accueil / serveurs / Dev & Code / com.ascent-partners/fair-value
com.ascent-partners/fair-value
serveur MCP (Model Context Protocol) · fair-value 0.2.6
Référencé dans l'annuaire. Seul le pentest comportemental fait foi, et il n'a pas encore été exécuté sur ce serveur.
Est-ce que com.ascent-partners/fair-value est sûr ?
Au dernier audit MCP Hub, le serveur MCP « com.ascent-partners/fair-value » est classé « Non encore testé ». Référencé dans l'annuaire. Seul le pentest comportemental fait foi, et il n'a pas encore été exécuté sur ce serveur. Le verdict est réévalué en continu ; consultez la fiche pour l'état à jour.
Méthode : MCP Hub analyse la description de chaque outil (couche 1) et, pour le verdict fort, exécute le serveur dans une micro-VM isolée avec leurres et réseau bloqué (couche 2). On publie des noms et des compteurs, jamais le contenu brut renvoyé par un outil.
Les 14 outils
- calculate_actuarial_pv≈ 1202 tokens
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.
Paramètres, retour & exemple (14)
Paramètresmethod· string · requis · ifrs17_gmm | ifrs17_paa | ifrs17_vfa | ias19_puc | ias37_provision
Formula to apply; the tool description lists the exact inputs each value requires.periods· ? · optionnel
Number of periods n (>=1).outcomes· ? · optionnel
Outcome values aligned with probabilities.premiums· ? · optionnel
Premiums in reporting currency.cash_flows· ? · optionnel
Projected cash flows in reporting currency, indexed t=1..n.claims_cash· ? · optionnel
Expected claims in reporting currency.discount_rate· ? · optionnel
Discount rate as a decimal (0.10 = 10%); pre-tax when method=viu_pre_tax.probabilities· ? · optionnel
Cumulative success probability per period in [0,1], aligned with cash_flows.risk_adjustment· ? · optionnel
Explicit risk adjustment for non-financial risk.coverage_periods· ? · optionnel
Coverage periods for the PAA (>=1).attribution_years· ? · optionnel
Years of service for attribution (>=1).projected_benefits· ? · optionnel
Projected benefits per service year.acquisition_cash_flows· ? · optionnel
Acquisition cash flows in reporting currency.underlying_items_return· ? · optionnel
Return on underlying items (decimal).
Exemple d'appel{"name": "calculate_actuarial_pv", "arguments": {"method": "ifrs17_gmm"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_convertible_bond≈ 1177 tokens
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.
Paramètres, retour & exemple (12)
Paramètresface· ? · optionnel
Bond face value.spot· ? · optionnel
Spot price of the underlying (or FX rate for garman_kohlhagen).method· string · requis · lattice_tsf | lattice_intensity | finite_difference | lsmc | quantlib
Formula to apply; the tool description lists the exact inputs each value requires.maturity· ? · optionnel
Time to expiry in years (0.5 = six months); > 0.risk_free· ? · optionnel
Continuously-compounded risk-free rate (decimal).volatility· ? · optionnel
Annualized volatility (decimal, 0.30 = 30%); > 0.coupon_rate· ? · optionnel
Annual coupon rate (decimal).put_schedule· ? · optionnel
Investor put schedule [{date_years, price}]; pass [] when there is none.call_schedule· ? · optionnel
Issuer call schedule [{date_years, price}]; pass [] when there is none.credit_spread· ? · optionnel
Credit spread over the risk-free rate (decimal).rights_priority· ? · optionnel
Which right prevails when call and put coincide.conversion_ratio· ? · optionnel
Shares received per bond on conversion.
Exemple d'appel{"name": "calculate_convertible_bond", "arguments": {"method": "lattice_tsf"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_credit_loss≈ 1271 tokens
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.
