BlueGamma MCP: Give Your AI Live Interest Rate Data
Connect your LLM to real-time swap rates, forward curves, FX rates, government bond yields and more.
How it works, 3 steps
Follow these simple steps to start using BlueGamma MCP.
Install
Add the BlueGamma MCP to your LLM of choice.
Prompt
Ask your LLM to analyse the markets, adding: “Use the BlueGamma MCP.”
Analyse
Get instant, up-to-date rates market analysis grounded in real-time data.
What you can do with the BlueGamma MCP
Visual Market Intelligence
Build interactive graphs, heatmaps, and trend visualisations directly in your chat window.
Institutional-Grade Analysis
Generate boardroom-ready market wrap-ups and data-backed insights that are grounded in today’s reality, not yesterday’s news.
Agentic Market Analysts
Deploy AI agents to monitor rates & curves 24/7, spotting market opportunities and providing deep-dive insights in real-time.
Reduce Hallucinations
Replace LLM "guesses" with verified, API-fetched data for zero-error responses.
Live Financial Modelling
Build and iterate on complex models instantly using up-to-date rates.
Automated Pricing Workflows
Turn hours of manual data compilation into seconds of AI-driven analysis.
30-second Integration Makes it Easy to Get Started
Easily install by updating your LLM’s MCP config to quickly get the MCP up and running.
Why it matters?
No weeks of implementation, no expensive engineers needed. You’re live in minutes, not months, getting value immediately.
How to Install the BlueGamma MCP
Installation instructions and setup guide:
Book a demo to get set up with a BlueGamma account
Add the code snippet below to your LLM's MCP config
Restart your LLM client
Sign in - on first use you'll be prompted to sign in via your browser. That's it!
MCP Config Code Snippet
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{
"mcpServers": {
"bluegamma": {
"type": "http",
"url": "https://mcp.bluegamma.io/mcp"
}
}
}
{
"mcpServers": {
"bluegamma": {
"type": "http",
"url": "https://mcp.bluegamma.io/mcp" }
}
}Install via Claude Code
If you're using Claude Code, install with a single command:
claude ncp add --transport http bluegamma https://mcp.bluegamma.io/mcp
claude ncp add --transport http bluegamma https://mcp.bluegamma.io/mcpOAuth sign-in happens automatically on first use.
Tools the BlueGamma MCP Can Use
These are the Tools that the BlueGamma MCP can use; it utilises our API to fetch the data:
Returns:
- List[str] of index names (e.g., SOFR, SONIA, 6M EURIBOR, etc.)
- Rates, curves, and discounting
Key inputs:
- index
- start_date
- maturity_date
- fixed_leg_frequency
Optional:
- floating_leg_frequency
- fixed_leg_day_count
- floating_leg_day_count
- valuation_time
Notes:
- Frequencies are standardised (e.g., “Monthly” → 1M, “Quarterly” → 3M, “Annual” → 12M).
Key inputs:
- index_name
Optional:
- valuation_time
Returns:
- Curve points like { tenor, swap_rate } for all tenors available.
Key inputs:
- index
- start_date
- end_date
Optional:
- valuation_time
Key inputs:
- index
- date
Optional:
- valuation_time
Key inputs:
- index
- date (can be a date like 2025-12-31 or tenor like 1Y)
Optional:
- valuation_time
- day_count
- compounding
- compounding_frequency
Notes:
- Supports different compounding styles (Simple/Compounded/Continuous), and optional compounding frequency (used when compounding is Compounded).
Key inputs:
- index
- start_date
- end_date
- frequency (spacing between curve points, standardised like 3M, 6M, etc.)
- tenor (the forward period tenor used for each forward calculation, e.g., 3M)
Optional:
- valuation_time
- is_end_of_month (default True)
Returns:
- A series of periods with start_date, end_date, forward_rate.
Key inputs:
- index
- start_date
- end_date
- frequency
Optional:
- valuation_time
- is_end_of_month
Returns:
- A series of { date, discount_factor }.
Key inputs:
- index
- tenor
- end_date
- frequency
- fixed_leg_frequency
Optional:
- start_date
- floating_leg_frequency
- fixed_leg_day_count
- floating_leg_day_count
- valuation_time
- is_end_of_month
Key inputs:
- index
- start_date
- maturity_date
Optional:
- strike_rate
- cap_or_floor
- notional
- frequency
- valuation_time
- vol_smile
- sabr_rho
- sabr_nu
Returns:
- NPV, premium as % of notional, delta, vega, and per-caplet detail.
Key inputs:
- index (e.g., ”UK RPI”, ”UK CPI”, ”EU HICP”)
Optional:
- valuation_time
Key inputs:
- index
Optional:
- valuation_time
Key inputs:
- currency
- tenor
Optional:
- valuation_time
Historical swap data:
Key inputs:
- index
- tenor
- start_date
- end_date
Returns:
- Metadata (index/currency/conventions) plus an array of historical points (date/rate/tenor).
Key inputs:
- index
Returns:
- { index, tenors: [...] }
FX:
Key inputs:
- currency_pair
Optional:
- valuation_time
Key inputs:
- currency_pair
Optional:
- date
Government Bonds/Yields:
Key inputs:
- country_code
- maturity
Optional:
- forward_start
- valuation_time
Fixings/Benchmark rates:
Key inputs:
- index
Optional:
- valuation_date
See it in practice
Real tasks this feature was built for, from the use-case library.
"I send a rates update to clients every week — and rebuild it by hand every time"
Build a custom dashboard of curves, swap rates and historic overlays that refreshes itself, export to PDF, and let AI draft the commentary via the MCP connector.
See how →"Our product shows rates — and the scraper just broke"
A JSON API for forward curves, fixings, swap curves and FX, with redistribution rights defined in the contract up front and flat pricing that doesn't cliff as you grow.
See how →"The deal closes this afternoon and I need live rates"
Watch the exact tenor through pricing with 30-second refresh in the web app — no two-hour lag, no phoning the bank to hear what they choose to tell you.
See how →