Ariadne Nexus
Server Configuration
Describes the environment variables required to run the server.
| Name | Required | Description | Default |
|---|---|---|---|
| NEXUS_API_KEY | No | Optional Ariadne Nexus API key (nexus_live_...). Unauthenticated calls to paid tools return a Redacted Proof-of-Value Teaser. | |
| NEXUS_MCP_VERTICAL | No | Optional vertical sub-server slug: cusip-bond-trace-finance, ofac-sanctions-escrow, or sec-forensics-whistleblower. | |
| NEXUS_PAYMENT_TOKEN | No | Optional Stripe Shared Payment Token or x402 USDC payment receipt. |
Instructions
Guidance the server publishes about itself, which clients place ahead of the tool catalog so the model reads it before choosing anything.
Ariadne Nexus Sovereign Quant, Policy & Clearing MCP Server. Tool selection guide: (1) Use get_cusip_valuation for single-bond YTM, duration, convexity, DV01, and jump-diffusion bounds. (2) Use get_debt_radar for FINRA TRACE secondary dealer spreads/liquidity and single-CUSIP zero-cost European collar strikes. (3) Use run_portfolio_stress_test for multi-bond portfolio macro rate shocks, 99% VaR/CVaR, and 10Y Treasury futures hedging. (4) Use screen_ofac_entity for counterparty OFAC SDN sanctions screening with SHA-256 Merkle proofs. (5) Use get_sovereign_policy_brief for the weekly Federal Reserve / Treasury OFR / FinCEN macro-prudential monitor. (6) Use synthesize_regulatory_docket to draft formal APA 5 U.S.C. § 553 regulatory comment letters locally (does not auto-submit externally). (7) Free discovery & onboarding tools (calculate_clearing_fee, provision_agent_key, and redeem_checkout_session) require no authentication. Paid tools accept an API key via arguments.apiKey or HTTP header x-api-key ($10/mo EVAL_PASS available via provision_agent_key), or pay-per-call Stripe Shared Payment Tokens (arguments.paymentToken / header x-payment-token).
Capabilities
Features and capabilities supported by this server
Protocol revision2025-11-25
| Capability | Details |
|---|---|
| tools | {
"listChanged": false
} |
| prompts | {
"listChanged": false
} |
| resources | {
"subscribe": false,
"listChanged": false
} |
Tools
Functions exposed to the LLM to take actions
| Name | Description |
|---|---|
| get_cusip_valuationA | Computes deterministic fair market value (USD), yield-to-maturity (approximate and exact cashflow YTM %), Macaulay and modified duration (years), convexity, DV01 (USD per 1bp shift), and Merton jump-diffusion 95% confidence bounds for a single corporate, sovereign, or RWA fixed-income security. Use when: pricing or analyzing an individual bond CUSIP/ticker given par value, coupon, maturity, and clean market price. Do not use when: scanning FINRA TRACE secondary dealer prints or structuring single-security option collars (use get_debt_radar instead), or running multi-position portfolio macro shocks and VaR/CVaR (use run_portfolio_stress_test instead). Behavior: Read-only, deterministic, side-effect-free calculation ($0.50 USD per call via apiKey or paymentToken; returns an x402/MPP paymentChallenge without charging if credentials are omitted). |
| screen_ofac_entityA | Screens a corporate entity or individual counterparty against the U.S. Treasury OFAC Specially Designated Nationals (SDN) and consolidated sanctions registries using exact identifier matching (LEI/CIK/CRN) and Jaro-Winkler fuzzy phonetic resolution, returning a compliance verdict and SHA-256 Merkle audit proof. Use when: verifying whether a specific company, vessel, wallet counterparty, or individual is sanctioned before onboarding or settlement. Do not use when: retrieving macro-level weekly sanctions policy trends (use get_sovereign_policy_brief instead) or drafting regulatory comment letters on FinCEN/OFAC rulemakings (use synthesize_regulatory_docket instead). Behavior: Read-only, deterministic compliance check ($0.50 USD per call via apiKey or paymentToken; returns an x402/MPP paymentChallenge without charging if credentials are omitted). |
| get_debt_radarA | Retrieves secondary-market FINRA TRACE dealer execution metrics (last clean price % of par, Z-spread over 10Y U.S. Treasury in bps, effective yield-to-worst %, dealer bid-ask spread in bps, and daily institutional block volume in USD) and solves a Black-Scholes zero-cost 1-year European option collar (put floor strike % and call cap strike %) for a single bond CUSIP or ticker. Use when: inspecting secondary-market dealer liquidity/spreads or structuring a zero-cost downside put / upside call collar for a single bond issue. Do not use when: calculating exact cashflow duration/convexity/DV01 for a custom face value (use get_cusip_valuation instead), or stress-testing a multi-bond portfolio across macro rate shocks (use run_portfolio_stress_test instead). Behavior: Read-only, deterministic market tape and option solver ($0.50 USD per call via apiKey or paymentToken; returns an x402/MPP paymentChallenge without charging if credentials are omitted). |
