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Quant Scenario Lab Task

quant_scenario_lab_task
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Run an expanded quant-style policy scenario for an FX pair with deterministic projection, stress percentiles, and horizon assumptions. Returns analysis in the tool response. Access: requires an FXMacroData API key; an anonymous call returns subscription_required with a subscribe link.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
baseYesBase currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, HUF, ILS, JPY, KRW, MYR, NGN, NOK, NZD, PEN, SEK, THB, TWD, USD.
quoteYesQuote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, HUF, ILS, JPY, KRW, MYR, NGN, NOK, NZD, PEN, SEK, THB, TWD, USD.
end_dateNoOptional inclusive upper bound, YYYY-MM-DD.
shock_bpsNoPolicy shock size in basis points (100 bps = 1.00 percentage point).
shock_legNoWhich leg receives the policy shock: base or quote.base
start_dateNoOptional inclusive lower bound, YYYY-MM-DD.
horizon_daysNoScenario horizon in calendar days.
elasticity_per_100bpsNoHeuristic percent FX move per 100 bps spread change.
annualized_volatility_pctNoAnnualized volatility assumption (percent) for stress-band construction.

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"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."New value: +"Base currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, HUF, ILS, JPY, KRW, MYR, NGN, NOK, NZD, PEN, SEK, THB, TWD, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"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."New value: +"Quote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, HUF, ILS, JPY, KRW, MYR, NGN, NOK, NZD, PEN, SEK, THB, TWD, USD."
  2. Changed9 schema fields changed
    • removedInput schema / properties / annualized_volatility_pct / title
      Removed value: -"Annualized Volatility Pct"
    • removedInput schema / properties / base / title
      Removed value: -"Base"
    • removedInput schema / properties / elasticity_per_100bps / title
      Removed value: -"Elasticity Per 100Bps"
    • removedInput schema / properties / end_date / title
      Removed value: -"End Date"
    • removedInput schema / properties / horizon_days / title
      Removed value: -"Horizon Days"
    • removedInput schema / properties / quote / title
      Removed value: -"Quote"
    • removedInput schema / properties / shock_bps / title
      Removed value: -"Shock Bps"
    • removedInput schema / properties / shock_leg / title
      Removed value: -"Shock Leg"
    • removedInput schema / properties / start_date / title
      Removed value: -"Start Date"
  3. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."New value: +"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."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."New value: +"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."
  4. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."New value: +"Base currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."New value: +"Quote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, CNY, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."
  5. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NZD, PEN, SEK, THB, USD."New value: +"Base currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NZD, PEN, SEK, THB, USD."New value: +"Quote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NOK, NZD, PEN, SEK, THB, USD."
  6. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, THB, USD."New value: +"Base currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NZD, PEN, SEK, THB, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, THB, USD."New value: +"Quote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NGN, NZD, PEN, SEK, THB, USD."
  7. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, USD."New value: +"Base currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, THB, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, USD."New value: +"Quote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, THB, USD."
  8. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code (case-insensitive). Supported: AED, AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, MXN, NZD, PEN, PLN, SEK, THB, TWD, USD."New value: +"Base currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code (case-insensitive). Supported: AED, AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, MXN, NZD, PEN, PLN, SEK, THB, TWD, USD."New value: +"Quote currency, 3-letter ISO code (case-insensitive). Supported: AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, NZD, PEN, SEK, USD."
  9. Changed2 schema fields changed
    • changedInput schema / properties / base / description
      Previous value: -"Base currency, 3-letter ISO code (case-insensitive). Supported: AED, AUD, BRL, CAD, CHF, DKK, EUR, GBP, IDR, ILS, JPY, MXN, NZD, PEN, PLN, SEK, THB, TWD, USD."New value: +"Base currency, 3-letter ISO code (case-insensitive). Supported: AED, AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, MXN, NZD, PEN, PLN, SEK, THB, TWD, USD."
    • changedInput schema / properties / quote / description
      Previous value: -"Quote currency, 3-letter ISO code (case-insensitive). Supported: AED, AUD, BRL, CAD, CHF, DKK, EUR, GBP, IDR, ILS, JPY, MXN, NZD, PEN, PLN, SEK, THB, TWD, USD."New value: +"Quote currency, 3-letter ISO code (case-insensitive). Supported: AED, AUD, BRL, CAD, CHF, CNH, DKK, EUR, GBP, IDR, ILS, JPY, MXN, NZD, PEN, PLN, SEK, THB, TWD, USD."
  10. Added

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