Ariadne Nexus Quantitative Engine

Single-Bond CUSIP Valuation & Jump-Diffusion Analytics

get_cusip_valuation

Read-onlyIdempotent

Computes deterministic fair market value (USD), yield-to-maturity (approximate and exact cashflow YTM %), Macaulay and modified duration (years), convexity, DV01 (USD per 1bp shift), and Merton jump-diffusion 95% confidence bounds for a single corporate, sovereign, or RWA fixed-income security. Use when: pricing or analyzing an individual bond CUSIP/ticker given par value, coupon, maturity, and clean market price. Do not use when: scanning FINRA TRACE secondary dealer prints or structuring single-security option collars (use get_debt_radar instead), or running multi-position portfolio macro shocks and VaR/CVaR (use run_portfolio_stress_test instead). Behavior: Read-only, deterministic, side-effect-free calculation ($0.50 USD per call via apiKey or paymentToken; returns an x402/MPP paymentChallenge without charging if credentials are omitted).

Input Schema

Name	Required	Description	Default
`cusip`	No	9-character alphanumeric CUSIP security identifier (e.g., "912828ZG2", "037833EK1", "38141GZX8"). Defaults to "912828ZG2" if omitted.	912828ZG2
`apiKey`	No	Optional Ariadne Nexus Developer API key ("nexus_live_...") for authenticated execution. May also be passed via the x-api-key HTTP header.
`ticker`	No	Optional issuer ticker symbol used as fallback lookup when CUSIP is omitted (e.g., "UST-5Y", "AAPL", "GS").
`asset_type`	No	Fixed-income instrument classification governing jump-diffusion volatility calibration (default: "CORPORATE_BOND").	CORPORATE_BOND
`face_value`	No	Par / notional principal face value in USD (positive number, e.g., 1000000 for $1M par; default: 1000000).
`coupon_rate`	No	Annualized stated coupon rate as a percentage (e.g., 6.25 for 6.25% paid semi-annually; default: resolved from security master or 6.25).
`market_price`	No	Current clean market trading price expressed as a percentage of par (e.g., 93.50 for 93.50% of par; default: 93.50).
`paymentToken`	No	Optional Stripe Shared Payment Token ("spt_...") or settled x402 payment receipt hash ("rcpt_...") for pay-per-call execution ($0.50 USD).
`maturity_years`	No	Remaining time to stated maturity in years (minimum 0.5, e.g., 5.0 for 5 years; default: 5.0).

Output Schema

Name	Required	Description
`tool`	Yes	Executed tool identifier ("get_cusip_valuation").
`cusip`	Yes	Resolved 9-character CUSIP identifier.
`receipt`	No	Cryptographic payment or API key settlement receipt ID.
`dv01_usd`	Yes	Dollar value of a 1 basis point (0.01%) parallel yield shift in USD.
`convexity`	No	Approximate second-order rate sensitivity convexity.
`issuer_name`	No	Legal name of the issuing entity.
`credit_rating`	No	Composite institutional credit rating (e.g., AAA, AA, BBB).
`security_name`	No	Descriptive bond issue title.
`recommendation`	Yes	Deterministic relative-value signal based on clean price vs. par.
`exact_convexity`	No	Exact semi-annual cashflow convexity.
`market_value_usd`	Yes	Current mark-to-market position value in USD.
`yield_to_maturity_pct`	Yes	Approximate annualized yield-to-maturity percentage.
`exact_cashflow_ytm_pct`	No	Exact Newton-Raphson semi-annual cashflow yield-to-maturity percentage.
`macaulay_duration_years`	No	Cashflow-weighted Macaulay duration in years.
`modified_duration_years`	Yes	Approximate interest-rate sensitivity modified duration in years.
`jump_diffusion_95_bounds_usd`	No	Merton jump-diffusion 1-year 95% confidence interval bounds in USD.
`exact_modified_duration_years`	No	Exact semi-annual cashflow modified duration in years.

