BlueGamma - Real-time Interest Rate Data

io.github.Blue-GammaPublished by GitHub account Blue-Gammav1.1.1Updated Oct 29, 2026

Interest rate data and pricing: swap rates and curves, fixings, FX, caps, swaptions for 60+ indices.

VerifiedStreamable HTTPWeb executableFinanceData & Analytics

Overview

AI-generated overview

Remote MCP server giving assistants live interest rate data: swap rates and curves, fixings, FX, bonds, inflation and option pricing across 60+ indices.

What you can do
  • Look up swap rates, full swap curves, forward-starting curves, available tenors and historical swap rates
  • Get forward rates, forward curves, discount factors and curves, and zero rates
  • Retrieve FX spot rates, FX forwards and FX forward curves for currency pairs
  • Read government bond yields and bond details by ISIN, plus zero-coupon inflation curves
  • Fetch benchmark fixings and historical fixings, and FRA rates
  • Price caps, floors and European swaptions, and list supported indices
When to use it
Useful when an assistant needs current or historical rates-market data for analysis, pricing checks or market commentary: swap and forward curves, fixings, FX forwards, bond yields, inflation curves or indicative cap and swaption prices.
Requirements
A remote HTTP endpoint added as a custom connector or MCP server in the client. A BlueGamma account with an active plan or free trial is required; OAuth sign-in happens in the browser on first connection.
Before you install
Access is tied to a paid or trial BlueGamma account, so check plan terms and costs. The server returns market data and indicative prices only; verify figures before relying on them for trading or reporting. Note that most rates are returned in percent while government yields are returned as decimals.

Installation

In SourceWeft

  1. Open BlueGamma - Real-time Interest Rate Data in the dashboard and add it to a workspace.
  2. Connect the required credentials. They are stored privately and never shown on public pages.
  3. Enable the server for the chats that should use its tools.

Web executable via Streamable HTTP. Remote servers run from the web runtime once configured in a workspace.

Use with an agent

Paste this prompt into Claude Code, Codex, Cursor or another agent — or into SourceWeft chat. The agent reads this server's install guide, shows you its publisher, endpoint and sign-in, and adds it to your client once you agree. Keys never go into a command.

Read https://sourceweft.com/mcp/io.github.Blue-Gamma%2Fbluegamma/install.md and connect the MCP server it describes to my client. Before changing any config, show me its publisher, endpoint and sign-in method and wait for my OK. Never put an API key in a command or in a file I would commit; ask me where it should come from.

Read the install guide the agent follows

Other MCP clients

Add this to your client's mcpServers config. The client completes OAuth sign-in on first connect.

{
  "mcpServers": {
    "bluegamma-real-time-interest-rate-data": {
      "type": "http",
      "url": "https://mcp.bluegamma.io/mcp"
    }
  }
}

README

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.

[Website] [Docs] [License]

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

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

Cursor

Add a new MCP server in Cursor settings:

FieldValue
Namebluegamma-api
Typehttp
URLhttps://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

ToolDescription
get_swap_rateCalculate the fair fixed rate of an interest rate swap
get_swap_curveRetrieve a complete swap curve for all available tenors
get_forward_swap_curveForward-starting swap rates across multiple start dates
get_swap_rate_tenorsList available tenors for a given index
get_historical_swap_ratesHistorical swap rates over a date range

Forward & Discount Curves

ToolDescription
get_forward_rateImplied forward rate between two dates
get_forward_curveForward curve with rates for each period
get_discount_factorDiscount factor for a specific date and index
get_discount_curveDiscount curve with factors for each date
get_zero_rateZero/spot rate with configurable compounding

FX

ToolDescription
get_fx_rateFX spot rate for a currency pair
get_fx_forwardFX forward rate for a currency pair and value date
get_fx_forwardsFX forwards for a list of value dates, off one curve snapshot
get_fx_forward_curveFX forward curve at standard tenors or on a custom date grid

Government Bonds

ToolDescription
get_gov_yieldZero-coupon government bond yield by country and maturity
get_bondDescriptive data and an indicative price for a bond by ISIN

Inflation

ToolDescription
get_inflation_curveZero-coupon inflation curve (UK RPI, UK CPI, EU HICP)

Benchmark Fixings

ToolDescription
get_fixingPublished fixing for a date (SOFR, EURIBOR, SONIA, ESTR, etc.)
get_historical_fixingsPublished fixings over a date range

FRAs

ToolDescription
get_frasFRA rates for an index (EUR, SEK, NOK, DKK), optionally one tenor

Options

ToolDescription
get_cap_floor_pricePrice interest rate caps/floors with SABR vol smile
get_swaption_pricePrice European payer/receiver swaptions (Bachelier)

Utility

ToolDescription
list_supported_indicesExact 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

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.

Source: README.md at commit 5ac2b28

Tools

0
This server asks you to sign in, so SourceWeft could not read its tools without an account and has not indexed them. What a connected account sees can depend on that account and its permissions.

Version history

2
  1. v1.1.1LatestOct 29, 2026
  2. v1.0.0Sep 16, 2026

Score

75% of the applicable checks met

How complete this listing is, computed from the registry entry, the endpoint and public sources. Not a rating of the server and not a statement that it is safe or working today: reachability is a dated check, and no installs or reviews go into the score.

  • Reached in the last 30 daysRequired25 pts
  • Auth declaredRequired10 pts
  • Tools listed15 pts

    Answer tools/list without a credential, or ship a package that starts in a sandbox without one.

  • DescriptionRequired15 pts
  • Logo10 pts
  • Documentation15 pts
  • License10 pts

    Declare a license in the repository or the registry entry.