fair-value
Advanced tools
Financial valuation library (DCF/NAV/CCA, cost of capital, derivatives, credit risk, fixed income) aligned to IVS 2025 / IFRS.
Professional financial valuation system for OpenCode with IFRS/IVS compliance.
mcp-name: io.github.simonmak-ascent/fair-value
A single valuation core — exposed as an MCP server, a REST API, and a
Python library — whose 14 native calculate_* tools / 135 methods cover
corporate, startup, and intangible valuation aligned to IVS 2025 and
IFRS/IAS:
Every result is a deterministic-first envelope carrying the centre value,
solution_type, statistics (σ / percentiles, and seeded samples for the few
stochastic methods), and citations resolving to verbatim IVS/IFRS clauses.
120 / 135 methods carry standards citations and the taxonomy has 0 orphan
clauses, enforced by a conformance gate in CI.
Fastest path — no install:
https://fair-value.ascent-partners.com/mcphttps://fair-value.ascent-partners.com/v1/healthhttps://fair-value.ascent-partners.com/uvx --from "fair-value[mcp]" fair-value-mcpThen call any of the 14 calculate_* tools (add -help / help=true for the
generated transparency record). Client config: MCP Server.
flowchart LR
CLIENT["AI agent / OpenCode"] -->|"stdio (uvx) or Streamable HTTP"| MCP["fair-value-mcp<br/>14 calculate_* tools · 135 methods"]
HOST["Hosted · fair-value.ascent-partners.com<br/>docs/landing at / · MCP at /mcp · REST at /v1"] --> CLIENT
MCP --> REG["method-spec registry<br/>(valuation://methods)"]
REG --> STD["standards taxonomy + corpus<br/>IVS 2025 · IFRS/IAS · (valuation://standards)"]
REG --> CORE["valuation engine<br/>DCF · NAV · CCA · WACC (FF5) · derivatives<br/>credit risk · actuarial"]
CORE --> DATA["inputs from apdb-etl (cited)"]
CORE --> ENV["result envelope<br/>value + statistics + citations"]
pip install -r requirements.txt # dev workflow
# or, as a package:
pip install . # base library
pip install ".[mcp]" # + MCP server dependencies (fastmcp)
The console command fair-value-mcp runs the MCP server (stdio; add --http for Streamable HTTP).
# run locally without installing (stdio)
uvx --from "fair-value[mcp]" fair-value-mcp
# or install and run
pip install "fair-value[mcp]"
fair-value-mcp # stdio
fair-value-mcp --http # Streamable HTTP
The server exposes 14 native calculate_* tools spanning DCF, cost of capital,
market multiples, residual/asset valuation, options, expected value, credit
risk, actuarial PV, sector metrics, fair-value adjustments, convertible bonds,
structured products, loss-making companies, and fixed income —
all derived from one method-spec registry. Add -help to any
tool (or help=true) for its generated documentation with formula reference,
inputs, and governing clauses.
Adoption target: ≥ 100 PyPI downloads and ≥ 1 directory listing within 90 days of the first release (tracked via the PyPI stats API and the directory listing).
The same core is exposed at /v1 (served next to MCP by mcp_server.asgi:app):
curl -s localhost:8000/v1/health
curl -s -X POST localhost:8000/v1/calculate/calculate_dcf \
-H 'content-type: application/json' \
-d '{"method":"dcf","cash_flows":[100,110],"discount_rate":0.1}'
Endpoints: /v1/health, /v1/tools, /v1/methods, /v1/standards,
/v1/openapi.json, /v1/docs (Swagger UI), /v1/help/{tool},
POST /v1/calculate/{tool}. See REST API.
The hosted domain serves a Next.js frontage — landing, complete docs, methods
catalogue (one page per method), standards browser, and an API playground —
alongside the MCP/REST function in one Vercel project. It is data-driven: the
catalogue is generated from the registry at build time
(scripts/gen_web_data.py → data/catalog.json).
pnpm install
pnpm dev # http://localhost:3000 (expects /v1 from the API for the playground)
pnpm build # prebuild regenerates data/catalog.json
pnpm typecheck && pnpm lint
Routing: / and /docs/* are Next.js; /mcp and /v1/* are rewritten to the
Python function (api/index.py).
from valuation_engine import run_valuation
result = run_valuation('9988.HK', 'dcf') # DCF valuation (shared envelope)
The standards alignment is data, not code: standards/taxonomy.json maps
each method to its IVS and IFRS/IAS clauses, standards/source/*.md holds the
verbatim clause text (with standards/provenance.json recording edition and
source), and standards/coverage-baseline.json is the coverage ratchet. The
engine attaches solution_type and citations to every envelope, and
scripts/check_conformance.py fails CI if a published method loses its citation
or the taxonomy/corpus drifts. See Standards reference.
flowchart LR
SEED["method_spec_seed.py<br/>method tables · 135 methods"] --> SPEC["method_spec.py<br/>parameter vocabulary"]
SPEC --> SURF["tool_surface.py<br/>15 calculate_* tools"]
SPEC --> STD["standards.py<br/>taxonomy · citations"]
SURF --> SRV["server.py (FastMCP)"]
SRV --> STDIO["stdio · uvx fair-value-mcp"]
SRV --> HTTP["Streamable HTTP · fair-value-mcp --http"]
ASGI["asgi.py (+ rest.py, openapi.py)"] --> HOST["Hosted · / + /v1"]
SRV --> DOCS["docs.py<br/>-help transparency records"]
STD -.->|resources| RES["valuation://methods · valuation://standards"]
SRV -.-> DOCS
src/
├── constants.py # standards references
├── valuation/ # DCF, NAV, CCA, asset standards (relief-from-royalty, MPEEM, residual)
├── cost_of_capital/ # WACC, FF5, KMV
├── credit_risk/ # ECL, PD/LGD, CVA/DVA
├── derivatives/ # options, swaps, convertible bonds, structured products, fixed income
└── output/ # shared result envelope (value + statistics + citations)
mcp_server/
├── method_spec.py + method_spec_seed.py # single source of truth for tools/methods
├── standards.py # taxonomy loader, citations, coverage
├── tool_surface.py · engine.py · handlers.py · server.py
├── docs.py · rest.py · openapi.py · asgi.py
└── catalog.py · prompts.py # valuation:// resources + guided prompts
standards/ # taxonomy.json · source/*.md · provenance · baseline
scripts/ # check_conformance.py · gen_docs.py
sequenceDiagram
autonumber
participant C as MCP / REST / Python caller
participant E as validation + dispatch
participant R as method-spec registry
participant S as standards taxonomy
participant M as computation modules (src/)
participant O as output envelope
C->>E: calculate_*(...) / POST /v1/calculate/*
E->>R: resolve method + validate parameters (no defaults)
R-->>E: method spec
E->>M: dispatch to valuation / cost_of_capital / credit_risk / derivatives
E->>S: attach solution_type + citations
M-->>E: value + steps + assumptions
E->>O: ok() / error() envelope (value · statistics · citations)
O-->>C: status · method · value · statistics · assumptions · citations · disclaimer
mkdocs build (see mkdocs.yml); method reference auto-generated by scripts/gen_docs.pySKILL.md — capability spec; valuation://methods / valuation://standards — machine-readable cataloguesReleased under the MIT License.
FAQs
Financial valuation library (DCF/NAV/CCA, cost of capital, derivatives, credit risk, fixed income) aligned to IVS 2025 / IFRS.
We found that fair-value demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 1 open source maintainer collaborating on the project.
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