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Connectors

This plugin connects to the LFA MCP Server, which provides financial analytics tools from LSEG (London Stock Exchange Group). All tools are served by a single MCP server — no additional connectors are needed.

How Commands Reference Tools

Commands in this plugin reference MCP tools by their exact tool name (e.g., bond_price, interest_rate_curve). The tools are organized into categories for clarity:

Tool Categories

Category Placeholder Tools Description
Bond Pricing ~~bond-pricing bond_price, bond_future_price Price bonds and bond futures with full analytics
FX Pricing ~~fx-pricing fx_spot_price, fx_forward_price FX spot and forward rate pricing
Interest Rate Curves ~~ir-curves interest_rate_curve, inflation_curve Government yield curves and inflation breakevens
Credit Curves ~~credit-curves credit_curve Credit spread curves by issuer type
FX Curves ~~fx-curves fx_forward_curve FX forward point curves
Options ~~options option_value, option_template_list Option valuation with Greeks
Swaps ~~swaps ir_swap Interest rate swap pricing
Volatility Surfaces ~~volatility fx_vol_surface, equity_vol_surface FX and equity implied vol surfaces
Quantitative Analytics ~~qa qa_ibes_consensus, qa_company_fundamentals, qa_historical_equity_price, qa_macroeconomic Analyst estimates, fundamentals, prices, macro data
Time Series ~~time-series tscc_historical_pricing_summaries Historical pricing summaries (interday/intraday)
Fixed Income Analytics ~~yieldbook yieldbook_bond_reference, yieldbook_cashflow, yieldbook_scenario, fixed_income_risk_analytics Bond reference data, cashflows, scenarios, OAS/duration

Complete Tool Reference

Bond Domain

  • bond_price — Calculate bond pricing, valuation, and analytics. Accepts ISIN, RIC, CUSIP, or AssetId. Returns yield, duration, convexity, DV01, accrued interest. Supports what-if scenarios via price/yield overrides.
  • bond_future_price — Calculate bond future pricing and analytics. Returns fair value, cheapest-to-deliver identification, delivery basket, conversion factors, and contract DV01.

FX Domain

  • fx_spot_price — FX spot rate pricing for ISO currency pairs. Returns mid/bid/ask rates.
  • fx_forward_price — FX forward rate pricing at specific tenors or dates. Returns forward points, outright rates, and carry.

Curves Domain

  • interest_rate_curve — Government yield curves. Two-phase: list available curves, then calculate curve points. Returns par/zero rates, discount factors, forward rates.
  • credit_curve — Credit spread curves. Search by country and issuer type (Corporate, Sovereign, Agency, etc.), then calculate spread term structure.
  • inflation_curve — Inflation breakeven curves. Search by country/currency, then calculate breakeven rates and real yields.
  • fx_forward_curve — FX forward point curves. List curves, then calculate forward points across all standard tenors.

Swaps Domain

  • ir_swap — Interest rate swap pricing. Two-phase: list templates by currency/index, then price swaps at specified tenors. Returns par rates, DV01, NPV.

Options Domain

  • option_value — Option valuation supporting vanilla, barrier, binary, and Asian options. Returns premium, full Greeks (delta, gamma, vega, theta, rho), and risk metrics.
  • option_template_list — List available option templates for pricing.

Volatility Domain

  • fx_vol_surface — FX volatility surface generation using SABR model. Returns vol surface across tenors and delta strikes.
  • equity_vol_surface — Equity implied volatility surface. Supports equities/indices via RIC and futures via RICROOT.

Quantitative Analytics Domain

  • qa_ibes_consensus — IBES analyst consensus estimates (EPS, revenue, EBITDA, DPS). Forward-looking estimates with analyst count, dispersion, and high/low ranges.
  • qa_company_fundamentals — Reported company financials (income statement, balance sheet metrics). Historical fiscal year data.
  • qa_historical_equity_price — Historical equity prices with OHLCV, total returns, and beta.
  • qa_macroeconomic — Macroeconomic indicators database. Search by mnemonic or description, retrieve latest values or time series.

Time Series Domain

  • tscc_historical_pricing_summaries — Historical pricing summaries for any RIC. Supports interday (daily, weekly, monthly) and intraday (1min to 1hr) intervals.

Fixed Income Analytics (YieldBook) Domain

  • yieldbook_bond_reference — Bond reference data: security type, sector, ratings, coupon, maturity, issuer.
  • yieldbook_cashflow — Bond cashflow projections: future coupon and principal payment schedules.
  • yieldbook_scenario — Bond scenario analysis: price/yield under parallel rate shifts.
  • fixed_income_risk_analytics — Bond risk analytics: OAS, effective duration, key rate durations, convexity.