Fixed Income Yield Curve Fitter (Nelson-Siegel)

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

Quant Finance MCP Tool · Market Data 2373 installs Open source · Free Eval-verified

Fixed Income Quants · Sovereign bond pricing feeds

Last updated Sep 1, 2026

Changelog

2026-09-01 Reviewed — no change Reviewed against the September 2026 eval suite — all assertions pass, no change to logic.

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MCP Config — Paste into Claude Desktop

Server: Market Data · Function: yield_curve_fit · 18 total tools · SSE endpoint ↗

{
  "mcpServers": {
    "market_data": {
      "url": "https://claudefinancelab.com/market/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 "Fixed Income Yield Curve Fitter (Nelson-Siegel)".

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": {
    "market_data": {
      "url": "https://claudefinancelab.com/market/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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Fixed Income Yield Curve Fitter (Nelson-Siegel)