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Fair Value MCP Server

DCF, credit and structured valuation calculations

1257 ms

answered our call

State
Answered
Protocol
MCP 2025-06-18
Tools listed
14
Answered
3 of the last 3 calls

How to reach it

  • MCP, HTTPhttps://fair-value.ascent-partners.com/mcp
  • PyPIuvx fair-valueReleased 14 Oct 2026, version 0.2.7

What it can do

ToolWhat it says it does
calculate_actuarial_pvActuarial present value engine. Discount expected cash flows with mortality, survival, and risk adjustment for insurance and benefit obligations, generalising IFRS 17 (fulfilment cash flows), IAS 19 (employee benefits), IFRS 2 (share-based payments), and IAS 37 (provisions). Use this for regulated…
calculate_convertible_bondConvertible-bond engine. Value callable and puttable convertible or exchangeable bonds with credit risk using a Tsiveriotis-Fernandes lattice (equity discounted at the risk-free rate, debt at a credit spread), with conversion, issuer call, holder put, coupon schedule, and a straight-bond floor…
calculate_credit_lossCredit-risk engine (IFRS 9 / HKFRS 9). Compute 12-month, lifetime, and staged expected credit loss, PD/LGD/EAD, provision matrices, hazard rates, and CVA/DVA. Use this for impairment, fair-value credit adjustment, and loan-loss provisioning; for the credit component of a specific convertible bond…
calculate_dcfDiscounted cash flow valuation engine. Choose a method and supply its exact inputs to value a business from projected free cash flows, dividends, residual income, or economic profit. Covers FCFF/FCFE DCF, NPV/IRR, terminal values, and multi-stage growth. Use this for going-concern cash-flow…
calculate_discount_rateCost-of-capital engine. Compute WACC, cost of equity (CAPM), cost of debt, unlevered/relevered beta, and country or size premiums from an explicit capital structure and market inputs. Use this to derive the discount rate an income-approach valuation needs; it returns a rate, not a valuation, so…
calculate_expected_valueExpected-value engine. Compute expected values over discrete, continuous, simulated, or tree-structured uncertainty, plus football-field ranges. Use this for generic probability weighting of scenarios, Monte-Carlo and decision trees; it does NOT perform IFRS/HKFRS measurement of provisions…
calculate_fair_value_adjustmentFair-value-adjustment engine (IFRS 13). Compute exit-price adjustments including credit, liquidity, control and marketability discounts, blockage, and the fair-value hierarchy level. Use this to move from an indicated value to the fair value recognised in the accounts; for liquidity/marketability…
calculate_fixed_incomeFixed-income engine. Price plain coupon bonds, solve for yield to maturity, measure interest-rate sensitivity via Macaulay and modified duration and convexity, and build a HIBOR/HKD-style term structure: bootstrap a zero curve from par rates, infer forward rates, and discount cash flows on the…
calculate_loss_making_companyLoss-making-company engine. Value currently unprofitable companies with margin-ramp DCF, revenue multiples, Merton structural equity, the VC method, distressed waterfalls, bank residual income, and SPAC deals; every method returns a central value plus a dispersion (sigma, percentiles, long-tail)…
calculate_market_multipleMarket-multiple engine. Apply peer multiples (P/E, P/B, EV/EBITDA, EV/Sales, PEG and more) or derive implied multiples to price a company on a comparable basis. Use this for market-approach pricing where peers exist; it does peer multiples only — for intrinsic cash-flow value use calculate_dcf…
calculate_optionOption-pricing engine. Price European and American options and warrants (Black-Scholes, Black-76, CRR binomial, Garman-Kohlhagen FX, digital, range, share-based) and their greeks. Use this for a single contingent claim or warrant on one underlying; it does NOT price listed structured payoffs such…
calculate_residualIFRS/HKFRS measurement engine. Compute goodwill and purchase-price allocation, impairment (IAS 36), inventory net realisable value, held-for-sale, debt waterfalls, cap tables, sum-of-the-parts and SPAC redemption; residual income and justified price-to-book; and non-financial asset fair value…
calculate_sector_metricsSector-metric engine. Compute the metrics that anchor valuation in specific industries: SaaS (ARR, NRR, magic number, Rule of 40), marketplaces (take rate, GMV multiple), lending (LTV/CAC), and crypto (NVT, Metcalfe). It returns operating metrics, not a valuation; use them as inputs to…
calculate_structured_productStructured-product engine. Value HKEX-listed and OTC structures: CBBCs, derivative and inline warrants, equity-linked notes and investments, autocallables, accumulators and decumulators, credit-linked notes, TRS, and CFDs. Use this for equity-linked and credit-linked payoff structures; for a plain…

In its maker's words

Valuation MCP: DCF/NAV/CCA, WACC, derivatives, credit risk, fixed income, structured products.

Website
github.com/simonmak-ascent/fair-value
Source
github.com/simonmak-ascent/fair-value
Publisher
ascent-partners.com (8 listings in the registry)
Listed from
the official MCP Registry as com.ascent-partners/fair-value
Version
0.2.7, updated 14 Oct 2026
Kinds of work
Finance and markets, AI models and agent tools, Code and developer tools

The domain it lives on

ascent-partners.com
registered 16 Jun 2008 (18 years ago), at Web Commerce Communications Limited dba WebNic.cc, its home page is a working site
github.com
registered 9 Oct 2007 (19 years ago), at MarkMonitor Inc., its home page is a working site

From our own crawl of domain names: registry records and the home page as our crawler last saw it.

Every call we made

WhenWhat happenedTime
Answered1257 ms
Answered3435 ms
Answered1271 ms

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