📐
Quant Finance Portfolio Risk ● Live

Credit Default Swap (CDS) Copula Pricing Engine

635 views 36 installs

Uses Gaussian or Student-t copulas to model credit default correlations and price multi-name synthetic credit structures.

👤 Credit Correlation Quants
📡 Credit rating agency reports CDS market spreads
✓ Open source ⚡ MCP 1.x compatible 🔌 Portfolio Risk

Connect in 30 seconds

Paste into Claude Desktop or any MCP client config file:

{
  "mcpServers": {
    "portfolio_risk": {
      "url": "https://claudefinancelab.com/portfolio/sse"
    }
  }
}
SSE Endpoint ↗
⚡

Let Claude install it for you

Copy this prompt → paste into a new Claude conversation. Claude will open your config file and add the server.

I want to install the ClaudeFinLab MCP server for "Credit Default Swap (CDS) Copula Pricing Engine".

Please add the following to my Claude Desktop config file:
- Mac path: ~/Library/Application Support/Claude/claude_desktop_config.json
- Windows path: %APPDATA%\Claude\claude_desktop_config.json

{
  "mcpServers": {
    "portfolio_risk": {
      "url": "https://claudefinancelab.com/portfolio/sse"
    }
  }
}

Open the file, merge this into the existing mcpServers block (don't overwrite other servers), save it, and tell me when done. I'll restart Claude Desktop after.

Works with Claude Desktop, Cursor, Windsurf, and any MCP-compatible AI client.

Reviews

No reviews yet — be the first!

MCP Server

P

Portfolio Risk

9 tools

Tool function

credit_default_model

SSE endpoint

https://claudefinancelab.com/portfolio/sse

Related Skills

Algorithmic Alpha Signal Explorer Algorithmic Execution Spoofing & Manipulation Detector Black-Scholes & Local Volatility Options Pricer Commodity Storage Arbitrage & Calendar Spreads Modeler

Suggest an Improvement

Found a bug or have an idea?