> For the complete documentation index, see [llms.txt](https://www.bluegamma.io/documentation/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://www.bluegamma.io/documentation/integrations/model-context-protocol.md).

# Model Context Protocol (MCP)

Connect your AI assistant to BlueGamma with the Model Context Protocol (MCP), for live rate data and to book, update and price the swaps in your BlueGamma book.

The BlueGamma MCP server connects your AI assistant to BlueGamma. Ask in plain language, and your assistant can:

* **Fetch market data:** swap rates, forward curves, discount factors, fixings, FX rates, government yields, inflation curves, and cap, floor and swaption prices.
* **Manage your saved swaps:** book swaps from a term sheet, an email or rows in Excel, change their terms or notional schedule, and price them. They are the same swaps you see in the [Swap Pricer](/documentation/pricers/calculating-a-swap-rate.md). See [Your saved swaps](#your-saved-swaps).

MCP is an open standard that connects AI tools to external data sources. You don't write any code: you add BlueGamma to your assistant once, sign in with your BlueGamma account, and ask.

The server address for every assistant is:

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

***

## Setup

{% hint style="info" %}
MCP access has to be enabled on your BlueGamma account. If your assistant reports "MCP not in plan", email <support@bluegamma.io> to have it turned on.
{% endhint %}

### Claude.ai (Web App)

The quickest way to get started — no installation required.

**1. Open Connectors**

Go to [claude.ai](https://claude.ai) and sign in. Navigate to **Customize** > **Connectors** and choose **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.

{% hint style="info" %}
Custom connectors are available on **Free** (1 connector), **Pro**, **Max**, **Team**, and **Enterprise** plans. On **Team** and **Enterprise** plans, an Owner first adds BlueGamma in **Organization settings** > **Connectors**, then each member connects to it from **Customize** > **Connectors**.
{% endhint %}

***

### 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 Microsoft 365 add-in](https://marketplace.microsoft.com/en-us/product/office/WA200010725?tab=Overview) from the Microsoft Marketplace and select **Get it now**. Open Excel, activate the add-in, and sign in with your Claude account. Claude for Excel is available on Claude Pro, Max, Team, and Enterprise plans.

**2. Connect BlueGamma**

If you haven't already, add BlueGamma as a connector in your Claude account (see the **Claude.ai** section above). Then, in the Claude sidebar in Excel, click the **+** button below the chat input, select **Connectors**, and turn on **BlueGamma**.

**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?"*.

You can also select rows of swaps in your sheet and ask Claude to book them in BlueGamma, for example *"Add the selected rows to my BlueGamma book, one swap per row"*. See [Your saved swaps](#your-saved-swaps).

***

### Claude for PowerPoint

If you use Claude for PowerPoint, you can pull BlueGamma data directly into your slides.

**1. Install Claude for PowerPoint**

Get the [Claude for Microsoft 365 add-in](https://marketplace.microsoft.com/en-us/product/office/WA200010725?tab=Overview) from the Microsoft Marketplace and select **Get it now**. This is the same add-in as Claude for Excel. Open PowerPoint, activate the add-in, and sign in with your Claude account. Claude for PowerPoint is available on Claude Pro, Max, Team, and Enterprise plans.

**2. Connect BlueGamma**

If you haven't already, add BlueGamma as a connector in your Claude account (see the **Claude.ai** section above). Then, in the Claude sidebar in PowerPoint, click the **+** button below the chat input, select **Connectors**, and turn on **BlueGamma**.

**3. Start querying**

Ask Claude in the sidebar to build slides from live BlueGamma data, for example *"Add a slide with today's 2Y, 5Y and 10Y SONIA swap rates, with the as-of date"* or *"Create a chart of the full SOFR swap curve on this slide"*.

***

### Microsoft 365 Copilot

Microsoft 365 Copilot connects to BlueGamma through an agent built in Copilot Studio. Someone in your organization with Copilot Studio access sets it up once and shares it with the people who need it. Users need access to Microsoft 365 Copilot.

{% hint style="info" %}
Before you start, email <support@bluegamma.io> with the email addresses of everyone who needs access, including the person setting up the agent. We turn on MCP access for their BlueGamma accounts.
{% endhint %}

**1. Create an agent**

In [Copilot Studio](https://copilotstudio.microsoft.com), turn off **New experience** on the home page if it's on, then create a new agent, for example `BlueGamma Rates`.

**2. Add BlueGamma as a tool**

On the agent's **Tools** page, select **Add a tool** > **New tool** > **Model Context Protocol**, then enter:

| Field                  | Value                                                                                                                                          |
| ---------------------- | ---------------------------------------------------------------------------------------------------------------------------------------------- |
| **Server name**        | `BlueGamma`                                                                                                                                    |
| **Server description** | Live and historical interest rate, swap, FX, bond and inflation data, cap, floor and swaption pricing, and the user's saved swaps in BlueGamma |
| **Server URL**         | `https://mcp.bluegamma.io/mcp`                                                                                                                 |
| **Authentication**     | **OAuth 2.0**, then **Dynamic discovery**                                                                                                      |

Select **Create**. If Copilot Studio shows a callback URL, send it to <support@bluegamma.io> and wait for our reply before you continue. Select **Next**, then on **Add tool** select **Create a new connection**, sign in to BlueGamma when prompted, and select **Add to agent**.

**3. Publish to Microsoft 365 Copilot**

Select **Publish** and confirm. Then go to **Channels** > **Teams and Microsoft 365 Copilot**, keep **Make agent available in Microsoft 365 Copilot** selected, and select **Add channel**.

