Quant Scenario Lab Task
quant_scenario_lab_taskRun an expanded quant-style policy scenario for an FX pair with deterministic projection, stress percentiles, and horizon assumptions. Supports MCP Tasks for async execution when clients send task-augmented requests.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| base | Yes | Base currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD. | |
| quote | Yes | Quote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD. | |
| end_date | No | Optional inclusive upper bound, YYYY-MM-DD. | |
| shock_bps | No | Policy shock size in basis points (100 bps = 1.00 percentage point). | |
| shock_leg | No | Which leg receives the policy shock: base or quote. | base |
| start_date | No | Optional inclusive lower bound, YYYY-MM-DD. | |
| horizon_days | No | Scenario horizon in calendar days. | |
| elasticity_per_100bps | No | Heuristic percent FX move per 100 bps spread change. | |
| annualized_volatility_pct | No | Annualized volatility assumption (percent) for stress-band construction. |