fixed_income
Calculate bond duration, yield-to-maturity, present value, par yield, forward rates, and derivative pricing directly from bond parameters such as face value, coupon rate, and maturity.
Instructions
Bond and derivative valuation calculations (bond duration, present value, yield-to-maturity, derivative pricing, par yield, forward rate, breakeven inflation rate, key rate duration, yield curve spread, Z-spread, bond-equivalent yield, Taylor-series price change estimate). No tickers or countries needed — provide bond/derivative parameters (e.g. face_value, coupon_rate, maturity, spot_rates) directly as arguments.
Available indicators: get_derivative_price, get_duration, get_present_value, get_yield_to_maturity, get_par_yield, get_forward_rate, get_breakeven_inflation_rate, get_key_rate_duration, get_yield_curve_spread, get_z_spread, get_bond_equivalent_yield, get_taylor_price_change.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| guess | No | Value for guess. Leave unset to use the default of the indicator you selected. Defaults are 0.01 for get_z_spread; 0.05 for get_yield_to_maturity. | |
| model | No | Value for model. | black |
| tenor | No | Value for tenor. | |
| end_date | No | End of the date range in YYYY-MM-DD format. | 2026-08-19 |
| maturity | No | Value for maturity. | |
| notional | No | Value for notional. | |
| countries | No | Comma-separated country names, e.g. 'United States,Germany,Japan'. | |
| frequency | No | Value for frequency. | |
| indicator | Yes | Name of the specific metric to calculate, e.g. 'get_asset_turnover_ratio'. Required — omitting it returns the list of available indicators. | |
| par_value | No | Value for par_value. | |
| quarterly | No | Return quarterly data instead of annual when True. | |
| tolerance | No | Value for tolerance. | |
| bond_price | No | Clean price of the bond per 100 face value. | |
| real_rates | No | Value for real_rates. | |
| spot_rates | No | Value for spot_rates. | |
| start_date | No | Start of the date range in YYYY-MM-DD format. | 2021-08-20 |
| volatility | No | Value for volatility. | |
| coupon_rate | No | Annual coupon rate as a decimal, e.g. 0.05 for 5 %. Leave unset to use the default of the indicator you selected. Defaults are 0.05 for get_key_rate_duration, get_yield_to_maturity, get_z_spread; None for get_duration, get_present_value, get_taylor_price_change. | |
| is_receiver | No | Value for is_receiver. | |
| strike_rate | No | Option strike price. | |
| far_maturity | No | Value for far_maturity. | |
| forward_rate | No | Value for forward_rate. | |
| show_columns | No | Comma-separated names to filter the output. For historical data use the key names visible in any response record (e.g. 'Close,Volume,Return'). For financial statements use the 'metric' field values from the response (e.g. 'Revenue,Net Income,EBITDA'). Call the tool once without this parameter to see all available names, then repeat with show_columns to reduce response size and token usage. | |
| yield_change | No | Value for yield_change. Leave unset to use the default of the indicator you selected. Defaults are 0.0001 for get_key_rate_duration; 0.01 for get_taylor_price_change. | |
| duration_type | No | Value for duration_type. | modified |
| long_maturity | No | Value for long_maturity. | |
| near_maturity | No | Value for near_maturity. | |
| nominal_rates | No | Value for nominal_rates. | |
| discount_yield | No | Value for discount_yield. | |
| include_payoff | No | Value for include_payoff. | |
| max_iterations | No | Value for max_iterations. | |
| risk_free_rate | No | Value for risk_free_rate. | |
| short_maturity | No | Value for short_maturity. | |
| show_input_info | No | Value for show_input_info. | |
| volatility_type | No | Value for volatility_type. | |
| days_to_maturity | No | Value for days_to_maturity. | |
| key_rate_maturity | No | Value for key_rate_maturity. | |
| payment_frequency | No | Value for payment_frequency. | |
| years_to_maturity | No | Years remaining until the bond matures. | |
| yield_to_maturity | No | Value for yield_to_maturity. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |