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8 clients · secrets stay placeholders

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{
  "mcpServers": {
    "fair-value": {
      "type": "http",
      "url": "https://fair-value.ascent-partners.com/mcp"
    }
  }
}

claude mcp add --transport http fair-value https://fair-value.ascent-partners.com/mcp

[mcp_servers.fair-value]
url = "https://fair-value.ascent-partners.com/mcp"

{
  "$schema": "https://opencode.ai/config.json",
  "mcp": {
    "fair-value": {
      "type": "remote",
      "url": "https://fair-value.ascent-partners.com/mcp",
      "enabled": true
    }
  }
}

{
  "mcpServers": {
    "fair-value": {
      "type": "http",
      "url": "https://fair-value.ascent-partners.com/mcp"
    }
  },
  "deeplink": "cursor://anysphere.cursor-deeplink/mcp/install?name=fair-value&config=eyJ0eXBlIjoiaHR0cCIsInVybCI6Imh0dHBzOi8vZmFpci12YWx1ZS5hc2NlbnQtcGFydG5lcnMuY29tL21jcCJ9"
}

{
  "servers": {
    "fair-value": {
      "type": "http",
      "url": "https://fair-value.ascent-partners.com/mcp"
    }
  }
}

{
  "mcpServers": {
    "fair-value": {
      "httpUrl": "https://fair-value.ascent-partners.com/mcp"
    }
  }
}

extensions:
  "fair-value":
    enabled: true
    name: "fair-value"
    type: streamable_http
    uri: "https://fair-value.ascent-partners.com/mcp"
    timeout: 300

Quality 87 / 100new

protocol88 · weight 25

pass
protocol.modernsupports 2026-07-28 (server/discover)
pass
protocol.statelessanswers without a session
pass
protocol.transportstreamable HTTP
warn
protocol.list_ttltools/list declares ttlMs 0, so clients re-fetch it on every use

authorizationn/a · weight 15

n/a
auth.prm, auth.as_metadata, auth.cimdno remote uses OAuth
n/a
auth.secret_in_urlno templated URL

tool hygiene86 · weight 30

pass
tools.descriptionsevery tool has a description
warn
tools.description_length10 tools have descriptions over 1,024 characters, which crowds the context
pass
tools.schemasevery tool has an object input schema
pass
tools.annotations14 of 14 tools declare readOnlyHint or destructiveHint
pass
tools.directory_hintsevery tool declares readOnlyHint, destructiveHint, idempotentHint and openWorldHint
warn
tools.token_costabout 15,813 tokens to load every tool
pass
tools.api_dumptools are not a one-to-one API dump

stabilityn/a · weight 15

n/a
stability.changes, stability.rug_pulltool history recorded for 5 of the 7 days needed

dependenciesn/a · weight 15

n/a
deps.known_vulns, deps.mcp_sdk_version, deps.resolvabledeps.dev does not know [email protected]

14 tools, about 15,813 tokens to load them all · tool set c458de5ded8b · checked 2026-10-20 12:13 UTC

Tool changes

No tool definition changes recorded. A server's first observation is its baseline; later probes record what changes.

Checks run on what our credential-free, read-only probes observe; tools are never called and no code audit is performed. How it is computed.

Trust 96 / 100

provenance85

liveness100

freshness100

hygiene100

+repository +dns-namespace +website +reachable +uptime-100% +updated-6d-ago

Derived from observable signals (official registry feed and our own credential-free probes); no code audit performed. How it is computed.

Dependencies

[email protected] PyPIthis version is not known to the dependency resolver

Dependency graphs from deps.dev; advisories from OSV.dev, including the GitHub Advisory Database and the PyPI Advisory Database; all CC BY 4.0. The graph is what a clean install of this version resolves today; nothing was installed or run. How it is checked.

