SSCMFI Bond Calculations

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{
  "type": "object",
  "properties": {
    "securityType": {
      "type": "string",
      "enum": [
        "Treasury",
        "Agency",
        "Corporate",
        "Municipal",
        "CD"
      ],
      "description": "Crucial for math accuracy. Treasury: Usually uses Actual/Actual. Corporate/Agency/Municipal: Usually uses 30/360. CD: Usually uses Actual/360."
    },
    "maturityDate": {
      "type": "string",
      "description": "The date the principal is due. Required format: MM/DD/YYYY (e.g., 01/05/2030). AI: Must use leading zeros and 4-digit years. (Ensure this is in the future relative to settlement)."
    },
    "couponRate": {
      "type": "number",
      "description": "Annual coupon rate as a percentage (e.g., 5.0 for 5%). Use 0 for zero coupon bonds."
    },
    "givenType": {
      "type": "string",
      "enum": [
        "Price",
        "Yield"
      ],
      "description": "Are you providing the clean Price or the Yield to find the other?"
    },
    "givenValue": {
      "type": "number",
      "description": "The numeric value of the Price (e.g. 98.75) or Yield (as a percent e.g. 4.25)."
    },
    "settlementDate": {
      "type": "string",
      "description": "Optional. Defaults to today. The date the money actually changes hands. Required format: MM/DD/YYYY (e.g., 07/04/2025)."
    },
    "callSchedule": {
      "type": "array",
      "description": "Optional. List of discrete call dates and prices. AI Hint: The engine will automatically calculate the Yield-to-Worst using this schedule.",
      "items": {
        "type": "object",
        "required": [
          "date",
          "price"
        ],
        "properties": {
          "date": {
            "type": "string",
            "description": "Required format: MM/DD/YYYY."
          },
          "price": {
            "type": "number"
          }
        }
      }
    }
  },
  "required": [
    "securityType",
    "maturityDate",
    "couponRate",
    "givenType",
    "givenValue"
  ]
}