Bluegamma MCP Server

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

A BlueGamma licence is required to use the MCP server. Sign up here or book a demo to get started.

Quick Start

Claude Desktop

Add to your Claude Desktop config (claude_desktop_config.json):

{
  "mcpServers": {
    "bluegamma-api": {
      "type": "http",
      "url": "https://mcp.bluegamma.io/mcp/"
    }
  }
}

Claude Code

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

Cursor

Add a new MCP server in Cursor settings:

On first connection you'll be prompted to authenticate via your browser. A free BlueGamma account is all you need to get started.

Available Tools

Swap Rates

Forward & Discount Curves

FX

Government Bonds

Inflation

Benchmark Fixings

FRAs

Options

Utility

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"
• "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, BKBM, JIBAR, BBSW, CDOR, TIIE, KLIBOR, HIBOR, SIBOR, SAIBOR, MIBOR, KORIBOR

Inflation: UK RPI, UK CPI, EU HICP

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 authenticate via your browser. A BlueGamma licence is required - sign up or book a demo to get access.

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.