stress_test_scenarios
Stress-test structured products under adverse market conditions using custom and historical scenarios with real market data for precise risk evaluation.
Instructions
Perform stress testing across different market conditions with real market data integration
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | No | Stock symbol for real market data (e.g., 'AAPL', 'TSLA') | |
| scenarios | No | Custom stress scenarios. If not provided, will use historical market stress scenarios | |
| volatility | No | Base volatility. If not provided and use_market_data=true, will be calculated from historical data | |
| product_type | Yes | Type of structured product | |
| strike_price | Yes | Strike price | |
| barrier_level | No | Barrier level for barrier products | |
| risk_free_rate | No | Risk-free rate. If not provided and use_market_data=true, will fetch current Treasury rate | |
| use_market_data | No | Use real-time market data and calculated volatility for base case | |
| underlying_price | Yes | Current underlying price | |
| include_historical_scenarios | No | Include historical market crisis scenarios (2008 Financial Crisis, 2020 COVID, Dot-com Bubble) |