economics_fixed_income
Calculate bond duration, present value, yield-to-maturity, and derivative pricing using direct bond/derivative parameters. No tickers or countries needed.
Instructions
Bond and derivative valuation calculations (bond duration, present value, yield-to-maturity, derivative pricing). No tickers or countries needed — provide bond/derivative parameters (e.g. face_value, coupon_rate, maturity) directly as arguments.
Available indicators: get_derivative_price, get_duration, get_present_value, get_yield_to_maturity.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| indicator | Yes | Name of the specific metric to calculate, e.g. 'get_asset_turnover_ratio'. Required — omitting it returns the list of available indicators. | |
| countries | No | Comma-separated country names, e.g. 'United States,Germany,Japan'. | |
| start_date | No | Start of the date range in YYYY-MM-DD format. | 2021-06-22 |
| end_date | No | End of the date range in YYYY-MM-DD format. | 2026-06-21 |
| quarterly | No | Return quarterly data instead of annual when True. | |
| model | No | Value for model. | black |
| forward_rate | No | Value for forward_rate. | |
| strike_rate | No | Option strike price. | |
| volatility | No | Value for volatility. | |
| years_to_maturity | No | Years remaining until the bond matures. | |
| risk_free_rate | No | Value for risk_free_rate. | |
| notional | No | Value for notional. | |
| is_receiver | No | Value for is_receiver. | |
| include_payoff | No | Value for include_payoff. | |
| show_input_info | No | Value for show_input_info. | |
| duration_type | No | Value for duration_type. | modified |
| par_value | No | Value for par_value. | |
| coupon_rate | No | Annual coupon rate as a decimal, e.g. 0.05 for 5 %. | |
| yield_to_maturity | No | Value for yield_to_maturity. | |
| frequency | No | Value for frequency. | |
| bond_price | No | Clean price of the bond per 100 face value. | |
| guess | No | Value for guess. | |
| tolerance | No | Value for tolerance. | |
| max_iterations | No | Value for max_iterations. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |