MCP servers
MCP server for treasury data (yields & reference rates)
Yield curves look like the simplest data in finance and behave like some of the fussiest. Conventions differ by market, series get restated when a source revises its methodology, and the same maturity point can be quoted from different instruments depending on who published it.
This server exposes government yields and reference rates as tools with the conventions made explicit: which curve, which source, which day count, and when the value was published. Both US Treasury and Brazilian Tesouro series are available on the same interface, so a cross-market rate question does not require two different mental models.
As with everything else in the catalog, publication timing is preserved. A curve queried as of a past date returns what was published by then, which matters for any analysis that pairs rate levels with an event that happened during the trading day.
hindcast — session
previewhindcast> curve levels on a past date for two markets
→ tool: yield_curve { markets:["us","br"], as_of:"..." }
✓ maturity points with source and publication timestamp
source: official curve publications, conventions labeled
What's covered
- Tool: yield curve by market and as-of date
- Tool: reference rate series (policy and overnight benchmarks)
- US Treasury and Brazilian Tesouro on one interface
- Conventions and source named on every series
- Publication timestamps preserved for intraday-sensitive analysis
- Methodology changes retained as new series rather than back-filled
Join the waitlist — this page's dataset is already selected.
Questions
Are the curves interpolated?
Published points are returned as published. Interpolation is a modeling choice with several defensible answers, so it belongs in your code rather than being baked invisibly into the data.
What happens when a source changes methodology?
The change becomes a labeled break rather than a silent adjustment to history, so a series that looks continuous really is continuous.
Related
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