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Precio de opción europea

fin-option-price
Read-onlyIdempotent

Valora una opción europea call y put con el modelo Black-Scholes-Merton (dividendo continuo) y devuelve delta, gamma, vega (por punto de volatilidad), theta (por año y por día) y rho (por punto de tasa). Tasas y volatilidad en %. Cuándo: un cálculo de dinero, impuestos o matemática financiera tiene que ser exacto y reproducible (redondeo, centavos, tasas). No para: valorar un bono de cupón fijo en fecha de cupón (fin-bond). Efectos secundarios: ninguno (solo lectura, sin red, sin estado guardado). Determinista: la misma entrada da la misma salida. Límites: entrada JSON de hasta 64 KB, 1 s por llamada, resultado de hasta 1 MB.

EN: Prices a European call and put with the Black-Scholes-Merton model (continuous dividend yield) and returns delta, gamma, vega (per 1 vol point), theta (per year and per day) and rho (per 1 rate point). Rates and volatility in percent. [EN completo / full EN: inputSchema.description]

Input Schema

NameRequiredDescriptionDefault
rateYesRisk-free rate % (continuous) (number; required; min -20; max 100).
spotYesUnderlying price (number; required; min 1e-9; max 1000000000000).
yearsYesTime to expiry in years (number; required; min 0.000001; max 100).
strikeYesStrike price (number; required; min 1e-9; max 1000000000000).
volatilityYesVolatility % per year (number; required; min 0.01; max 1000).
dividend_yieldNoDividend yield % (continuous) (number; optional; default 0; min -20; max 100).

Output Schema

NameRequiredDescriptionDefault
d1No
d2No
putNo
callNo

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed5 schema fields changed
    • addedInput schema / properties / rate / examples
      Added value: +[
      +  5
      +]
    • addedInput schema / properties / spot / examples
      Added value: +[
      +  100
      +]
    • addedInput schema / properties / strike / examples
      Added value: +[
      +  100
      +]
    • addedInput schema / properties / volatility / examples
      Added value: +[
      +  20
      +]
    • addedInput schema / properties / years / examples
      Added value: +[
      +  1
      +]
  2. Changed1 schema field changed
    • addedInput schema / description
      Added value: +"EN: Prices a European call and put with the Black-Scholes-Merton model (continuous dividend yield) and returns delta, gamma, vega (per 1 vol point), theta (per year and per day) and rho (per 1 rate point). Rates and volatility in percent. When: a money, tax or financial-math result has to be exact and reproducible (rounding, cents, rates). Not for: pricing a fixed-coupon bond on a coupon date (fin-bond). Side effects: none (read-only, no network access, no stored state). Deterministic: the same input gives the same output. Limits: JSON input up to 64 KB, 1 s per call, result up to 1 MB."
  3. First observed

TDQS

A4.6/5.0
Behavior4/5

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

Annotations already declare readOnly, idempotent, non-destructive and closed-world, and the description reinforces that while adding genuinely new facts: deterministic output, and hard limits (64 KB input, 1 s per call, 1 MB result). It would score higher if it said anything about error behavior or what happens at boundary values (e.g., years→0), but the added operational limits are real value beyond the annotations.

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 with the core action and outputs, then clearly labeled Cuándo / No para / Efectos / Límites blocks, so an agent can skim. It is slightly padded by carrying both Spanish and English versions of the same text, but no individual sentence is wasted.

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?

All six parameters and five required fields are documented in the schema, an output schema exists so return values need no prose, and annotations cover the safety profile. The description adds the remaining pieces an agent needs: units in percent, sibling exclusion, determinism and resource limits.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema coverage is 100%, so baseline is 3; the description earns above that by pinning down conventions the schema does not: rates and volatility are in percent (not decimals), vega is per 1 volatility point, theta per year and per day, rho per rate point. Those unit conventions materially change how an agent fills and interprets the parameters.

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?

States a specific verb and resource (valora una opción europea call y put) plus the exact model (Black-Scholes-Merton con dividendo continuo) and enumerates the returned Greeks. This is precise enough to distinguish it from fin-bond and other fin-* siblings without opening the schema.

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 'Cuándo' (money/tax/financial-math results that must be exact and reproducible) and an explicit 'No para' naming the sibling fin-bond and the disqualifying case (fixed-coupon bond on a coupon date). Nothing is left to inference about when to pick this vs. the alternative.

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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