Endpoints

remote	auth	reachable	uptime 30d	p50	protocol	last ok
`https://fair-value.ascent-partners.com/mcp` streamable-http	none	yes	100%	1714 ms	2026-07-28	2026-10-20

package	registry	version	runtime	secrets
`fair-value`	pypi	0.2.7	uvx

Tools (14)

`calculate_actuarial_pv`read-only	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 (employee benefits), IFRS 2 (share-based payments), and IAS 37 (provisions). Use this for regulated IFRS/HKFRS obligations only; it does NOT do generic project or scenario probability weighting (use calculate_expected_value). Methods: ifrs17_gmm: cash_flows, discount_rate, risk_adjustment; ifrs17_paa: premiums, claims_cash, acquisition_cash_flows, coverage_periods; ifrs17_vfa: cash_flows, discount_rate, underlying_items_return, risk_adjustment; ias19_puc: projected_benefits, discount_rate, attribution_years; ias37_provision: outcomes, probabilities, discount_rate, periods. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_convertible_bond`read-only	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 spread), with conversion, issuer call, holder put, coupon schedule, and a straight-bond floor. Use this for convertible and exchangeable bonds; for a plain bond or rate curve use calculate_fixed_income, and for a standalone option or warrant use calculate_option. The lattice_tsf, lattice_intensity, finite_difference, lsmc and quantlib methods are alternative numerical schemes for the same valuation and take identical inputs (Tsiveriotis-Fernandes is the reference, lsmc is Monte Carlo, quantlib needs the optional engine); choose one. Methods: lattice_tsf/lattice_intensity/finite_difference/lsmc/quantlib: spot, face, coupon_rate, maturity, conversion_ratio, volatility, risk_free, credit_spread, call_schedule, put_schedule, rights_priority. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_credit_loss`read-only	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 credit adjustment, and loan-loss provisioning; for the credit component of a specific convertible bond use calculate_convertible_bond, and for liquidity, control or marketability discounts rather than credit loss use calculate_fair_value_adjustment. Methods: ecl_12m: ead, pd, lgd; ecl_lifetime: ead, pd_lifetime, lgd; ecl_staged: ead, pd_12m, pd_lifetime, lgd, stage; provision_matrix: receivables_ageing, loss_rates; pd_from_spread: credit_spread, recovery, tenor_years; cumulative_pd: annual_pd, years; hazard: hazard_rate, tenor_years; cva_dva: exposure_profile, pd, lgd, discount_rate. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_dcf`read-only	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 DCF, NPV/IRR, terminal values, and multi-stage growth. Use this for going-concern cash-flow businesses; for asset-anchored or financial firms use calculate_residual, for peer-based pricing use calculate_market_multiple, and for pre-profit companies use calculate_loss_making_company. Methods: dcf/npv: cash_flows, discount_rate; annuity: payment, discount_rate, periods; growing_annuity: payment, discount_rate, growth_rate, periods; perpetuity: payment, discount_rate; terminal_gordon: final_cash_flow, discount_rate, perpetual_growth; terminal_multiple: final_cash_flow, exit_multiple; viu_pre_tax: cash_flows, pre_tax_discount_rate; rnpv: cash_flows, discount_rate, probabilities; lease_pv: lease_payments, incremental_borrowing_rate. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_discount_rate`read-only	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 derive the discount rate an income-approach valuation needs; it returns a rate, not a valuation, so feed the result to calculate_dcf, or to calculate_residual for IFRS-basis measurement. Methods: wacc: equity_weight, debt_weight, cost_equity, cost_debt, tax_rate; capm: risk_free, beta, market_return; startup_capm: risk_free, beta, market_risk_premium, size_premium, illiquidity_premium; build_up: risk_free, equity_risk_premium, size_premium, industry_premium, specific_premium; currency_adjusted: base_rate, currency_risk_premium, country_risk_premium; country_risk: sovereign_yield, us_risk_free; esg: base_rate, esg_risk_premium, esg_opportunity_discount; portfolio_beta: weights, betas; ibr: risk_free, credit_spread, tenor_years. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_expected_value`read-only	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, Monte-Carlo and decision trees; it does NOT perform IFRS/HKFRS measurement of provisions, insurance or employee-benefit obligations (use calculate_actuarial_pv), and it does not price path-dependent payoffs (use calculate_structured_product). Methods: discrete: outcomes, probabilities; continuous: distribution, mean, std, lower, upper; scenario: scenarios; monte_carlo: iterations, distributions, base_params, seed; decision_tree: tree; football_field: estimates. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_fair_value_adjustment`read-only	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 from an indicated value to the fair value recognised in the accounts; for liquidity/marketability inputs of a listed instrument prefer calculate_market_multiple, and for expected credit loss use calculate_credit_loss. Methods: dlom: base_value, restricted_period, volatility, risk_free; dloc: base_value, transaction_cost_pct; control_premium: base_value, control_premium_pct; minority_discount: base_value, minority_discount_pct; highest_best_use: base_value, alternative_use_values; hierarchy_level: inputs. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_fixed_income`read-only	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 structure: bootstrap a zero curve from par rates, infer forward rates, and discount cash flows on the curve. Use this for vanilla bonds, rate risk and discount curves; for convertibles use calculate_convertible_bond and for structured payoffs use calculate_structured_product. Methods: bond_price/duration/convexity: face, coupon_rate, years, ytm, frequency; bond_yield: face, coupon_rate, years, price, frequency; matrix_pricing: target_tenor, benchmark_tenors, benchmark_yields; discount_factor: rate, years, frequency; zero_curve: par_rates, tenors, frequency; forward_rate: zero_rates, tenors, t1, t2; pv_curve: cash_flows, times, zero_rates, tenors. