Institutional financial analytics, by API or AI agent.
Deterministic compute for fixed income, options, and portfolios. Bond pricing, BSM Greeks, Monte Carlo VaR, equity DCF — exposed as a REST API and as an MCP server for Claude, Cursor, and any MCP-compatible client. Free tier: 100 calls/day, no credit card.
curl https://project-strata.wynexlabs.studio/api/v1/rates/macro \
-H "Authorization: Bearer sk_strata_demo_PUBLIC_PASTE_OK"npx -y @wynexlabs/strata-mcp{
"mcpServers": {
"strata": {
"command": "npx",
"args": ["-y", "@wynexlabs/strata-mcp"],
"env": { "STRATA_API_KEY": "<your-key-from-/account>" }
}
}
}For developers and AI agents alike.
Drop into any backend, notebook, or cron job. Bearer-token auth, JSON in/out, X-RateLimit headers, semver-stable v1.
- ›17 endpoints across compute, rates, FX, equities, filings
- ›QuantLib-parity numerics (1e-6 on bond pricing, 1e-8 on BSM)
- ›Free 100/day · Plus 1k/day · Pro 10k/day
One npx command exposes every tool to Claude Desktop, Cursor, Continue, or any MCP-compatible host. No agent framework needed.
- ›Eight tools today — bond pricing, scenarios, BSM, VaR, DCF
- ›Same compute as the REST API, no shadow implementations
- ›Read-only and idempotent — safe for autonomous agents
Same compute. Three rate limits.
Working examples. Copy, paste, run.
These curls use the public demo key. They work right now — no signup required. Demo key is rate-limited per IP and restricted to compute and rates endpoints.
Solve YTM from a clean price (or vice versa) and get duration, convexity, DV01, and accrued interest. Day-count aware (30/360, ACT/ACT, ACT/360, ACT/365F).
curl -X POST https://project-strata.wynexlabs.studio/api/v1/compute/bond \
-H "Authorization: Bearer sk_strata_demo_PUBLIC_PASTE_OK" \
-H "Content-Type: application/json" \
-d '{
"faceValue": 100,
"couponPct": 5,
"frequencyPerYear": 2,
"settlementDate": "2026-04-29",
"maturityDate": "2031-04-29",
"cleanPrice": 98.5
}'Compute that LLMs can't fake.
Fixed-income depth
Polygon, Alpaca, FMP all skim the bond surface. Strata goes deep: YTM/YTC/YTW solvers, callable & putable bonds, day-count-aware accrued, bundled historical scenarios, KRD across the whole curve.
Deterministic — not generated
Every endpoint is real numerical code, not an LLM dressed up as math. Bisection solvers, Cholesky-decomposed VaR, exact day-count fractions. Same answer every time, to the basis point.
Institutional rigor
~256 numerical-parity assertions in CI, anchored against QuantLib closed-form benchmarks. 1e-6 tolerance on bond pricing. 1e-8 on BSM Greeks. We publish the methodology — no black boxes.
Common questions.
Ship deterministic finance compute today.
Free tier: 100 calls/day, no credit card. Sign up, get a key, you're done.