Summary
Connects Claude or any MCP client to BlueGamma's real-time interest rate infrastructure covering 60+ indices across 30+ currencies. You get tools to query swap rates, forward curves, discount factors, FX forwards, government bond yields, and inflation curves for benchmarks like SOFR, SONIA, ESTR, and EURIBOR. Includes historical data retrieval, cap/floor pricing with SABR volatility, and FRA rates. Runs as a hosted HTTP service at mcp.bluegamma.io with OAuth authentication. Requires a BlueGamma license but setup is straightforward: add the URL to your MCP config and authenticate through the browser. Useful when you're building treasury tools, analyzing rate movements, or need live market data without managing your own feeds.
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BlueGamma MCP Server
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.
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
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.
Featured
Keep your Mac awake while Claude Code and 40+ AI agents run. Sleeps when they're idle.
One time payment $9 →Integrate web data into your AI product. One API to scrape website & brand data.
Get API Key Now →Agent, run crypto. Access onchain data & trade routes via 1inch.
Install now →On Capafy, your Skill runs online 24/7 as an agent product, and you get paid every time someone uses it.
Start earning →
