BlueGamma - Real-time Interest Rate Data
Real-time interest rate data: swap rates, forward curves, FX, bonds for 60+ indices.
Open source Repository Open in the app JSON README (API)
About
Real-time interest rate data: swap rates, forward curves, FX, bonds for 60+ indices.
Details
- Kind
- MCP servers
- Topic
- No topic detected
- Publisher
- blue-gamma
- Origin
- official
- Category
- ferramentas
- Transport
- http
- Version
- 1.0.0
- Last push
- 2026-03-31T11:22:13Z
- Repository state
- ativo
- License
- NOASSERTION
- Added
- 2026-08-29 03:01:43
- Updated
- 2026-08-29 03:01:43
- Origin id
io.github.Blue-Gamma/bluegamma
README
# BlueGamma MCP Server
Real-time interest rate data for AI assistants via the [Model Context Protocol](https://modelcontextprotocol.io/).
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](https://www.bluegamma.io/documentation/integrations/model-context-protocol).
[](https://www.bluegamma.io)
[](https://www.bluegamma.io/documentation/integrations/model-context-protocol)
[](#license)
## Prerequisites
A BlueGamma licence is required to use the MCP server. [Sign up here](https://app.bluegamma.io) or [book a demo](https://app.lemcal.com/@alivohra/website-demo?back=1) to get started.
## Quick Start
### Claude Desktop
Add to your Claude Desktop config (`claude_desktop_config.json`):
```json
{
"mcpServers": {
"bluegamma-api": {
"type": "http",
"url": "https://mcp.bluegamma.io/mcp/"
}
}
}
```
### Claude Code
```bash
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](https://app.bluegamma.io) or [book a demo](https://app.lemcal.com/@alivohra/website-demo?back=1) to get access.
## Documentation
- [MCP Setup Guide](https://www.bluegamma.io/documentation/integrations/model-context-protocol)
- [API Documentation](https://www.bluegamma.io/documentation/integrations/api/authentication)
- [Available Indices](https://www.bluegamma.io/documentation/integrations/available-indices)
## About BlueGamma
[BlueGamma](https://www.bluegamma.io) 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](https://www.bluegamma.io/terms).