目录 / Bluegamma MCP
MCP
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Bluegamma MCP
Access live interest rate forward curves, swap pricing, FX forwards, inflation forecasts, and bond yields directly from your AI workflows. Blue Gamma's MCP server exposes the same data available through their API and Excel Add-in — covering indices like SOFR, SONIA, EURIBOR, ESTR, CORRA, STIBOR, NIBOR, and CIBOR. Query swap rates, pull forward curves, and price amortising swaps without leaving your LLM-powered tools. Requires a Bluegamma account — sign up at bluegamma.io.
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模型生成摘要（rules/v1 · 2026-09-27 16:41）：Access live interest rate forward curves, swap pricing, FX forwards, inflation forecasts, and bond yields directly from …
这是模型对公开材料的总结，不是官方声明，请以原链内容为准。
这是模型对公开材料的总结，不是官方声明，请以原链内容为准。
接入信息
- 传输形态
- http
- 鉴权方式
- 鉴权未知
- 端点
https://interest-rate-mcp--bluegamma.run.tools
鉴权方式未标注，请核对官方文档后再接入——不要直接使用以下片段
{
"mcpServers": {
"Bluegamma MCP": {
"url": "https://interest-rate-mcp--bluegamma.run.tools"
}
}
}
能力清单
| 工具 | 说明 |
|---|---|
| list_supported_indices | Lists all supported interest rate indices that can be used with BlueGamma tools. |
| ping | Health check for the MCP server. |
| get_swap_rate | Calculates the fair fixed rate of an interest rate swap. Docs: https://docs.bluegamma.io/bluegamma/integrations/api/how-to-guides/fetching-a-swap-rate |
| get_swap_curve | Retrieves a complete swap curve for a given index, providing swap rates for all available tenors. This endpoint automatically fetches all available tenors from the database and uses the predefined index configuration to determine the appropriate day count conventions and frequencies. Args: index_name: The name of the index (must be one of the supported indices, e.g., "SOFR", "6M EURIBOR", "SONIA") valuation_time: Valuation time in ISO format (optional, defaults to current time) Returns: JSON string with complete swap curve data for the specified index. Response includes only the essential data: tenor and swap_rate for each available tenor. Docs: https://docs.bluegamma.io/bluegamma/integrations/api/how-to-guides/getting-a-forward-curve |
| get_forward_rate | Fetches the implied forward rate between two dates. Docs: https://www.bluegamma.io/interest-rate-api#tag/forward--discount-curves/get/forward_rate |
| get_discount_factor | Returns the discount factor for a specific date and rate index. Docs: https://www.bluegamma.io/interest-rate-api#tag/forward--discount-curves/get/discount_factor |
| get_zero_rate | Returns the zero rate (spot rate) for a specific date and rate index. The zero rate is returned as a percentage with configurable compounding and day count conventions. Args: index: Rate index (e.g., SOFR, 6M EURIBOR, SONIA) date: Date or tenor for the zero rate (e.g., '2025-12-31' or '1Y') valuation_time: Optional valuation time day_count: Day count convention (Actual360, Actual365, Actual365Fixed, Thirty360BondBasis, Thirty360EuroBondBasis, Business252) compounding: Compounding type (Simple, Compounded, Continuous). Default: Simple compounding_frequency: Compounding frequency (1M, 3M, 6M, 12M). Only used when compounding is Compounded. Default: 12M Docs: https://www.bluegamma.io/interest-rate-api#tag/forward--discount-curves/get/zero_rate |
| get_fx_rate | Retrieves the FX spot rate for a given currency pair. Docs: https://www.bluegamma.io/interest-rate-api#tag/fx/get/fx |
| get_fx_forward | Returns the FX forward rate for a given currency pair and date. Docs: https://www.bluegamma.io/interest-rate-api#tag/fx/get/fx_forward |
| get_gov_yield | Returns the zero-coupon government bond yield for a country and maturity. Docs: https://www.bluegamma.io/interest-rate-api#tag/government-bonds/get/gov_yield |
| get_fixing | Returns the fixing for a rate index at a given date. Docs: https://www.bluegamma.io/interest-rate-api#tag/central-bank-and-benchmark-rates/get/fixing |
