Credit Default Swap (CDS) Copula Pricing Engine

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

Quant Finance MCP Tool · Portfolio Risk 392 installs Open source · Free Eval-verified

Credit Correlation Quants · Credit rating agency reports CDS market spreads

Updated Jun 2026

MCP Config — Paste into Claude Desktop

Server: Portfolio Risk · Function: credit_default_model · 9 total tools · SSE endpoint ↗

{
  "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.

I want to install the ClaudeFinanceLab 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 client.

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Credit Default Swap (CDS) Copula Pricing Engine