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BlueGamma Real time Interest Rate Data

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streamable-httpupdated 5mo ago

Real-time interest rate data for AI assistants via the Model Context Protocol.

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What can you do with BlueGamma Real time Interest Rate Data?

BlueGamma MCP Server

Real-time interest rate data for AI assistants via the Model Context Protocol.

Connect Claude, Cursor, or any MCP-compatible client to live swap rates, forward curves, discount factors, FX rates, government bond yields, and more - covering 60+ indices across 30+ currencies.

For full setup instructions, see the BlueGamma MCP documentation.

Website Docs License

Prerequisites

A BlueGamma licence is required to use the MCP server. Sign up here or book a demo to get started.

Quick Start

Claude Desktop

Add to your Claude Desktop config (claude_desktop_config.json):

{
  "mcpServers": {
    "bluegamma-api": {
      "type": "http",
      "url": "https://mcp.bluegamma.io/mcp/"
    }
  }
}

Claude Code

claude mcp add bluegamma-api --transport http https://mcp.bluegamma.io/mcp

Cursor

Add a new MCP server in Cursor settings:

Field Value
Name bluegamma-api
Type http
URL https://mcp.bluegamma.io/mcp/

On first connection you'll be prompted to authenticate via your browser. A free BlueGamma account is all you need to get started.

Available Tools

Swap Rates

Tool Description
get_swap_rate Calculate the fair fixed rate of an interest rate swap
get_swap_curve Retrieve a complete swap curve for all available tenors
get_forward_swap_curve Forward-starting swap rates across multiple start dates
get_swap_rate_tenors List available tenors for a given index
get_historical_swap_rates Historical swap rates over a date range

Forward & Discount Curves

Tool Description
get_forward_rate Implied forward rate between two dates
get_forward_curve Forward curve with rates for each period
get_discount_factor Discount factor for a specific date and index
get_discount_curve Discount curve with factors for each date
get_zero_rate Zero/spot rate with configurable compounding

FX

Tool Description
get_fx_rate FX spot rate for a currency pair
get_fx_forward FX forward rate for a currency pair and date

Government Bonds

Tool Description
get_gov_yield Zero-coupon government bond yield by country and maturity

Inflation

Tool Description
get_inflation_curve Zero-coupon inflation curve (UK RPI, UK CPI, EU HICP)

Benchmark Fixings

Tool Description
get_fixing Benchmark rate fixings (SOFR, EURIBOR, SONIA, ESTR, etc.)

FRAs

Tool Description
get_fras FRA rates for an index (EUR, SEK, NOK, DKK)
get_fra_rate_by_tenor Specific FRA rate by currency and tenor

Options

Tool Description
get_cap_floor_price Price interest rate caps/floors with SABR vol smile

Utility

Tool Description
list_supported_indices List all 60+ supported rate indices
ping Health check

Example Usage

Once connected, you can ask your AI assistant questions like:

  • "What's the current 5Y SOFR swap rate?"
  • "Show me the full SONIA swap curve"
  • "What's the 3M EURIBOR forward curve from 1Y to 5Y?"
  • "Get the EURUSD FX forward rate for 6 months"
  • "What's the 10Y US government bond yield?"
  • "Price a 3Y ATM SOFR cap with 10M notional"
  • "Compare historical 5Y SOFR swap rates over the last 6 months"

Supported Indices

BlueGamma covers 60+ indices across 30+ currencies, including:

Major benchmarks: SOFR, SONIA, ESTR, TONAR, SARON, AONIA, CORRA

EURIBOR: 1M, 3M, 6M, 12M EURIBOR

IBOR rates: STIBOR, NIBOR, CIBOR, WIBOR, PRIBOR, BKBM, JIBAR, BBSW, CDOR, TIIE, KLIBOR, HIBOR, SIBOR, SAIBOR, MIBOR, KORIBOR

Inflation: UK RPI, UK CPI, EU HICP

For the full list, use the list_supported_indices tool.

Authentication

BlueGamma uses OAuth for MCP connections. On first use, you'll be redirected to authenticate via your browser. A BlueGamma licence is required - sign up or book a demo to get access.

Documentation

About BlueGamma

BlueGamma provides real-time interest rate data infrastructure for treasurers, analysts, and developers. Access live swap rates, forward curves, discount factors, and more through our web app, Excel add-in, API, or MCP server.

License

This repository contains documentation and configuration for the BlueGamma MCP server. The MCP server itself is a proprietary hosted service provided by BlueGamma Ltd. Usage is subject to the BlueGamma Terms of Service.