Fair Value MCP Server

Ingested from the official MCP Registry

FastDrop pulled this entry from the official MCP Registry as com.ascent-partners/fair-value and probed the endpoint. The maker did not submit it, so the outbound link is not endorsed and the description is not theirs.

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Tools this endpoint exposes

Read directly from the endpoint on 14 Oct 2026. Not supplied by the maker.

• calculate_actuarial_pv

  Actuarial 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 (

• calculate_convertible_bond

  Convertible-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

• calculate_credit_loss

  Credit-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 credi

• calculate_dcf

  Discounted 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

• calculate_discount_rate

  Cost-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 deri

• calculate_expected_value

  Expected-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

• calculate_fair_value_adjustment

  Fair-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

• calculate_fixed_income

  Fixed-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 structu

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