Methodology

Breakpoint Engine is a premier, high-performance financial-engineering engine for private-company equity structures. It delivers deterministic, high-precision OPM computation as a companion to AI agents and advanced valuation tooling — the math founders and VCs use to see where value goes on a raise, and the same schedules valuation firms put under arms-length opinions.

The engine executes. You retain assumptions, judgment, and any final opinion. Cap tables are never retained.

What ships

  • Classic Option Pricing Method (OPM) forwardsolve
  • Equity and volatility backsolve
  • Breakpoint schedules and bull-spread analysis
  • Interactive scenarios — pause after schedule, step checkpoints, query columnar frames, mutate mid-valuation, branch / diff / commit (ephemeral, process-local)

How agents use it

Connect via MCP (local Docker or cloud HTTP). Agents estimate work, authorize a budget in cloud mode, explore structures conversationally, and iterate terms without rebuilding fragile spreadsheets. Pair results with your own Python / R / notebook libraries — Breakpoint Engine is the compute layer, not the workflow lock-in.

Get started · MCP connectors · Pricing