SSCMFI Bond Analytics Server

MCP Server

This is the official Model Context Protocol (MCP) server for the SSCMFI Bond Math Engine (Core Demo). Developed by the people who wrote the Standard Securities Calculation Methods books.It allows AI assistants (like Claude) to perform high-precision Price and Yield calculations for fixed income securities.

Why SSCMFI?

The Industry Standard in Bond Math. LLMs are notoriously unreliable with complex financial calculations, often "hallucinating" financial formulas or rounding inaccurately. The SSCMFI MCP server offloads this complexity to a battle-tested engine, ensuring:

• Exact Precision: Industry-standard day counts (30/360, Act/Act) and payment frequencies.
• Verified Results: Calculations that match professional terminals and settlement systems.
• AI-Native: Designed specifically for seamless integration with LLM tool-calling.

Tools

The server provides a specialized tool for core bond math:

calculate_bond_periodic

Calculates the primary analytical values for any standard periodic coupon security.

• Inputs: Security Type (Treasury, Corporate, etc.), Maturity Date, Coupon Rate, Settlement Date, and either Price (to find Yield) or Yield (to find Price).
• Outputs: Clean Price, Yield-to-Worst (including call schedule support), Accrued Interest, Trading Price, and Institutional Risk Metrics (Duration, Convexity, PV1B).

Features (Full Fidelity)

• Price & Yield Analytics: High-precision conversions between price and yield.
• Institutional Transparency: Unlike generic financial tools, this server returns its Industry Convention Assumptions (Day Count, Frequency, EOM) so the AI can explain why it reached a specific result.
• Redemption Intelligence: Automatically detects whether a result is a Yield-to-Maturity or Yield-to-Call (Worst) and informs the AI.
• Accrued Interest: Professional-grade accrued interest calculations for all supported security types.
• Institutional Risk Metrics: Supports Duration (Macaulay and Modified), Convexity, PV1B (Value of a Basis Point), and YV32.
• Supported Security Types: Treasury Bonds, Corporate Bonds, Agency Bonds, Municipal Bonds, and CDs.

Example Prompts

Once installed, you can ask Claude questions like:

• "What is the yield of a Corporate bond with a 4.5% coupon maturing on 12/15/2030, priced at 98.25 for settlement today?"
• "If I want to buy a Treasury bond maturing on 02/15/2029 with a 3% coupon at a 4.2% yield, what should the price be?"
• "Calculate the accrued interest for a Municipal bond maturing on 06/01/2035 with a 5.0% coupon."
• "Show me the Duration and PV1B for a 10Y Treasury bond priced at 99."

Installation

🚀 Quick Start (Recommended)

The easiest way to use this server is to run it directly from GitHub. This avoids any manual downloads or complex configuration.

Claude Desktop Configuration: Add this snippet to your claude_desktop_config.json: (Usually at %APPDATA%\Claude\claude_desktop_config.json. If using the Win 11 App Store version, check %LOCALAPPDATA%\Packages\Anthropic.ClaudeDesktop_...\LocalCache\Roaming\Claude\)

{
  "mcpServers": {
    "sscmfi-bond-mcp": {
      "command": "npx",
      "args": ["-y", "github:sscmfi/sscmfi-bond-mcp"]
    }
  }
}

(This command pulls the verified configuration directly from your repository)

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🛠️ Alternative: Manual Installation

If you prefer to run the server from a local folder on your machine:

1. Download the Server: Download sscmfi-bond-mcp
2. Install Dependencies: Open a terminal in the folder and run npm install.
3. Add to Claude Config:

{
  "mcpServers": {
    "sscmfi-bond-mcp": {
      "command": "npx",
      "args": ["-y", "tsx", "/path/to/sscmfi-bond-mcp/index.ts"]
    }
  }
}

💻 Other Clients

• Claude Code (CLI): claude mcp add sscmfi-bond-mcp -- npx -y github:sscmfi/sscmfi-bond-mcp
• Cursor / Windsurf: Add as a "command" type using: npx -y github:sscmfi/sscmfi-bond-mcp

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API Endpoint

This MCP server acts as a proxy to the live SSCMFI API: https://api.sscmfi.com/api/sscmfiMCPAPI

Documentation & API Access

This MCP server is a gateway to the broader SSCMFI ecosystem. For detailed information on the underlying formulas, API endpoints, and the book series visit:

• Official Website: sscmfi.com
• Developer Portal: api.sscmfi.com/mcp/demo/
• Interactive Calculator: api.sscmfi.com/calculator

⚖️ Standards Compliance

Calculations performed by this server are compliant with industry standards including MSRB Rule G-33 and FINRA requirements for securities calculations.

License

© 2026 The Mayle Group, LLC. All rights reserved.