Paramètres, retour & exemple (17)
Paramètrespd· ? · optionnel
Probability of default over the horizon, in [0,1].ead· ? · optionnel
Exposure at default in currency units.lgd· ? · optionnel
Loss given default in [0,1] (1 - recovery rate).stage· ? · optionnel
IFRS 9 stage (1, 2 or 3).years· ? · optionnel
Number of projection years n; equal len(cash_flows) when both are supplied.method· string · requis · ecl_12m | ecl_lifetime | ecl_staged | provision_matrix | pd_from_spread | cumulative_pd | hazard | cva_dva
Formula to apply; the tool description lists the exact inputs each value requires.pd_12m· ? · optionnel
12-month PD in [0,1].recovery· ? · optionnel
Recovery rate in [0,1].annual_pd· ? · optionnel
Annual PD in [0,1].loss_rates· ? · optionnel
Loss rate per ageing bucket.hazard_rate· ? · optionnel
Default hazard rate as a decimal.pd_lifetime· ? · optionnel
Lifetime PD in [0,1].tenor_years· ? · optionnel
Tenor in years (>0).credit_spread· ? · optionnel
Credit spread over the risk-free rate (decimal).discount_rate· ? · optionnel
Discount rate as a decimal (0.10 = 10%); pre-tax when method=viu_pre_tax.exposure_profile· ? · optionnel
Expected exposure per period.receivables_ageing· ? · optionnel
Ageing buckets [{bucket, amount}].
Exemple d'appel{"name": "calculate_credit_loss", "arguments": {"method": "ecl_12m"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_dcf≈ 1244 tokens
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.
Paramètres, retour & exemple (13)
Paramètresmethod· string · requis · dcf | npv | annuity | growing_annuity | perpetuity | terminal_gordon | terminal_multiple | viu_pre_tax
Formula to apply; the tool description lists the exact inputs each value requires.payment· ? · optionnel
Level periodic payment in reporting currency.periods· ? · optionnel
Number of periods n (>=1).cash_flows· ? · optionnel
Projected cash flows in reporting currency, indexed t=1..n.growth_rate· ? · optionnel
Periodic growth rate as a decimal (0.03 = 3%).discount_rate· ? · optionnel
Discount rate as a decimal (0.10 = 10%); pre-tax when method=viu_pre_tax.exit_multiple· ? · optionnel
Exit multiple on the final flow, e.g. 8.0 for 8x.probabilities· ? · optionnel
Cumulative success probability per period in [0,1], aligned with cash_flows.lease_payments· ? · optionnel
Contractual lease payments in reporting currency, t=1..n.final_cash_flow· ? · optionnel
Final-period cash flow for the terminal value.perpetual_growth· ? · optionnel
Gordon growth rate (decimal); strictly below discount_rate.pre_tax_discount_rate· ? · optionnel
Pre-tax discount rate (decimal), required by viu_pre_tax (IAS 36).incremental_borrowing_rate· ? · optionnel
Lessee incremental borrowing rate (decimal), IFRS 16.
Exemple d'appel{"name": "calculate_dcf", "arguments": {"method": "dcf"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_discount_rate≈ 1662 tokens
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.
Paramètres, retour & exemple (26)
Paramètresbeta· ? · optionnel
Equity beta (market = 1.0).betas· ? · optionnel
Asset/segment betas aligned with weights.method· string · requis · wacc | capm | startup_capm | build_up | currency_adjusted | country_risk | esg | portfolio_beta
Formula to apply; the tool description lists the exact inputs each value requires.weights· ? · optionnel
Weights that must sum to 1.tax_rate· ? · optionnel
Marginal corporate tax rate as a decimal.base_rate· ? · optionnel
Base rate before currency/country/ESG adjustment (decimal).cost_debt· ? · optionnel
Pre-tax cost of debt as a decimal.risk_free· ? · optionnel
Continuously-compounded risk-free rate (decimal).cost_equity· ? · optionnel
Cost of equity as a decimal (0.12 = 12%).debt_weight· ? · optionnel
Market-value weight of debt (decimal); with equity_weight must sum to 1.tenor_years· ? · optionnel
Tenor in years (>0).size_premium· ? · optionnel
Small-size premium (decimal).us_risk_free· ? · optionnel
US Treasury risk-free yield (decimal).credit_spread· ? · optionnel
Credit spread over the risk-free rate (decimal).equity_weight· ? · optionnel
Market-value weight of equity (decimal); with debt_weight must sum to 1.market_return· ? · optionnel
Expected market return (decimal).sovereign_yield· ? · optionnel
Sovereign bond yield (decimal).esg_risk_premium· ? · optionnel
ESG risk premium added to the base rate (decimal).industry_premium· ? · optionnel
Industry risk premium (decimal).specific_premium· ? · optionnel
Company-specific risk premium (decimal).equity_risk_premium· ? · optionnel
Equity risk premium (decimal).illiquidity_premium· ? · optionnel
Illiquidity premium (decimal).market_risk_premium· ? · optionnel
Market risk premium (decimal).country_risk_premium· ? · optionnel
Country risk premium (decimal).currency_risk_premium· ? · optionnel
Currency risk premium (decimal).esg_opportunity_discount· ? · optionnel
ESG opportunity discount subtracted from the base rate (decimal).
