MCP serverio.github.simonmak-ascent/fair-value

Actuarial present value engine. Discount expected cash flows with mortality, survival, and risk adjustment for insurance and benefit obligations, generalising IFRS 17 (fulfilment c

Company-summary engine. Return a company profile with live market metrics (price, shares, beta, volatility, market capitalisation) to seed valuation inputs. Use this to seed inputs

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 ra

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 impairme

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 profi

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 inpu

Expected-value engine. Compute expected values over discrete, continuous, simulated, or tree-structured uncertainty, plus football-field ranges. Use this for generic probability we

Fair-value-adjustment engine (IFRS 13). Compute exit-price adjustments including credit, liquidity, control and marketability discounts, blockage, and the fair-value hierarchy leve

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/HK

Loss-making-company engine. Value currently unprofitable companies with margin-ramp DCF, revenue multiples, Merton structural equity, the VC method, distressed waterfalls, bank res

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

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.

Report-review engine. Audit a valuation document against an IVS 2025 and IFRS/HKFRS checklist: methodology, assumptions, discount rate, standards basis, fair-value conclusion, valu

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-

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 (

Structured-product engine. Value HKEX-listed and OTC structures: CBBCs, derivative and inline warrants, equity-linked notes and investments, autocallables, accumulators and decumul