Macaulay and modified duration for a standard even-period bullet bond, given face value, coupon rate, yield to maturity, years to maturity, and compounding frequency. Prices the schedule and reports the PV-weighted average time to cash flows in years. Feeds the DV01 and convexity primitives for full fixed-income risk analytics.
Copy this paragraph into Claude, OpenClaw, or any MCP-aware agent to run this exact tool, with this sample, and verify the artifact.
Run the AINumbers MCP tool `compute_bond_duration`. Task: Macaulay and modified duration for a standard even-period bullet bond given face value, coupon rate, yield to maturity, years to maturity, and compounding frequency.
Call it with arguments: {"policy_parameters":{"face_value":1000,"coupon_rate_pct":6,"ytm_pct":8,"years_to_maturity":5,"periods_per_year":2}}
Verify before trusting: call `verify_execution_hash` on mcp.ainumbers.co (https://mcp.ainumbers.co/mcp) with the parameter `claimed_hash` set to the returned `execution_hash`, passing the full artifact the run returned (the object containing `policy_parameters` + `output_payload` + `execution_hash`; equivalently `policy_parameters` + `output_payload` with `claimed_hash`), not the bare hash string.
Return the ledger link https://ledger.ainumbers.co/ so a human can re-verify without contacting us.
PII rule: All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Open the tool with the sample prefilled: https://ainumbers.co/chaingraph/art-329-tvm-bond-duration.html#p=v1.H4sIAAAAAAAA_wFeAKH_eyJmYWNlX3ZhbHVlIjoxMDAwLCJjb3Vwb25fcmF0ZV9wY3QiOjYsInl0bV9wY3QiOjgsInllYXJzX3RvX21hdHVyaXR5Ijo1LCJwZXJpb2RzX3Blcl95ZWFyIjoyfYBB9tleAAAA