Black-Scholes MCP Server

# Black-Scholes MCP Server This project provides a Model Context Protocol (MCP) server for calculating the price and Greeks of European options using the Black-Scholes model. ## Features - Calculate the Black-Scholes price for European call and put options - Compute option Greeks and higher-order Greeks: - Delta - Vega - Theta - Gamma - Rho - Lambda - Epsilon - Vanna - Charm - Vomma - Veta - Speed - Zomma - Color - Ultima - Vera ## Usage ### Installation and Usage 1. Install dependencies (if using `uv`): ```sh uv pip install -r requirements.txt ``` Or use your preferred Python package manager. 2. Install this MCP server to Claude: ```sh uv run mcp install main.py ``` This command will add the configuration to `claude_desktop_config.json` so that Claude can use this MCP server. 3. (Optional) Run the MCP server directly: ```sh python main.py ``` 4. Use the MCP tools to calculate option prices and Greeks by providing the following arguments: - `S`: Spot price - `K`: Strike price - `T`: Time to maturity (in years) - `r`: Risk-free rate (annual, decimal) - `q`: Dividend yield (annual, decimal) - `vol`: Volatility (annual, decimal) - `type`: "call" or "put" ## Running Tests To run the tests for this project: 1. Install the package in development mode: ```sh pip install -e . ``` 2. Run tests using unittest: ```sh python -m unittest discover -s tests ``` Or with pytest (after installing pytest from requirements.txt): ```sh python -m pytest ``` 3. To run specific test modules: ```sh python -m unittest tests.calculators.test_black_scholes_price ``` Or with pytest: ```sh python -m pytest tests/calculators/test_black_scholes_price.py ``` ## Acknowledgements This project uses the [modelcontextprotocol/python-sdk](https://github.com/modelcontextprotocol/python-sdk) for MCP server implementation. ## License This project is licensed under the MIT License. See [LICENSE](LICENSE) for details.