price_callable_fixed_rate_bond
Price callable or puttable fixed-rate bonds on a Hull-White lattice using supplied market data and call/put schedules.
Instructions
Price a callable / puttable fixed-rate bond on a Hull-White lattice (POST /price-callable-fixed-rate-bond).
Args:
market_data_source: where the market numbers in this call come from. user_pasted
(the user pasted or typed the numbers in this conversation), user_file (the
user attached a file/screenshot the numbers were read from), engine_example
(an engine example's pricing block, only when the user explicitly asked to run
an example), session (a market previously stored in this session, which
itself came from one of the above). There is no value for estimated, recalled or
placeholder data. If you would have to invent numbers, do not call this tool:
ask the user for the data.
preset: a preset with a callable_fixed_rate_bond block (EUR_FIXED_BOND).
call_schedule: [{date, price, type: Call|Put}] with increasing dates
(clean price per 100 of face).
model: {a, sigma, lattice_steps?, id?} (explicit Hull-White, lattice_steps
default from the preset) or the id of a SwaptionModelSpec in the market.
tree_steps: engine lattice steps for the bond (default from the preset).
Other arguments: as in price_fixed_rate_bond.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | No | ||
| model | Yes | ||
| tenor | No | ||
| market | Yes | ||
| preset | Yes | ||
| overrides | No | ||
| issue_date | Yes | ||
| request_id | No | ||
| tree_steps | No | ||
| coupon_rate | Yes | ||
| face_amount | Yes | ||
| call_schedule | Yes | ||
| maturity_date | No | ||
| effective_date | No | ||
| additional_trades | No | ||
| discounting_curve | Yes | ||
| calendar_overrides | No | ||
| market_data_source | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||