| calculate_clearing_feeA | Calculates institutional RWA clearing house take-rates (in basis points and USD), cross-chain settlement bridge tolls, platform SaaS subscription fees, and net annual clearing cost projections across Ariadne Nexus membership tiers. Use when: estimating monthly or annual clearing fees, basis-point take-rates, and cross-chain bridge settlement costs before syndicating an RWA vault or selecting an institutional billing tier. Do not use when: provisioning an API key or generating a live Stripe checkout session (use provision_agent_key instead), or valuing bond CUSIPs (use get_cusip_valuation instead). Behavior: Free, open-access, read-only deterministic calculator ($0.00 USD; requires no apiKey or paymentToken and performs no external network calls or billing mutations). |
| run_portfolio_stress_testA | Executes multi-position fixed-income portfolio stress testing across customizable macroeconomic rate shocks (parallel benchmark shifts in bps, rating-weighted credit spread widening in bps, yield curve twists: PARALLEL/STEEPENER/FLATTENER/INVERSION, and liquidity haircuts), computing aggregate portfolio DV01, 1-year 95%/99% parametric Value-at-Risk (VaR), 99% Expected Shortfall (CVaR), position-level P&L attribution, 10-Year Treasury Note futures (ZN) short hedge ratios, and portfolio-wide zero-cost European collar strikes. Use when: stress-testing a multi-bond portfolio under interest-rate or credit-spread shocks, calculating portfolio VaR/CVaR, or sizing 10Y Treasury futures duration hedges. Do not use when: pricing a single bond CUSIP without a macro shock scenario (use get_cusip_valuation instead) or checking single-CUSIP FINRA TRACE dealer prints (use get_debt_radar instead). Behavior: Read-only, deterministic portfolio simulation ($2.50 USD per call via apiKey or paymentToken; defaults to a 3-bond institutional benchmark portfolio if portfolio array is omitted; returns an x402/MPP paymentChallenge without charging if credentials are omitted). |
| get_sovereign_policy_briefA | Generates the Weekly Sovereign Macro-Prudential & Sanctions Monitor for Federal Reserve (FOMC / Financial Stability), U.S. Treasury (OFR / OFAC / FinCEN), and SEC DERA policy desks, combining Dual-Track monetary stability indicators (10Y-3M yield curve inversion, FINRA TRACE G-SIB credit spread dislocations, H.8 bank credit impulse) and autonomous x402 sanctions enforcement telemetry. Use when: synthesizing macro-prudential systemic risk briefings, monitoring aggregate sanctions enforcement trends, or evaluating FAR Subpart 13.2 ($9,500 GPC Micro-Purchase) policy data procurement options. Do not use when: screening a specific individual or corporate counterparty against the OFAC SDN list (use screen_ofac_entity instead), or drafting a formal APA 5 U.S.C. § 553 public comment letter for a specific agency rulemaking docket (use synthesize_regulatory_docket instead). Behavior: Read-only, deterministic intelligence report generator ($1.00 USD per call via apiKey or paymentToken; returns an x402/MPP paymentChallenge without charging if credentials are omitted). |
| synthesize_regulatory_docketA | Drafts a formal Administrative Procedure Act (APA, 5 U.S.C. § 553) Public Comment Letter cited with empirical Ariadne Nexus FINRA TRACE G-SIB spread and x402 OFAC SDN screening telemetry for active Federal Reserve/OFR, FinCEN/OFAC, SEC DERA, or FSOC rulemaking dockets. Use when: preparing a statutory public comment submission or empirical policy memorandum for a specific federal financial regulatory docket ( |
| provision_agent_keyA | Returns pricing specifications, monthly query quotas, rate limits (RPM), 1-click Stripe Checkout links (starting at $10/mo MCP Builder Pass up to $9,500/yr FAR 13.2 GPC & Unlimited Closing Blanket licenses), Stripe Projects CLI commands ( |
| redeem_checkout_sessionA | Verifies a completed Stripe Checkout session ( |
| issue_safe_harbor_certificateA | Issues a KMS-attested Statutory Closing Safe-Harbor Certificate combining OFAC SDN Jaro-Winkler/LEI Merkle proof screening, multi-factor hedonic collateral fair-value attestation, and HUD-1 Line 1109 pass-through fee calculation ($95 flat or 10 bps on escrow notional). Use when: an escrow agent, title company, aviation/maritime closing attorney, or autonomous clearing agent requires a signed compliance and fair-value certificate prior to wire disbursement. Do not use when: you only need a standalone counterparty name check without collateral valuation or HUD-1 closing fee calculation (use screen_ofac_entity instead). Behavior: Read-only, deterministic, idempotent compliance and valuation oracle with zero external side effects. |
