Update your models
Ask Claude to pull today’s forward curve into Excel, using the dates in your model. No more copying rates from one spreadsheet to another.
Financial Market Data MCP Server
AI can explain an interest rate swap. Now it can price one.
Connect Claude, ChatGPT and other AI assistants to BlueGamma’s market data and pricing tools.
Get today’s SOFR curve, check a swap quote, price a cap, or update your model. All without leaving your AI assistant.
Connect BlueGamma MCP
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Go on. Ask it to price a swap.
ClaudeBlueGamma connected
What’s the 5-year SOFR swap rate today? And what if I start the swap 3 months later?
Claude uses BlueGamma:get_swap_rate ×2| 5Y SOFR swap, starting today | |
|---|---|
| 5Y SOFR swap, starting in 3 months | |
| Difference in basis points | |
| Market data timestamp | Shown with every answer |
Why BlueGamma MCP?
Still copying forward curves into your models?
You know the drill. Find the latest curve. Download it. Copy the rates into Excel. Repeat next time the market moves.
Now you can just ask.
Check the bank’s numbers
Got a swap quote? Ask for the mid-market rate. Or compare what a swap, cap or different hedge structure would cost.
Get that report finished
Need a fresh rates chart or funding-cost comparison for tomorrow’s meeting? Ask AI to build it using BlueGamma data.
trusted by
“The (AI) calculation might be right, but they’re using the wrong data.”
SVP Finance, US real estate developer
That’s the bit BlueGamma fixes. Your AI can do the analysis. We give it the market data and pricing tools.
Sector examples
Go on. Ask AI the hard finance questions.
Give it your model or term sheets. BlueGamma brings the market data.
Two banks want to lend. Which offer is actually better?
One bank has a lower margin but requires a cap. The other doesn’t. Let’s see what that means for your returns.
Try asking
I’ve attached two construction loan offers and our project model. Can you use BlueGamma to price the required hedges, compare total financing costs and show which offer gives us the better equity IRR? Include a 1% rate stress.
Could a different hedge help us raise more debt?
Your lenders have a minimum DSCR. Let’s see how the choice of hedge affects debt sizing and equity returns.
Try asking
Here’s our project finance model. The lenders require a 1.25x minimum DSCR and 90% hedging. Can you compare debt sizing under a swap and different cap strikes, using BlueGamma rates and cap prices? Show the maximum debt, minimum DSCR and equity IRR for each.
| Measure | Swap | 3.5% cap | 4.0% cap |
|---|---|---|---|
| Maximum debt | Calculated | Calculated | Calculated |
| Minimum DSCR | Calculated | Calculated | Calculated |
| Upfront hedge cost | Calculated | Calculated | Calculated |
| Equity IRR | Calculated | Calculated | Calculated |
Layout only. Your AI fills it in from your model and BlueGamma rates and cap prices.
Can we get a better deal for the client?
You’ve got the banks’ term sheets. Now put the margins, fees and hedging costs on the same basis.
Try asking
I’ve attached three term sheets and the client’s debt model. Can you use BlueGamma to compare the all-in financing cost of each offer, including the hedges? Show the NPV of the costs and where we might have room to negotiate.
What happens to our debt costs if rates don’t fall?
The budget assumes rates are coming down. What if they don’t?
Try asking
Here’s our debt schedule and budget. Can you replace our interest rate assumptions with today’s BlueGamma forward curves, then compare the forecast with a flat-rate and +1% scenario? Show the impact on interest costs and cashflow.
The bank’s quoted 4.2%. Is that a good rate?
A few basis points might not sound like much. On a large loan, they add up.
Try asking
Our bank has quoted 4.2% fixed on this £150m amortising swap. Can you calculate the fair mid-market rate using BlueGamma curves and our repayment schedule? Show the difference in basis points and the present value of that difference over the hedge term.
BlueGamma supplies the market curves and pricing tools. Your AI uses them with your model to build the comparisons. Always check the assumptions and calculations.
