
Shikamaru
Wire bond day-count and accrued-interest math into Claude or Cursor when building fintech agents, pricing tools, or portfolio backends without reimplementing ISDA conventions.
Overview
Shikamaru is an MCP server for the Build phase that provides QuantLib-verified ISDA day-count and accrued-interest calculations for agent-driven fintech code.
What is this MCP server?
- ISDA day-count conventions with results cross-checked against QuantLib
- Accrued-interest calculations suitable for bond and fixed-income workflows
- stdio MCP transport via npm package @jayofemi/shikamaru (v1.0.1)
- Provably correct positioning for agent-driven pricing and ledger features
- GitHub-hosted server with Model Context Protocol schema metadata
- Server version 1.0.1 on npm as @jayofemi/shikamaru
- Calculations verified against QuantLib per server description
What problem does it solve?
Agents and quick prototypes often get bond day-counts and accruals wrong, which breaks trust in any fixed-income feature you ship.
Who is it for?
Indie builders adding bond math, accrual schedules, or fixed-income APIs inside Claude Code or Cursor.
Skip if: Teams that only need rough estimates, equity-only apps, or workflows with no fixed-income domain.
What do I get? / Deliverables
After you register Shikamaru, your agent can call standardized accrual and day-count tools so pricing and portfolio code matches ISDA expectations.
- Agent-callable ISDA day-count and accrued-interest tool results in your dev session
- Fewer hand-rolled date conventions in bond or lending backend code
- QuantLib-aligned outputs you can cite when reviewing agent-generated pricing logic
Recommended MCP Servers
Journey fit
Fixed-income calculation servers sit in Build because solo builders attach them while implementing product logic, not during early ideation. Integrations is the canonical shelf for stdio/npm MCP servers that expose domain APIs to coding agents during implementation.
How it compares
QuantLib-backed finance MCP integration, not a reusable agent methodology skill or a general calculator UI.
Common Questions / FAQ
Who is Shikamaru for?
Solo fintech and backend builders who want ISDA day-count and accrued-interest logic available to Claude, Cursor, or other MCP clients without embedding QuantLib themselves.
When should I use Shikamaru?
Use it while implementing bond pricing, portfolio accrual, or coupon schedules when you need conventions that match market standards, not ad-hoc date math.
How do I add Shikamaru to my agent?
Install the npm package @jayofemi/shikamaru, add a stdio MCP server entry pointing at that package in your Claude Code or Cursor MCP config, and restart the client so bond-calculation tools appear.