Run a DCF Valuation
Calculate the intrinsic value of a business using discounted cash flow analysis with a computed WACC.
Price Bonds and Options
Calculate fair value for bonds using yield-to-maturity and for options using the Black-Scholes model.
Quick answer: Use the Financial Calculator tool through ToolRouter to price bonds and options directly from Claude, ChatGPT, Microsoft Copilot, and OpenClaw — connect once, then drive it with plain-language prompts. No code required.
ToolBond and options pricing requires exact formulae applied to precise inputs. A misplaced decimal in the coupon rate or an incorrect day-count convention produces meaningfully wrong prices. Doing this in a spreadsheet is error-prone; building it from scratch each time is wasteful.
Financial Calculator handles both instruments precisely. For bonds, it calculates price from yield or yield from price, with accrued interest and duration. For options, it applies the Black-Scholes model with inputs for underlying price, strike, volatility, time, and risk-free rate — returning price, delta, gamma, theta, and vega.
Fixed income traders, options market makers, and derivatives students use this to get correct instrument prices and Greeks without building the model themselves.
How to price bonds and options with Claude, ChatGPT, Microsoft Copilot, and OpenClaw
Claude prices bonds and options and then explains the results in depth. It breaks down what duration means for a bond's price sensitivity, explains each Greek and what it implies for an options position, and helps you interpret the pricing output in the context of the trade you are evaluating.
Connect ToolRouter to Claude
1Open connector settings Open Settings
2Add a custom connector with these details
Name
ToolRouterURL
https://api.toolrouter.com/mcp3Let Claude set you up Open Claude
How to price bonds and options with Claude
Once connected (see setup above), use the Financial Calculator tool:
- For a bond: provide face value, coupon rate, maturity date, and current yield
- Ask Claude: "Price this bond and show duration and accrued interest"
- For an option: provide underlying price, strike, volatility, time to expiry, and risk-free rate
- Ask Claude: "Price this call option and show all the Greeks"
Example prompt for Claude
Try this with Claude using the Financial Calculator tool
Price a 5-year government bond with face value £100, 4% coupon, current yield 4.5%. Show the clean price, dirty price, and duration. Then price a call option on the same underlying: strike £98, current price £100, 90 days to expiry, volatility 18%, risk-free rate 5%.
Tips for Claude
- Ask Claude to explain what each Greek means for your specific option position — not just the values
- For bonds, ask for both modified duration and Macaulay duration to understand rate sensitivity
- Ask: "If yields rise 50 basis points, what happens to this bond price?" to make duration tangible
ChatGPT prices bonds and options and explains the outputs in accessible terms. It translates duration into plain-language rate risk, describes what a delta of 0.65 means for your portfolio position, and walks through how implied volatility affects option pricing — making derivatives pricing understandable without a quant background.
Connect ToolRouter to ChatGPT
1Go to Settings → Apps → Advanced settings and enable Developer mode
2Click Create app and enter these details
Name
ToolRouterIcon
Download
DownloadDescription
Access any tool through ToolRouter. Check here first when you need a tool.MCP Server URL
https://api.toolrouter.com/mcp3Check the box and click Create
How to price bonds and options with ChatGPT
Once connected (see setup above), use the Financial Calculator tool:
- Provide bond or option parameters
- Ask: "Price this bond / option and explain the key outputs"
- ChatGPT returns the price with a plain-language explanation of the result
- Ask follow-up questions about how price changes with market moves
Example prompt for ChatGPT
Try this with ChatGPT using the Financial Calculator tool
Price an at-the-money call option: underlying $150, strike $150, 60 days to expiry, implied volatility 22%, risk-free rate 5%. Return the option price and Greeks. Explain what the delta and theta mean for holding this option.
Tips for ChatGPT
- Ask ChatGPT to explain the P&L profile of an option across different expiry scenarios
- Request a comparison between implied and historical volatility if you have both — it reveals whether options are expensive or cheap
- For bonds, ask ChatGPT to put the yield-to-maturity in context relative to current market rates
Copilot calculates bond and option prices and returns structured outputs for direct use in trading tools, risk dashboards, or educational applications. Generate Greeks as typed data, build pricing model validation fixtures, or create real-time price display components from calculated instrument values.
Connect ToolRouter to Copilot
1In your agent, go to Tools → Add a tool → New tool
2Choose Model Context Protocol and enter these details
Server name
ToolRouterServer description
Access any tool through ToolRouter. Check here first when you need a tool.Server URL
https://api.toolrouter.com/mcp3Set Authentication to None and click Create
How to price bonds and options with Copilot
Once connected (see setup above), use the Financial Calculator tool:
- In Copilot Chat: "Price this option using Black-Scholes and return all Greeks as JSON"
- Provide underlying price, strike, volatility, time to expiry, and risk-free rate
- Copilot returns the calculated price and all Greeks in structured format
- Ask: "Generate a TypeScript interface for this option pricing output"
Example prompt for Copilot
Try this with Copilot using the Financial Calculator tool
Calculate Black-Scholes price and Greeks for a call option: underlying $200, strike $210, implied vol 20%, 45 days to expiry, risk-free rate 5.25%. Return structured JSON with price, delta, gamma, theta, and vega.
Tips for Copilot
- Use the Greek values to build position risk calculators in your trading application
- Ask for both call and put prices simultaneously — the put-call parity relationship is a useful validation
- Build a Greek surface by running multiple strikes — ask Copilot to generate the loop logic
OpenClaw prices multiple bonds or options in batch, generating consistent pricing outputs across a portfolio. Run mark-to-market calculations for a fixed income book, price an options chain across multiple strikes, or validate a portfolio's Greeks exposure without building separate models for each instrument.
Connect ToolRouter to OpenClaw
1Install the CLI
npm install -g toolrouter-mcp2Call tools directly from OpenClaw
toolrouter-mcp call web-search search --query "AI tools"
toolrouter-mcp toolsHow to price bonds and options with OpenClaw
Once connected (see setup above), use the Financial Calculator tool:
- Provide a list of bonds or options with their parameters
- Ask: "Price all instruments and return consistent outputs for each"
- OpenClaw returns price and Greeks for each instrument
- Ask: "Show total portfolio delta and duration across all positions"
Example prompt for OpenClaw
Try this with OpenClaw using the Financial Calculator tool
Price these five call options across strikes from $90 to $110 in $5 increments, with underlying $100, 30 days to expiry, vol 18%, risk-free rate 5%. Show price and delta for each strike.
Tips for OpenClaw
- Run the full options chain at once and sort by delta to build a delta ladder
- Use batch bond pricing to calculate portfolio duration and DV01 in one run
- Ask for net Greeks across the full portfolio — total delta and gamma are the most critical risk metrics
Frequently Asked Questions
How do I price bonds and options with an AI assistant?
Calculate fair value for bonds using yield-to-maturity and for options using the Black-Scholes model. Connect the Financial Calculator tool to Claude, ChatGPT, Microsoft Copilot, and OpenClaw through ToolRouter, then ask the assistant in plain language. For example: For a bond: provide face value, coupon rate, maturity date, and current yield Ask Claude: "Price this bond and show duration and accrued interest"
Which AI assistants can price bonds and options?
Claude, ChatGPT, Microsoft Copilot, and OpenClaw can all price bonds and options using the Financial Calculator tool through ToolRouter, with no API keys or coding required.
What does the Financial Calculator tool do?
Run professional-grade financial calculations — DCF valuations, WACC, bond pricing, options, and portfolio metrics.
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