Exemple d'appel{"name": "calculate_discount_rate", "arguments": {"method": "wacc"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_expected_value≈ 1227 tokens
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.
Paramètres, retour & exemple (15)
Paramètresstd· ? · optionnel
Distribution standard deviation (>0).mean· ? · optionnel
Distribution mean.seed· ? · optionnel
Deterministic RNG seed (required by simulation methods for reproducibility).tree· ? · optionnel
Decision tree with chance/decision nodes.lower· ? · optionnel
Lower integration bound.upper· ? · optionnel
Upper integration bound.method· string · requis · discrete | continuous | scenario | monte_carlo | decision_tree | football_field
Formula to apply; the tool description lists the exact inputs each value requires.outcomes· ? · optionnel
Outcome values aligned with probabilities.estimates· ? · optionnel
Estimates [{method, central, low, high}] for a football field.scenarios· ? · optionnel
Scenarios [{probability, value}] with probabilities summing to 1.iterations· ? · optionnel
Monte-Carlo iterations (>=1000).base_params· ? · optionnel
Base parameter values for simulation.distribution· ? · optionnel
Continuous distribution to integrate over.distributions· ? · optionnel
Input distributions [{parameter, type, mean, std}].probabilities· ? · optionnel
Cumulative success probability per period in [0,1], aligned with cash_flows.
Exemple d'appel{"name": "calculate_expected_value", "arguments": {"method": "discrete"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_fair_value_adjustment≈ 1041 tokens
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.
Paramètres, retour & exemple (10)
Paramètresinputs· ? · optionnel
Inputs [{value, level}] used to determine the hierarchy level.method· string · requis · dlom | dloc | control_premium | minority_discount | highest_best_use | hierarchy_level
Formula to apply; the tool description lists the exact inputs each value requires.risk_free· ? · optionnel
Continuously-compounded risk-free rate (decimal).base_value· ? · optionnel
Base valuation before the adjustment.volatility· ? · optionnel
Annualized volatility (decimal, 0.30 = 30%); > 0.restricted_period· ? · optionnel
Restricted/marketability period in years (>=0).control_premium_pct· ? · optionnel
Control premium as a fraction of value.transaction_cost_pct· ? · optionnel
Transaction cost as a fraction of value.minority_discount_pct· ? · optionnel
Minority discount as a fraction of value.alternative_use_values· ? · optionnel
Financially feasible alternative-use values.
Exemple d'appel{"name": "calculate_fair_value_adjustment", "arguments": {"method": "dlom"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_fixed_income≈ 1385 tokens
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.
Paramètres, retour & exemple (18)
Paramètrest1· ? · optionnel
Forward period start in years (>=0).t2· ? · optionnel
Forward period end in years (> t1).ytm· ? · optionnel
Yield to maturity (decimal, annualised).face· ? · optionnel
Bond face value.rate· ? · optionnel
A single interest/zero rate (decimal).price· ? · optionnel
Dirty price of the instrument in reporting currency.times· ? · optionnel
Cash-flow times in years, aligned with cash_flows.years· ? · optionnel
Number of projection years n; equal len(cash_flows) when both are supplied.method· string · requis · bond_price | bond_yield | duration | convexity | matrix_pricing | discount_factor | zero_curve | forward_rate
Formula to apply; the tool description lists the exact inputs each value requires.tenors· ? · optionnel
Tenors in years, aligned with par_rates or zero_rates.frequency· ? · optionnel
Coupon payments per year (1=annual, 2=semi-annual).par_rates· ? · optionnel
Par (coupon) rates per tenor, aligned with tenors (decimal).cash_flows· ? · optionnel
Projected cash flows in reporting currency, indexed t=1..n.zero_rates· ? · optionnel
Zero (spot) rates per tenor, decimal, annual compounding.coupon_rate· ? · optionnel
Annual coupon rate (decimal).target_tenor· ? · optionnel
Target tenor in years for matrix pricing (interpolated).benchmark_tenors· ? · optionnel
Benchmark tenors in years, sorted, aligned with benchmark_yields.benchmark_yields· ? · optionnel
Benchmark yields (decimal) at each benchmark tenor.
