Perform institutional-grade corporate finance analysis — valuations, LBOs, credit risk, derivatives pricing, fixed income, and fund administration — directly within Claude using 128-bit decimal precision math, 57 slash commands, and 9 specialist agents. Integrates free financial data from SEC EDGAR, FRED, Yahoo Finance, FMP, and more for data-driven modeling and report generation.
Build an integrated three-statement model using the `workflow-financial-analysis` skill with `corp-finance-analyst-core` computation tools.
Full acquisition underwriting with sources & uses, pro forma, debt sizing, and hold/sell analysis
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Alternative and non-traditional data analysis using Polymarket, CoinGecko, UNHCR, and Open-Meteo from `geopolitical-alternative`.
Perform fixed income analysis using the `corp-finance-tools-markets` skill. Covers bond pricing, yield analytics, duration/convexity, spread decomposition, and rate sensitivity.
CFA Chief Analyst coordinator — decomposes research queries, delegates to specialist analysts, aggregates results into institutional-grade reports
CFA credit analysis specialist — credit metrics, synthetic ratings, debt capacity sizing, covenant compliance, Altman Z-score distress screening, credit scoring, credit derivatives (CDS, CVA), and credit portfolio analytics
CFA derivatives and volatility specialist — option pricing, implied volatility, forwards/futures, swaps, option strategies, volatility surface construction, SABR calibration, convertible bonds, structured products, real options, and Monte Carlo simulation
CFA equity research specialist — DCF valuation, trading comps, earnings quality screening, dividend policy analysis, financial forensics, and target price derivation using corp-finance-mcp tools
CFA ESG and regulatory specialist — ESG scoring, carbon markets, regulatory capital (Basel III), compliance reporting (MiFID II, GIPS), AML/KYC, FATCA/CRS, economic substance, fund structuring, transfer pricing, tax treaty optimisation, and regulatory reporting (AIFMD, Form PF)
Deploy and manage CFA managed-agent cookbooks to the Anthropic Managed Agents API. Validate cookbooks, list by cost tier (free vs paid-vendor), audit skill coverage, assemble deployment payloads, and route handoff events. All logic in deterministic Rust (corp-finance-core::managed_agent); this skill is documentation only.
Transforms Claude into a CFA-level financial analyst for valuation, credit analysis, deal modelling, portfolio construction, fund structuring, three-statement modelling, Monte Carlo simulation, scenario analysis, earnings quality assessment, dividend policy analysis, and financial forensics. Use when any valuation (DCF, WACC, comps), credit assessment, PE/LBO modelling, M&A accretion/dilution, fund economics, GP/LP splits, GAAP/IFRS reconciliation, withholding tax, NAV calculation, UBTI screening, financial modelling, Monte Carlo DCF, portfolio analytics, scenario/sensitivity analysis, earnings quality screening (Beneish, Piotroski, accrual/revenue quality), dividend valuation (DDM, buyback, payout sustainability, TSR), or financial forensics (Benford's Law, DuPont, Z-scores, peer benchmarking, red flags) is required. Pairs with corp-finance-mcp tools for computation.
Transforms Claude into a CFA-level financial analyst for fixed income analysis, derivatives pricing, yield curve analysis, volatility surface calibration, interest rate modelling, mortgage/MBS analytics, inflation-linked instruments, repo financing, FX/commodity analysis, securitization, CLO analytics (waterfall, coverage tests, reinvestment, tranche analytics, scenario analysis), and emerging markets analysis (country risk premium, political risk, capital controls, EM bond analysis, EM equity premium). Use when bond pricing/yield/duration, yield curve analysis, option pricing, forward/futures valuation, swap valuation, volatility surface construction, SABR calibration, short rate modelling, MBS prepayment/OAS analytics, TIPS/inflation derivative pricing, repo/collateral management, FX forwards, commodity curve analysis, securitization analysis, CLO investment analysis, or emerging markets cost of equity/fixed income analysis is required. Pairs with corp-finance-mcp tools for computation.
