# io.github.joselillotrax-cell/fixed-income-mcp (pypi · bondmath)

Bond pricing, duration, DV01 and convexity for AI agents, with numerical cross-checks built in.

- Trust score: 71/100 (medium)
- Registry status: active
- Liveness: live
- Owner verified: no
- Last scored: 2026-09-21

## Components

- pypi · `bondmath`: 71/100 (this document), [markdown](https://verifymcp.io/servers/joselillotrax-cell-fixed-income-mcp/bondmath.md), [page](https://verifymcp.io/servers/joselillotrax-cell-fixed-income-mcp/bondmath)

## Channel facts

- Registry: `pypi`
- Package: `bondmath`
- Version: `0.1.3`
- Transport: `stdio`

## Trust breakdown

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. Scores are 0–100 per category. Scoring method: https://verifymcp.io/docs/scoring (what has changed: https://verifymcp.io/docs/scoring/changelog)

Scored 2026-09-21.

- **Supply Chain Security**: 100/100
  - No malware found by supply-chain analysis.
  - No known CVEs affecting this package version or its production dependencies.
  - Runs hatchling.build at install time, a recognised native-build step with no shell scripting around it.
  - 1 of 29 dependencies flagged as unhealthy.
- **Provenance & Transparency**: 45/100
  - Source repository is publicly reachable at the declared URL.
  - Provenance check failed: no build-provenance attestation is published.
  - Clear OSI-approved license (MIT).
  - Actively maintained (last published 4 days ago).
  - Disclosure check failed: no security disclosure policy was found in the source repository.
- **Schema Quality & AI Usability**: 60/100
  - AI-judged instruction clarity (excellent).
  - 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.
  - Usage-examples check failed: none of the tools include examples.
- **Stability & Change Management**: 20/100
  - Stability observed for 6 of 30 days with no destabilising changes; credit accrues until the full window elapses.
- **Tool Coverage**: 100/100
  - 100% of tools have a non-trivial description (not blank, and not just the tool's name).
  - 100% of tool parameters carry a description.
  - Structured output schemas are declared (100% of tools); any adoption earns full credit.
- **Tool Safety**: 100/100
  - No prompt-injection markers were found in the server instructions, tool names or descriptions we captured.
  - We read all 6 captured tool definition(s), and no name or description among them implies an irreversible operation.
  - An AI judge read all 7 captured unit(s) of tool text and found none that tries to manipulate the model reading it.
- **Capabilities**: 100/100
  - Implements a current MCP spec version (2026-07-28).

## Install

### 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.

### Claude

```bash
claude mcp add joselillotrax-cell-fixed-income-mcp -- uvx bondmath
```

### Cursor

```json
{
  "mcpServers": {
    "joselillotrax-cell-fixed-income-mcp": {
      "command": "uvx",
      "args": [
        "bondmath"
      ]
    }
  }
}
```

### VS Code

```json
{
  "servers": {
    "joselillotrax-cell-fixed-income-mcp": {
      "command": "uvx",
      "args": [
        "bondmath"
      ]
    }
  }
}
```

### Codex

```bash
codex mcp add joselillotrax-cell-fixed-income-mcp -- uvx bondmath
```

### opencode

```json
{
  "$schema": "https://opencode.ai/config.json",
  "mcp": {
    "joselillotrax-cell-fixed-income-mcp": {
      "type": "local",
      "command": [
        "uvx",
        "bondmath"
      ],
      "enabled": true
    }
  }
}
```

### OpenClaw

```bash
openclaw mcp add joselillotrax-cell-fixed-income-mcp --command uvx --arg bondmath
```

### Hermes

```yaml
mcp_servers:
  joselillotrax-cell-fixed-income-mcp:
    command: "uvx"
    args: ["bondmath"]
```

### Netclaw

```json
{
  "McpServers": {
    "joselillotrax-cell-fixed-income-mcp": {
      "Transport": "stdio",
      "Command": "uvx",
      "Arguments": [
        "bondmath"
      ]
    }
  }
}
```

### Vellum

```bash
assistant mcp add joselillotrax-cell-fixed-income-mcp -t stdio -c uvx -a bondmath
```

### Other

```json
{
  "mcpServers": {
    "joselillotrax-cell-fixed-income-mcp": {
      "command": "uvx",
      "args": [
        "bondmath"
      ]
    }
  }
}
```

## Changelog

Every change recorded for this component, newest first. Days that predate change tracking, or that we cannot explain, say so: "we were watching and nothing happened" and "we were not watching" are different claims.

### 2026-09-21 (score 71, +1)

No change was recorded against any check on this day. Stability & Change Management went from 17 to 20. That category is still filling its 30-day observation window: 5 days of observed history at the previous scan, 6 at this one. The score rises as the window fills, whether or not the server changes.

### 2026-09-19 (score 70, +1)

No change was recorded against any check on this day. Stability & Change Management went from 10 to 13. That category is still filling its 30-day observation window: 3 days of observed history at the previous scan, 4 at this one. The score rises as the window fills, whether or not the server changes.

### 2026-09-17 (score 69, +1)

No change was recorded against any check on this day. Stability & Change Management went from 3 to 7. That category is still filling its 30-day observation window: 1 days of observed history at the previous scan, 2 at this one. The score rises as the window fills, whether or not the server changes.

### 2026-09-16 (score 68, +15)

- [security regression] Tool safety: pass → unverified
- [security improvement] Malware scan: unverified → pass
- [security] Stability: Stability not yet verified: we do not have a sandbox capture of the MCP schema this version of the package serves yet.
- [functional regression] Capabilities: pass → unverified
- [functional regression] Tool coverage: 100 → unverified
- [functional improvement] Stability: unverified → 0.03
- [functional] First check of Schema quality: unverified
- [functional] Package version: 0.1.2 → 0.1.3

### 2026-09-15 (score 53)

First indexed and scored.