Exemple d'appel{"name": "calculate_fixed_income", "arguments": {"method": "bond_price"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_loss_making_company≈ 1796 tokens
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.
Paramètres, retour & exemple (27)
Paramètresdebt· ? · optionnel
Debt face value (default point) for the Merton equity model.years· ? · optionnel
Number of projection years n; equal len(cash_flows) when both are supplied.claims· ? · optionnel
Ordered claims [{name, amount, priority}] for a waterfall.method· string · requis · margin_ramp_dcf | revenue_multiple | merton_equity | vc_method | distressed_waterfall | bank_residual_income | spac_deal
Formula to apply; the tool description lists the exact inputs each value requires.revenue· ? · optionnel
Base-year revenue in reporting currency.maturity· ? · optionnel
Time to expiry in years (0.5 = six months); > 0.net_debt· ? · optionnel
Total debt minus cash and equivalents.risk_free· ? · optionnel
Continuously-compounded risk-free rate (decimal).book_value· ? · optionnel
Book value of equity in reporting currency.firm_value· ? · optionnel
Firm/asset value for the Merton equity model.investment· ? · optionnel
Amount invested (VC method).net_income· ? · optionnel
Net income in reporting currency.ramp_years· ? · optionnel
Years to move from start_margin to target_margin (>=1).trust_cash· ? · optionnel
SPAC trust cash available for redemption.cost_equity· ? · optionnel
Cost of equity as a decimal (0.12 = 12%).growth_rate· ? · optionnel
Periodic growth rate as a decimal (0.03 = 3%).range_method· ? · optionnel
Statistic returned as the headline value; the full dispersion is always included.start_margin· ? · optionnel
Opening operating margin (decimal, may be negative); margin_ramp.discount_rate· ? · optionnel
Discount rate as a decimal (0.10 = 10%); pre-tax when method=viu_pre_tax.target_margin· ? · optionnel
Normalized margin reached after ramp_years; margin_ramp.target_return· ? · optionnel
VC target return multiple.terminal_value· ? · optionnel
Exit/terminal value (VC method).firm_volatility· ? · optionnel
Asset volatility for the Merton equity model (decimal).enterprise_value· ? · optionnel
Enterprise value distributed across claims.redemption_price· ? · optionnel
SPAC redemption price per share.shares_outstanding· ? · optionnel
Shares outstanding.ev_revenue_multiple· ? · optionnel
EV/Revenue multiple.
Exemple d'appel{"name": "calculate_loss_making_company", "arguments": {"method": "margin_ramp_dcf"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_market_multiple≈ 1589 tokens
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.
