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Fair Value MCP Server

REMOTE · FAIR-VALUE.ASCENT-PARTNERS.COM · 2 COMPONENTS · SCANNED OCT 7

Valuation MCP: DCF/NAV/CCA, WACC, derivatives, credit risk, fixed income, structured products.

Available components

remote · fair-value.ascent-partners.com 73 pypi · fair-value 24
73 Trust /100
Trust breakdown (7 categories)

How this component scores in each security and reliability category. Every signal is checked automatically against the live server, and we only credit what we can confirm. How we score → Why this is hard to score →

Endpoint Security80
Transport & Reachability100
Schema Quality & AI Usability70
  • 100% of prompts and resources have a non-trivial description (not blank, and not just the item's name).Pass
  • AI-judged instruction clarity (good).Pass
  • Context-footprint check failed: tool/resource definitions use about 8756 tokens (~515/item across 17 items; 14 tools + 3 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 Management0
  • Stability check failed: schema churn in the 2 days we've observed: 2 tool removals, 0 breaking changes, 0 auth/transport breaks, 0 additions. See how to fix → Fail
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 14 captured tool definition(s), and no name or description among them implies an irreversible operation.Pass
  • An AI judge read all 15 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
Install

How do I install the Fair Value MCP Server server?

Fair Value MCP Server is a hosted endpoint at https://fair-value.ascent-partners.com/mcp, so there is nothing to install locally. Ready-made configuration for Claude, Cursor, VS Code, Codex and 5 more is on this page, copied from each client's own documentation.

remote · fair-value.ascent-partners.com

# add to Claude Code
claude mcp add --transport http simonmak-ascent-fair-value 'https://fair-value.ascent-partners.com/mcp'
// .cursor/mcp.json
{
  "mcpServers": {
    "simonmak-ascent-fair-value": {
      "url": "https://fair-value.ascent-partners.com/mcp"
    }
  }
}
// .vscode/mcp.json
{
  "servers": {
    "simonmak-ascent-fair-value": {
      "type": "http",
      "url": "https://fair-value.ascent-partners.com/mcp"
    }
  }
}
# ~/.codex/config.toml
[mcp_servers.simonmak-ascent-fair-value]
url = "https://fair-value.ascent-partners.com/mcp"
// opencode.json
{
  "$schema": "https://opencode.ai/config.json",
  "mcp": {
    "simonmak-ascent-fair-value": {
      "type": "remote",
      "url": "https://fair-value.ascent-partners.com/mcp",
      "enabled": true
    }
  }
}
# add to OpenClaw
openclaw mcp add simonmak-ascent-fair-value --url 'https://fair-value.ascent-partners.com/mcp' --transport streamable-http
# ~/.hermes/config.yaml
mcp_servers:
  simonmak-ascent-fair-value:
    url: "https://fair-value.ascent-partners.com/mcp"
// ~/.netclaw/config/netclaw.json
{
  "McpServers": {
    "simonmak-ascent-fair-value": {
      "Transport": "http",
      "Url": "https://fair-value.ascent-partners.com/mcp"
    }
  }
}
# add to Vellum
assistant mcp add simonmak-ascent-fair-value -t streamable-http -u 'https://fair-value.ascent-partners.com/mcp'
// mcp.json
{
  "mcpServers": {
    "simonmak-ascent-fair-value": {
      "type": "http",
      "url": "https://fair-value.ascent-partners.com/mcp"
    }
  }
}

The mcpServers block is a cross-client convention. Remote transports vary, so check your client's docs.

Changelog

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.