Transforms Claude into a CFA-level financial analyst for quantitative risk analysis, portfolio optimization, risk budgeting, market microstructure, quantitative strategies, behavioral finance, performance attribution, credit portfolio analytics, macro economics, credit scoring, capital allocation, and index construction. Use when factor risk attribution, Black-Litterman optimization, risk parity allocation, stress testing, mean-variance portfolio optimization, risk budgeting, tail risk VaR/CVaR, market microstructure analysis, optimal execution, pairs trading, momentum strategy design, prospect theory, market sentiment, Brinson-Fachler attribution, factor-based attribution, credit portfolio VaR, rating migration analysis, Taylor rule, Phillips curve, Okun's law, recession risk, PPP, interest rate parity, balance of payments, credit scorecard, Merton structural model, PD calibration, intensity model, scoring validation, economic capital, RAROC, Euler allocation, Shapley allocation, limit management, index weighting, index rebalancing, tracking error, smart beta, or index reconstitution analysis is required. Pairs with corp-finance-mcp tools for computation.
Use the corp-finance-mcp server tools for core corporate finance calculations. Invoke when performing valuations (DCF, WACC, comps), credit analysis (metrics, debt capacity, covenants, Altman Z-score), PE/M&A (LBO models, IRR, MOIC, debt schedules, waterfall distributions, merger accretion/dilution), portfolio analytics (Sharpe, VaR, Kelly), fund economics (fee calculator, GP/LP splits, GP economics, investor net returns), jurisdiction (GAAP/IFRS reconciliation, withholding tax, NAV with equalisation, UBTI/ECI screening), three-statement financial modelling, Monte Carlo simulation (DCF, generic), scenario/sensitivity analysis, earnings quality (Beneish M-Score, Piotroski F-Score, accrual quality, revenue quality, composite scoring), dividend policy (H-Model DDM, multi-stage DDM, buyback analysis, payout sustainability, total shareholder return), financial forensics (Benford's Law, DuPont analysis, Z-score models, peer benchmarking, red flag scoring). All computation uses 128-bit decimal precision.
Admin access level
Server config contains admin-level keywords
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Modifies files
Hook triggers on file write and edit operations
Modifies files
Hook triggers on file write and edit operations
Institutional-grade corporate finance calculations exposed as an MCP (Model Context Protocol) server, with a multi-agent AI analyst system for CFA-level financial analysis.
All financial math runs in 128-bit decimal precision via Rust, with Node.js bindings, a TypeScript MCP interface, and 9 specialist AI agents that route, coordinate, and synthesise across 200+ tools.
Runs end-to-end with zero paid vendor subscriptions. The cfa-core MCP server (~206 tools), the CLI, the 49 skills, and the 9 specialist agents all work offline on user-supplied JSON. Free public data feeds (FRED, EDGAR, FIGI, YF, WB) and the FMP free tier plug in additively. Paid vendors (LSEG, S&P, FactSet, Morningstar, Moody's, PitchBook) are opt-in. See docs/VENDOR_FREE_PATH.md.
Wiki — Full technical documentation, module reference, data source catalogue, and architecture details.
crates/corp-finance-core Rust library — 72 domain modules, all in Decimal
crates/corp-finance-cli Rust CLI — 72 subcommands
packages/mcp-server 206 corp-finance MCP tools (Zod-validated, offline)
packages/data-mcp-server 121 data tools — free public sources (FRED, EDGAR, FIGI, Yahoo Finance, World Bank, geopolitical)
packages/fmp-mcp-server ~180 FMP tools (free tier with API key)
packages/vendor-mcp-server 87 vendor tools — paid (LSEG, S&P, FactSet, Morningstar, Moody's, PitchBook)
packages/agents 9-analyst pipeline with HNSW routing and swarm coordination
{
"mcpServers": {
"corp-finance": {
"command": "node",
"args": ["/path/to/packages/mcp-server/dist/index.js"]
}
}
}
npm install && npm run build # Turborepo — builds all 6 packages
cargo test --workspace --all-features # ~6,100 Rust tests
npm run test:contracts # 406 agent contract tests
export ANTHROPIC_API_KEY=sk-ant-...