**4. Share it with your users**

On the top menu bar, select the three dots (**…**) > **Share**, add the people or security groups who should use the agent, and select **Share**. Then, in **Channels** > **Teams and Microsoft 365 Copilot**, select **Availability options** > **Copy link** and send the link to them so they can add the agent.

**5. Start querying**

In Microsoft 365 Copilot, type `@`, select your BlueGamma agent, and ask your question, for example *"What's the 10Y SONIA swap rate today?"*. The first time, sign in to BlueGamma when prompted, using the same login you use for the BlueGamma app.

***

### ChatGPT

ChatGPT connects to BlueGamma as a custom connector in developer mode. Custom connectors are available on paid ChatGPT plans; on Business and Enterprise workspaces an admin may need to allow them first.

**1. Turn on developer mode**

In ChatGPT, open **Settings** > **Apps & Connectors** (called **Apps** in newer versions), scroll to **Advanced settings** and turn on **Developer mode**.

**2. Create the connector**

Select **Create** and enter:

| Field              | Value                                            |
| ------------------ | ------------------------------------------------ |
| **Name**           | `BlueGamma`                                      |
| **MCP server URL** | `https://mcp.bluegamma.io/mcp`                   |
| **Authentication** | **OAuth** (leave the client ID and secret empty) |

Select **Create**, then sign in to BlueGamma when prompted.

**3. Start querying**

In a chat, turn on the **BlueGamma** connector from the **+** menu and ask your question. ChatGPT asks you to confirm before a tool changes anything, such as booking a swap.

***

### Grok

**1. Add the connector**

Go to [grok.com/connectors](https://grok.com/connectors), select **New Connector**, then **Custom**, and enter the server URL `https://mcp.bluegamma.io/mcp`.

**2. Sign in**

Sign in to BlueGamma when prompted. On Grok Business and Enterprise, a team admin adds the connector first. See [xAI's connector guide](https://docs.x.ai/grok/connectors).

**3. Start querying**

Turn on the BlueGamma connector in a conversation and ask your question.

***

### Claude Code

**1. Install the CLI**

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

**2. Add the BlueGamma MCP server**

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

**3. Launch Claude Code**

```bash
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`:

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

{% hint style="info" %}
**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.
{% endhint %}

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

***

### 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` |

3. Click **Save** and authenticate when prompted.

***

## Available Tools

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

### Saved Swaps

| Tool            | Description                                                                                             |
| --------------- | ------------------------------------------------------------------------------------------------------- |
| `list_my_swaps` | List the swaps in your BlueGamma book (yours, your entities' and those shared with you), with their ids |
| `price_swap`    | Value a saved swap: MtM, clean MtM, accrued interest and fair rate                                      |
| `create_swap`   | Book a new swap in your book as **Not traded**                                                          |
| `update_swap`   | Change a saved swap's terms or its notional schedule                                                    |

### Interest Rates

| Tool                        | Description                                                                |
| --------------------------- | -------------------------------------------------------------------------- |
| `get_fixing`                | Get the latest published fixing for a rate index                           |
| `get_historical_fixings`    | Get the published fixings for an index over a date range                   |
| `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, or one FRA by tenor (e.g. 3X6)                 |
| `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, UK CPI, 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_forwards`      | Get FX forward rates for a list of dates in one call |
| `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 the exact index names the other tools accept |

***

## Your Saved Swaps

Your assistant can book, change and price the swaps in your BlueGamma book: the same swaps you see under **Not traded** and **Traded** in the [Swap Pricer](/documentation/pricers/calculating-a-swap-rate.md).

**Booking swaps.** Give your assistant the terms in any form (a term sheet, an email, rows copied from Excel) and ask it to add them to your BlueGamma book. For each swap it needs the index, the start and maturity dates and the notional. Also give the fixed rate and whether you pay or receive fixed: without a fixed rate the swap is priced for its fair rate only, and without a direction it is booked as paying fixed. The currency, the payment frequency and the first payment date come from the index unless you give them, the same way the Swap Pricer fills them in.

Swaps your assistant books are saved as **Not traded**. Review them in the Swap Pricer and mark them as traded once dealt. BlueGamma asks your assistant to read the terms back and get your go-ahead before it books or changes anything.

**Amortising swaps.** Ask your assistant to set a notional schedule, one amount per payment period, for example *"Update the notionals of Acme Wind SPV to 10m, 8.5m, 7.2m, 6.1m"*. A shorter list repeats its last amount to maturity.

**Pricing.** Ask for the MtM or the fair rate of any swap in your book, for one swap or all of them. A swap with no fixed rate saved is priced for its fair rate only.

**What it can't do.** Your assistant can't delete swaps, mark them as traded or move them between entities: do that in the Swap Pricer. It sees and changes only the swaps you can see in the app.

***

## 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?"
* "Add these swaps to my BlueGamma book, one per row: index, start, maturity, notional, fixed rate, pay or receive" (then paste the rows)
* "Book a 5Y SONIA swap from 2 March 2027 on £25m, paying 3.85% fixed"
* "Price every swap in my BlueGamma book and give me the total MtM by currency"
* "Change the fixed rate of my Northgate Solar swap to 4.10%"

***

## 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](/documentation/data-coverage/whats-available/available-indices.md) page.

***

## Need Help?

| Resource          | Link                                                      |
| ----------------- | --------------------------------------------------------- |
| **Email Support** | <support@bluegamma.io>                                    |
| **In-App Chat**   | Available at [app.bluegamma.io](https://app.bluegamma.io) |


---

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