# 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](https://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.

{% hint style="info" %}
Custom connectors are available on **Free** (1 connector), **Pro**, **Max**, **Team**, and **Enterprise** plans.
{% 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 Excel add-in](https://support.claude.com/en/articles/12650343-use-claude-for-excel) 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**

```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:

### 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                |

### 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"

***

## 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](https://bluegamma.io/documentation/integrations/available-indices) page.

***

## Need Help?

| Resource          | Link                                                                  |
| ----------------- | --------------------------------------------------------------------- |
| **Email Support** | <support@bluegamma.io>                                                |
| **Book a Demo**   | [Schedule here](https://app.lemcal.com/@alivohra/website-demo?back=1) |
| **In-App Chat**   | Available at [app.bluegamma.io](https://app.bluegamma.io)             |


---

# Agent Instructions: Querying This Documentation

If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question.

Perform an HTTP GET request on the current page URL with the `ask` query parameter:

```
GET https://bluegamma.io/documentation/integrations/model-context-protocol.md?ask=<question>
```

The question should be specific, self-contained, and written in natural language.
The response will contain a direct answer to the question and relevant excerpts and sources from the documentation.

Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.