| get_forward_curve | Returns a forward curve with rates for each period between start_date and end_date. Args: index: The interest rate index (e.g., "SOFR", "6M EURIBOR") start_date: Start date for the curve (YYYY-MM-DD or period like "1Y") end_date: End date for the curve (YYYY-MM-DD or period like "5Y") frequency: Frequency of the curve points (e.g., "3M", "6M", "12M") tenor: Tenor for each forward rate calculation (e.g., "3M", "6M") valuation_time: Optional valuation time (ISO format) is_end_of_month: Whether to use end-of-month dates (default: True) Returns: JSON string containing the forward curve data with start_date, end_date, forward_rate for each period. Docs: https://www.bluegamma.io/interest-rate-api#tag/forward--discount-curves/get/forward_curve |
| get_discount_curve | Returns a discount curve with discount factors for each date between start_date and end_date. Args: index: The interest rate index (e.g., "SOFR", "6M EURIBOR") start_date: Start date for the curve (YYYY-MM-DD or period like "1Y") end_date: End date for the curve (YYYY-MM-DD or period like "5Y") frequency: Frequency of the curve points (e.g., "3M", "6M", "12M") valuation_time: Optional valuation time (ISO format) is_end_of_month: Whether to use end-of-month dates (default: True) Returns: JSON string containing the discount curve data with date and discount_factor for each point on the curve. Docs: https://www.bluegamma.io/interest-rate-api#tag/forward--discount-curves/get/discount_curve |
| get_historical_swap_rates | Returns historical swap rates for a given index and tenor over a specified date range. Args: index: The specific index (e.g., "SOFR", "1M EURIBOR", "6M EURIBOR", "SONIA") for the swap rates tenor: The tenor for each swap rate (e.g., "1Y", "5Y", "10Y") start_date: The start date for the swap rates (inclusive). Must be a specific date (e.g., "2024-01-01") end_date: The end date for the swap rates (inclusive). Must be a specific date (e.g., "2024-12-31") Returns: JSON string containing historical swap rates data including: - index_name: The index name - currency: The currency - fixed_leg_day_count: Day count convention for fixed leg - floating_leg_day_count: Day count convention for floating leg - fixed_leg_frequency: Payment frequency for fixed leg - floating_leg_frequency: Payment frequency for floating leg - swap_rates: Array of historical rates with date, rate, and tenor Docs: https://www.bluegamma.io/interest-rate-api#tag/swap-rates/get/historical_swap_rates |
| get_swap_rate_tenors | Returns the list of available tenors for swap rates for a given index. Args: index: The specific index (e.g., "SOFR", "1M EURIBOR", "6M EURIBOR", "SONIA") for which to retrieve available swap rate tenors Returns: JSON string containing: - index: The index name - tenors: Array of available tenors (e.g., ["1Y", "2Y", "5Y", "10Y"]) Docs: https://www.bluegamma.io/interest-rate-api#tag/swap-rates/get/swap_rate_tenors |
| get_fras | Get Forward Rate Agreement (FRA) rates for a specific index. Retrieves FRA rates for indices denominated in EUR, SEK, NOK, and DKK. Returns all available tenors and their corresponding rates. Args: index: Index name (e.g., 3M EURIBOR, 3M STIBOR, 3M NIBOR, 3M CIBOR) valuation_time: Optional valuation time in ISO format. Defaults to current time. Returns: JSON string containing: - index: The index name - currency: The derived currency code - valuation_time: The valuation time used - timestamp: The actual data timestamp - fras: Array of FRA rates with tenor, type, and value |
| get_fra_rate_by_tenor | Get a specific FRA rate for a currency and tenor. Retrieves a single Forward Rate Agreement (FRA) rate for a specific currency and tenor combination. Args: currency: Currency code (EUR, SEK, NOK, or DKK) tenor: Tenor string (e.g., "3X6", "6X9", "1QX3") valuation_time: Optional valuation time in ISO format. Defaults to current time. Returns: JSON string containing: - currency: The currency code - tenor: The tenor - valuation_time: The valuation time used - rate: The FRA rate value - type: The instrument type - instrument: The instrument identifier - data_timestamp: The data timestamp |
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