| generate_sec_tcr_bounty_dossierA | Computes the 8-variable Beneish M-Score, first-digit Benford Chi-Square statistic, Halliburton II event-study t-statistic, Dodd-Frank § 922 (10%-30%) SEC Whistleblower bounty projection, and PSLRA litigation syndicate recovery model for a public issuer. Use when: a litigation finance fund, securities class-action counsel, or whistleblower syndicate requires quantitative accounting anomaly and event-study verification under 17 CFR § 240.21F-4(b)(3). Do not use when: pricing standard fixed-income CUSIP bonds or running macro interest rate stress tests (use get_cusip_valuation or run_portfolio_stress_test instead). Behavior: Read-only, deterministic quantitative forensic calculation with zero external side effects. |
Prompts
Interactive templates invoked by user choice
| Name | Description |
|---|---|
| quant_bond_valuation | Expert fixed income quantitative analyst persona to compute yield to maturity, duration, convexity, and jump-diffusion volatility confidence bounds for a corporate or sovereign CUSIP. |
| sanctions_compliance_audit | Zero-trust forensic compliance officer persona to audit counterparties against OFAC SDN and global sanctions registries with cryptographic Merkle proof issuance. |
| rwa_clearing_syndication | Institutional structured finance clearing officer persona to model collateral haircuts, clearing fee take-rates, and cross-chain bridge settlement tolls. |
| portfolio_macro_stress_test | Chief Risk Officer persona to execute multi-bond portfolio macro shock simulations (parallel rate shifts, credit spread widening, curve twists), 99% VaR/CVaR attribution, and 10Y Treasury Note futures (ZN) duration immunization. |
| apa_regulatory_comment | Sovereign Regulatory Counsel persona to synthesize formal Administrative Procedure Act (5 U.S.C. § 553) public comment letters backed by empirical FINRA TRACE spread and x402 OFAC sanctions telemetry. |
Resources
Contextual data attached and managed by the client
| Name | Description |
|---|---|
| US Treasury Benchmark Yield Curve | Live sovereign interest rate benchmark yields (1M, 3M, 6M, 1Y, 2Y, 5Y, 10Y, 20Y, 30Y), 10Y-2Y and 10Y-3M term spreads, SOFR/EFFR reference rates, and G-SIB credit spread benchmarks. |
| Institutional RWA Clearing Fee Schedule | Comprehensive take-rate schedule (bps), collateral haircut brackets, and multi-chain settlement toll matrix across Ariadne Nexus institutional tiers. |
| OFAC SDN Sanctions Engine Registry Metadata | Current sanctions database version, daily sync status, supported sanctions programs, and cryptographic SHA-256 Merkle audit verification parameters. |
| Federal Financial Regulatory Docket Catalog (APA 5 U.S.C. § 553) | Active Federal Reserve, U.S. Treasury OFR, FinCEN/OFAC, SEC DERA, and FSOC rulemaking dockets supported for empirical public comment synthesis. |
TDQS
Scored across 11 tools
Every tool has a distinct resource+action target, and descriptions include explicit 'Use when' / 'Do not use when' clauses that name the sibling tool to redirect to (e.g., screen_ofac_entity vs. get_sovereign_policy_brief vs. synthesize_regulatory_docket). The one apparent overlap — issue_safe_harbor_certificate bundling OFAC screening, collateral valuation, and HUD-1 fees — is explicitly framed as a composite deliverable distinguished from the point-solution tools. No realistic misselection path remains.
All 11 names are snake_case imperative verb_noun constructions (get_cusip_valuation, screen_ofac_entity, run_portfolio_stress_test, provision_agent_key). Verb choice is varied but semantically precise, and the pattern never breaks into camelCase or noun-only forms.
11 tools sits squarely in the well-scoped 3-15 band, and each maps to a discrete deliverable: four analytics oracles, one compliance screen, one composite certificate, two policy/document generators, one billing pair, and one forensic model. No filler tools and no obvious missing surface within the stated scope.
The read-only analytics, screening, document synthesis, and payment/API-key lifecycle are covered end to end, and the 'does not transmit comments' caveat is honestly scoped rather than a dead end. Minor gaps: no equivalent of redeem/provision for querying usage or revoking a key, no way to list supported dockets or available CUSIP reference data, and no batch/portfolio-construction input beyond the stress-test array.