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, cap/floor prices, 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.

Setup

Claude.ai (Web App)

The quickest way to get started — no installation required.

1. Open Connectors

Go to claude.ai and sign in. Navigate to Settings > Connectors, then click Add custom connector.

2. Add the BlueGamma server

Field

Value

Name

BlueGamma

URL

https://mcp.bluegamma.io/mcp/

Click Add.

3. Authenticate

You'll be redirected to BlueGamma to log in. Once authenticated, the connector is ready to use.

4. Enable in a conversation

In any chat, click the + button (bottom-left) > Connectors, and toggle BlueGamma on. You can now ask Claude for live market data directly.

Custom connectors are available on Free (1 connector), Pro, Max, Team, and Enterprise plans.

Claude for Excel

If you use Claude for Excel, you can access BlueGamma data directly inside your spreadsheets.

1. Install Claude for Excel

Get the Claude for Excel add-in from the Microsoft Marketplace. Open Excel, activate the add-in, and sign in with your Claude account.

2. Connect BlueGamma

If you've already added BlueGamma as a connector in your Claude settings (see the Claude.ai section above), the same connection works automatically in Excel.

Otherwise, open the Claude sidebar in Excel, click the connectors icon, and add BlueGamma using the URL https://mcp.bluegamma.io/mcp/.

3. Start querying

Ask Claude in the sidebar to pull live rate data into your spreadsheet — for example, "Get the full SOFR swap curve and put it in column A" or "What's the 5Y EURIBOR swap rate?".

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.

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.

Cursor

Open Settings > MCP Servers > Add Server
Enter the following:

Field

Value

Name

bluegamma-api

Type

http

URL

https://mcp.bluegamma.io/mcp/

Click Save and authenticate when prompted.

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

get_forward_swap_curve

Get forward-starting swap rates across multiple start dates

get_inflation_curve

Get the zero-coupon inflation curve for an index (UK RPI, EU HICP)

Derivatives Pricing

Tool

Description

get_cap_floor_price

Price a cap or floor (single or multi-strike, vanilla or amortizing) with caplet-level breakdown

get_swaption_price

Price a European payer or receiver swaption (NPV, delta, DV01, vega)

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_fx_forward_curve

Get the full FX forward curve for a currency pair

get_gov_yield

Get zero-coupon government bond yield

Bonds

Tool

Description

get_bond

Get bond details and indicative pricing by ISIN

Utilities

Tool

Description

list_supported_indices

List all supported rate indices

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?"
"Price a 3Y SOFR cap at 4.5% strike on $10M notional"
"Price a 5Y SOFR cap at strikes 3%, 3.5%, 4% and 4.5% — show me the premium ladder"
"Price a 3Y amortizing SOFR cap at 4% — $10M the first year, $7M the second, $4M the third"
"Price a 2Y5Y ATM payer swaption on SOFR"
"What's the premium of a 1Y5Y receiver swaption on 6M EURIBOR struck at 2.5%?"
"Show me the UK RPI inflation curve"
"Get forward-starting 5Y SOFR swap rates for the next 2 years, quarterly"
"Get the full EURUSD forward curve"
"Look up bond XS1234567890 — what's the coupon and maturity?"