Paramètres, retour & exemple (26)
Paramètresarr· ? · optionnel
Annual recurring revenue in reporting currency.eps· ? · optionnel
Earnings per share.gmv· ? · optionnel
Gross merchandise value in reporting currency.ebitda· ? · optionnel
EBITDA in reporting currency.method· string · requis · ev_revenue | ev_ebitda | ev_arr | ev_gmv | pe | pb | ps | cap_rate
Formula to apply; the tool description lists the exact inputs each value requires.revenue· ? · optionnel
Base-year revenue in reporting currency.cap_rate· ? · optionnel
Capitalisation rate as a decimal (0.06 = 6%).intercept· ? · optionnel
Regression intercept (base multiple).cost_equity· ? · optionnel
Cost of equity as a decimal (0.12 = 12%).growth_rate· ? · optionnel
Periodic growth rate as a decimal (0.03 = 3%).pb_multiple· ? · optionnel
Price/Book multiple.pe_multiple· ? · optionnel
Price/Earnings multiple.ps_multiple· ? · optionnel
Price/Sales multiple.royalty_rate· ? · optionnel
Royalty rate as a decimal (0.05 = 5% of revenue).discount_rate· ? · optionnel
Discount rate as a decimal (0.10 = 10%); pre-tax when method=viu_pre_tax.ev_arr_multiple· ? · optionnel
EV/ARR multiple.ev_gmv_multiple· ? · optionnel
EV/GMV multiple.market_maturity· ? · optionnel
Market maturity indicator.sales_per_share· ? · optionnel
Sales per share.dividend_per_share· ? · optionnel
Dividend per share in reporting currency.ev_ebitda_multiple· ? · optionnel
EV/EBITDA multiple.growth_coefficient· ? · optionnel
Regression slope on growth.ev_revenue_multiple· ? · optionnel
EV/Revenue multiple.book_value_per_share· ? · optionnel
Book value per share.maturity_coefficient· ? · optionnel
Regression slope on market maturity.net_operating_income· ? · optionnel
Stabilised net operating income in reporting currency.
Exemple d'appel{"name": "calculate_market_multiple", "arguments": {"method": "ev_revenue"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_option≈ 1580 tokens
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.
Paramètres, retour & exemple (22)
Paramètresspot· ? · optionnel
Spot price of the underlying (or FX rate for garman_kohlhagen).steps· ? · optionnel
Lattice steps for binomial_american (>=50).method· string · requis · black_scholes | black76 | binomial_american | garman_kohlhagen | barrier_first_passage | asian_average | digital | range
Formula to apply; the tool description lists the exact inputs each value requires.payout· ? · optionnel
Fixed payout when the range condition is met.strike· ? · optionnel
Strike or exercise price in the same currency as spot.barrier· ? · optionnel
Knock level for barrier_first_passage.forward· ? · optionnel
Forward/futures price of the underlying.maturity· ? · optionnel
Time to expiry in years (0.5 = six months); > 0.risk_free· ? · optionnel
Continuously-compounded risk-free rate (decimal).volatility· ? · optionnel
Annualized volatility (decimal, 0.30 = 30%); > 0.cash_payout· ? · optionnel
Fixed cash amount paid when the digital condition is met.option_type· ? · optionnel
Option right.share_price· ? · optionnel
Grant-date share price (IFRS 2).average_type· ? · optionnel
Averaging convention.barrier_type· ? · optionnel
Barrier direction.foreign_rate· ? · optionnel
Foreign continuously-compounded rate (decimal).lower_strike· ? · optionnel
Lower strike of the range.upper_strike· ? · optionnel
Upper strike of the range.domestic_rate· ? · optionnel
Domestic continuously-compounded rate (decimal).expected_life· ? · optionnel
Expected life of the award in years (IFRS 2).dividend_yield· ? · optionnel
Continuous dividend yield (decimal).exercise_price· ? · optionnel
Exercise price of the award (IFRS 2).
