One endpoint that looks up defined terms across nine .wiki finance reference sites and computes 30 formulas deterministically, each with a receipt any agent can re-check. Works as an MCP server and as plain REST. No key, no sign-up. Every answer cites the page in the canon that states the rule. Invalid inputs return a named problem and a working example, never a silent null.
Pick a formula, change the inputs, compute. The receipt id is a SHA-256 over the formula, its version, and the canonical inputs and outputs. Verify recomputes it on the server and tells you whether the number stands.
The MCP endpoint is https://canon.wallstreet.wiki/mcp. It is stateless streamable HTTP, so it works from Claude, Claude Code, Cursor and any client that speaks MCP. Thirteen tools: sites, search, get_entry, cite, changes, list_formulas, describe_formula, compute, batch, verify, entity, thresholds and contract.
Claude (web or desktop): Settings, Connectors, Add custom connector, paste the URL.
Claude Code:
claude mcp add --transport http canon https://canon.wallstreet.wiki/mcpCursor or any client that reads mcp.json:
{
"mcpServers": {
"canon": { "url": "https://canon.wallstreet.wiki/mcp" }
}
}Something like: what is the modified duration of a 5 percent 10 year bond at a 6 percent yield, and where in the canon is that formula stated?
The agent calls canon_compute with bonds.risk, gets 7.67 years, a receipt, and a link to fixed-income.wiki.
Paste any receipt into canon_verify. It recomputes from the receipt's own inputs and reports whether the id and outputs hold. If someone edited a number after the fact, it fails with the reason.
Same registry, same receipts, plain JSON. The full contract is in /v1/openapi.json.
curl "https://canon.wallstreet.wiki/v1/search?q=option+pool+shuffle&limit=3"curl -X POST "https://canon.wallstreet.wiki/v1/compute/options.bsm.greeks" \
-H "content-type: application/json" \
-d '{"S":100,"K":100,"r":0.05,"sigma":0.2,"T":1,"type":"call"}'curl -X POST "https://canon.wallstreet.wiki/v1/verify" -H "content-type: application/json" -d @receipt.jsonRoutes: /v1/sites, /v1/search, /v1/entry/{site}/{id}, /v1/changes, /v1/formulas, /v1/formulas/{id}, /v1/vectors/{id}, /v1/compute/{id}, /v1/batch, /v1/cite/{site}/{id}, /v1/verify.
The directory below is available without JavaScript. When live counts are available, they are read from each site's own index; lookups fetch the source and cache it briefly.
| Site | Covers | Terms | Tables | Reviewed |
|---|---|---|---|---|
| wallstreet.wiki | Parent index for the network; glossary and media directory. | — | — | Live counts require a successful refresh |
| hedgefund.wiki | Hedge fund terms, strategies, regulations, calculators and people. | — | — | Live counts require a successful refresh |
| options.wiki | Listed options: payoffs, pricing models, Greeks, volatility, margin. | — | — | Live counts require a successful refresh |
| fixed-income.wiki | Bonds: day counts, price and yield, risk measures, curves, settlement, floaters. | — | — | Live counts require a successful refresh |
| quants.wiki | Performance statistics, drawdowns, estimation, portfolio construction, backtest validity, execution. | — | — | Live counts require a successful refresh |
| pe-finance.wiki | Private equity fund economics, performance measurement, structure, cash flows, valuation, tax. | — | — | Live counts require a successful refresh |
| m-a.wiki | M&A: LBO math, accretion and dilution, purchase price, process, valuation cross-checks. | — | — | Live counts require a successful refresh |
| privatecredit.wiki | Private credit: capital structure, pricing mechanics, return metrics, covenants, vehicles. | — | — | Live counts require a successful refresh |
| venture-capital.wiki | Venture: liquidation preferences, dilution, convertibles, valuation, terms, employee equity, exits. | — | — | Live counts require a successful refresh |
Each formula states its convention in words, validates ranges before it runs, ships with published test vectors, and cites the canon page that defines it. Version changes are explicit; a receipt from an older version says so on verify.
