Day-count convention used for accrual. ACT/ACT ICMA is the standard for most government and corporate bonds. |
| face_value | number | yes | Redemption amount in currency units, e.g. 1000. |
| issue_date | string | yes | Issue (dated) date in ISO format, e.g. 2024-03-15. |
| maturity_date | string | yes | Redemption date in ISO format, e.g. 2029-03-15. |
| payments_per_year | integer | yes | Coupon payments per year: 1 annual, 2 semi-annual, 4 quarterly, 12 monthly. Most government bonds pay semi-annually. |
| settlement_date | string | yes | Valuation date in ISO format. Must fall between issue and maturity, e.g. 2025-09-11. |
| ytm_pct | number | yes | Nominal annual yield to maturity as a PERCENTAGE, compounded at the coupon frequency. Pass 4.6867 for 4.6867%. |
Structured output declared, but exposes no named fields.
No examples provided.
scenario_shock_tool Reprice after a parallel yield shift ~438
Compare an exact repricing against first- and second-order estimates. `residual_bp` is the genuine third-and-higher-order term. For a short bond and a 100 bp move it is a fraction of a basis point. A residual of several basis points means the duration is wrong, not that the Taylor expansion was truncated — a distinction worth making explicitly, because attributing such a gap to higher-order terms is a common and confident mistake. Supply either a price or a yield, not both.
| Name | Type | Req | Description |
|---|---|---|---|
| clean_price_pct_of_face | – | – | Quoted clean price as a percentage of face, e.g. 97.80. Supply either this or ytm_pct, never both. |
| coupon_rate_pct | number | yes | Annual coupon rate as a PERCENTAGE. Pass 4.0 for a 4% coupon, not 0.04. Zero for a zero-coupon bond. |
| day_count | string | – | Day-count convention used for accrual. ACT/ACT ICMA is the standard for most government and corporate bonds. |
| face_value | number | yes | Redemption amount in currency units, e.g. 1000. |
| issue_date | string | yes | Issue (dated) date in ISO format, e.g. 2024-03-15. |
| maturity_date | string | yes | Redemption date in ISO format, e.g. 2029-03-15. |
| payments_per_year | integer | yes | Coupon payments per year: 1 annual, 2 semi-annual, 4 quarterly, 12 monthly. Most government bonds pay semi-annually. |
| settlement_date | string | yes | Valuation date in ISO format. Must fall between issue and maturity, e.g. 2025-09-11. |
| shock_bp | number | yes | Parallel shift in the yield curve, in BASIS POINTS. Positive is a rise. Pass 100 for a one-percentage-point rise. |
| ytm_pct | – | – | Nominal annual yield as a percentage, e.g. 4.6867. Supply either this or clean_price_pct_of_face, never both. |
Structured output declared, but exposes no named fields.
No examples provided.
yield_from_price_tool Solve a bond's yield from its price ~354
Solve for the yield to maturity implied by a market price. Solved by bisection, which cannot converge on a value that satisfies the iteration without solving the pricing equation. The returned checks verify the ordering of coupon, current yield and yield to maturity, which alone rules out a large class of wrong answers. This is the usual starting point: market prices are observable, yields are derived.
| Name | Type | Req | Description |
|---|---|---|---|
| clean_price_pct_of_face | number | yes | Quoted clean price as a PERCENTAGE OF FACE, excluding accrued interest. Pass 97.80 for a bond quoted at 97.80%. This is not a currency amount. |
| coupon_rate_pct | number | yes | Annual coupon rate as a PERCENTAGE. Pass 4.0 for a 4% coupon, not 0.04. Zero for a zero-coupon bond. |
| day_count | string | – | Day-count convention used for accrual. ACT/ACT ICMA is the standard for most government and corporate bonds. |
| face_value | number | yes | Redemption amount in currency units, e.g. 1000. |
| issue_date | string | yes | Issue (dated) date in ISO format, e.g. 2024-03-15. |
| maturity_date | string | yes | Redemption date in ISO format, e.g. 2029-03-15. |
| payments_per_year | integer | yes | Coupon payments per year: 1 annual, 2 semi-annual, 4 quarterly, 12 monthly. Most government bonds pay semi-annually. |
| settlement_date | string | yes | Valuation date in ISO format. Must fall between issue and maturity, e.g. 2025-09-11. |
Structured output declared, but exposes no named fields.
No examples provided.
How do I install the io.github.joselillotrax-cell/fixed-income-mcp server?
io.github.joselillotrax-cell/fixed-income-mcp runs locally as a PyPI package, launched with uvx bondmath. Ready-made configuration for Claude, Cursor, VS Code, Codex and 5 more is on this page, copied from each client's own documentation.
pypi · bondmath
claude mcp add joselillotrax-cell-fixed-income-mcp -- uvx bondmath
What is the io.github.joselillotrax-cell/fixed-income-mcp server?
io.github.joselillotrax-cell/fixed-income-mcp is listed in the public MCP registry as io.github.joselillotrax-cell/fixed-income-mcp. Bond pricing, duration, DV01 and convexity for AI agents, with numerical cross-checks built in. This page covers its PyPI package (bondmath).
Is the io.github.joselillotrax-cell/fixed-income-mcp server safe to use?
io.github.joselillotrax-cell/fixed-income-mcp scores 64 out of 100 on VerifyMCP. We found no known CVEs affecting it as of 5 November 2026. That is a record of what we were able to check automatically, not an endorsement. The category breakdown on this page shows every signal behind the number, including the ones we could not confirm.
What tools does the io.github.joselillotrax-cell/fixed-income-mcp server expose?
io.github.joselillotrax-cell/fixed-income-mcp exposes 6 tools: price_from_yield_tool, yield_from_price_tool, bond_analytics_tool, cashflow_schedule_tool, scenario_shock_tool, check_consistency_tool. Their descriptions and schemas cost roughly 2,272 tokens of context every time the server is loaded.
Is the io.github.joselillotrax-cell/fixed-income-mcp server still maintained?
io.github.joselillotrax-cell/fixed-income-mcp is still listed as active in the MCP registry. We last reached this channel on 5 November 2026. Those dates come from our own scans of the registry and the channel itself, not from anything the publisher announced.
What licence is the io.github.joselillotrax-cell/fixed-income-mcp server under?
io.github.joselillotrax-cell/fixed-income-mcp declares the MIT licence, which is OSI-approved. That covers the source only, and says nothing about the cost of any service it calls.
What did VerifyMCP test on the io.github.joselillotrax-cell/fixed-income-mcp server?
VerifyMCP ran 15 checks on io.github.joselillotrax-cell/fixed-income-mcp, covering Known CVEs, Install scripts, Dependency health, Source repository and 11 more. One item could not be completed, a gap on our side rather than a finding about io.github.joselillotrax-cell/fixed-income-mcp: Malware scan. Endpoint Security and Transport & Reachability do not apply to a PyPI package, so they were not tested. The score does not measure everything, and the scoring documentation lists what it leaves out.