  • 6 Oct 26 +1
    • Tool “calculate_discount_rate” rewrote its description, which is the text the model reads security
    • Tool “calculate_fair_value_adjustment” rewrote its description, which is the text the model reads security
    • Tool “calculate_fixed_income” rewrote its description, which is the text the model reads security
    • Tool “calculate_loss_making_company” rewrote its description, which is the text the model reads security
    • Tool “calculate_market_multiple” rewrote its description, which is the text the model reads security
    • Tool “calculate_option” rewrote its description, which is the text the model reads security
    • Tool “calculate_residual” rewrote its description, which is the text the model reads security
    • Tool “calculate_sector_metrics” rewrote its description, which is the text the model reads security
    • Tool “calculate_structured_product” rewrote its description, which is the text the model reads security
    • Tool “calculate_expected_value” rewrote its description, which is the text the model reads security
    • Tool “calculate_actuarial_pv” rewrote its description, which is the text the model reads security
    • Tool “calculate_convertible_bond” rewrote its description, which is the text the model reads security
    • Tool “calculate_credit_loss” rewrote its description, which is the text the model reads security
    • Tool “calculate_dcf” rewrote its description, which is the text the model reads security
    • Server version: 4.0.11 → 0.2.6 functional
    • “calculate_discount_rate” reworded the description of “method” cosmetic
    • “calculate_expected_value” reworded the description of “method” cosmetic
    • “calculate_fair_value_adjustment” reworded the description of “method” cosmetic
    • “calculate_fixed_income” reworded the description of “method” cosmetic
    • “calculate_loss_making_company” reworded the description of “method” cosmetic
    • “calculate_market_multiple” reworded the description of “method” cosmetic
    • “calculate_option” reworded the description of “method” cosmetic
    • “calculate_residual” reworded the description of “method” cosmetic
    • “calculate_sector_metrics” reworded the description of “method” cosmetic
    • “calculate_structured_product” reworded the description of “method” cosmetic
    • “calculate_actuarial_pv” reworded the description of “method” cosmetic
    • “calculate_convertible_bond” reworded the description of “method” cosmetic
    • “calculate_credit_loss” reworded the description of “method” cosmetic
    • “calculate_dcf” reworded the description of “method” cosmetic
  • 5 Oct 26 +6
    • Stability: unverified → fail ▼ security
    • Tool “calculate_company_summary” was removed ▼ security
    • Tool “calculate_report_review” was removed ▼ security
    • Judged manipulation: unverified → pass ▲ security
    • Tool “calculate_convertible_bond” rewrote its description, which is the text the model reads security
    • Tool “calculate_credit_loss” rewrote its description, which is the text the model reads security
    • Tool “calculate_dcf” rewrote its description, which is the text the model reads security
    • Tool “calculate_discount_rate” rewrote its description, which is the text the model reads security
    • Tool “calculate_expected_value” rewrote its description, which is the text the model reads security
    • Tool “calculate_fair_value_adjustment” rewrote its description, which is the text the model reads security
    • Tool “calculate_fixed_income” rewrote its description, which is the text the model reads security
    • Tool “calculate_loss_making_company” rewrote its description, which is the text the model reads security
    • Tool “calculate_market_multiple” rewrote its description, which is the text the model reads security
    • Tool “calculate_option” rewrote its description, which is the text the model reads security
    • Tool “calculate_residual” rewrote its description, which is the text the model reads security
    • Tool “calculate_sector_metrics” rewrote its description, which is the text the model reads security
    • Tool “calculate_structured_product” rewrote its description, which is the text the model reads security
    • Tool “calculate_actuarial_pv” rewrote its description, which is the text the model reads security
    • Prompt “review_valuation_report” was removed ▼ functional
    • Schema quality: unverified → good ▲ functional
    • New resource “fair_value_methods” functional
    • Server version: 4.0.10 → 4.0.11 functional
  • 4 Oct 26 66

    First indexed and scored.

Diagnostics

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 8 Oct 2026 · Probed https://fair-value.ascent-partners.com/mcp

TLS valid

Negotiated TLS 1.3 with TLS_AES_128_GCM_SHA256 .

Subject Issuer Valid from Valid until Key Signature Serial
CN=*.ascent-partners.com CN=YR2,O=Let's Encrypt,C=US 18 Aug 2026 16 Nov 2026 RSA 2048 SHA256-RSA 60ef6c381e1a219e6810dd52f2158edca94
SANs: *.ascent-partners.com, ascent-partners.com
CN=YR2,O=Let's Encrypt,C=US (CA) CN=Root YR,O=ISRG,C=US 3 Sept 2025 2 Sept 2028 RSA 2048 SHA256-RSA 4ebd24947e24d394802d84a52fd5b319
CN=Root YR,O=ISRG,C=US (CA) CN=ISRG Root X1,O=Internet Security Research Group,C=US 13 May 2026 2 Sept 2032 RSA 4096 SHA256-RSA f24b6d17f9d9ad7cb1c9fea78782699f

Background: What to check on a remote MCP endpoint →

DNSSEC insecure

Validation of fair-value.ascent-partners.com. — Not signed

Zone DS Keys Algorithms Outcome
. trust_anchor 20326, 38696 8, 8 Verified
com. present 19718 13 Verified
ascent-partners.com. absent Unsigned (proven) parent-signed NSEC/NSEC3 proves an unsigned delegation
Authentication No authorisation required

The endpoint answered without asking for a token. Anyone who knows the URL can reach it.

Result No authorisation required
HTTP status 200
Header Value
strict-transport-security max-age=63072000
x-content-type-options nosniff
referrer-policy strict-origin-when-cross-origin

Background: How OAuth 2.1 works in the 2026 MCP spec →

Transports 2 probes
Transport URL Outcome Status Location
streamable-http https://fair-value.ascent-partners.com/mcp Verified 200
http (plaintext) http://fair-value.ascent-partners.com/mcp HTTPS enforced 308 https://fair-value.ascent-partners.com/mcp
MCP tools · 14 exposed · ~8,700 tokens

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 →

Tool Tokens
calculate_actuarial_pv ~456

Actuarial present value engine. Discount expected cash flows with mortality, survival, and risk adjustment for insurance and benefit obligations, generalising IFRS 17 (fulfilment cash flows), IAS 19 (employee benefits), IFRS 2 (share-based payments), and IAS 37 (provisions). Use this for regulated IFRS/HKFRS obligations only; it does NOT do generic project or scenario probability weighting (use calculate_expected_value). Methods: ifrs17_gmm: cash_flows, discount_rate, risk_adjustment; ifrs17_paa: premiums, claims_cash, acquisition_cash_flows, coverage_periods; ifrs17_vfa: cash_flows, discount_rate, underlying_items_return, risk_adjustment; ias19_puc: projected_benefits, discount_rate, attribution_years; ias37_provision: outcomes, probabilities, discount_rate, periods. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
acquisition_cash_flows––Acquisition cash flows in reporting currency.
attribution_years––Years of service for attribution (>=1).
cash_flows––Projected cash flows in reporting currency, indexed t=1..n.
claims_cash––Expected claims in reporting currency.
coverage_periods––Coverage periods for the PAA (>=1).
discount_rate––Discount rate as a decimal (0.10 = 10%); pre-tax when method=viu_pre_tax.
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
outcomes––Outcome values aligned with probabilities.
periods––Number of periods n (>=1).
premiums––Premiums in reporting currency.
probabilities––Cumulative success probability per period in [0,1], aligned with cash_flows.
projected_benefits––Projected benefits per service year.
risk_adjustment––Explicit risk adjustment for non-financial risk.
underlying_items_return––Return on underlying items (decimal).
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_convertible_bond ~462

