Falcon Structures
Price crypto structured notes (autocallables, shark fins, range accruals) via Monte Carlo; x402.
Should I use this
Quality & Safety
Findings (2)
- LOWin preview_note
- LOWin market_snapshot
Based on automated analysis of tool definitions and protocol compliance.
Context Cost
This is the approximate number of tokens consumed each time the server's tools are loaded into a model's context. Higher counts reduce the attention available for other tasks.
Install
One-Click Install
Add this to your `claude_desktop_config.json` file:
{
"mcpServers": {
"falcon-structures": {
"url": "https://falcon-structures.vercel.app/mcp"
}
}
}Remote endpoints
https://falcon-structures.vercel.app/mcpstreamable-httpWhat it can do
Tool inventory
Tools (3)
⚪preview_note(termSheet)
Free indicative quote: fair coupon/participation rounded to 0.5%, probabilities, payoff diagram.
Input Schema
{
"type": "object",
"properties": {
"termSheet": {
"type": "object",
"additionalProperties": {},
"description": "Term sheet JSON; see /schema/term-sheet.json. Example: {\"underlying\":\"ETH\",\"notionalUsd\":10000,\"issuerMarginBpsPa\":200,\"product\":{\"type\":\"autocallable\",\"tenorDays\":30,\"obsFreqDays\":7,\"autocallBarrier\":1,\"couponBarrier\":0.8,\"knockInBarrier\":0.7,\"memory\":true,\"nonCallDays\":0},\"market\":{},\"seed\":20261023}"
}
},
"required": [
"termSheet"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}⚪market_snapshot(underlying)
Free: live spot, Deribit implied vol (DVOL) and 30d realized vol for BTC, ETH or SOL.
Input Schema
{
"type": "object",
"properties": {
"underlying": {
"type": "string",
"enum": [
"BTC",
"ETH",
"SOL"
]
}
},
"required": [
"underlying"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}🟡price_note(termSheet)
Structured-note pricing for crypto. Send a JSON term sheet (autocallable, barrier reverse convertible, range accrual, principal-protected, shark fin) on BTC, ETH or SOL; get the fair coupon or participation, probabilities (autocall per observation, knock-in, loss), greeks, a spot x vol scenario grid and payoff-diagram data. Monte Carlo on live Deribit implied vol. Free preview; full quote $0.02 USDC via x402 on Solana or Base. Costs $0.02 USDC (x402).
Input Schema
{
"type": "object",
"properties": {
"termSheet": {
"type": "object",
"additionalProperties": {},
"description": "Term sheet JSON; see /schema/term-sheet.json. Example: {\"underlying\":\"ETH\",\"notionalUsd\":10000,\"issuerMarginBpsPa\":200,\"product\":{\"type\":\"autocallable\",\"tenorDays\":30,\"obsFreqDays\":7,\"autocallBarrier\":1,\"couponBarrier\":0.8,\"knockInBarrier\":0.7,\"memory\":true,\"nonCallDays\":0},\"market\":{},\"seed\":20261023}"
}
},
"required": [
"termSheet"
],
"additionalProperties": false,
"$schema": "http://json-schema.org/draft-07/schema#"
}Community
Evidence