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Pair Rate Differentials

rate_differentials
Read-only

Return the stored or derived rate differential for one FX pair, with the measure, rate type, curve family, and tenor metadata that define it. Access: API key required, else returns subscription_required with a subscribe link.

Tool call template

Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.

{
  "id": 1,
  "jsonrpc": "2.0",
  "method": "tools/call",
  "params": {
    "arguments": {
      "base": "<base>",
      "quote": "<quote>"
    },
    "name": "rate_differentials"
  }
}

Input Schema

NameRequiredDescriptionDefault
baseYesBase currency code.
limitNoMaximum rows to return.
quoteYesQuote currency code.
offsetNoZero-based row offset.
measureNoShared rate measure to compare across the pair.auto
end_dateNoOptional inclusive end date, YYYY-MM-DD.
rate_typeNoDifferential type.spot
start_dateNoOptional inclusive start date, YYYY-MM-DD.
curve_familyNoCurve family when rate_type is forward.government_nominal
end_tenor_yearsNoEnd tenor in years for forward differentials.
start_tenor_yearsNoStart tenor in years for forward differentials.

Output Schema

NameRequiredDescriptionDefault
resultYes

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed3 schema fields changed
    • changedInput schema / properties / rate_type / description
      Previous value: -"Differential type: spot or forward."New value: +"Differential type."
    • addedInput schema / properties / rate_type / enum
      Added value: +[
      +  "spot",
      +  "forward"
      +]
    • removedInput schema / properties / rate_type / examples
      Removed value: -[
      -  "spot",
      -  "forward"
      -]
  2. Changed7 schema fields changed
    • removedInput schema / properties / end_date / anyOf
      Removed value: -[
      -  {
      -    "type": "string"
      -  },
      -  {
      -    "type": "null"
      -  }
      -]
    • removedInput schema / properties / end_date / default
      Removed value: -null
    • addedInput schema / properties / end_date / type
      Added value: +[
      +  "string",
      +  "null"
      +]
    • removedInput schema / properties / start_date / anyOf
      Removed value: -[
      -  {
      -    "type": "string"
      -  },
      -  {
      -    "type": "null"
      -  }
      -]
    • removedInput schema / properties / start_date / default
      Removed value: -null
    • addedInput schema / properties / start_date / type
      Added value: +[
      +  "string",
      +  "null"
      +]
    • removedInput schema / title
      Removed value: -"rate_differentialsArguments"
  3. Changed11 schema fields changed
    • removedInput schema / properties / base / title
      Removed value: -"Base"
    • removedInput schema / properties / curve_family / title
      Removed value: -"Curve Family"
    • removedInput schema / properties / end_date / title
      Removed value: -"End Date"
    • removedInput schema / properties / end_tenor_years / title
      Removed value: -"End Tenor Years"
    • removedInput schema / properties / limit / title
      Removed value: -"Limit"
    • removedInput schema / properties / measure / title
      Removed value: -"Measure"
    • removedInput schema / properties / offset / title
      Removed value: -"Offset"
    • removedInput schema / properties / quote / title
      Removed value: -"Quote"
    • removedInput schema / properties / rate_type / title
      Removed value: -"Rate Type"
    • removedInput schema / properties / start_date / title
      Removed value: -"Start Date"
    • removedInput schema / properties / start_tenor_years / title
      Removed value: -"Start Tenor Years"
  4. Added

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