# Pipeline mode — routes to best specialist(s), coordinates, synthesises
cfa analyze "Calculate WACC for beta 1.2, risk-free 4%, ERP 6%"
# Single agent
cfa analyze --agent cfa-equity-analyst "Run a 3-stage DCF"
# Interactive REPL
cfa analyze -i
| Area | Coverage |
|---|---|
| Valuation & Modelling | DCF, WACC, comps, three-statement, LBO, merger model, SOTP |
| Fixed Income | Bond pricing, curves, duration, MBS, TIPS, repo, rate models |
| Derivatives | Options (BS/CRR), Greeks, vol surface, SABR, forwards, swaps |
| Credit | Ratings, Altman Z, CDS, CVA, CLO waterfall, CECL, migration |
| Risk & Quant | Factor models, BL, VaR/CVaR, risk parity, pairs trading, momentum |
| Real Estate | Rent roll, comparable sales, HBU, replacement cost, NCREIF benchmarking, acquisition model |
| PE & VC | LBO, waterfall, fund returns, SAFEs, J-curve, commitment pacing |
| Regulatory | Basel III, AIFMD, MiFID II, GIPS, KYC/AML, FATCA/CRS, BEPS |
| ESG & Climate | ESG scoring, carbon markets, CBAM, green bonds, SLL |
| Geopolitical | Conflict (ACLED/UCDP/GDELT), disasters (GDACS/USGS), trade (WTO/EIA), alt data (Polymarket) |
| Fund Structures | Onshore (US/UK/EU), offshore (Cayman/BVI/Lux/Ireland), transfer pricing, tax treaty |
See the Modules wiki page for the full 71-module reference with feature flags and tool counts.
9 specialist analysts orchestrated by a chief analyst, with HNSW semantic routing and flash-attention swarm coordination.
| Agent | Domain |
|---|---|
| Equity Analyst | DCF, comps, earnings quality, target price |
| Credit Analyst | Ratings, spreads, default risk, credit scoring |
| Fixed Income Analyst | Bonds, curves, duration, MBS |
| Derivatives Analyst | Options, Greeks, vol surface, structured products |
| Quant Risk Analyst | VaR, factor models, portfolio optimisation |
| Macro Analyst | Monetary policy, FX, sovereign, trade |
| ESG Analyst | ESG scoring, carbon, climate risk |
| Private Markets Analyst | PE, VC, real assets, restructuring |
25 slash commands available in Claude Code (/cfa:initiate-coverage, /cfa:ic-memo, /cfa:property-valuation, /cfa:acquisition-model, etc.).
See the Multi-Agent Pipeline wiki page for routing details, workflow skills, and slash command reference.
npx claudepluginhub fall-development-rob/corp_finance --plugin cfa-coreUpstash Context7 MCP server for up-to-date documentation lookup. Pull version-specific documentation and code examples directly from source repositories into your LLM context.
Comprehensive startup business analysis with market sizing (TAM/SAM/SOM), financial modeling, team planning, and strategic research
v9.44.1 — Patch release for Gemini environment/version detection and qwen auth gating. Run /octo:setup.
Permanent coding companion for Claude Code — survives any update. MCP-based terminal pet with ASCII art, stats, reactions, and personality.
Complete creative writing suite with 10 specialized agents covering the full writing process: research gathering, character development, story architecture, world-building, dialogue coaching, editing/review, outlining, content strategy, believability auditing, and prose style/voice analysis. Includes genre-specific guides, templates, and quality checklists.
Comprehensive .NET development skills for modern C#, ASP.NET, MAUI, Blazor, Aspire, EF Core, Native AOT, testing, security, performance optimization, CI/CD, and cloud-native applications