genpark-bond-convexity-modified-duration-calculator-skill
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.
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- Glama source codeOfficial · Observed
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