Convertible-bond engine. Value callable and puttable convertible or exchangeable bonds with credit risk using a Tsiveriotis-Fernandes lattice (equity discounted at the risk-free rate, debt at a credit spread), with conversion, issuer call, holder put, coupon schedule, and a straight-bond floor. Use this for convertible and exchangeable bonds; for a plain bond or rate curve use calculate_fixed_income, and for a standalone option or warrant use calculate_option. The lattice_tsf, lattice_intensity, finite_difference, lsmc and quantlib methods are alternative numerical schemes for the same valuation and take identical inputs (Tsiveriotis-Fernandes is the reference, lsmc is Monte Carlo, quantlib needs the optional engine); choose one. Methods: lattice_tsf/lattice_intensity/finite_difference/lsmc/quantlib: spot, face, coupon_rate, maturity, conversion_ratio, volatility, risk_free, credit_spread, call_schedule, put_schedule, rights_priority. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
call_schedule––Issuer call schedule [{date_years, price}]; pass [] when there is none.
conversion_ratio––Shares received per bond on conversion.
coupon_rate––Annual coupon rate (decimal).
credit_spread––Credit spread over the risk-free rate (decimal).
face––Bond face value.
maturity––Time to expiry in years (0.5 = six months); > 0.
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
put_schedule––Investor put schedule [{date_years, price}]; pass [] when there is none.
rights_priority––Which right prevails when call and put coincide.
risk_free––Continuously-compounded risk-free rate (decimal).
spot––Spot price of the underlying (or FX rate for garman_kohlhagen).
volatility––Annualized volatility (decimal, 0.30 = 30%); > 0.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_credit_loss ~531

Credit-risk engine (IFRS 9 / HKFRS 9). Compute 12-month, lifetime, and staged expected credit loss, PD/LGD/EAD, provision matrices, hazard rates, and CVA/DVA. Use this for impairment, fair-value credit adjustment, and loan-loss provisioning; for the credit component of a specific convertible bond use calculate_convertible_bond, and for liquidity, control or marketability discounts rather than credit loss use calculate_fair_value_adjustment. Methods: ecl_12m: ead, pd, lgd; ecl_lifetime: ead, pd_lifetime, lgd; ecl_staged: ead, pd_12m, pd_lifetime, lgd, stage; provision_matrix: receivables_ageing, loss_rates; pd_from_spread: credit_spread, recovery, tenor_years; cumulative_pd: annual_pd, years; hazard: hazard_rate, tenor_years; cva_dva: exposure_profile, pd, lgd, discount_rate. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
annual_pd––Annual PD in [0,1].
credit_spread––Credit spread over the risk-free rate (decimal).
discount_rate––Discount rate as a decimal (0.10 = 10%); pre-tax when method=viu_pre_tax.
ead––Exposure at default in currency units.
exposure_profile––Expected exposure per period.
hazard_rate––Default hazard rate as a decimal.
lgd––Loss given default in [0,1] (1 - recovery rate).
loss_rates––Loss rate per ageing bucket.
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
pd––Probability of default over the horizon, in [0,1].
pd_12m––12-month PD in [0,1].
pd_lifetime––Lifetime PD in [0,1].
receivables_ageing––Ageing buckets [{bucket, amount}].
recovery––Recovery rate in [0,1].
stage––IFRS 9 stage (1, 2 or 3).
tenor_years––Tenor in years (>0).
years––Number of projection years n; equal len(cash_flows) when both are supplied.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_dcf ~515

Discounted cash flow valuation engine. Choose a method and supply its exact inputs to value a business from projected free cash flows, dividends, residual income, or economic profit. Covers FCFF/FCFE DCF, NPV/IRR, terminal values, and multi-stage growth. Use this for going-concern cash-flow businesses; for asset-anchored or financial firms use calculate_residual, for peer-based pricing use calculate_market_multiple, and for pre-profit companies use calculate_loss_making_company. Methods: dcf/npv: cash_flows, discount_rate; annuity: payment, discount_rate, periods; growing_annuity: payment, discount_rate, growth_rate, periods; perpetuity: payment, discount_rate; terminal_gordon: final_cash_flow, discount_rate, perpetual_growth; terminal_multiple: final_cash_flow, exit_multiple; viu_pre_tax: cash_flows, pre_tax_discount_rate; rnpv: cash_flows, discount_rate, probabilities; lease_pv: lease_payments, incremental_borrowing_rate. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
cash_flows––Projected cash flows in reporting currency, indexed t=1..n.
discount_rate––Discount rate as a decimal (0.10 = 10%); pre-tax when method=viu_pre_tax.
exit_multiple––Exit multiple on the final flow, e.g. 8.0 for 8x.
final_cash_flow––Final-period cash flow for the terminal value.
growth_rate––Periodic growth rate as a decimal (0.03 = 3%).
incremental_borrowing_rate––Lessee incremental borrowing rate (decimal), IFRS 16.
lease_payments––Contractual lease payments in reporting currency, t=1..n.
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
payment––Level periodic payment in reporting currency.
periods––Number of periods n (>=1).
perpetual_growth––Gordon growth rate (decimal); strictly below discount_rate.
pre_tax_discount_rate––Pre-tax discount rate (decimal), required by viu_pre_tax (IAS 36).
probabilities––Cumulative success probability per period in [0,1], aligned with cash_flows.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_discount_rate ~694

