This is an automated email from the ASF dual-hosted git repository. robertlazarski pushed a commit to branch master in repository https://gitbox.apache.org/repos/asf/axis-axis2-java-core.git
commit 082aef0d386624adfd2f8bdda6e4b559a4c24fea Author: Robert Lazarski <[email protected]> AuthorDate: Fri May 15 09:20:04 2026 -1000 Add Merton jump-diffusion params to monteCarlo MCP input schema The mcpInputSchema in services.xml was missing the model, jumpIntensity, jumpMean, and jumpVol fields added to MonteCarloRequest. Updated the hand-authored schema and mcpDescription to document both GBM and Merton models with their defaults. Co-Authored-By: Claude Opus 4.6 (1M context) <[email protected]> --- .../resources-axis2/finbench_resources/services.xml | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/modules/samples/userguide/src/userguide/springbootdemo-tomcat11/resources-axis2/finbench_resources/services.xml b/modules/samples/userguide/src/userguide/springbootdemo-tomcat11/resources-axis2/finbench_resources/services.xml index 3d37074d4a..5510865e69 100644 --- a/modules/samples/userguide/src/userguide/springbootdemo-tomcat11/resources-axis2/finbench_resources/services.xml +++ b/modules/samples/userguide/src/userguide/springbootdemo-tomcat11/resources-axis2/finbench_resources/services.xml @@ -49,7 +49,7 @@ </messageReceivers> </operation> <operation name="monteCarlo"> - <parameter name="mcpDescription">Monte Carlo VaR simulation using Geometric Brownian Motion. Returns VaR at caller-specified percentiles, CVaR (expected shortfall), max drawdown, probability of profit, and throughput metrics. All parameters have sensible defaults — an empty request body is valid.</parameter> + <parameter name="mcpDescription">Monte Carlo VaR simulation with model selection: GBM (constant vol) or Merton jump-diffusion (fat tails). Returns VaR at caller-specified percentiles, CVaR (expected shortfall), max drawdown, probability of profit, and throughput metrics. All parameters have sensible defaults — an empty request body is valid.</parameter> <parameter name="mcpInputSchema">{ "type": "object", "required": [], @@ -59,6 +59,10 @@ "initialValue": {"type": "number", "default": 1000000, "description": "Starting portfolio value in currency units"}, "expectedReturn": {"type": "number", "default": 0.08, "description": "Annualized expected return (0.08 = 8%)"}, "volatility": {"type": "number", "default": 0.20, "description": "Annualized volatility (0.20 = 20%)"}, + "model": {"type": "string", "default": "gbm", "enum": ["gbm", "merton"], "description": "Simulation model: gbm (constant vol) or merton (jump-diffusion with fat tails)"}, + "jumpIntensity": {"type": "number", "default": 1.0, "description": "Merton only: expected jumps per year (Poisson lambda). Default 1.0"}, + "jumpMean": {"type": "number", "default": -0.03, "description": "Merton only: mean log-jump size. Negative = downward crashes. Default -0.03"}, + "jumpVol": {"type": "number", "default": 0.05, "description": "Merton only: volatility of jump size. Default 0.05"}, "randomSeed": {"type": "integer", "default": 0, "description": "RNG seed for reproducibility. 0 = non-deterministic"}, "nPeriodsPerYear": {"type": "integer", "default": 252, "description": "Periods per year for GBM dt calculation"}, "percentiles": {"type": "array", "items": {"type": "number"}, "default": [0.01, 0.05], "description": "VaR percentiles, e.g. [0.01, 0.05] for 99% and 95%"},