| Id | What it computes | Cites |
|---|---|---|
options.bsm.price | Price of a European call or put on an asset paying a continuous dividend yield. | options.wiki |
options.bsm.greeks | Delta, gamma, vega, theta and rho in closed form, with dividend yield. | options.wiki |
options.implied_vol | Inverts Black-Scholes-Merton for sigma by Newton on vega with a bisection safeguard. | options.wiki |
options.put_call_parity | European put price implied by a call price, or the reverse, with continuous yield. | options.wiki |
options.vertical_spread | Maximum profit, maximum loss and breakeven for the four two-leg verticals. | options.wiki |
options.kelly | Optimal fraction of bankroll to risk given win probability and payoff ratio. | options.wiki, quants.wiki |
options.expected_move | One and two standard deviation moves over a horizon under a lognormal diffusion. | options.wiki |
bonds.price | Present value of a level-coupon bond on a coupon date at a street-convention yield. | fixed-income.wiki |
bonds.ytm | Solves the street-convention yield that discounts the coupon schedule to the observed price. | fixed-income.wiki |
bonds.risk | Macaulay and modified duration, convexity and money duration for a level-coupon bond. | fixed-income.wiki |
hf.sharpe | Mean excess return over sample standard deviation, scaled by the square root of periods per year. | hedgefund.wiki, quants.wiki |
hf.sortino | Mean return above a minimum acceptable return over downside deviation. | hedgefund.wiki, quants.wiki |
hf.max_drawdown | Largest peak-to-trough decline in cumulative wealth, with its location and recovery. | hedgefund.wiki, quants.wiki |
hf.fee_net | Single-period net-of-fee return under a management fee and an incentive fee above a hurdle. | hedgefund.wiki, pe-finance.wiki |
quant.annualize | Arithmetic and geometric annual return and annual volatility from periodic statistics. | quants.wiki |
quant.var_parametric | Normal-distribution VaR for a position over a horizon at a stated confidence. | quants.wiki, hedgefund.wiki |
pe.irr | Solves the periodic rate that sets net present value to zero, and annualizes it. | pe-finance.wiki, m-a.wiki |
pe.multiples | Fund multiples from paid-in capital, distributions and residual value. | pe-finance.wiki, privatecredit.wiki |
vc.round | Post-money, investor and pool ownership, and price per share when the pool is created pre-money. | venture-capital.wiki, venture-capital.wiki |
ma.accretion_dilution | Pro forma EPS for an acquirer after issuing shares and financing cash consideration. | m-a.wiki, m-a.wiki |
ma.lbo_returns | Equity multiple and annualized return from entry and exit enterprise values and net debt. | m-a.wiki, m-a.wiki |
credit.all_in_yield | Cash coupon plus straight-line accretion of original issue discount and upfront fees. | privatecredit.wiki |
credit.coverage | The three ratios every credit agreement tests. | privatecredit.wiki, privatecredit.wiki |
cal.is_trading_day | Whether NYSE and Nasdaq hold a regular session on a date, with the reason and the session close time. | nyse.com, wallstreet.wiki |
cal.holidays | Every full-day closure and 13:00 ET early close in a calendar year, NYSE rule set. | nyse.com, wallstreet.wiki |
cal.trading_days_between | Count of regular sessions between two dates, with the calendar-day count alongside. | nyse.com, wallstreet.wiki |
cal.add_trading_days | The session that lies n trading days after (or before) a date. | nyse.com, wallstreet.wiki |
cal.settlement | Settlement date from a trade date under the US cycle: T+1 for equities and corporate bonds from 2024-05-28, T+2 before that; listed options settle T+1 throughout. | sec.gov, nyse.com, wallstreet.wiki |
cal.next_expiration | The next monthly (third Friday), weekly (Friday) or quarterly (last session of the quarter) expiration on or after a date, with time to expiry in trading days and year fractions. | options.wiki, nyse.com, wallstreet.wiki |
cal.year_fraction | ACT/365, ACT/360, 30/360 US, or trading-day/252 year fraction, the T that pricing formulas take. | fixed-income.wiki, nyse.com, wallstreet.wiki |
Metered REST resources are paid per call by the caller's own agent wallet through x402, USDC on Base, no account and no key. The table shows two common workflows; entity bulk, contract comparison and attestation also have paid routes. MCP tools and single formula calls remain free. See all commercial offers and current metered terms.
| Resource | Price | What you get |
|---|---|---|
POST /v1/batch with 51 to 1,000 items | $0.05 per call | A scenario grid or sensitivity table in one request: per-item outputs and receipts, one batch receipt over all of them. Up to 50 items stays free. |
GET /v1/corpus | $0.25 per call | Every entry and reference table from the seven wiki-platform sites, merged, each with a citable url. One call instead of seven crawls. |
Request the resource, read the 402, pay, retry. The live terms, network, receiving address and facilitator are always at /v1/pricing.
Free for interactive and agent use, without a key, except the metered REST resources described in the live pricing contract. Source content is CC BY 4.0 from each site; cite the url you are given. Compute outputs and receipts carry no restriction. A hosted index over your own documents or an uptime commitment are priced separately: write to wallstreetwiki@agentmail.to with what you need and the volume.