ZongtaiL/MCP-Demo
3.1
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This repository demonstrates a Model Context Protocol (MCP) server and host implementation exposing quantitative finance tools.
Tools
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Resources
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Prompts
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MCP Demo (Quant Finance Tools)
This repository demonstrates a Model Context Protocol (MCP) server and host implementation exposing quantitative finance tools.
It is designed as a lightweight framework for quant research, pricing, risk analysis, and integration with LLMs.
🚀 Features
- get_price: Fetch latest stock/ETF prices from online sources.
- trading_calendar: Generate US trading/business days between two dates (holiday aware).
- monte_carlo_pricer: Monte Carlo pricer for European options (GBM model).
- vol_surface: Implied volatility surface interpolation with bilinear method.
- risk_metrics: Compute risk metrics (VaR, Expected Shortfall) from PnL series.
- get_time: Utility to return current system time.