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624,688 tools. Updated 2026-09-30 13:33

"AT&T" matching MCP tools:

  • Reverse lookup: given an ATT&CK T-code, return D3FEND defenses that mitigate it. This is the bridge from offensive intelligence (ATT&CK / ATLAS / CVE) to defensive playbook. Pair with cve_lookup or atlas_technique_lookup output — when those carry an ATT&CK id, call this tool to surface the mitigations. `defenses` is capped at `limit` (default 30) for token efficiency; `total` is the honest pre-truncation count and `truncated=true` flags when the cap was hit. `coverage_by_tactic` always aggregates the FULL set, not the slice. Default response is SLIM (drops `uri` from each row); pass include='full' for the verbose record. Pass exclude_id when drilling from d3fend_defense_lookup to skip self in the 'see also' list. Returns 200 with empty defenses list when the T-code has no D3FEND mapping (the gap is itself a signal). Free: 30/hr, Pro: 500/hr. Returns {attack_technique_id, total, truncated, defenses [{defense_id, label, uri (only when include=full), parent_label, tactic, artifact, attack_label, attack_tactic}], coverage_by_tactic, next_calls}.
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  • Validate Japanese qualified invoice number (T-number) format and check digit. T + 13 digits. 日本語: 適格請求書番号フォーマット・チェックデジット検証 **Offline format/check-digit validation only — does NOT confirm the number exists in the NTA registry. To verify real registration, use invoice.verify.**
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  • Validate Japanese qualified invoice number (T-number) format and check digit. T + 13 digits. 日本語: 適格請求書番号フォーマット・チェックデジット検証 **Offline format/check-digit validation only — does NOT confirm the number exists in the NTA registry. To verify real registration, use invoice.verify.** [Torify namespace — official]
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  • PAID ($0.05). Settlement/value date: the date n business days after a trade date, computed on the INTERSECTION of the calendars you name, with a per-day trail showing every skipped day and why, on which calendar. Supply business_days for a cycle you are trading under, or market + instrument_class to have a settlement cycle applied that we cite to its primary source (e.g. US equities T+1 under 17 CFR 240.15c6-1(a); UK gilts T+1 by DMO convention, which is NOT the T+2 equity cycle; Japan equities T+2 but JGBs T+1). Calendars are NATIONAL statutory holiday calendars with researched statutory weekend rules (Israel Saturday-only, Gulf Friday+Saturday, India Sundays plus the 2nd and 4th Saturday), NOT CSD or exchange calendars — each response states the basis and any known divergence. Use 'eu.t2' for the euro cash leg. We refuse FREE rather than guess: beyond published calendar coverage, no cited cycle for the instrument (government bonds never inherit an equity cycle), a cycle not in force on the trade date, or FX spot value dates. Free companion: GET /settlement-conventions. Optional receipt (boolean, default false): on a paid success, include an Ed25519 answer receipt at no extra USDC. An answer receipt is not a series certified extract (GET /v1/certified/{country}/{series} is $0.25 and is not an MCP tool) and is not legal advice. Verify with verify_answer_receipt against /certified/public-key.
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  • PAID ($0.05). Settlement/value date: the date n business days after a trade date, computed on the INTERSECTION of the calendars you name, with a per-day trail showing every skipped day and why, on which calendar. Supply business_days for a cycle you are trading under, or market + instrument_class to have a settlement cycle applied that we cite to its primary source (e.g. US equities T+1 under 17 CFR 240.15c6-1(a); UK gilts T+1 by DMO convention, which is NOT the T+2 equity cycle; Japan equities T+2 but JGBs T+1). Calendars are NATIONAL statutory holiday calendars with researched statutory weekend rules (Israel Saturday-only, Gulf Friday+Saturday, India Sundays plus the 2nd and 4th Saturday), NOT CSD or exchange calendars — each response states the basis and any known divergence. Use 'eu.t2' for the euro cash leg. We refuse FREE rather than guess: beyond published calendar coverage, no cited cycle for the instrument (government bonds never inherit an equity cycle), a cycle not in force on the trade date, or FX spot value dates. Free companion: GET /settlement-conventions. Optional receipt (boolean, default false): on a paid success, include an Ed25519 answer receipt at no extra USDC. An answer receipt is not a series certified extract (GET /v1/certified/{country}/{series} is $0.25 and is not an MCP tool) and is not legal advice. Verify with verify_answer_receipt against /certified/public-key.