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_loss_making_company`read-only	Loss-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). Use this when earnings-based multiples break down; for standalone probability weighting of arbitrary scenarios use calculate_expected_value, and for a single going-concern DCF use calculate_dcf. Methods: margin_ramp_dcf: revenue, growth_rate, start_margin, target_margin, ramp_years, discount_rate, years, shares_outstanding, net_debt, range_method; revenue_multiple: revenue, ev_revenue_multiple, net_debt, shares_outstanding, range_method; merton_equity: firm_value, firm_volatility, debt, risk_free, maturity, range_method; vc_method: terminal_value, target_return, investment, shares_outstanding, range_method; distressed_waterfall: enterprise_value, claims, range_method; bank_residual_income: book_value, net_income, cost_equity, growth_rate, range_method; spac_deal: trust_cash, shares_outstanding, redemption_price, range_method. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_market_multiple`read-only	Market-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, and for residual-income or IFRS-basis measurement use calculate_residual. Methods: ev_revenue: revenue, ev_revenue_multiple; ev_ebitda: ebitda, ev_ebitda_multiple; ev_arr: arr, ev_arr_multiple; ev_gmv: gmv, ev_gmv_multiple; pe: eps, pe_multiple; pb: book_value_per_share, pb_multiple; ps: sales_per_share, ps_multiple; cap_rate: net_operating_income, cap_rate; regression: intercept, growth_rate, growth_coefficient, market_maturity, maturity_coefficient; royalty_cap: revenue, royalty_rate, discount_rate; ddm: dividend_per_share, cost_equity, growth_rate. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_option`read-only	Option-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 as CBBCs, inline/derivative warrants or autocallables (use calculate_structured_product). Methods: black_scholes: spot, strike, maturity, risk_free, volatility, option_type; black76: forward, strike, maturity, risk_free, volatility, option_type; binomial_american: spot, strike, maturity, risk_free, volatility, option_type, steps; garman_kohlhagen: spot, strike, maturity, domestic_rate, foreign_rate, volatility, option_type; barrier_first_passage: spot, strike, maturity, risk_free, volatility, option_type, barrier, barrier_type; asian_average: spot, strike, maturity, risk_free, volatility, option_type, average_type; digital: spot, strike, maturity, risk_free, volatility, cash_payout; range: spot, lower_strike, upper_strike, maturity, risk_free, volatility, payout; share_based: share_price, exercise_price, expected_life, volatility, risk_free, dividend_yield. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_residual`read-only	IFRS/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: investment property (IAS 40 / HKAS 40), PP&E revaluation via depreciated replacement cost (IAS 16) and biological assets at fair value less costs to sell (IAS 41). Use this for accounting-basis measurement of assets and equity; for going-concern cash flow use calculate_dcf and for peer multiples use calculate_market_multiple. Methods: goodwill: purchase_price, fair_value_net_identifiable_assets; ppa: purchase_price, tangible_assets_fv, identified_intangibles_fv; impairment_fvlcd: carrying_value, fair_value_less_costs_to_dispose; impairment_viu: carrying_value, value_in_use; inventory_nrv: carrying_value, net_realisable_value; held_for_sale: carrying_value, fair_value_less_costs_to_sell; debt_waterfall/cap_table: enterprise_value, claims; sotp: segments, net_debt, holding_discount; spac_redemption: trust_cash, shares_outstanding, redemption_price; investment_property: noi, cap_rate; ppe_revaluation: replacement_cost, accumulated_depreciation; biological_asset: expected_price, quantity, costs_to_sell; residual_income: book_value, net_income, cost_equity; justified_pb: roe, cost_equity, growth_rate; relief_from_royalty: revenue, royalty_rate, discount_rate, periods; mpeem: cash_flows, contributory_charges, discount_rate; with_without: with_cash_flows, without_cash_flows, discount_rate; recoverable_amount: fair_value_less_costs_to_dispose, value_in_use; liability_fulfilment: fulfilment_costs, mark_up, discount_rate; inventory_residual: selling_price, costs_to_complete, profit_allowance; development_residual: gross_development_value, development_costs, developer_profit. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_sector_metrics`read-only	Sector-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_market_multiple or calculate_dcf. Methods: ltv: arpu, gross_margin, churn_rate; cac: sales_marketing_expense, new_customers; arr: subscription_values; nrr: starting_revenue, ending_revenue, expansion_revenue; magic_number: net_new_arr, sales_marketing_expense_prior; rule_of_40: growth_rate, profit_margin; take_rate: revenue, gmv; gmv_multiple: gmv, ev_gmv_multiple; retention: retained_customers, starting_customers; trl: market_size, market_share, margin, exit_multiple, trl_discount; break_even: fixed_costs, asp, variable_cost; gross_margin: asp, variable_cost; token: transaction_volume, price_per_tx, velocity, supply; nvt: market_cap, transaction_volume; metcalfe: n, coefficient. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.
`calculate_structured_product`read-only	Structured-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 option or warrant use calculate_option, for a convertible or exchangeable bond use calculate_convertible_bond, and for a vanilla bond or term structure use calculate_fixed_income. Methods: cbbc: notional, spot, strike, barrier, barrier_type, maturity, risk_free, volatility, option_type; cbbc_residual: notional, spot, call_price, entitlement, barrier, barrier_type, maturity, risk_free, volatility, option_type; derivative_warrant: notional, spot, strike, maturity, risk_free, volatility, average_type, option_type; inline_warrant: notional, spot, lower_strike, upper_strike, maturity, risk_free, volatility, payout; inline_warrant_avg: notional, spot, lower_strike, upper_strike, maturity, risk_free, volatility, payout, fixing_days; eli/eln: notional, spot, strike, maturity, risk_free, volatility, coupon_rate; autocallable: notional, spot, knock_out_level, observation_dates, coupon_rate_structured, maturity, risk_free, volatility; credit_linked_note: notional, credit_spread, recovery, maturity, risk_free, coupon_rate_structured; accumulator/decumulator: notional, spot, strike, knock_out_level, observation_dates, risk_free, volatility; trs: notional, spot, maturity, risk_free, dividend_yield; cfd: notional, spot, strike, maturity, risk_free. Supply exactly one method with its declared inputs (no defaults). An unknown method, a missing input, or an extra field returns an error envelope (code INVALID_ARGUMENT) instead of raising.

