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genpark-bond-convexity-modified-duration-calculator-skill

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    • A
      license
      Not graded
      quality
      B
      maintenance
      Enables analytical pricing of European options and calculation of first- and second-order Greeks including Delta, Gamma, Vega, Theta, and Rho through MCP. It also supports related quantitative finance analytics such as Monte Carlo simulations, VaR/CVaR, bond duration, and yield curve interpolation.
      7
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    • A
      license
      Not graded
      quality
      B
      maintenance
      Enables users to compute European option prices and sensitivity metrics, run Monte Carlo GBM simulations, calculate historical/parametric VaR/CVaR, evaluate bond duration and convexity, and interpolate Nelson-Siegel yield curves through MCP.
      7
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    • A
      license
      Not graded
      quality
      B
      maintenance
      Enables users to perform zero-dependency quantitative finance and risk analytics through MCP, including Nelson-Siegel yield curve interpolation, option Greeks, Monte Carlo simulations, VaR/CVaR, and bond duration/convexity calculations. It supports natural-language financial modeling and hedging strategy generation in MCP-compatible clients.
      7
      MIT
    • A
      license
      Not graded
      quality
      B
      maintenance
      Enables quantitative finance and risk analysis through MCP, including geometric Brownian motion Monte Carlo simulations, Black-Scholes Greeks, VaR/CVaR, bond duration/convexity, and Nelson-Siegel yield curve interpolation.
      7
      MIT
    • A
      license
      Not graded
      quality
      B
      maintenance
      Enables quantitative portfolio tail-risk analysis, option Greeks, Monte Carlo stochastic simulations, fixed-income duration/convexity, and Nelson-Siegel yield-curve interpolation through MCP tools.
      7
      MIT
    • A
      license
      Not graded
      quality
      B
      maintenance
      Enables fixed-income and quantitative risk analysis through MCP, computing bond cash flow present values, Macaulay and modified duration, and price convexity, alongside option Greeks, Monte Carlo simulations, VaR/CVaR, and Nelson-Siegel yield curve interpolation using only the Python standard library.
      7
      MIT