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IRRBB Basis-Risk NII Shock Calculator

calculate_basis_risk_nii_shock
Read-onlyIdempotent

IRRBB Basis-Risk NII Shock Calculator: OpenChainGraph compute node (analytics_mandate). Deterministic OpenChainGraph compute node. By default (compute:"auto") inputs are computed server-side on Cloudflare Workers for gpu:false nodes with a registered kernel; compute:"browser" forces client-side execution and returns a browser delegation URL instead. gpu:true nodes always delegate to the browser. Inputs are processed transiently to compute the response and are not stored, logged, or retained. Use synthetic or anonymised inputs only. Exports an AP2 artifact with execution_hash for chain provenance. Open at: https://ainumbers.co/chaingraph/art-443-irrbb-basis-risk-nii-shock-calculator.html FV-status (published/proven/still-trusted for this spec): /fv-status/8498d0819c941fdb731f9e10f5d93ee929026919cb111a42149821b48b5ac180.json — a snapshot, not a subscription; this receipt verifies offline regardless of whether that file is ever fetched. Output schema: call describe_tool("calculate_basis_risk_nii_shock").

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
computeNoCompute mode (v0.4 Compute Binding). "auto" (default) = server for gpu:false nodes with registered kernels; "server" = force server-side; "browser" = always return browser delegation URL. gpu:true nodes always delegate.
parent_hashesNoexecution_hash values from upstream ChainGraph AP2 artifacts to chain from (sets chain.parent_hashes in the export).
parent_tool_idsNotool_id values matching parent_hashes, in the same order.
policy_parametersNoInput parameters for this tool's decision function. For gpu:false nodes with a registered kernel, these are computed server-side when compute is "auto" or "server". See the tool's manifest for field names.

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed1 schema field changed
    • changedOutput schema / (root)
      Previous value: -{
-  "properties": {
-    "basis_risk_delta_nii": {
-      "type": "integer"
-    },
-    "basis_risk_pct_of_parallel": {
-      "type": "number"
-    },
-    "convention": {
-      "type": "string"
-    },
-    "horizon_months": {
-      "type": "integer"
-    },
-    "index_results": {
-      "items": {
-        "properties": {
-          "asset_balance": {
-            "type": "integer"
-          },
-          "beta_vs_reference": {
-            "type": "integer"
-          },
-          "index_name": {
-            "type": "string"
-          },
-          "index_shock_bps": {
-            "type": "integer"
-          },
-          "liability_balance": {
-            "type": "integer"
-          },
-          "net_exposure": {
-            "type": "integer"
-          },
-          "nii_contribution": {
-            "type": "integer"
-          }
-        },
-        "type": "object"
-      },
-      "type": "array"
-    },
-    "is_material": {
-      "type": "boolean"
-    },
-    "material_threshold_pct": {
-      "type": "number"
-    },
-    "parallel_delta_nii": {
-      "type": "integer"
-    },
-    "reference_shock_bps": {
-      "type": "integer"
-    },
-    "total_net_exposure": {
-      "type": "integer"
-    },
-    "total_nii_contribution": {
-      "type": "integer"
-    }
-  },
-  "type": "object"
-}New value: +null
  2. Changed1 schema field changed
    • changedOutput schema / (root)
      Previous value: -nullNew value: +{
+  "properties": {
+    "basis_risk_delta_nii": {
+      "type": "integer"
+    },
+    "basis_risk_pct_of_parallel": {
+      "type": "number"
+    },
+    "convention": {
+      "type": "string"
+    },
+    "horizon_months": {
+      "type": "integer"
+    },
+    "index_results": {
+      "items": {
+        "properties": {
+          "asset_balance": {
+            "type": "integer"
+          },
+          "beta_vs_reference": {
+            "type": "integer"
+          },
+          "index_name": {
+            "type": "string"
+          },
+          "index_shock_bps": {
+            "type": "integer"
+          },
+          "liability_balance": {
+            "type": "integer"
+          },
+          "net_exposure": {
+            "type": "integer"
+          },
+          "nii_contribution": {
+            "type": "integer"
+          }
+        },
+        "type": "object"
+      },
+      "type": "array"
+    },
+    "is_material": {
+      "type": "boolean"
+    },
+    "material_threshold_pct": {
+      "type": "number"
+    },
+    "parallel_delta_nii": {
+      "type": "integer"
+    },
+    "reference_shock_bps": {
+      "type": "integer"
+    },
+    "total_net_exposure": {
+      "type": "integer"
+    },
+    "total_nii_contribution": {
+      "type": "integer"
+    }
+  },
+  "type": "object"
+}
  3. Added

TDQS

C2.9/5.0
Behavior4/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations already declare readOnlyHint, idempotentHint, destructiveHint=false and openWorldHint=false, so the safety profile is covered. The description adds real behavioral context beyond that: deterministic execution, server-side vs forced browser delegation, transient processing with no storage/logging/retention, and export of an AP2 artifact carrying execution_hash for chain provenance. It does not contradict any annotation.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness2/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The purpose is front-loaded, but the bulk of the text is infrastructure boilerplate: FV-status receipt hashes, a snapshot disclaimer, a documentation URL, and a pointer to describe_tool. These sentences serve provenance/marketing rather than tool selection or invocation, and they dilute the one line that matters.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness3/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

With no output schema, the description does point the agent to describe_tool for output structure and does cover compute modes, chaining inputs, retention, and artifact export. But the primary decision payload (policy_parameters) is left entirely opaque with no field names or example keys, so an agent cannot know what to supply for a 4-parameter, nested-object tool.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 100%, so the baseline is 3. The description restates the compute enum semantics already present in the schema and alludes to chaining via execution_hash, but adds no field-level meaning for policy_parameters, which the schema leaves as an opaque object ('see the manifest'). No syntax or example values are supplied beyond what the schema states.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose3/5

Does the description clearly state what the tool does and how it differs from similar tools?

The opening sentence is essentially the title restated ('IRRBB Basis-Risk NII Shock Calculator'), which does convey the domain verb+resource. However, nothing explains what a basis-risk NII shock actually computes or how it differs from close siblings such as calculate_irrbb_eve_shocks, evaluate_irrbb_sot_nii, or map_irrbb_standardised_approach. An agent gets the general topic but no differentiation.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines2/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

There is no when-to-use guidance relative to alternative IRRBB tools, no prerequisites, and no exclusions. The only routing advice is at the parameter level (compute 'auto' vs 'browser'), which the schema already carries. Nothing tells the agent which sibling to pick for EVE, SOT, or standardised-approach work instead of this basis-risk NII shock.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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