dsh-cn-fixedincome-mcp

Convertible-bond and fixed-income research often stalls on a mundane step: hand-computing clause-derived indicators such as conversion value, premium ratio, debt-floor value, YTM, and duration from raw term sheets, usually tethered to real-time market APIs and a wall of dependencies. dsh-cn-fixedincome-mcp turns that step into a zero-dependency, offline-first Node ESM MCP stdio server. Feed it a bond terms set and it returns a full set of research-ready metrics instantly, with no API key and no network required.\n\nIt spans two tracks. For convertible bonds it computes conversion value and ratio, conversion premium, pure-bond (debt-floor) value via discounted cash flows, yield-to-maturity solved by Newton's method, the combined low-low screening metric, and clause-trigger detection for downward revision, mandatory redemption, and put-back rights. For plain-vanilla bonds it delivers duration, convexity, DV01, and a customisable cash-flow timetable. Six tools are split by responsibility, from single-bond instant analytics to multi-bond screening sorted by low-low ascending, and the engine is not locked to any seed file: pass in any set of terms and it computes on the fly.\n\nIt is well suited to individual quant researchers, small fixed-income research teams, and developers who want deterministic bond-metric computation embedded in a local workflow without cloud dependency. The plugin deliberately positions itself as an analysis-and-computation layer, distinguishing itself from strategy-layer counterparts that rely on real-time feeds, and emphasises flexible term input plus offline usability as a reliable computational foundation in a quant research pipeline.