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:
list_supported_indices
Lists all interest rate indices your API supports (pulled from index_names).
Returns:
- List[str] of index names (e.g., SOFR, SONIA, 6M EURIBOR, etc.)
- Rates, curves, and discounting
get_swap_rate
Calculates the fair fixed rate for an interest rate swap given start/maturity and leg conventions.
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).
get_swap_curve
Returns a full swap curve (swap rate for each available tenor) for an index.
Key inputs:
- index_name
Optional:
- valuation_time
Returns:
- Curve points like { tenor, swap_rate } for all tenors available.
get_forward_rate
Returns the implied forward rate between two dates for a given index.
Key inputs:
- index
- start_date
- end_date
Optional:
- valuation_time
get_discount_factor
Returns the discount factor for a specific date on a given index curve.
Key inputs:
- index
- date
Optional:
- valuation_time
get_zero_rate
Returns the zero rate (spot rate) for a specific date/tenor on an index curve, with configurable conventions.
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).
get_forward_curve
Builds a forward curve time series of forward rates from start_date to end_date, sampled at a chosen frequency.
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.
get_discount_curve
Builds a discount curve time series (discount factors) from start_date to end_date, sampled at a chosen frequency.
Key inputs:
- index
- start_date
- end_date
- frequency
Optional:
- valuation_time
- is_end_of_month
Returns:
- A series of { date, discount_factor }.
get_forward_swap_curve
Calculates forward-starting swap rates for a single tenor across multiple start dates. Returns how a specific swap tenor's rate evolves over different forward start dates. For example: "How does the 5Y swap rate change for swaps starting 3M, 6M, 9M from now?"
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
get_cap_floor_price
Prices an interest rate cap or floor with caplet-level breakdown. A cap is a portfolio of caplets (call options on forward rates). A floor is a portfolio of floorlets (put options on forward rates). Supports SABR volatility smile calibrated from market data.
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.
get_inflation_curve
Returns the zero-coupon inflation curve for an inflation index. Returns inflation rates for tenors from 1Y to 50Y based on inflation swap market data.
Key inputs:
- index (e.g., "UK RPI", "UK CPI", "EU HICP")
Optional:
- valuation_time
get_fras
Gets Forward Rate Agreement (FRA) rates for a specific index. Returns all available tenors and their corresponding rates. Supports EUR, SEK, NOK, and DKK indices.
Key inputs:
- index
Optional:
- valuation_time
get_fra_rate_by_tenor
Gets a specific FRA rate for a currency and tenor combination (e.g., EUR 3X6, SEK 6X9).
Key inputs:
- currency
- tenor
Optional:
- valuation_time
Historical swap data:
get_historical_swap_rates
Returns historical swap rates for a given index + tenor across a date range.
Key inputs:
- index
- tenor
- start_date
- end_date
Returns:
- Metadata (index/currency/conventions) plus an array of historical points (date/rate/tenor).
get_swap_rate_tenors
Lists the available swap tenors for a given index (e.g., 1Y, 2Y, 5Y, 10Y).
Key inputs:
- index
Returns:
- { index, tenors: [...] }
FX:
get_fx_rate
Returns the FX spot rate for a currency pair.
Key inputs:
- currency_pair
Optional:
- valuation_time
get_fx_forward
Returns the FX forward rate for a currency pair (optionally for a specific date).
Key inputs:
- currency_pair
Optional:
- date
Government Bonds/Yields:
get_gov_yield
Returns the zero-coupon government bond yield for a given country and maturity.
Key inputs:
- country_code
- maturity
Optional:
- forward_start
- valuation_time
Fixings/Benchmark rates:
get_fixing
Returns the fixing for a rate index on a given date.
Key inputs:
- index
Optional:
- valuation_date
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