Cost-of-capital engine. Compute WACC, cost of equity (CAPM), cost of debt, unlevered/relevered beta, and country or size premiums from an explicit capital structure and market inputs. Use this to derive the discount rate an income-approach valuation needs; it returns a rate, not a valuation, so feed the result to calculate_dcf, or to calculate_residual for IFRS-basis measurement. Methods: wacc: equity_weight, debt_weight, cost_equity, cost_debt, tax_rate; capm: risk_free, beta, market_return; startup_capm: risk_free, beta, market_risk_premium, size_premium, illiquidity_premium; build_up: risk_free, equity_risk_premium, size_premium, industry_premium, specific_premium; currency_adjusted: base_rate, currency_risk_premium, country_risk_premium; country_risk: sovereign_yield, us_risk_free; esg: base_rate, esg_risk_premium, esg_opportunity_discount; portfolio_beta: weights, betas; ibr: risk_free, credit_spread, tenor_years. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
base_rate––Base rate before currency/country/ESG adjustment (decimal).
beta––Equity beta (market = 1.0).
betas––Asset/segment betas aligned with weights.
cost_debt––Pre-tax cost of debt as a decimal.
cost_equity––Cost of equity as a decimal (0.12 = 12%).
country_risk_premium––Country risk premium (decimal).
credit_spread––Credit spread over the risk-free rate (decimal).
currency_risk_premium––Currency risk premium (decimal).
debt_weight––Market-value weight of debt (decimal); with equity_weight must sum to 1.
equity_risk_premium––Equity risk premium (decimal).
equity_weight––Market-value weight of equity (decimal); with debt_weight must sum to 1.
esg_opportunity_discount––ESG opportunity discount subtracted from the base rate (decimal).
esg_risk_premium––ESG risk premium added to the base rate (decimal).
illiquidity_premium––Illiquidity premium (decimal).
industry_premium––Industry risk premium (decimal).
market_return––Expected market return (decimal).
market_risk_premium––Market risk premium (decimal).
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
risk_free––Continuously-compounded risk-free rate (decimal).
size_premium––Small-size premium (decimal).
sovereign_yield––Sovereign bond yield (decimal).
specific_premium––Company-specific risk premium (decimal).
tax_rate––Marginal corporate tax rate as a decimal.
tenor_years––Tenor in years (>0).
us_risk_free––US Treasury risk-free yield (decimal).
weights––Weights that must sum to 1.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_expected_value ~384

Expected-value engine. Compute expected values over discrete, continuous, simulated, or tree-structured uncertainty, plus football-field ranges. Use this for generic probability weighting of scenarios, Monte-Carlo and decision trees; it does NOT perform IFRS/HKFRS measurement of provisions, insurance or employee-benefit obligations (use calculate_actuarial_pv), and it does not price path-dependent payoffs (use calculate_structured_product). Methods: discrete: outcomes, probabilities; continuous: distribution, mean, std, lower, upper; scenario: scenarios; monte_carlo: iterations, distributions, base_params, seed; decision_tree: tree; football_field: estimates. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
base_params––Base parameter values for simulation.
distribution––Continuous distribution to integrate over.
distributions––Input distributions [{parameter, type, mean, std}].
estimates––Estimates [{method, central, low, high}] for a football field.
iterations––Monte-Carlo iterations (>=1000).
lower––Lower integration bound.
mean––Distribution mean.
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
outcomes––Outcome values aligned with probabilities.
probabilities––Cumulative success probability per period in [0,1], aligned with cash_flows.
scenarios––Scenarios [{probability, value}] with probabilities summing to 1.
seed––Deterministic RNG seed (required by simulation methods for reproducibility).
std––Distribution standard deviation (>0).
tree––Decision tree with chance/decision nodes.
upper––Upper integration bound.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_fair_value_adjustment ~349

Fair-value-adjustment engine (IFRS 13). Compute exit-price adjustments including credit, liquidity, control and marketability discounts, blockage, and the fair-value hierarchy level. Use this to move from an indicated value to the fair value recognised in the accounts; for liquidity/marketability inputs of a listed instrument prefer calculate_market_multiple, and for expected credit loss use calculate_credit_loss. Methods: dlom: base_value, restricted_period, volatility, risk_free; dloc: base_value, transaction_cost_pct; control_premium: base_value, control_premium_pct; minority_discount: base_value, minority_discount_pct; highest_best_use: base_value, alternative_use_values; hierarchy_level: inputs. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
alternative_use_values––Financially feasible alternative-use values.
base_value––Base valuation before the adjustment.
control_premium_pct––Control premium as a fraction of value.
inputs––Inputs [{value, level}] used to determine the hierarchy level.
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
minority_discount_pct––Minority discount as a fraction of value.
restricted_period––Restricted/marketability period in years (>=0).
risk_free––Continuously-compounded risk-free rate (decimal).
transaction_cost_pct––Transaction cost as a fraction of value.
volatility––Annualized volatility (decimal, 0.30 = 30%); > 0.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_fixed_income ~546

