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

Previous value: -"Optional Stripe Shared Payment Token"New value: +"Optional Stripe Shared Payment Token (\"spt_...\") or settled x402 payment receipt hash (\"rcpt_...\") for pay-per-call execution ($2.50 USD)."

Previous value: -"Array of bond positions: [{ cusip, issuer, face_value_usd, market_price_pct, coupon_rate_pct, maturity_years, credit_rating, sector }]"New value: +"Array of fixed-income bond positions to stress test (1 to 100 positions). If omitted or empty, defaults to a 3-position $10M institutional benchmark portfolio (UST 5Y, AAPL, GS)."

Previous value: -"Annual coupon rate %"New value: +"Annual coupon rate as a percentage (e.g., 4.25)."

Previous value: -"Credit rating (AAA, AA, A, BBB, BB, B, CCC)"New value: +"Composite credit rating governing spread shock beta (\"AAA\", \"AA\", \"A\", \"BBB\", \"BB\", \"B\", \"CCC\", \"NR\")."

Previous value: -"CUSIP identifier"New value: +"9-character CUSIP identifier for the position (e.g., \"912828ZG2\")."

Previous value: -"Face value in USD"New value: +"Par notional face value of the position in USD (e.g., 5000000)."

Previous value: -"Issuer name"New value: +"Issuer legal or display name (e.g., \"U.S. Treasury 5Y\", \"Apple Inc.\")."

Previous value: -"Trading price as % of par"New value: +"Current clean market price as a percentage of par (e.g., 98.50)."

Previous value: -"Maturity in years"New value: +"Remaining maturity in years (minimum 0.25, e.g., 4.8)."

Previous value: -"Industry sector"New value: +"Industry or asset sector classification (e.g., \"GOVERNMENT\", \"TECHNOLOGY\", \"FINANCIALS\")."

Previous value: -"Custom macro scenario parameters"New value: +"Macroeconomic stress scenario parameters applied across the portfolio. Defaults to a +100 bps parallel rate shock and +75 bps credit spread widening if omitted."

Added value: +100

Previous value: -"Parallel benchmark yield change in basis points"New value: +"Parallel risk-free benchmark interest rate shift in basis points (e.g., 100 for +100 bps hike, -50 for -50 bps cut; default: 100)."

Added value: +75

Previous value: -"Spread widening in basis points"New value: +"Baseline BBB credit spread widening shock in basis points, scaled by rating beta (default: 75)."

Added value: +"PARALLEL"

Previous value: -"Yield curve twist"New value: +"Yield curve shape regime applied across maturities (\"PARALLEL\", \"STEEPENER\", \"FLATTENER\", or \"INVERSION\"; default: \"PARALLEL\")."

Added value: +1.5

Previous value: -"Liquidity haircut %"New value: +"Bid-side market illiquidity haircut percentage deducted from post-shock value (e.g., 1.5 for 1.5%; default: 1.5)."

Added value: +"HAWKISH_RATE_SHOCK_100BPS"

Previous value: -"Scenario identifier"New value: +"Descriptive scenario identifier (default: \"HAWKISH_RATE_SHOCK_100BPS\")."

Previous value: -nullNew value: +{
+  "properties": {
+    "immunization_and_hedging": {
+      "description": "Actionable 10Y Treasury Note futures (ZN) duration hedge and zero-cost option collar structure.",
+      "type": "object"
+    },
+    "macro_scenario_applied": {
+      "description": "Normalized macro shock parameters applied.",
+      "type": "object"
+    },
+    "portfolio_summary": {
+      "description": "Pre-shock aggregate portfolio valuation and duration metrics.",
+      "properties": {
+        "portfolio_convexity": {
+          "description": "Market-value-weighted convexity.",
+          "type": "number"
+        },
+        "portfolio_modified_duration_years": {
+          "description": "Market-value-weighted modified duration in years.",
+          "type": "number"
+        },
+        "portfolio_total_dv01_usd": {
+          "description": "Total portfolio dollar duration (DV01) in USD per 1bp shift.",
+          "type": "number"
+        },
+        "total_face_value_usd": {
+          "description": "Aggregate par value in USD.",
+          "type": "number"
+        },
+        "total_market_value_usd": {
+          "description": "Aggregate pre-shock market value in USD.",
+          "type": "number"
+        },
+        "total_positions": {
+          "description": "Number of bond positions evaluated.",
+          "type": "number"
+        },
+        "weighted_ytm_pct": {
+          "description": "Market-value-weighted portfolio yield-to-maturity %.",
+          "type": "number"
+        }
+      },
+      "type": "object"
+    },
+    "position_level_breakdown": {
+      "description": "Per-CUSIP pre-shock and post-shock valuation and P&L attribution array.",
+      "items": {
+        "type": "object"
+      },
+      "type": "array"
+    },
+    "receipt": {
+      "description": "Cryptographic payment or API key settlement receipt ID.",
+      "type": "string"
+    },
+    "stress_test_results": {
+      "description": "Post-shock portfolio valuation, P&L loss, and resilience status.",
+      "properties": {
+        "capital_preservation_status": {
+          "description": "Risk threshold classification.",
+          "enum": [
+            "RESILIENT",
+            "VULNERABLE_DURATION_EXP"
+          ],
+          "type": "string"
+        },
+        "portfolio_loss_pct": {
+          "description": "Percentage change in portfolio market value.",
+          "type": "number"
+        },
+        "portfolio_pnl_usd": {
+          "description": "Net dollar profit/loss under the stress shock in USD.",
+          "type": "number"
+        },
+        "post_shock_market_value_usd": {
+          "description": "Aggregate post-shock market value in USD.",
+          "type": "number"
+        }
+      },
+      "type": "object"
+    },
+    "tool": {
+      "description": "Executed tool identifier (\"run_portfolio_stress_test\").",
+      "type": "string"
+    },
+    "value_at_risk": {
+      "description": "Parametric 1-year Value-at-Risk (95% and 99%) and Conditional VaR (99% Expected Shortfall) in USD.",
+      "properties": {
+        "annualized_portfolio_volatility_pct": {
+          "description": "Annualized portfolio return volatility percentage.",
+          "type": "number"
+        },
+        "conditional_var_cvar_99_usd": {
+          "description": "99% Conditional VaR (Expected Shortfall) in USD.",
+          "type": "number"
+        },
+        "parametric_var_95_1y_usd": {
+          "description": "95% confidence 1-year parametric VaR in USD.",
+          "type": "number"
+        },
+        "parametric_var_99_1y_usd": {
+          "description": "99% confidence 1-year parametric VaR in USD.",
+          "type": "number"
+        }
+      },
+      "type": "object"
+    }
+  },
+  "required": [
+    "tool",
+    "portfolio_summary",
+    "stress_test_results",
+    "value_at_risk",
+    "immunization_and_hedging",
+    "position_level_breakdown"
+  ],
+  "type": "object"
+}