Fixed Income Yield Curve Fitter (Nelson-Siegel)

Ingests government bond prices to construct smooth, continuous zero-coupon yield curves and calculate term structure parameters.

Connect in 30 seconds

Paste this into your Claude Desktop or MCP client config:

{
  "mcpServers": {
    "market_data": {
      "url": "https://claudefinancelab.com/market/sse"
    }
  }
}