Fixed-income engine. Price plain coupon bonds, solve for yield to maturity, measure interest-rate sensitivity via Macaulay and modified duration and convexity, and build a HIBOR/HKD-style term structure: bootstrap a zero curve from par rates, infer forward rates, and discount cash flows on the curve. Use this for vanilla bonds, rate risk and discount curves; for convertibles use calculate_convertible_bond and for structured payoffs use calculate_structured_product. Methods: bond_price/duration/convexity: face, coupon_rate, years, ytm, frequency; bond_yield: face, coupon_rate, years, price, frequency; matrix_pricing: target_tenor, benchmark_tenors, benchmark_yields; discount_factor: rate, years, frequency; zero_curve: par_rates, tenors, frequency; forward_rate: zero_rates, tenors, t1, t2; pv_curve: cash_flows, times, zero_rates, tenors. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
benchmark_tenors––Benchmark tenors in years, sorted, aligned with benchmark_yields.
benchmark_yields––Benchmark yields (decimal) at each benchmark tenor.
cash_flows––Projected cash flows in reporting currency, indexed t=1..n.
coupon_rate––Annual coupon rate (decimal).
face––Bond face value.
frequency––Coupon payments per year (1=annual, 2=semi-annual).
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
par_rates––Par (coupon) rates per tenor, aligned with tenors (decimal).
price––Dirty price of the instrument in reporting currency.
rate––A single interest/zero rate (decimal).
t1––Forward period start in years (>=0).
t2––Forward period end in years (> t1).
target_tenor––Target tenor in years for matrix pricing (interpolated).
tenors––Tenors in years, aligned with par_rates or zero_rates.
times––Cash-flow times in years, aligned with cash_flows.
years––Number of projection years n; equal len(cash_flows) when both are supplied.
ytm––Yield to maturity (decimal, annualised).
zero_rates––Zero (spot) rates per tenor, decimal, annual compounding.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_loss_making_company ~724

Loss-making-company engine. Value currently unprofitable companies with margin-ramp DCF, revenue multiples, Merton structural equity, the VC method, distressed waterfalls, bank residual income, and SPAC deals; every method returns a central value plus a dispersion (sigma, percentiles, long-tail). Use this when earnings-based multiples break down; for standalone probability weighting of arbitrary scenarios use calculate_expected_value, and for a single going-concern DCF use calculate_dcf. Methods: margin_ramp_dcf: revenue, growth_rate, start_margin, target_margin, ramp_years, discount_rate, years, shares_outstanding, net_debt, range_method; revenue_multiple: revenue, ev_revenue_multiple, net_debt, shares_outstanding, range_method; merton_equity: firm_value, firm_volatility, debt, risk_free, maturity, range_method; vc_method: terminal_value, target_return, investment, shares_outstanding, range_method; distressed_waterfall: enterprise_value, claims, range_method; bank_residual_income: book_value, net_income, cost_equity, growth_rate, range_method; spac_deal: trust_cash, shares_outstanding, redemption_price, range_method. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
book_value––Book value of equity in reporting currency.
claims––Ordered claims [{name, amount, priority}] for a waterfall.
cost_equity––Cost of equity as a decimal (0.12 = 12%).
debt––Debt face value (default point) for the Merton equity model.
discount_rate––Discount rate as a decimal (0.10 = 10%); pre-tax when method=viu_pre_tax.
enterprise_value––Enterprise value distributed across claims.
ev_revenue_multiple––EV/Revenue multiple.
firm_value––Firm/asset value for the Merton equity model.
firm_volatility––Asset volatility for the Merton equity model (decimal).
growth_rate––Periodic growth rate as a decimal (0.03 = 3%).
investment––Amount invested (VC method).
maturity––Time to expiry in years (0.5 = six months); > 0.
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
net_debt––Total debt minus cash and equivalents.
net_income––Net income in reporting currency.
ramp_years––Years to move from start_margin to target_margin (>=1).
range_method––Statistic returned as the headline value; the full dispersion is always included.
redemption_price––SPAC redemption price per share.
revenue––Base-year revenue in reporting currency.
risk_free––Continuously-compounded risk-free rate (decimal).
shares_outstanding––Shares outstanding.
start_margin––Opening operating margin (decimal, may be negative); margin_ramp.
target_margin––Normalized margin reached after ramp_years; margin_ramp.
target_return––VC target return multiple.
terminal_value––Exit/terminal value (VC method).
trust_cash––SPAC trust cash available for redemption.
years––Number of projection years n; equal len(cash_flows) when both are supplied.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_market_multiple ~626