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  • PAID ($0.05). Settlement/value date: the date n business days after a trade date, computed on the INTERSECTION of the calendars you name, with a per-day trail showing every skipped day and why, on which calendar. Supply business_days for a cycle you are trading under, or market + instrument_class to have a settlement cycle applied that we cite to its primary source (e.g. US equities T+1 under 17 CFR 240.15c6-1(a); UK gilts T+1 by DMO convention, which is NOT the T+2 equity cycle; Japan equities T+2 but JGBs T+1). Calendars are NATIONAL statutory holiday calendars with researched statutory weekend rules (Israel Saturday-only, Gulf Friday+Saturday, India Sundays plus the 2nd and 4th Saturday), NOT CSD or exchange calendars — each response states the basis and any known divergence. Use 'eu.t2' for the euro cash leg. We refuse FREE rather than guess: beyond published calendar coverage, no cited cycle for the instrument (government bonds never inherit an equity cycle), a cycle not in force on the trade date, or FX spot value dates. Free companion: GET /settlement-conventions. Optional receipt (boolean, default false): on a paid success, include an Ed25519 answer receipt at no extra USDC. An answer receipt is not a series certified extract (GET /v1/certified/{country}/{series} is $0.25 and is not an MCP tool) and is not legal advice. Verify with verify_answer_receipt against /certified/public-key.
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Matching MCP Servers

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  • PAID ($0.05). Settlement/value date: the date n business days after a trade date, computed on the INTERSECTION of the calendars you name, with a per-day trail showing every skipped day and why, on which calendar. Supply business_days for a cycle you are trading under, or market + instrument_class to have a settlement cycle applied that we cite to its primary source (e.g. US equities T+1 under 17 CFR 240.15c6-1(a); UK gilts T+1 by DMO convention, which is NOT the T+2 equity cycle; Japan equities T+2 but JGBs T+1). Calendars are NATIONAL statutory holiday calendars with researched statutory weekend rules (Israel Saturday-only, Gulf Friday+Saturday, India Sundays plus the 2nd and 4th Saturday), NOT CSD or exchange calendars — each response states the basis and any known divergence. Use 'eu.t2' for the euro cash leg. We refuse FREE rather than guess: beyond published calendar coverage, no cited cycle for the instrument (government bonds never inherit an equity cycle), a cycle not in force on the trade date, or FX spot value dates. Free companion: GET /settlement-conventions. Optional receipt (boolean, default false): on a paid success, include an Ed25519 answer receipt at no extra USDC. An answer receipt is not a series certified extract (GET /v1/certified/{country}/{series} is $0.25 and is not an MCP tool) and is not legal advice. Verify with verify_answer_receipt against /certified/public-key.
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  • PAID ($0.05). Settlement/value date: the date n business days after a trade date, computed on the INTERSECTION of the calendars you name, with a per-day trail showing every skipped day and why, on which calendar. Supply business_days for a cycle you are trading under, or market + instrument_class to have a settlement cycle applied that we cite to its primary source (e.g. US equities T+1 under 17 CFR 240.15c6-1(a); UK gilts T+1 by DMO convention, which is NOT the T+2 equity cycle; Japan equities T+2 but JGBs T+1). Calendars are NATIONAL statutory holiday calendars with researched statutory weekend rules (Israel Saturday-only, Gulf Friday+Saturday, India Sundays plus the 2nd and 4th Saturday), NOT CSD or exchange calendars — each response states the basis and any known divergence. Use 'eu.t2' for the euro cash leg. We refuse FREE rather than guess: beyond published calendar coverage, no cited cycle for the instrument (government bonds never inherit an equity cycle), a cycle not in force on the trade date, or FX spot value dates. Free companion: GET /settlement-conventions. Optional receipt (boolean, default false): on a paid success, include an Ed25519 answer receipt at no extra USDC. An answer receipt is not a series certified extract (GET /v1/certified/{country}/{series} is $0.25 and is not an MCP tool) and is not legal advice. Verify with verify_answer_receipt against /certified/public-key.
