Finance
Bootstrap the discount-factor and spot curve from treasury quotes, fit Nelson-Siegel or Svensson parametrically, and chart spot plus instantaneous forward curves with basis-point residuals.
Call this tool from your code in three languages.
curl -X POST 'http://127.0.0.1:3003/en/api/tools/treasury-yield-curve-nelson-siegel-bootstrap-interpolator' \
-H 'Content-Type: application/json' \
-d '{"bonds":"0.5 98.39 0\n2 99.95 4.25\n5 99.55 4.35\n10 98.10 4.45\n30 96.60 4.60","model":"nelson-siegel","compounding":"semiannual","showForward":true}'Send a POST request with your inputs as JSON. File parameters require a separate upload first.
POST http://127.0.0.1:3003/en/api/tools/treasury-yield-curve-nelson-siegel-bootstrap-interpolator| Name | Type | Required | Description |
|---|---|---|---|
| bonds | textarea | Yes | — |
| model | select | Yes | — |
| compounding | select | Yes | — |
| showForward | checkbox | No | — |
HTML result
{
"result": "<div>Processed HTML content</div>",
"error": "Error message (optional)",
"message": "Notification message (optional)",
"metadata": {
"key": "value"
}
}Add this tool to your Model Context Protocol server so AI agents can list and call it.
Add this block to your MCP client configuration:
{
"mcpServers": {
"elysiatools-treasury-yield-curve-nelson-siegel-bootstrap-interpolator": {
"name": "treasury-yield-curve-nelson-siegel-bootstrap-interpolator",
"description": "Bootstrap the discount-factor and spot curve from treasury quotes, fit Nelson-Siegel or Svensson parametrically, and chart spot plus instantaneous forward curves with basis-point residuals.",
"baseUrl": "http://127.0.0.1:3003/mcp/sse?toolId=treasury-yield-curve-nelson-siegel-bootstrap-interpolator",
"command": "",
"args": [],
"env": {},
"isActive": true,
"type": "sse"
}
}
}After connecting to the SSE endpoint, list the exposed tools:
{
"jsonrpc": "2.0",
"id": 1,
"method": "tools/list"
}Invoke the tool by its id, passing arguments built from its parameters:
{
"jsonrpc": "2.0",
"id": 2,
"method": "tools/call",
"params": {
"name": "treasury-yield-curve-nelson-siegel-bootstrap-interpolator",
"arguments": {
"bonds": "0.5 98.39 0\n2 99.95 4.25\n5 99.55 4.35\n10 98.10 4.45\n30 96.60 4.60",
"model": "nelson-siegel",
"compounding": "semiannual",
"showForward": true
}
}
}Questions or issues? Contact [email protected]