Market-multiple engine. Apply peer multiples (P/E, P/B, EV/EBITDA, EV/Sales, PEG and more) or derive implied multiples to price a company on a comparable basis. Use this for market-approach pricing where peers exist; it does peer multiples only — for intrinsic cash-flow value use calculate_dcf, and for residual-income or IFRS-basis measurement use calculate_residual. Methods: ev_revenue: revenue, ev_revenue_multiple; ev_ebitda: ebitda, ev_ebitda_multiple; ev_arr: arr, ev_arr_multiple; ev_gmv: gmv, ev_gmv_multiple; pe: eps, pe_multiple; pb: book_value_per_share, pb_multiple; ps: sales_per_share, ps_multiple; cap_rate: net_operating_income, cap_rate; regression: intercept, growth_rate, growth_coefficient, market_maturity, maturity_coefficient; royalty_cap: revenue, royalty_rate, discount_rate; ddm: dividend_per_share, cost_equity, growth_rate. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
arr––Annual recurring revenue in reporting currency.
book_value_per_share––Book value per share.
cap_rate––Capitalisation rate as a decimal (0.06 = 6%).
cost_equity––Cost of equity as a decimal (0.12 = 12%).
discount_rate––Discount rate as a decimal (0.10 = 10%); pre-tax when method=viu_pre_tax.
dividend_per_share––Dividend per share in reporting currency.
ebitda––EBITDA in reporting currency.
eps––Earnings per share.
ev_arr_multiple––EV/ARR multiple.
ev_ebitda_multiple––EV/EBITDA multiple.
ev_gmv_multiple––EV/GMV multiple.
ev_revenue_multiple––EV/Revenue multiple.
gmv––Gross merchandise value in reporting currency.
growth_coefficient––Regression slope on growth.
growth_rate––Periodic growth rate as a decimal (0.03 = 3%).
intercept––Regression intercept (base multiple).
market_maturity––Market maturity indicator.
maturity_coefficient––Regression slope on market maturity.
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
net_operating_income––Stabilised net operating income in reporting currency.
pb_multiple––Price/Book multiple.
pe_multiple––Price/Earnings multiple.
ps_multiple––Price/Sales multiple.
revenue––Base-year revenue in reporting currency.
royalty_rate––Royalty rate as a decimal (0.05 = 5% of revenue).
sales_per_share––Sales per share.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_option ~644

Option-pricing engine. Price European and American options and warrants (Black-Scholes, Black-76, CRR binomial, Garman-Kohlhagen FX, digital, range, share-based) and their greeks. Use this for a single contingent claim or warrant on one underlying; it does NOT price listed structured payoffs such as CBBCs, inline/derivative warrants or autocallables (use calculate_structured_product). Methods: black_scholes: spot, strike, maturity, risk_free, volatility, option_type; black76: forward, strike, maturity, risk_free, volatility, option_type; binomial_american: spot, strike, maturity, risk_free, volatility, option_type, steps; garman_kohlhagen: spot, strike, maturity, domestic_rate, foreign_rate, volatility, option_type; barrier_first_passage: spot, strike, maturity, risk_free, volatility, option_type, barrier, barrier_type; asian_average: spot, strike, maturity, risk_free, volatility, option_type, average_type; digital: spot, strike, maturity, risk_free, volatility, cash_payout; range: spot, lower_strike, upper_strike, maturity, risk_free, volatility, payout; share_based: share_price, exercise_price, expected_life, volatility, risk_free, dividend_yield. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
average_type––Averaging convention.
barrier––Knock level for barrier_first_passage.
barrier_type––Barrier direction.
cash_payout––Fixed cash amount paid when the digital condition is met.
dividend_yield––Continuous dividend yield (decimal).
domestic_rate––Domestic continuously-compounded rate (decimal).
exercise_price––Exercise price of the award (IFRS 2).
expected_life––Expected life of the award in years (IFRS 2).
foreign_rate––Foreign continuously-compounded rate (decimal).
forward––Forward/futures price of the underlying.
lower_strike––Lower strike of the range.
maturity––Time to expiry in years (0.5 = six months); > 0.
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
option_type––Option right.
payout––Fixed payout when the range condition is met.
risk_free––Continuously-compounded risk-free rate (decimal).
share_price––Grant-date share price (IFRS 2).
spot––Spot price of the underlying (or FX rate for garman_kohlhagen).
steps––Lattice steps for binomial_american (>=50).
strike––Strike or exercise price in the same currency as spot.
upper_strike––Upper strike of the range.
volatility––Annualized volatility (decimal, 0.30 = 30%); > 0.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_residual ~1,285

IFRS/HKFRS measurement engine. Compute goodwill and purchase-price allocation, impairment (IAS 36), inventory net realisable value, held-for-sale, debt waterfalls, cap tables, sum-of-the-parts and SPAC redemption; residual income and justified price-to-book; and non-financial asset fair value: investment property (IAS 40 / HKAS 40), PP&E revaluation via depreciated replacement cost (IAS 16) and biological assets at fair value less costs to sell (IAS 41). Use this for accounting-basis measurement of assets and equity; for going-concern cash flow use calculate_dcf and for peer multiples use calculate_market_multiple. Methods: goodwill: purchase_price, fair_value_net_identifiable_assets; ppa: purchase_price, tangible_assets_fv, identified_intangibles_fv; impairment_fvlcd: carrying_value, fair_value_less_costs_to_dispose; impairment_viu: carrying_value, value_in_use; inventory_nrv: carrying_value, net_realisable_value; held_for_sale: carrying_value, fair_value_less_costs_to_sell; debt_waterfall/cap_table: enterprise_value, claims; sotp: segments, net_debt, holding_discount; spac_redemption: trust_cash, shares_outstanding, redemption_price; investment_property: noi, cap_rate; ppe_revaluation: replacement_cost, accumulated_depreciation; biological_asset: expected_price, quantity, costs_to_sell; residual_income: book_value, net_income, cost_equity; justified_pb: roe, cost_equity, growth_rate; relief_from_royalty: revenue, royalty_rate, discount_rate, periods; mpeem: cash_flows, contributory_charges, discount_rate; with_without: with_cash_flows, without_cash_flows, discount_rate; recoverable_amount: fair_value_less_costs_to_dispose, value_in_use; liability_fulfilment: fulfilment_costs, mark_up, discount_rate; inventory_residual: selling_price, costs_to_complete, profit_allowance; development_residual: gross_development_value, development_costs, developer_profit. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extr…