Setup
Two steps. Then ask away.
- 1
Connect BlueGamma
Add our MCP server to Claude, ChatGPT or another supported AI assistant.
- 2
Sign in
Use your BlueGamma account to authorise the connection.
That’s it. Try asking: “Get today’s 3M EURIBOR forward curve, quarterly, for the next 5 years.”
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No coding needed with supported AI assistants.
Prefer to set it up yourself?
Server URL
https://mcp.bluegamma.io/mcp/- Open Customize › Connectors › Add custom connector.
- Name the connector
BlueGammaand enter the server URL. - Sign in with your BlueGamma account.
- Enable the connector in your conversation.
Product capabilities
So, what else can you ask it?
Forward curves & discount factors
How much debt can we actually afford at today’s rates?
Try asking
I’ve attached our project finance model. Use BlueGamma’s latest SOFR forward curve to update interest costs, then recalculate the maximum debt we can raise while keeping DSCR above 1.25x.
Swap pricing
The bank’s quoted us 4.2%. Are we overpaying?
Try asking
Here’s the bank’s swap quote and our repayment schedule. Can you use BlueGamma to check the fair mid-market rate, show the difference in basis points and estimate what that difference could cost us over the hedge term?
Caps, floors & swaptions
Would we be better off with a cap or a swap?
Try asking
Here’s our floating-rate loan and financial model. Price a swap and caps at different strikes using BlueGamma, then compare total interest costs, upfront premiums and equity IRR under different rate scenarios.
Historical rates & fixings
How much more expensive has our financing become since we started?
Try asking
We first priced this financing three months ago. Use BlueGamma’s historical swap rates to compare the market then and now. How much has the cost of fixing our interest rate changed on £100m of debt?
Government bonds
Is our investment still attractive against government bonds?
Try asking
We’re looking at a UK infrastructure debt investment yielding 6.2%. Pull the latest gilt zero yields from BlueGamma and show the yield premium at comparable maturities. How does it look against the risk-free benchmark?
FX forwards
What will our overseas debt repayments actually cost?
Try asking
Here’s our schedule of EUR loan repayments. Use BlueGamma FX forwards to convert each payment into GBP at the relevant payment date, then show the total expected GBP cost and how it compares with today’s spot rate.
Inflation curves
Will our inflation-linked revenues keep up with debt service?
Try asking
Here’s our project model with RPI-linked revenues. Use BlueGamma’s inflation curve to update the revenue forecast, then show how DSCR and equity IRR change over the next ten years.
BlueGamma provides the market data and pricing tools. Your AI uses these alongside your model to run the analysis. Check the assumptions and calculations before making decisions.
FAQs
Same data. Different ways to use it.
Web app: Want to download a curve, price an amortising swap or run an MtM valuation yourself? Use the web app.
MCP: Working in Claude or ChatGPT? Ask your AI to get the rates, check a quote or help update a model.
Excel Add-in: Want BlueGamma rates linked directly to cells in your spreadsheet? Use the Add-in.
API: Building an application, data feed or automated reporting system? Use the API.
You can use more than one.
Yes. Connect BlueGamma to Claude for Excel and ask it to pull the rates into your workbook.
For example, “Update the SOFR forward curve in this model using today’s rates.”
You can use BlueGamma forward curves and discount factors to estimate a swap’s MtM with AI.
For a dedicated valuation, use the BlueGamma MtM Calculator in the web app.
Yes, if your ChatGPT plan supports compatible remote MCP connections. Add BlueGamma as a connector and sign in.
Yes, including the 14-day free trial. Available data and refresh frequency depend on your plan.
BlueGamma provides market rates and dedicated pricing tools. Your AI can still make mistakes when using them, so check its assumptions and calculations.
Go on. Put it to work.
Your next forward curve, swap price or funding-cost comparison is a question away.
Connect BlueGamma MCP
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