Exemple d'appel{"name": "calculate_option", "arguments": {"method": "black_scholes"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_residual≈ 2827 tokens
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 extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
Paramètres, retour & exemple (46)
Paramètresnoi· ? · optionnel
Net operating income of the property (IAS 40).roe· ? · optionnel
Return on equity (decimal).claims· ? · optionnel
Ordered claims [{name, amount, priority}] for a waterfall.method· string · requis · goodwill | ppa | impairment_fvlcd | impairment_viu | inventory_nrv | held_for_sale | debt_waterfall | cap_table
Formula to apply; the tool description lists the exact inputs each value requires.mark_up· ? · optionnel
Reasonable mark-up on fulfilment costs (decimal, IVS 220 Bottom-Up).periods· ? · optionnel
Number of periods n (>=1).revenue· ? · optionnel
Base-year revenue in reporting currency.cap_rate· ? · optionnel
Capitalisation rate as a decimal (0.06 = 6%).net_debt· ? · optionnel
Total debt minus cash and equivalents.quantity· ? · optionnel
Number of units (biological assets).segments· ? · optionnel
Segments [{name, value}] for a sum-of-the-parts.book_value· ? · optionnel
Book value of equity in reporting currency.cash_flows· ? · optionnel
Projected cash flows in reporting currency, indexed t=1..n.net_income· ? · optionnel
Net income in reporting currency.trust_cash· ? · optionnel
SPAC trust cash available for redemption.cost_equity· ? · optionnel
Cost of equity as a decimal (0.12 = 12%).growth_rate· ? · optionnel
Periodic growth rate as a decimal (0.03 = 3%).royalty_rate· ? · optionnel
Royalty rate as a decimal (0.05 = 5% of revenue).value_in_use· ? · optionnel
Value in use in reporting currency.costs_to_sell· ? · optionnel
Incremental costs to sell / dispose (IAS 41).discount_rate· ? · optionnel
Discount rate as a decimal (0.10 = 10%); pre-tax when method=viu_pre_tax.selling_price· ? · optionnel
Estimated selling price of the finished inventory (IVS 230 top-down).carrying_value· ? · optionnel
Carrying amount before the test.expected_price· ? · optionnel
Expected market price per biological-asset unit (IAS 41).purchase_price· ? · optionnel
Consideration transferred in reporting currency.with_cash_flows· ? · optionnel
After-tax cash flows with the asset in use (IVS 210 with-and-without).developer_profit· ? · optionnel
Required developer's profit/risk allowance (IVS 410).enterprise_value· ? · optionnel
Enterprise value distributed across claims.fulfilment_costs· ? · optionnel
Costs required to fulfil the performance obligation per period (IVS 220 Bottom-Up).holding_discount· ? · optionnel
Holding-company discount as a decimal.profit_allowance· ? · optionnel
Estimated profit allowance on the completion/disposal effort.redemption_price· ? · optionnel
SPAC redemption price per share.replacement_cost· ? · optionnel
Depreciated-replacement-cost gross value of PP&E (IAS 16).costs_to_complete· ? · optionnel
Remaining costs to complete work-in-process inventory (IVS 230).development_costs· ? · optionnel
All known/anticipated costs to complete the development.shares_outstanding· ? · optionnel
Shares outstanding.tangible_assets_fv· ? · optionnel
Fair value of tangible assets.without_cash_flows· ? · optionnel
After-tax cash flows absent the asset (IVS 210 with-and-without), aligned with with_cash_flows.contributory_charges· ? · optionnel
Contributory-asset charges (economic rent) per period, aligned with cash_flows (IVS 210 MPEEM).net_realisable_value· ? · optionnel
Estimated NRV in reporting currency.gross_development_value· ? · optionnel
Anticipated value of the completed development (IVS 410 residual method).accumulated_depreciation· ? · optionnel
Accumulated depreciation to deduct (IAS 16).identified_intangibles_fv· ? · optionnel
Fair value of separately identified intangibles.fair_value_less_costs_to_sell· ? · optionnel
FV less costs to sell in reporting currency.fair_value_less_costs_to_dispose· ? · optionnel
FVLCD in reporting currency.fair_value_net_identifiable_assets· ? · optionnel
Fair value of net identifiable assets.
Exemple d'appel{"name": "calculate_residual", "arguments": {"method": "goodwill"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_sector_metrics≈ 1904 tokens
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.