NameTypeReqDescription
accumulated_depreciation––Accumulated depreciation to deduct (IAS 16).
book_value––Book value of equity in reporting currency.
cap_rate––Capitalisation rate as a decimal (0.06 = 6%).
carrying_value––Carrying amount before the test.
cash_flows––Projected cash flows in reporting currency, indexed t=1..n.
claims––Ordered claims [{name, amount, priority}] for a waterfall.
contributory_charges––Contributory-asset charges (economic rent) per period, aligned with cash_flows (IVS 210 MPEEM).
cost_equity––Cost of equity as a decimal (0.12 = 12%).
costs_to_complete––Remaining costs to complete work-in-process inventory (IVS 230).
costs_to_sell––Incremental costs to sell / dispose (IAS 41).
developer_profit––Required developer's profit/risk allowance (IVS 410).
development_costs––All known/anticipated costs to complete the development.
discount_rate––Discount rate as a decimal (0.10 = 10%); pre-tax when method=viu_pre_tax.
enterprise_value––Enterprise value distributed across claims.
expected_price––Expected market price per biological-asset unit (IAS 41).
fair_value_less_costs_to_dispose––FVLCD in reporting currency.
fair_value_less_costs_to_sell––FV less costs to sell in reporting currency.
fair_value_net_identifiable_assets––Fair value of net identifiable assets.
fulfilment_costs––Costs required to fulfil the performance obligation per period (IVS 220 Bottom-Up).
gross_development_value––Anticipated value of the completed development (IVS 410 residual method).
growth_rate––Periodic growth rate as a decimal (0.03 = 3%).
holding_discount––Holding-company discount as a decimal.
identified_intangibles_fv––Fair value of separately identified intangibles.
mark_up––Reasonable mark-up on fulfilment costs (decimal, IVS 220 Bottom-Up).
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
net_debt––Total debt minus cash and equivalents.
net_income––Net income in reporting currency.
net_realisable_value––Estimated NRV in reporting currency.
noi––Net operating income of the property (IAS 40).
periods––Number of periods n (>=1).
profit_allowance––Estimated profit allowance on the completion/disposal effort.
purchase_price––Consideration transferred in reporting currency.
quantity––Number of units (biological assets).
redemption_price––SPAC redemption price per share.
replacement_cost––Depreciated-replacement-cost gross value of PP&E (IAS 16).
revenue––Base-year revenue in reporting currency.
roe––Return on equity (decimal).
royalty_rate––Royalty rate as a decimal (0.05 = 5% of revenue).
segments––Segments [{name, value}] for a sum-of-the-parts.
selling_price––Estimated selling price of the finished inventory (IVS 230 top-down).
shares_outstanding––Shares outstanding.
tangible_assets_fv––Fair value of tangible assets.
trust_cash––SPAC trust cash available for redemption.
value_in_use––Value in use in reporting currency.
with_cash_flows––After-tax cash flows with the asset in use (IVS 210 with-and-without).
without_cash_flows––After-tax cash flows absent the asset (IVS 210 with-and-without), aligned with with_cash_flows.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_sector_metrics ~730

Sector-metric engine. Compute the metrics that anchor valuation in specific industries: SaaS (ARR, NRR, magic number, Rule of 40), marketplaces (take rate, GMV multiple), lending (LTV/CAC), and crypto (NVT, Metcalfe). It returns operating metrics, not a valuation; use them as inputs to calculate_market_multiple or calculate_dcf. Methods: ltv: arpu, gross_margin, churn_rate; cac: sales_marketing_expense, new_customers; arr: subscription_values; nrr: starting_revenue, ending_revenue, expansion_revenue; magic_number: net_new_arr, sales_marketing_expense_prior; rule_of_40: growth_rate, profit_margin; take_rate: revenue, gmv; gmv_multiple: gmv, ev_gmv_multiple; retention: retained_customers, starting_customers; trl: market_size, market_share, margin, exit_multiple, trl_discount; break_even: fixed_costs, asp, variable_cost; gross_margin: asp, variable_cost; token: transaction_volume, price_per_tx, velocity, supply; nvt: market_cap, transaction_volume; metcalfe: n, coefficient. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
arpu––Average revenue per user per period.
asp––Average selling price per unit.
churn_rate––Periodic churn rate as a decimal.
coefficient––Scaling coefficient (Metcalfe).
ending_revenue––Revenue from the cohort at period end.
ev_gmv_multiple––EV/GMV multiple.
exit_multiple––Exit multiple on the final flow, e.g. 8.0 for 8x.
expansion_revenue––Expansion revenue from the cohort.
fixed_costs––Period fixed costs.
gmv––Gross merchandise value in reporting currency.
gross_margin––Gross margin as a decimal (0.80 = 80%).
growth_rate––Periodic growth rate as a decimal (0.03 = 3%).
margin––Operating margin as a decimal.
market_cap––Market capitalisation.
market_share––Achievable market share as a decimal.
market_size––Total addressable market in reporting currency.
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
n––Node/participant count n (>=0).
net_new_arr––Net new ARR in the period.
new_customers––Customers acquired in the period.
price_per_tx––Value per transaction.
profit_margin––Profit margin as a decimal.
retained_customers––Customers retained at period end.
revenue––Base-year revenue in reporting currency.
sales_marketing_expense––Sales and marketing spend for the period.
sales_marketing_expense_prior––Prior-period sales and marketing spend.
starting_customers––Customers at period start.
starting_revenue––Revenue from the cohort at period start.
subscription_values––Subscription revenue per customer.
supply––Token supply.
transaction_volume––Transaction volume for the period.
trl_discount––Technology-readiness risk discount as a decimal.
variable_cost––Variable cost per unit.
velocity––Token velocity.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

