BlueGamma - Real-time Interest Rate Data

io.github.Blue-Gamma由 GitHub 账号 Blue-Gamma 发布v1.1.1更新于 Oct 29, 2026

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

已验证Streamable HTTP可网页运行金融数据与分析

概览

AI 生成的概览

远程 MCP 服务器，为助手提供实时利率数据：60 多个指数的掉期利率与曲线、定盘价、外汇、债券、通胀及期权定价。

可以做什么
  • 查询掉期利率、完整掉期曲线、远期起始曲线、可用期限及历史掉期利率
  • 获取远期利率、远期曲线、贴现因子与贴现曲线、零息利率
  • 查询货币对的外汇即期汇率、外汇远期及远期曲线
  • 读取政府债券收益率与按 ISIN 查询债券信息，以及零息通胀曲线
  • 获取基准定盘价与历史定盘价，以及 FRA 利率
  • 为利率上下限和欧式掉期期权定价，并列出支持的指数
适用场景
当助手需要当前或历史利率市场数据用于分析、定价核对或市场评论时适用，例如掉期与远期曲线、定盘价、外汇远期、债券收益率、通胀曲线或指示性上下限与掉期期权价格。
运行要求
需在客户端中作为自定义连接器或 MCP 服务器添加远程 HTTP 端点。需要拥有有效套餐或免费试用的 BlueGamma 账户；首次连接时通过浏览器完成 OAuth 登录。
安装前请注意
访问权限绑定付费或试用 BlueGamma 账户，请先确认套餐条款与费用。服务器仅提供市场数据与指示性价格，用于交易或报告前应自行核实。注意多数利率以百分比返回，而政府债券收益率以小数返回。

安装

在 SourceWeft 中

  1. 打开 控制台中的 BlueGamma - Real-time Interest Rate Data，将其添加到工作区。
  2. 连接 所需的 凭据。它们会被私密存储，绝不会在公开页面上展示。
  3. 为需要使用其工具的对话启用该服务。

Web executable，通过 Streamable HTTP。 远程服务在工作区中配置后即可从网页运行时运行。

交给智能体安装

把这段提示词粘贴到 Claude Code、Codex、Cursor 等智能体，或 SourceWeft 对话中。智能体会读取该服务器的安装指南，先向你展示发布者、端点和登录方式，经你同意后再把它添加到你的客户端。密钥不会写进任何命令。

阅读 https://sourceweft.com/mcp/io.github.Blue-Gamma%2Fbluegamma/install.md，并按其中说明把这个 MCP 服务器接入我的客户端。修改任何配置之前，先告诉我它的发布者、端点和登录方式，等我确认。不要把 API 密钥写进命令或我会提交的文件；问我密钥应从哪里获取。

查看智能体所依据的安装指南

其他 MCP 客户端

把它添加到你客户端的 mcpServers 配置中。 客户端会在首次连接时完成 OAuth 登录。

{
  "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.

来源：README.md，提交 5ac2b28

工具

0
该服务器需要登录，因此 SourceWeft 无法在没有账号的情况下读取其工具，也未收录。已连接账号所能看到的内容可能因账号及其权限而异。

版本历史

2
  1. v1.1.1最新Oct 29, 2026
  2. v1.0.0Sep 16, 2026

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