genpark-yield-curve-nelson-siegel-interpolator-skill
OfficialClick on "Deploy Server".
Wait a few minutes for the server to deploy. Once ready, it will show a "Started" state.
In the chat, type
@followed by the MCP server name and your instructions, e.g., "@genpark-yield-curve-nelson-siegel-interpolator-skillFit a Nelson-Siegel yield curve to 1y 2%, 2y 2.5%, 5y 3%, and 10y 4%"
That's it! The server will respond to your query, and you can continue using it as needed.
Here is a step-by-step guide with screenshots.
genpark-yield-curve-nelson-siegel-interpolator-skill
⚡ Overview & Architectural Significance
genpark-yield-curve-nelson-siegel-interpolator-skill delivers zero-dependency quantitative finance, option Greeks calculation, Monte Carlo stochastic simulations, and fixed-income analytics engineered strictly using Python 3.9+ standard library.
🌟 Key Architectural Capabilities
Zero External Dependencies: Operates exclusively via pure Python (
math,random,json). Zero NumPy/SciPy/QuantLib build dependencies.Enterprise Financial Invariants: Implements formal Black-Scholes-Merton analytic differentials, Geometric Brownian Motion stochastic walks, Historical & Parametric VaR/CVaR, Macaulay/Modified duration & convexity, and Nelson-Siegel yield curve parameterizations.
Native Anthropic MCP Protocol: Compliant with standard JSON-RPC 2.0 stdio MCP specifications for Claude Desktop, Cursor, and Windsurf.
Related MCP server: genpark-black-scholes-merton-greeks-engine-skill
🏗️ Architectural Topology & State Machine
flowchart TD
MarketData["Market Feed: Spot, Vol, Rates, Cash Flows"] --> RiskRouter["Quantitative Financial Router"]
RiskRouter --> BSMEngine["Black-Scholes-Merton Greeks Engine"]
RiskRouter --> MonteCarlo["Monte Carlo GBM Simulation Engine"]
RiskRouter --> VaREngine["Value-at-Risk & Expected Shortfall"]
RiskRouter --> BondEngine["Bond Duration & Convexity Evaluator"]
RiskRouter --> YieldCurve["Nelson-Siegel Yield Curve Interpolator"]
BSMEngine --> PortfolioSynthesis["Autonomous Risk Report & Hedging Strategy"]
MonteCarlo --> PortfolioSynthesis
VaREngine --> PortfolioSynthesis
BondEngine --> PortfolioSynthesis
YieldCurve --> PortfolioSynthesis🚀 Quickstart & Standalone Execution
Local Python Client Usage
from client import NelsonSiegelYieldCurve
# Initialize engine
engine = NelsonSiegelYieldCurve()
# Execute self-testing benchmark suite
result = engine.benchmark_yield_curve()
print("Execution Result:", result)🔌 One-Click MCP Integration (Claude Desktop / Cursor)
Add to your claude_desktop_config.json or cursor.json:
{
"mcpServers": {
"genpark-yield-curve-nelson-siegel-interpolator-skill": {
"command": "python",
"args": ["-u", "/path/to/genpark-yield-curve-nelson-siegel-interpolator-skill/mcp_server.py"]
}
}
}📦 Smithery.ai & PyPI Deployment
This skill contains pre-configured smithery.yaml and pyproject.toml manifests. Install directly via pip:
pip install git+https://github.com/alphaparkinc/genpark-yield-curve-nelson-siegel-interpolator-skill.gitThis server cannot be deployed
Maintenance
Related MCP Connectors
HPSILab Quant finance MCP for US stocks, ETFs, options, Monte Carlo, backtesting, and risk analysis.
Build financial models as code. Cloud execution, GSheets MCP, version control, collaboration.
Production MCP server for US equity and options intelligence: real-time IV radar, Monte Carlo simulation, options pressure, strategy backtesting, AI prediction, pre-trade risk analysis, and automated stock research reports.
Portfolio risk analytics — VaR, Monte Carlo, optimization, options Greeks, stress testing.
Related MCP Servers
- AlicenseNot gradedqualityBmaintenanceEnables users to compute European option prices and sensitivity metrics, run Monte Carlo GBM simulations, calculate historical/parametric VaR/CVaR, evaluate bond duration and convexity, and interpolate Nelson-Siegel yield curves through MCP.7MIT
- AlicenseNot gradedqualityBmaintenanceEnables analytical pricing of European options and calculation of first- and second-order Greeks including Delta, Gamma, Vega, Theta, and Rho through MCP. It also supports related quantitative finance analytics such as Monte Carlo simulations, VaR/CVaR, bond duration, and yield curve interpolation.7MIT
- AlicenseNot gradedqualityBmaintenanceProvides native MCP tools for quantitative-finance and risk-modeling workflows, enabling computation of option Greeks, simulation of geometric Brownian motion asset-price paths, historical/parametric VaR and CVaR estimates, bond duration/convexity metrics, and Nelson-Siegel yield-curve interpolation using only Python's standard library.7MIT
- AlicenseNot gradedqualityBmaintenanceEnables quantitative finance and risk analysis through MCP, including geometric Brownian motion Monte Carlo simulations, Black-Scholes Greeks, VaR/CVaR, bond duration/convexity, and Nelson-Siegel yield curve interpolation.7MIT