BlueGamma - Real-time Interest Rate Data

Real-time interest rate data for AI assistants via the Model Context Protocol.

Connect Claude, Cursor, or any MCP-compatible client to live swap rates, forward curves, discount factors, FX rates, government bond yields, and more - covering 60+ indices across 30+ currencies.

For full setup instructions, see the BlueGamma MCP documentation.

Website Docs License

Prerequisites

A BlueGamma licence is required to use the MCP server. Sign up here or book a demo to get started.

Quick Start

Claude Desktop

Add to your Claude Desktop config (claude_desktop_config.json):

{
  "mcpServers": {
    "bluegamma-api": {
      "type": "http",
      "url": "https://mcp.bluegamma.io/mcp/"
    }
  }
}

Claude Code

claude mcp add bluegamma-api --transport http https://mcp.bluegamma.io/mcp

Cursor

Add a new MCP server in Cursor settings:

Field	Value
Name	bluegamma-api
Type	http
URL	https://mcp.bluegamma.io/mcp/

On first connection you'll be prompted to authenticate via your browser. A free BlueGamma account is all you need to get started.

Available Tools

Swap Rates

Tool	Description
get_swap_rate	Calculate the fair fixed rate of an interest rate swap
get_swap_curve	Retrieve a complete swap curve for all available tenors
get_forward_swap_curve	Forward-starting swap rates across multiple start dates
get_swap_rate_tenors	List available tenors for a given index
get_historical_swap_rates	Historical swap rates over a date range

Forward & Discount Curves

Tool	Description
get_forward_rate	Implied forward rate between two dates
get_forward_curve	Forward curve with rates for each period
get_discount_factor	Discount factor for a specific date and index
get_discount_curve	Discount curve with factors for each date
get_zero_rate	Zero/spot rate with configurable compounding

FX

Tool	Description
get_fx_rate	FX spot rate for a currency pair
get_fx_forward	FX forward rate for a currency pair and date

Government Bonds

Tool	Description
get_gov_yield	Zero-coupon government bond yield by country and maturity

Inflation

Tool	Description
get_inflation_curve	Zero-coupon inflation curve (UK RPI, UK CPI, EU HICP)

Benchmark Fixings

Tool	Description
get_fixing	Benchmark rate fixings (SOFR, EURIBOR, SONIA, ESTR, etc.)

FRAs

Tool	Description
get_fras	FRA rates for an index (EUR, SEK, NOK, DKK)
get_fra_rate_by_tenor	Specific FRA rate by currency and tenor

Options

Tool	Description
get_cap_floor_price	Price interest rate caps/floors with SABR vol smile

Utility

Tool	Description
list_supported_indices	List all 60+ supported rate indices
ping	Health check

Example Usage

Once connected, you can ask your AI assistant questions like:

• "What's the current 5Y SOFR swap rate?"
• "Show me the full SONIA swap curve"
• "What's the 3M EURIBOR forward curve from 1Y to 5Y?"
• "Get the EURUSD FX forward rate for 6 months"
• "What's the 10Y US government bond yield?"
• "Price a 3Y ATM SOFR cap with 10M notional"
• "Compare historical 5Y SOFR swap rates over the last 6 months"

Supported Indices

BlueGamma covers 60+ indices across 30+ currencies, including:

Major benchmarks: SOFR, SONIA, ESTR, TONAR, SARON, AONIA, CORRA

EURIBOR: 1M, 3M, 6M, 12M EURIBOR

IBOR rates: STIBOR, NIBOR, CIBOR, WIBOR, PRIBOR, BKBM, JIBAR, BBSW, CDOR, TIIE, KLIBOR, HIBOR, SIBOR, SAIBOR, MIBOR, KORIBOR

Inflation: UK RPI, UK CPI, EU HICP

For the full list, use the list_supported_indices tool.

Authentication

BlueGamma uses OAuth for MCP connections. On first use, you'll be redirected to authenticate via your browser. A BlueGamma licence is required - sign up or book a demo to get access.

Documentation

• MCP Setup Guide
• API Documentation
• Available Indices

About BlueGamma

BlueGamma provides real-time interest rate data infrastructure for treasurers, analysts, and developers. Access live swap rates, forward curves, discount factors, and more through our web app, Excel add-in, API, or MCP server.

License

This repository contains documentation and configuration for the BlueGamma MCP server. The MCP server itself is a proprietary hosted service provided by BlueGamma Ltd. Usage is subject to the BlueGamma Terms of Service.