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  • PAID ($0.05). Settlement/value date: the date n business days after a trade date, computed on the INTERSECTION of the calendars you name, with a per-day trail showing every skipped day and why, on which calendar. Supply business_days for a cycle you are trading under, or market + instrument_class to have a settlement cycle applied that we cite to its primary source (e.g. US equities T+1 under 17 CFR 240.15c6-1(a); UK gilts T+1 by DMO convention, which is NOT the T+2 equity cycle; Japan equities T+2 but JGBs T+1). Calendars are NATIONAL statutory holiday calendars with researched statutory weekend rules (Israel Saturday-only, Gulf Friday+Saturday, India Sundays plus the 2nd and 4th Saturday), NOT CSD or exchange calendars — each response states the basis and any known divergence. Use 'eu.t2' for the euro cash leg. We refuse FREE rather than guess: beyond published calendar coverage, no cited cycle for the instrument (government bonds never inherit an equity cycle), a cycle not in force on the trade date, or FX spot value dates. Free companion: GET /settlement-conventions. Optional receipt (boolean, default false): on a paid success, include an Ed25519 answer receipt at no extra USDC. An answer receipt is not a series certified extract (GET /v1/certified/{country}/{series} is $0.25 and is not an MCP tool) and is not legal advice. Verify with verify_answer_receipt against /certified/public-key.
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  • PAID ($0.05). Settlement/value date: the date n business days after a trade date, computed on the INTERSECTION of the calendars you name, with a per-day trail showing every skipped day and why, on which calendar. Supply business_days for a cycle you are trading under, or market + instrument_class to have a settlement cycle applied that we cite to its primary source (e.g. US equities T+1 under 17 CFR 240.15c6-1(a); UK gilts T+1 by DMO convention, which is NOT the T+2 equity cycle; Japan equities T+2 but JGBs T+1). Calendars are NATIONAL statutory holiday calendars with researched statutory weekend rules (Israel Saturday-only, Gulf Friday+Saturday, India Sundays plus the 2nd and 4th Saturday), NOT CSD or exchange calendars — each response states the basis and any known divergence. Use 'eu.t2' for the euro cash leg. We refuse FREE rather than guess: beyond published calendar coverage, no cited cycle for the instrument (government bonds never inherit an equity cycle), a cycle not in force on the trade date, or FX spot value dates. Free companion: GET /settlement-conventions. Optional receipt (boolean, default false): on a paid success, include an Ed25519 answer receipt at no extra USDC. An answer receipt is not a series certified extract (GET /v1/certified/{country}/{series} is $0.25 and is not an MCP tool) and is not legal advice. Verify with verify_answer_receipt against /certified/public-key.
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  • Search the LANL HIV Molecular Immunology Database for T-cell epitopes (CTL/CD8+ or T-helper/CD4+) or antibody binding sites — a different question from catnap_search_neutralization: this is about WHERE on the virus an immune response targets and WHICH HLA restricts it, not how potently an antibody neutralizes. Answers "what CTL epitopes are in HIV Gag", "which antibodies bind the CD4 binding site", "what HLA restricts this epitope", "find epitopes at position 296-331 of Env". Queried LIVE against LANL's own keyless JSON API (no ingest — always current). table selects which of the three response types you get: ctl (CD8+ T-cell), helper (CD4+ T-cell), or ab (antibody binding sites). At least one of mab_name, epitope, protein_name is required. Returns citation, keywords, HXB2 coordinates and (for ab) binding region/neutralizing classification for each match.
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  • Browse Statistics Estonia's (Statistikaamet) statistics database tree by path. Top-level databases: keskkond (environment), majandus (economy), rahvastik (population: migration, births/deaths, family), sotsiaalelu (social life: labour market, education, health), eri-valdkondade-statistika (multidomain statistics), rahvaloendus (population and housing census), Lepetatud_tabelid (discontinued datasets). Returns child nodes (subcategories, type=l) or table descriptors at leaf nodes (type=t). Use empty path '' to get the top-level databases. Navigate hierarchically until type=t nodes appear, then use estonia-statistics.table_metadata. Data: andmed.stat.ee (PXWeb API), no auth required.
