Model Context Protocol (MCP)

Connect your AI assistant to live interest rate data from BlueGamma using the Model Context Protocol (MCP).

The BlueGamma MCP server lets you query live interest rate data — swap rates, forward curves, discount factors, FX rates, and more — directly from your AI assistant using natural language.

MCP is an open standard that connects AI tools to external data sources. With BlueGamma's MCP server, your assistant can fetch real-time market data without you writing any code.

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Setup

Claude Code

1. Install the CLI

npm install -g @anthropic-ai/claude-code

2. Add the BlueGamma MCP server

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

3. Launch Claude Code

claude

On first use, you'll be prompted to authenticate with BlueGamma via your browser. Once authenticated, you can start querying immediately.

4. Verify the connection

Type /mcp in Claude Code. You should see:

Authentication successful. Connected to bluegamma-api.

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Claude Desktop

Add the following to your claude_desktop_config.json:

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

Finding the config file:

• macOS: ~/Library/Application Support/Claude/claude_desktop_config.json

• Windows: %APPDATA%\Claude\claude_desktop_config.json

Create the file if it doesn't exist.

Restart Claude Desktop after saving. You'll be prompted to log in to BlueGamma on first use.

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Cursor

1. Open Settings > MCP Servers > Add Server

2. Enter the following:

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

1. Click Save and authenticate when prompted.

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Available Tools

Once connected, your AI assistant has access to the following tools:

Interest Rates

Tool	Description
get_fixing	Get the latest published fixing for a rate index
get_swap_rate	Calculate the fair fixed rate of an interest rate swap
get_swap_curve	Get a complete swap curve for an index (all tenors)
get_forward_rate	Get the implied forward rate between two dates
get_forward_curve	Get a forward curve with rates for each period
get_discount_factor	Get the discount factor for a date and index
get_discount_curve	Get a discount curve with factors for each date
get_zero_rate	Get the zero/spot rate for a date and index
get_historical_swap_rates	Get historical swap rates for an index and tenor
get_swap_rate_tenors	List available tenors for an index
get_fras	Get FRA rates for an index (EUR, SEK, NOK, DKK)
get_fra_rate_by_tenor	Get a specific FRA rate by currency and tenor

FX & Government Bonds

Tool	Description
get_fx_rate	Get the FX spot rate for a currency pair
get_fx_forward	Get the FX forward rate for a currency pair and date
get_gov_yield	Get zero-coupon government bond yield

Utilities

Tool	Description
list_supported_indices	List all supported rate indices

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Example Prompts

Once connected, just ask in natural language:

• "What's the current SOFR fixing?"

• "Get me the full EURIBOR swap curve"

• "What's the 5Y SONIA swap rate?"

• "Show me the SOFR forward curve from 1Y to 10Y, quarterly"

• "What's the EURUSD spot rate?"

• "Get historical 10Y SOFR swap rates for the last 3 months"

• "What's the UK 10Y government bond yield?"

• "What's the 3x6 EUR FRA rate?"

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Supported Indices

BlueGamma supports 40+ indices across major currencies. Use the list_supported_indices tool or ask your assistant for the full list.

Common indices include: SOFR, SONIA, 6M EURIBOR, CORRA, Fed Funds, SARON, TONAR, CDI, and many more.

See the full list on the Available Indices page.

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Need Help?

Resource	Link
Email Support	[e-mail]
Book a Demo	Schedule here
In-App Chat	Available at app.bluegamma.io