How to Price Bonds and Options with Copilot
Price bonds and options with Copilot and ToolRouter. Generate pricing outputs and Greeks for financial applications.
Tool
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
Steps
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
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
- 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