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  • Calculate the value/settlement date for a payment. Determines when a payment will settle based on: - Source and destination country holiday calendars - Weekend conventions (Sat/Sun or Fri/Sat) - Currency center holidays (if FX conversion involved) - Settlement convention (T+0, T+1, T+2) Args: source_country: Sender's country (ISO 3166-1 alpha-2, e.g., "US") dest_country: Receiver's country (ISO 3166-1 alpha-2, e.g., "DE") settlement_type: One of "wire" (T+0 domestic / T+1 international), "fx_spot" (T+1 or T+2 based on pair), "sepa" (D+1), "sepa_instant" (T+0) base_currency: Base currency for FX (ISO 4217, e.g., "USD"). Required when settlement_type is "fx_spot". target_currency: Target currency for FX (ISO 4217, e.g., "EUR"). Required when settlement_type is "fx_spot". from_date: Start date in ISO format (YYYY-MM-DD). Default: today. You do not know today's date — omit this argument unless the user named a specific send date. If the user's date is relative ("the 20th", "next Friday", "month-end"), read the `today` block in any response from this tool, bank_holidays or is_business_day_check and resolve against that. Examples: value_date("US", "DE") value_date("US", "DE", "fx_spot", "USD", "EUR") value_date("DE", "FR", "sepa") value_date("US", "US", "wire", from_date="2026-07-03")
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  • Open a report session: the business's flow entries are classified once and cached (Redis in prod), so every subsequent session evaluate is a slice over pre-classified rows — the fast path for interactive report screens. Costs one report load cold, nothing warm. The returned sessionkey is the dataset's build basis-t; a change heartbeat means re-ask and the dataset rebuilds automatically. Call this first, then pass the sessionkey to evaluate_report_session (one view) or evaluate_report_batch (many at once); for a single one-off report without a session use evaluate_report.
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  • PROJECT-SCOPED: this call acts only on the explicit project_id and returns the project identity with its result. A ZOOM THAT MOVES — THE tool for 'make the zoom follow the cursor' / 'move the zoom between buttons' / 'stay zoomed and then move to the next thing' on ANY footage, including a screen recording the user made themselves. Any request where ONE zoom should hold, travel, or visit several subjects in sequence is THIS tool — never a chain of static add_zoom calls, which cut out and back instead of moving. keyframes is a list of at least two points, each {t, rect, strength} or {t, cx, cy, strength}: t is OUTPUT-timeline seconds; rect=[x0,y0,x1,y1] FRAMES the thing to look at there (fractions of the frame from look_at's grid — the same solver as add_zoom rect, so edge subjects come out framed, and omitting strength on a rect keyframe picks the strength that fits it); cx/cy instead PIN a point ((0,0) = top-left). strength 0-4.5 interpolates between keyframes, so the frame can push in as it arrives and ease out as it leaves; to HOLD on a subject, repeat its keyframe at the hold's start and end times. The window runs from the first t to the last. NO ramp is added at the edges: give the first and last keyframe strength 0 for a seamless entry and exit (a strength-0 rect keyframe still aims where the move is going). ease: 'cubic_in_out' (default — settles at each keyframe, the right answer for stopping at buttons) or 'linear' (constant speed, for a steady scan across a wide screenshot). It re-anchors across later cuts exactly like add_zoom, so cutting elsewhere never strands it. Remove the whole move with remove_zoom_path.
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  • Render a page's animation timelines to an MP4 video. The page's scripts must expose `window.__timelines` — objects with `duration()` and `pause(t)` (a paused gsap.timeline registered there works as-is). Each frame seeks every timeline to t=i/fps and paints the viewport, so the output is deterministic — no wall clock in the pixel values. Audio: `narration[]` places TTS/voice clips at start times (mixed into one AAC track), `audio` adds looped background music, and `subtitles_srt` muxes an SRT as a soft mov_text track and (by default, `burn_subtitles: false` to opt out) burns the same cues into the frame pixels — QuickTime, WeChat and most social embeds ignore the soft track. Requires ffmpeg on the server. Returns base64 MP4 (H.264, yuv420p) plus frame count and durations.