Schema Changelog

Changes observed during successful MCP inspections.

Changed15 schema fields changedOct 19, 2026

changedInput schema / properties / apiKey / description

Previous value: -"Optional Ariadne Developer API key (nexus_live_...)"New value: +"Optional Ariadne Nexus Developer API key (\"nexus_live_...\") for authenticated execution. May also be passed via the x-api-key HTTP header."

addedInput schema / properties / asset_type / description

Added value: +"Fixed-income instrument classification governing jump-diffusion volatility calibration (default: \"CORPORATE_BOND\")."

addedInput schema / properties / coupon_rate / default
```
Added value: +6.25
```

changedInput schema / properties / coupon_rate / description

Previous value: -"Annual coupon rate % (default: 6.25)"New value: +"Annualized stated coupon rate as a percentage (e.g., 6.25 for 6.25% paid semi-annually; default: resolved from security master or 6.25)."

addedInput schema / properties / cusip / default
```
Added value: +"912828ZG2"
```

changedInput schema / properties / cusip / description

Previous value: -"9-character CUSIP identifier (e.g. 912828ZG2)"New value: +"9-character alphanumeric CUSIP security identifier (e.g., \"912828ZG2\", \"037833EK1\", \"38141GZX8\"). Defaults to \"912828ZG2\" if omitted."

addedInput schema / properties / face_value / default
```
Added value: +1000000
```

changedInput schema / properties / face_value / description

Previous value: -"Face value in USD (default: 1000000)"New value: +"Par / notional principal face value in USD (positive number, e.g., 1000000 for $1M par; default: 1000000)."

addedInput schema / properties / market_price / default
```
Added value: +93.5
```

changedInput schema / properties / market_price / description

Previous value: -"Market price as % of par (default: 93.50)"New value: +"Current clean market trading price expressed as a percentage of par (e.g., 93.50 for 93.50% of par; default: 93.50)."

addedInput schema / properties / maturity_years / default
```
Added value: +5
```

changedInput schema / properties / maturity_years / description

Previous value: -"Years to maturity (default: 5.0)"New value: +"Remaining time to stated maturity in years (minimum 0.5, e.g., 5.0 for 5 years; default: 5.0)."

changedInput schema / properties / paymentToken / description

Previous value: -"Optional Stripe Shared Payment Token (spt_...) or receipt hash"New value: +"Optional Stripe Shared Payment Token (\"spt_...\") or settled x402 payment receipt hash (\"rcpt_...\") for pay-per-call execution ($0.50 USD)."

addedInput schema / properties / ticker

Added value: +{
+  "description": "Optional issuer ticker symbol used as fallback lookup when CUSIP is omitted (e.g., \"UST-5Y\", \"AAPL\", \"GS\").",
+  "type": "string"
+}

changedOutput schema / (root)

