BlueGamma - Real-time Interest Rate Data

io.github.Blue-Gamma由 GitHub 帳號 Blue-Gamma 發布v1.1.1更新於 Oct 29, 2026

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

已驗證Streamable HTTP可網頁執行金融資料與分析

概覽

AI 產生的概覽

遠端 MCP 伺服器，讓助理取得即時利率資料：60 多個指數的換匯利率與曲線、定盤價、外匯、債券、通膨及選擇權定價。

可以做什麼
  • 查詢換匯利率、完整換匯曲線、遠期起始曲線、可用天期及歷史換匯利率
  • 取得遠期利率、遠期曲線、折現因子與折現曲線、零息利率
  • 查詢貨幣對的外匯即期匯率、外匯遠期及遠期曲線
  • 讀取政府公債殖利率與依 ISIN 查詢債券資訊，以及零息通膨曲線
  • 取得基準定盤價與歷史定盤價，以及 FRA 利率
  • 為利率上限／下限與歐式換匯選擇權定價，並列出支援的指數
適用情境
適合助理需要當前或歷史利率市場資料來做分析、定價核對或市場評論時使用，例如換匯與遠期曲線、定盤價、外匯遠期、公債殖利率、通膨曲線或參考用的上限與換匯選擇權價格。
執行需求
需在用戶端以自訂連接器或 MCP 伺服器加入遠端 HTTP 端點。需要具備有效方案或免費試用的 BlueGamma 帳戶；首次連線時須在瀏覽器完成 OAuth 登入。
安裝前請注意
存取權限綁定付費或試用 BlueGamma 帳戶，請先確認方案條款與費用。伺服器僅提供市場資料與參考價格，用於交易或報告前應自行核實。注意多數利率以百分比回傳，而政府公債殖利率以小數回傳。

安裝

在 SourceWeft 中

  1. 開啟 儀表板中的 BlueGamma - Real-time Interest Rate Data，將其新增到工作區。
  2. 連接 所需的 憑證。它們會被私密儲存，絕不會在公開頁面上展示。
  3. 為需要使用其工具的對話啟用該服務。

Web executable，透過 Streamable HTTP。 遠端服務在工作區中設定後即可從網頁執行環境執行。

交給代理程式安裝

把這段提示詞貼上到 Claude Code、Codex、Cursor 等代理程式，或 SourceWeft 對話中。代理程式會讀取該伺服器的安裝指南，先向你展示發布者、端點和登入方式，經你同意後再把它新增到你的客戶端。金鑰不會寫進任何命令。

閱讀 https://sourceweft.com/mcp/io.github.Blue-Gamma%2Fbluegamma/install.md，並按其中說明把這個 MCP 伺服器接入我的客戶端。修改任何設定之前，先告訴我它的發布者、端點和登入方式，等我確認。不要把 API 金鑰寫進命令或我會提交的檔案；問我金鑰應從哪裡取得。

檢視代理程式所依據的安裝指南

其他 MCP 客戶端

把它新增到你客戶端的 mcpServers 設定中。 客戶端會在首次連接時完成 OAuth 登入。

{
  "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.

來源：README.md，提交 5ac2b28

工具

0
該伺服器需要登入，因此 SourceWeft 無法在沒有帳號的情況下讀取其工具，也未收錄。已連接帳號所能看到的內容可能因帳號及其權限而異。

版本歷史

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

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