## MCP tools (6)

### `price_from_yield_tool` (~325 tokens)

Price a bond from its yield

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.

Input parameters:

- `coupon_rate_pct` (number, required): 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, required): Redemption amount in currency units, e.g. 1000.
- `issue_date` (string, required): Issue (dated) date in ISO format, e.g. 2024-03-15.
- `maturity_date` (string, required): Redemption date in ISO format, e.g. 2029-03-15.
- `payments_per_year` (integer, required): Coupon payments per year: 1 annual, 2 semi-annual, 4 quarterly, 12 monthly. Most government bonds pay semi-annually.
- `settlement_date` (string, required): Valuation date in ISO format. Must fall between issue and maturity, e.g. 2025-09-11.
- `ytm_pct` (number, required): Nominal annual yield to maturity as a PERCENTAGE, compounded at the coupon frequency. Pass 4.6867 for 4.6867%.

### `yield_from_price_tool` (~354 tokens)

Solve a bond's yield from its price

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.

Input parameters:

- `clean_price_pct_of_face` (number, required): 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, required): 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, required): Redemption amount in currency units, e.g. 1000.
- `issue_date` (string, required): Issue (dated) date in ISO format, e.g. 2024-03-15.
- `maturity_date` (string, required): Redemption date in ISO format, e.g. 2029-03-15.
- `payments_per_year` (integer, required): Coupon payments per year: 1 annual, 2 semi-annual, 4 quarterly, 12 monthly. Most government bonds pay semi-annually.
- `settlement_date` (string, required): Valuation date in ISO format. Must fall between issue and maturity, e.g. 2025-09-11.

### `bond_analytics_tool` (~423 tokens)

Measure interest-rate sensitivity

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.

Input parameters:

- `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, required): 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, required): Redemption amount in currency units, e.g. 1000.
- `issue_date` (string, required): Issue (dated) date in ISO format, e.g. 2024-03-15.
- `maturity_date` (string, required): Redemption date in ISO format, e.g. 2029-03-15.
- `payments_per_year` (integer, required): Coupon payments per year: 1 annual, 2 semi-annual, 4 quarterly, 12 monthly. Most government bonds pay semi-annually.
- `settlement_date` (string, required): 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.

### `cashflow_schedule_tool` (~318 tokens)

List a bond's remaining cash flows

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.

Input parameters:

- `coupon_rate_pct` (number, required): 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, required): Redemption amount in currency units, e.g. 1000.
- `issue_date` (string, required): Issue (dated) date in ISO format, e.g. 2024-03-15.
- `maturity_date` (string, required): Redemption date in ISO format, e.g. 2029-03-15.
- `payments_per_year` (integer, required): Coupon payments per year: 1 annual, 2 semi-annual, 4 quarterly, 12 monthly. Most government bonds pay semi-annually.
- `settlement_date` (string, required): 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.

### `scenario_shock_tool` (~438 tokens)

Reprice after a parallel yield shift

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.

Input parameters:

- `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, required): 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, required): Redemption amount in currency units, e.g. 1000.
- `issue_date` (string, required): Issue (dated) date in ISO format, e.g. 2024-03-15.
- `maturity_date` (string, required): Redemption date in ISO format, e.g. 2029-03-15.
- `payments_per_year` (integer, required): Coupon payments per year: 1 annual, 2 semi-annual, 4 quarterly, 12 monthly. Most government bonds pay semi-annually.
- `settlement_date` (string, required): Valuation date in ISO format. Must fall between issue and maturity, e.g. 2025-09-11.
- `shock_bp` (number, required): 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.

### `check_consistency_tool` (~414 tokens)

Check a bond valuation for consistency

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.

Input parameters:

- `claimed_ytm_pct` (number, required): The yield to audit, as a percentage. This is the figure to be tested, not one to compute.
- `clean_price_pct_of_face` (number, required): 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, required): 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, required): Redemption amount in currency units, e.g. 1000.
- `issue_date` (string, required): Issue (dated) date in ISO format, e.g. 2024-03-15.
- `maturity_date` (string, required): Redemption date in ISO format, e.g. 2029-03-15.
- `payments_per_year` (integer, required): Coupon payments per year: 1 annual, 2 semi-annual, 4 quarterly, 12 monthly. Most government bonds pay semi-annually.
- `settlement_date` (string, required): Valuation date in ISO format. Must fall between issue and maturity, e.g. 2025-09-11.

## Diagnostics

Captured diagnostic sections: Provenance, Install scripts, Dependencies. The full working is on the page: https://verifymcp.io/servers/joselillotrax-cell-fixed-income-mcp/bondmath#diagnostics

## Score history

- 2026-09-21: 71
- 2026-09-20: 70
- 2026-09-19: 70
- 2026-09-18: 69
- 2026-09-17: 69
- 2026-09-16: 68
- 2026-09-15: 53

## Common questions

### 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 71 out of 100 on VerifyMCP. We found no known CVEs affecting it as of 21 September 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 21 September 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.

## Links

- PyPI project: https://pypi.org/project/bondmath/
- Socket report: https://socket.dev/pypi/package/bondmath
- Repository: https://github.com/joselillotrax-cell/fixed-income-mcp
- Changelog RSS feed: https://verifymcp.io/servers/joselillotrax-cell-fixed-income-mcp/bondmath.xml
- Changelog JSON feed: https://verifymcp.io/servers/joselillotrax-cell-fixed-income-mcp/bondmath.json
- HTML version of this page: https://verifymcp.io/servers/joselillotrax-cell-fixed-income-mcp/bondmath