Previous value: -nullNew value: +{
+  "properties": {
+    "convexity": {
+      "description": "Approximate second-order rate sensitivity convexity.",
+      "type": "number"
+    },
+    "credit_rating": {
+      "description": "Composite institutional credit rating (e.g., AAA, AA, BBB).",
+      "type": "string"
+    },
+    "cusip": {
+      "description": "Resolved 9-character CUSIP identifier.",
+      "type": "string"
+    },
+    "dv01_usd": {
+      "description": "Dollar value of a 1 basis point (0.01%) parallel yield shift in USD.",
+      "type": "number"
+    },
+    "exact_cashflow_ytm_pct": {
+      "description": "Exact Newton-Raphson semi-annual cashflow yield-to-maturity percentage.",
+      "type": "number"
+    },
+    "exact_convexity": {
+      "description": "Exact semi-annual cashflow convexity.",
+      "type": "number"
+    },
+    "exact_modified_duration_years": {
+      "description": "Exact semi-annual cashflow modified duration in years.",
+      "type": "number"
+    },
+    "issuer_name": {
+      "description": "Legal name of the issuing entity.",
+      "type": "string"
+    },
+    "jump_diffusion_95_bounds_usd": {
+      "description": "Merton jump-diffusion 1-year 95% confidence interval bounds in USD.",
+      "properties": {
+        "annual_total_volatility_pct": {
+          "description": "Combined diffusive and Poisson jump annualized volatility %.",
+          "type": "number"
+        },
+        "lower_bound_usd": {
+          "description": "95% downside tail valuation bound in USD.",
+          "type": "number"
+        },
+        "upper_bound_usd": {
+          "description": "95% upside valuation bound in USD.",
+          "type": "number"
+        }
+      },
+      "type": "object"
+    },
+    "macaulay_duration_years": {
+      "description": "Cashflow-weighted Macaulay duration in years.",
+      "type": "number"
+    },
+    "market_value_usd": {
+      "description": "Current mark-to-market position value in USD.",
+      "type": "number"
+    },
+    "modified_duration_years": {
+      "description": "Approximate interest-rate sensitivity modified duration in years.",
+      "type": "number"
+    },
+    "receipt": {
+      "description": "Cryptographic payment or API key settlement receipt ID.",
+      "type": "string"
+    },
+    "recommendation": {
+      "description": "Deterministic relative-value signal based on clean price vs. par.",
+      "enum": [
+        "DEEP_DISCOUNT_BUY",
+        "ACCUMULATE",
+        "HOLD_PAR"
+      ],
+      "type": "string"
+    },
+    "security_name": {
+      "description": "Descriptive bond issue title.",
+      "type": "string"
+    },
+    "tool": {
+      "description": "Executed tool identifier (\"get_cusip_valuation\").",
+      "type": "string"
+    },
+    "yield_to_maturity_pct": {
+      "description": "Approximate annualized yield-to-maturity percentage.",
+      "type": "number"
+    }
+  },
+  "required": [
+    "tool",
+    "cusip",
+    "market_value_usd",
+    "yield_to_maturity_pct",
+    "modified_duration_years",
+    "dv01_usd",
+    "recommendation"
+  ],
+  "type": "object"
+}

First observedOct 7, 2026

TDQS

A4.6/5.0

Behavior5/5

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

Annotations already establish read-only, idempotent, non-destructive, closed-world, but the description adds context structured fields cannot carry: deterministic side-effect-free computation, $0.50 USD per call, and the credential-omitted path that returns an x402/MPP paymentChallenge without charging. That cost/auth behavior is exactly the surplus value a description should provide, and 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.

Conciseness4/5

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

Front-loaded verb+outputs, then usage, then behavior — a logical order with no filler sentences. The opening enumeration of six analytics quantities is dense and slightly list-heavy, but each clause carries real information, so it stays on the right side of verbose.

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

Completeness5/5

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

With 9 optional parameters, full schema coverage, an output schema, and rich annotations, the description covers everything an agent still needs: what is returned in business terms, when to pick this over two named siblings, and the payment/auth flow. Nothing material is left to inference.

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 every parameter (cusip, apiKey, ticker, asset_type, face_value, coupon_rate, market_price, paymentToken, maturity_years) is already documented with units, defaults and examples. The description alludes to par/coupon/maturity/clean price but adds no syntax, ranges or fallback precedence beyond the schema, so the baseline 3 applies.

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

Purpose5/5

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

The first sentence names a specific verb (computes) and an exhaustive resource envelope (fair market value, YTM, duration, convexity, DV01, jump-diffusion bounds) for a single fixed-income CUSIP. An agent can tell immediately this is single-security analytics, not screening or portfolio work.

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

Usage Guidelines5/5

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

Explicit 'Use when' gives the trigger condition (pricing an individual bond given par, coupon, maturity, clean price) and 'Do not use when' names two concrete alternatives with their own triggers: get_debt_radar for TRACE prints / option collars and run_portfolio_stress_test for multi-position shocks and VaR/CVaR. Routing is unambiguous.

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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