# finmath Bond Duration Calculator

> finmath Bond Duration Calculator is a paid API for AI agents from finmath.qzqh5rrbkz.workers.dev, paid per call via x402, $0.002/call, status unknown (last checked 2026-09-13).

Computes the Macaulay or modified duration of a bond given its face value, coupon rate, yield, frequency, and maturity.

## Facts

- Endpoint: POST https://finmath.qzqh5rrbkz.workers.dev/v1/bond_duration
- Price: $0.002/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-13
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/finmath-bond-duration-calculator-7c58470b
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_tiAuKg8GOLMKdpy5mCIpC

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability finmath-bond-duration-calculator-7c58470b -d '<json body>'
```

Example prompt: What's the duration of a $1000 face value bond with a 5% coupon rate, 4% annual yield, paying semi-annually, with 10 years to maturity?

## When to prefer this

Use this endpoint when you need exact, deterministic bond duration calculations that LLMs cannot reliably perform via mental arithmetic. Prefer this over general-purpose LLM math when working with fixed income instruments requiring precise Macaulay or modified duration for interest rate risk assessment, portfolio immunization, or duration-matched hedging strategies.

## Known failure modes

- Missing required fields (face, coupon_rate, annual_yield) returns a 4xx validation error
- Non-numeric or negative values for financial inputs may cause errors or nonsensical results
- Zero or near-zero yield may produce division errors depending on implementation
- Insufficient USDC balance or payment failure results in 402 Payment Required
- Invalid frequency values (e.g. non-standard periods) may not be handled gracefully

## How this service works

Deterministic finance and crypto math for AI agents: TradFi (NPV, IRR, XIRR, Black-Scholes + Greeks, bonds, VaR, Sharpe) and DeFi (impermanent loss, perp liquidation, funding, Uniswap v3, health factor, cost basis). Exact, model-free arithmetic that LLMs get wrong — priced per call in USDC.

## Output

Returns a result object containing the computed bond duration value (Macaulay or modified duration in years) and a meta object with calculation details. The duration quantifies the weighted average time to receive the bond's cash flows, useful for measuring interest rate sensitivity.

## Example request

```json
{
 "face": 1000,
 "freq": 2,
 "years": 10,
 "coupon_rate": 0.05,
 "annual_yield": 0.04
}
```

## Request schema (JSON Schema)

```json
{
 "type": "object",
 "required": [
  "face",
  "coupon_rate",
  "annual_yield"
 ],
 "properties": {
  "face": {
   "type": "number",
   "description": "face"
  },
  "freq": {
   "type": "number",
   "description": "freq"
  },
  "years": {
   "type": "number",
   "description": "years"
  },
  "coupon_rate": {
   "type": "number",
   "description": "coupon_rate"
  },
  "annual_yield": {
   "type": "number",
   "description": "annual_yield"
  }
 }
}
```

## Response schema (JSON Schema)

```json
{
 "type": "object",
 "required": [
  "result",
  "meta"
 ],
 "properties": {
  "meta": {
   "type": "object"
  },
  "result": {}
 }
}
```

## More

- Live health (JSON, refreshed every minute): https://www.zero.xyz/c/finmath-bond-duration-calculator-7c58470b/health.json
- [Zero catalog index](https://www.zero.xyz/llms.txt)
- [Other services from finmath.qzqh5rrbkz.workers.dev](https://www.zero.xyz/host/finmath.qzqh5rrbkz.workers.dev/llms.txt)