fixed_income
Read-onlyIdempotent
Calculate bond duration, present value, yield-to-maturity, and derivative prices by providing bond and derivative parameters directly. Solve fixed income valuation problems without tickers or countries.
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
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| guess | No | Value for guess. | |
| model | No | Value for model. | black |
| tenor | No | Value for tenor. | |
| end_date | No | End of the date range in YYYY-MM-DD format. | 2026-07-14 |
| 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. | |
| start_date | No | Start of the date range in YYYY-MM-DD format. | 2021-07-15 |
| volatility | No | Value for volatility. | |
| coupon_rate | No | Annual coupon rate as a decimal, e.g. 0.05 for 5 %. | |
| is_receiver | No | Value for is_receiver. | |
| strike_rate | No | Option strike price. | |
| 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. | |
| duration_type | No | Value for duration_type. | modified |
| include_payoff | No | Value for include_payoff. | |
| max_iterations | No | Value for max_iterations. | |
| risk_free_rate | No | Value for risk_free_rate. | |
| show_input_info | No | Value for show_input_info. | |
| 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
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |