PricingLab
Server Details
Price derivatives, insurance and energy models with exact sensitivities, checked against bumping.
- Status
- Healthy
- Uptime
- 100.0% over the last 24 hours
- Last Tested
- Transport
- Streamable HTTP · MCP 2025-11-25
- URL
- ChatGPT
- –
- Claude
- –
TDQS
Scored across 5 tools
Each tool has a clear primary purpose, and the catalog/inspect/price/function/validate separation is easy to follow. The only mild overlap is between price_model and check_against_bumping, since both involve sensitivities, but the latter is explicitly a validation/comparison tool.
All tool names use consistent snake_case and a verb_noun-like pattern: list_models, describe_model, price_model, run_model_function, check_against_bumping. The convention is predictable throughout.
Five tools is well-scoped for a compact pricing-model server. Each tool covers a distinct part of the workflow without excessive surface area.
The surface covers model discovery, inspection, pricing, extra calculations, and sensitivity validation, which is strong for a read-only pricing lab. Minor gaps may remain around scenario management or broader model lifecycle operations, but core agent workflows are covered.
Available Tools
5 toolscheck_against_bumpingBInspect
Recompute the sensitivities by central bump-and-revalue on the same scenarios; report each gap, whether they agree within tolerance, and the time each method took.
Inputs: model (required), inputs. Returns: result
describe_modelCInspect
Inputs (name, unit, default, range, demo-server cap), outputs and extra functions of one model.
Inputs: model (required). Returns: result
list_modelsAInspect
List the available models with a one-line summary each.
Inputs: no named parameters. Returns: result
price_modelCInspect
Value and all sensitivities from one adjoint pass. inputs overrides defaults by name.
Inputs: model (required), inputs. Returns: result
run_model_functionCInspect
Run a model's extra calculation, e.g. model='variable_annuity', function='nested'.
Inputs: model (required), function (required), inputs. Returns: result
Tool Schema Changelog
Recent tool additions, removals, and schema changes observed during successful MCP inspections.
Loading tool schema changelog…
Related MCP Connectors
Price crypto structured notes (autocallables, shark fins, range accruals) via Monte Carlo; x402.
Digital asset derivatives analytics: implied rate curves, options volatility surfaces and OTC FX.
Derived & aggregated data: vol surfaces, model-implied prices, forward curves. Index from 2020.
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
Related MCP Servers
- AlicenseNot gradedqualityBmaintenanceProvides option and portfolio analytics through validated numerical methods, exposing tools for pricing, Greeks, implied volatility, volatility surfaces, and American options via MCP.33 PyPIMIT
- AlicenseNot gradedqualityNot gradedmaintenanceEnables analytical pricing of European options and calculation of first- and second-order Greeks including Delta, Gamma, Vega, Theta, and Rho through MCP. It also supports related quantitative finance analytics such as Monte Carlo simulations, VaR/CVaR, bond duration, and yield curve interpolation.MIT
- AlicenseAqualityBmaintenanceEnables agents to price and analyze interest-rate, credit, equity and inflation trades by building validated requests to a QuantLib-based pricing engine and returning its numbers alongside the exact request sent. It also exposes curve construction from presets or pasted market data, risk analytics via finite differences, and reconciliation tools, while requiring user-supplied market data.47BSD 3-Clause
- AlicenseNot gradedqualityNot gradedmaintenanceEnables quantitative finance and risk analysis through MCP, including geometric Brownian motion Monte Carlo simulations, Black-Scholes Greeks, VaR/CVaR, bond duration/convexity, and Nelson-Siegel yield curve interpolation.MIT
Glama MCP Gateway
Add one secure layer between your agents and this server.