Schemas: list_tools.

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Official server.json

{
  "name": "com.ascent-partners/fair-value",
  "icons": [
    {
      "src": "https://raw.githubusercontent.com/simonmak-ascent/fair-value/main/assets/icon.svg",
      "sizes": [
        "any"
      ],
      "mimeType": "image/svg+xml"
    }
  ],
  "title": "Fair Value MCP Server",
  "$schema": "https://static.modelcontextprotocol.io/schemas/2025-12-11/server.schema.json",
  "remotes": [
    {
      "url": "https://fair-value.ascent-partners.com/mcp",
      "type": "streamable-http"
    }
  ],
  "version": "0.2.7",
  "packages": [
    {
      "version": "0.2.7",
      "transport": {
        "type": "stdio"
      },
      "identifier": "fair-value",
      "runtimeHint": "uvx",
      "registryType": "pypi",
      "packageArguments": [
        {
          "type": "positional",
          "value": "fair-value-mcp"
        }
      ],
      "runtimeArguments": [
        {
          "name": "--from",
          "type": "named",
          "value": "fair-value[mcp]"
        }
      ]
    }
  ],
  "repository": {
    "url": "https://github.com/simonmak-ascent/fair-value",
    "source": "github"
  },
  "websiteUrl": "https://github.com/simonmak-ascent/fair-value",
  "description": "Valuation MCP: DCF/NAV/CCA, WACC, derivatives, credit risk, fixed income, structured products."
}