Finance

Treasury Yield-Curve Nelson-Siegel / Svensson Bootstrap

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.

html· HTML resultOpen tool

Quick start

Call this tool from your code in three languages.

cURL

curl -X POST 'https://api.elysiatools.com/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}'

API reference

Send a POST request with your inputs as JSON. File parameters require a separate upload first.

Endpoint

HTTP

POST https://api.elysiatools.com/en/api/tools/treasury-yield-curve-nelson-siegel-bootstrap-interpolator

Parameters

Name	Type	Required	Description
bonds	textarea	Yes	—
model	select	Yes	—
compounding	select	Yes	—
showForward	checkbox	No	—

Response format

HTML result

JSON

{
  "result": "<div>Processed HTML content</div>",
  "error": "Error message (optional)",
  "message": "Notification message (optional)",
  "metadata": {
    "key": "value"
  }
}

MCP integration

Add this tool to your Model Context Protocol server so AI agents can list and call it.

Server configuration

Add this block to your MCP client configuration:

mcp.json

{
  "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": "https://api.elysiatools.com/mcp/sse?toolId=treasury-yield-curve-nelson-siegel-bootstrap-interpolator",
      "command": "",
      "args": [],
      "env": {},
      "isActive": true,
      "type": "sse"
    }
  }
}

List available tools

After connecting to the SSE endpoint, list the exposed tools:

tools/list

{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "tools/list"
}

Call this tool

Invoke the tool by its id, passing arguments built from its parameters:

tools/call

{
  "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
}
  }
}

Chain multiple tools in one session with a comma-separated toolId list, e.g. /mcp/sse?toolId=png-to-webp,jpg-to-webp,gif-to-webp (max 20).

Browse tools Open tool

curl -X POST 'https://api.elysiatools.com/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}'

Name

Type

Required

Description

bonds

textarea

Yes

—

model

select

Yes

—

compounding

select

Yes

—

showForward

checkbox

—

{ "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": "https://api.elysiatools.com/mcp/sse?toolId=treasury-yield-curve-nelson-siegel-bootstrap-interpolator", "command": "", "args": [], "env": {}, "isActive": true, "type": "sse" } } }

{ "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 } } }