calculate_structured_product ~754

Structured-product engine. Value HKEX-listed and OTC structures: CBBCs, derivative and inline warrants, equity-linked notes and investments, autocallables, accumulators and decumulators, credit-linked notes, TRS, and CFDs. Use this for equity-linked and credit-linked payoff structures; for a plain option or warrant use calculate_option, for a convertible or exchangeable bond use calculate_convertible_bond, and for a vanilla bond or term structure use calculate_fixed_income. Methods: cbbc: notional, spot, strike, barrier, barrier_type, maturity, risk_free, volatility, option_type; cbbc_residual: notional, spot, call_price, entitlement, barrier, barrier_type, maturity, risk_free, volatility, option_type; derivative_warrant: notional, spot, strike, maturity, risk_free, volatility, average_type, option_type; inline_warrant: notional, spot, lower_strike, upper_strike, maturity, risk_free, volatility, payout; inline_warrant_avg: notional, spot, lower_strike, upper_strike, maturity, risk_free, volatility, payout, fixing_days; eli/eln: notional, spot, strike, maturity, risk_free, volatility, coupon_rate; autocallable: notional, spot, knock_out_level, observation_dates, coupon_rate_structured, maturity, risk_free, volatility; credit_linked_note: notional, credit_spread, recovery, maturity, risk_free, coupon_rate_structured; accumulator/decumulator: notional, spot, strike, knock_out_level, observation_dates, risk_free, volatility; trs: notional, spot, maturity, risk_free, dividend_yield; cfd: notional, spot, strike, maturity, risk_free. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

NameTypeReqDescription
average_type––Averaging convention.
barrier––Knock level for barrier_first_passage.
barrier_type––Barrier direction.
call_price––CBBC call price (mandatory-call trigger level).
coupon_rate––Annual coupon rate (decimal).
coupon_rate_structured––Conditional coupon rate (decimal).
credit_spread––Credit spread over the risk-free rate (decimal).
dividend_yield––Continuous dividend yield (decimal).
entitlement––CBBC entitlement: units of underlying per contract.
fixing_days––Number of closing fixings averaged for settlement (>=1).
knock_out_level––Knock-out level for autocallables and accumulators.
lower_strike––Lower strike of the range.
maturity––Time to expiry in years (0.5 = six months); > 0.
methodstringyesFormula to apply; the tool description lists the exact inputs each value requires.
notional––Contract notional/face amount in reporting currency.
observation_dates––Observation dates in years for path-dependent products.
option_type––Option right.
payout––Fixed payout when the range condition is met.
recovery––Recovery rate in [0,1].
risk_free––Continuously-compounded risk-free rate (decimal).
spot––Spot price of the underlying (or FX rate for garman_kohlhagen).
strike––Strike or exercise price in the same currency as spot.
upper_strike––Upper strike of the range.
volatility––Annualized volatility (decimal, 0.30 = 30%); > 0.
NameTypeReqDescription
assumptionsobject|null–Inputs and assumptions used, echoed for traceability.
data_timestampstring|null–ISO-8601 UTC timestamp of the underlying data, when fetched.
errorobject|null–Error detail, present only when status='error'.
formula_refstring|null–Formula or standards reference for the method.
methodstring|null–Method or tool name that produced the result.
statusstringyes'ok' on success, 'error' on failure.
stepsarray|null–Ordered computation steps, when the method reports them.
tickerstring|null–Ticker the result pertains to, when applicable.
value––Primary result: a number for scalar methods, an object for valuation methods.

No examples provided.

Common questions

What is the Fair Value MCP Server server?

Fair Value MCP Server is listed in the public MCP registry as io.github.simonmak-ascent/fair-value. Valuation MCP: DCF/NAV/CCA, WACC, derivatives, credit risk, fixed income, structured products. This page covers its hosted endpoint (https://fair-value.ascent-partners.com/mcp).

Is the Fair Value MCP Server server safe to use?

Fair Value MCP Server scores 73 out of 100 on VerifyMCP. 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 Fair Value MCP Server server expose?

Fair Value MCP Server exposes 14 tools: calculate_actuarial_pv, calculate_convertible_bond, calculate_credit_loss, calculate_dcf, calculate_discount_rate, and 9 more. Their descriptions and schemas cost roughly 8,700 tokens of context every time the server is loaded.

Does the Fair Value MCP Server server require authentication?

No. We connected to Fair Value MCP Server without credentials and it answered, so anything it exposes is reachable by anyone who knows the address.

Is the Fair Value MCP Server server still maintained?

Fair Value MCP Server is still listed as active in the MCP registry. We last reached this channel on 6 October 2026. Those dates come from our own scans of the registry and the channel itself, not from anything the publisher announced.