bond_ladder
fixed-income
duration
dv01
convexity
reinvestment-assumption
portfolio-risk
tvm-primitive
mcp:build_bond_ladder

Bond Ladder Builder

Builds a target-weight bond ladder from a total notional split across maturity rungs and reports rung-by-rung and portfolio risk analytics: each rung's price, Macaulay and modified duration, DV01 and convexity, plus the target_weight-weighted portfolio aggregates. Every reinvestment assumption is named in plain sentences in the output, and rung target weights must sum to 1 within 1e-9 or the tool refuses, naming the sum.

Tool URL: https://ainumbers.co/chaingraph/art-705-bond-ladder-builder.html AP2/Policy Mandate export: yes

post/v1/tools/build_bond_ladder

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/build_bond_ladder
  • Auth: none declared

Request body

notionalnumber required

Total ladder notional, split across rungs pro rata to target_weight.

periods_per_yearnumber

Coupon periods per year for every rung (default 2).

reinvestment_assumption'hold_to_maturity' | 'roll_to_longest_rung'

Named in the output assumptions[]: hold coupons and maturing principal as cash at 0%, or reinvest them at the longest rung's yield.

Response

Successful tool execution result

assumptionsstring[] required
detailstring
error'reinvestment_assumption_invalid' | 'weights_sum_not_one'
ladderunknown required
notestring
notionalnumber
num_rungsnumber
periods_per_yearnumber
portfolioobject nullable required
regulatory_basisstring
reinvestment_assumption'hold_to_maturity' | 'roll_to_longest_rung'

Changes

No recorded changes to this operation across all 1 revision of this API.