BlueGamma - Real-time Interest Rate Data

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

You need a BlueGamma account with an active plan or free trial. Sign up here or book a demo to get started.

Quick Start

Claude (desktop app and claude.ai)

Open Settings → Connectors → Add custom connector, name it BlueGamma, and use the URL https://mcp.bluegamma.io/mcp. Remote servers are added here, not in claude_desktop_config.json, which only takes local servers.

Claude Code

claude mcp add --transport http bluegamma-api 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 sign in with your BlueGamma account in the browser. Any active BlueGamma plan or free trial works.

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 value date
get_fx_forwards	FX forwards for a list of value dates, off one curve snapshot
get_fx_forward_curve	FX forward curve at standard tenors or on a custom date grid

Government Bonds

Tool	Description
get_gov_yield	Zero-coupon government bond yield by country and maturity
get_bond	Descriptive data and an indicative price for a bond by ISIN

Inflation

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

Benchmark Fixings

Tool	Description
get_fixing	Published fixing for a date (SOFR, EURIBOR, SONIA, ESTR, etc.)
get_historical_fixings	Published fixings over a date range

FRAs

Tool	Description
get_fras	FRA rates for an index (EUR, SEK, NOK, DKK), optionally one tenor

Options

Tool	Description
get_cap_floor_price	Price interest rate caps/floors with SABR vol smile
get_swaption_price	Price European payer/receiver swaptions (Bachelier)

Utility

Tool	Description
list_supported_indices	Exact index names: kind="swap" for swap and curve tools, kind="fixing" for fixings

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"
• "Price a 1Y into 5Y SOFR payer swaption"
• "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, BUBOR, BKBM, JIBAR, BBSW, BBSY, CDOR, KLIBOR, HIBOR, TIBOR, SAIBOR, EIBOR, TELBOR, TAIBOR, TRYIBOR

Other overnight and policy rates: CORRA, SORA, HONIA, NOWA, NZONIA, SWESTR, ZARONIA, TIIEON, THOR, CDI, Overnight MIBOR, Fed Funds

Inflation: UK RPI, UK CPI, EU HICP (euro-area HICP excluding tobacco)

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 sign in via your browser. You need an active plan or free trial - sign up or book a demo to get access.

Rates are returned in percent (4.25 means 4.25%), except get_gov_yield, which returns a decimal (0.0501 means 5.01%). Results are structured JSON.

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.