Paramètres, retour & exemple (34)
Paramètresn· ? · optionnel
Node/participant count n (>=0).asp· ? · optionnel
Average selling price per unit.gmv· ? · optionnel
Gross merchandise value in reporting currency.arpu· ? · optionnel
Average revenue per user per period.margin· ? · optionnel
Operating margin as a decimal.method· string · requis · ltv | cac | arr | nrr | magic_number | rule_of_40 | take_rate | gmv_multiple
Formula to apply; the tool description lists the exact inputs each value requires.supply· ? · optionnel
Token supply.revenue· ? · optionnel
Base-year revenue in reporting currency.velocity· ? · optionnel
Token velocity.churn_rate· ? · optionnel
Periodic churn rate as a decimal.market_cap· ? · optionnel
Market capitalisation.coefficient· ? · optionnel
Scaling coefficient (Metcalfe).fixed_costs· ? · optionnel
Period fixed costs.growth_rate· ? · optionnel
Periodic growth rate as a decimal (0.03 = 3%).market_size· ? · optionnel
Total addressable market in reporting currency.net_new_arr· ? · optionnel
Net new ARR in the period.gross_margin· ? · optionnel
Gross margin as a decimal (0.80 = 80%).market_share· ? · optionnel
Achievable market share as a decimal.price_per_tx· ? · optionnel
Value per transaction.trl_discount· ? · optionnel
Technology-readiness risk discount as a decimal.exit_multiple· ? · optionnel
Exit multiple on the final flow, e.g. 8.0 for 8x.new_customers· ? · optionnel
Customers acquired in the period.profit_margin· ? · optionnel
Profit margin as a decimal.variable_cost· ? · optionnel
Variable cost per unit.ending_revenue· ? · optionnel
Revenue from the cohort at period end.ev_gmv_multiple· ? · optionnel
EV/GMV multiple.starting_revenue· ? · optionnel
Revenue from the cohort at period start.expansion_revenue· ? · optionnel
Expansion revenue from the cohort.retained_customers· ? · optionnel
Customers retained at period end.starting_customers· ? · optionnel
Customers at period start.transaction_volume· ? · optionnel
Transaction volume for the period.subscription_values· ? · optionnel
Subscription revenue per customer.sales_marketing_expense· ? · optionnel
Sales and marketing spend for the period.sales_marketing_expense_prior· ? · optionnel
Prior-period sales and marketing spend.
Exemple d'appel{"name": "calculate_sector_metrics", "arguments": {"method": "ltv"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}} - calculate_structured_product≈ 1775 tokens
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.
Paramètres, retour & exemple (24)
Paramètresspot· ? · optionnel
Spot price of the underlying (or FX rate for garman_kohlhagen).method· string · requis · cbbc | cbbc_residual | derivative_warrant | inline_warrant | inline_warrant_avg | eli | eln | autocallable
Formula to apply; the tool description lists the exact inputs each value requires.payout· ? · optionnel
Fixed payout when the range condition is met.strike· ? · optionnel
Strike or exercise price in the same currency as spot.barrier· ? · optionnel
Knock level for barrier_first_passage.maturity· ? · optionnel
Time to expiry in years (0.5 = six months); > 0.notional· ? · optionnel
Contract notional/face amount in reporting currency.recovery· ? · optionnel
Recovery rate in [0,1].risk_free· ? · optionnel
Continuously-compounded risk-free rate (decimal).call_price· ? · optionnel
CBBC call price (mandatory-call trigger level).volatility· ? · optionnel
Annualized volatility (decimal, 0.30 = 30%); > 0.coupon_rate· ? · optionnel
Annual coupon rate (decimal).entitlement· ? · optionnel
CBBC entitlement: units of underlying per contract.fixing_days· ? · optionnel
Number of closing fixings averaged for settlement (>=1).option_type· ? · optionnel
Option right.average_type· ? · optionnel
Averaging convention.barrier_type· ? · optionnel
Barrier direction.lower_strike· ? · optionnel
Lower strike of the range.upper_strike· ? · optionnel
Upper strike of the range.credit_spread· ? · optionnel
Credit spread over the risk-free rate (decimal).dividend_yield· ? · optionnel
Continuous dividend yield (decimal).knock_out_level· ? · optionnel
Knock-out level for autocallables and accumulators.observation_dates· ? · optionnel
Observation dates in years for path-dependent products.coupon_rate_structured· ? · optionnel
Conditional coupon rate (decimal).
Exemple d'appel{"name": "calculate_structured_product", "arguments": {"method": "cbbc"}}Exemple de retour{"content": [{"type": "text", "text": "…"}], "structuredContent": {"error": {}, "steps": [], "value": "texte", "method": "texte", "status": "ok", "ticker": "texte", "assumptions": {}, "formula_ref": "texte", "data_timestamp": "texte"}}
C'est votre serveur ?
Revendiquez-le sur l'espace créateur (preuve GitHub, domaine ou npm) pour afficher le badge « propriétaire vérifié » et lancer un pentest comportemental à la demande afin d'obtenir le badge « Vérifié ».