BlueGamma MCP:
Supercharge your LLM's Interest Rate Data Analysis Powers
Give your LLM up-to-date rates data, dramatically enhancing its market analysis capability with our MCP (Model Context Protocol), no more out-of-date or inaccurate data.
Stop relying on just your LLM's static training data or limited RAG implementation.
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:
Get your API key by requesting a Demo.
Insert it into the MCP set-up code snippet.
Add the MCP code snippet to your LLM’s MCP Config.
Restart your LLM client.
MCP Config Code Snippet
Add your own API key and paste the snippet into your MCP config.
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{
"mcpServers": {
"bluegamma": {
"command": "npx",
"args": [
"mcp-remote",
"https://mcp.bluegamma.io/",
"--header",
"Authorization: Bearer YOUR-API-KEY-HERE"
]
}
}
}
{
"mcpServers": {
"bluegamma": {
"command": "npx",
"args": [
"mcp-remote",
"https://c426oe9d11.execute-api.eu-west-2.amazonaws.com/mcp",
"--header",
"Authorization: Bearer YOUR-API-KEY-HERE"
]
}
}
}MCP Installation Video
Watch our installation walkthrough.
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 }.
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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