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  • Register a URL to be called when something happens on LinkedIn, so an agent or an n8n/Make workflow can react instead of polling. Returns the signing secret ONCE; deliveries carry 'Reach-Signature: t=<unix>,v1=<hex HMAC-SHA256(secret, t + '.' + body)>'. Events: message.received, connection.new, account.status_changed, quota.threshold_reached, quota.reached, or '*' for all. Omit account_ids to subscribe for every account of the user. https only. Use when the user wants to react to a reply, a new connection, a quota alert or a job event from n8n, Make or their own code; needs an https URL they control. Not for the model to call itself.
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  • List EVERY test inside a TestRail run, walking all pages server-side so the caller never handles offsets. Returns each test with its T-id (test instance, e.g. T1234), C-id (underlying case_id — feed this to testrail_get_case), title, and status_id. Filter by statusIds (TestRail status: 1=passed, 2=blocked, 3=untested, 4=retest, 5=failed) to e.g. list only failed tests when triaging. Capped at 20 pages (5000 tests); check capReached before concluding a test is not in the run.
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  • Read the project Insights graph in pages or by node. action=list returns a compact folder-wide outline (groups + interviews) plus a page of insight bodies. Filter with interview_id, group_id (DB UUID, not UI group-0), group_name, insight_ids, or ungrouped_only. action=get_node returns one node: insight | interview | group | ungrouped. CITATION REQUIRED: actively cite each item.quote as markdown ["verbatim quote"]({base_url}/project/interview/{id}?t={seconds}) using item.url from the tool result (already absolute; includes ?t= when start_seconds is set). Prefer quotes over paraphrase. Do not use quote_start — that is a character offset, not a player timestamp.
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  • Use this when you want to test whether a sample mean differs from a hypothesised value, whether two independent groups have different means, or whether paired before/after measurements changed. Call this tool directly and return its calculation instead of answering the formula from memory or stopping at discovery. Do not use this when the data are proportions or counts (use proportion-z-test or chi-square-test), you have three or more groups (ANOVA), or you already have t and df and only need the p-value (use p-value). What it computes: Runs a one-sample, Welch two-sample (unequal variances) or paired Student t-test from raw samples or summary statistics (mean, SD, n), returning t, degrees of freedom, two- and one-sided p-values, the confidence interval and the decision at the chosen alpha. Example user requests: Run a one-sample t-test for [102, 98, 105, 101, 104] against a mean of 100. | Compare two independent samples with Welch's t-test from their means, sample SDs and sample sizes. | Run a paired t-test on these before and after measurements in matching order. Inputs: mode (enum, optional); sample_a (number_list, optional); sample_b (number_list, optional); mean_a (number, optional); sd_a (number, optional); n_a (integer, optional); mean_b (number, optional); sd_b (number, optional); n_b (integer, optional); hypothesized_mean (number, optional); alpha (number, optional). Valid input combinations: one_sample: sample_a, or all of mean_a + sd_a + n_a. two_sample (also the default when mode is omitted): one complete raw-or-summary input for A and one for B. paired: both sample_a + sample_b, or paired-difference summary mean_a + sd_a + n_a. Do not mix a raw sample with its summary fields. Complete JSON argument examples: {"mode":"two_sample","sample_a":[5.1,4.9,5.6,5.8,6],"sample_b":[4.2,4.8,4.4,4.6,4.5]} | {"mode":"two_sample","mean_a":5.48,"sd_a":0.47117,"n_a":5,"mean_b":4.5,"sd_b":0.23452,"n_b":5} | {"mode":"one_sample","sample_a":[102,98,105,101,104],"hypothesized_mean":100} | {"mode":"paired","sample_a":[1.9,0.8,1.1,0.1,-0.1,4.4,5.5,1.6,4.6,3.4],"sample_b":[0.7,-1.6,-0.2,-1.2,-0.1,3.4,3.7,0.8,0,2]} | {"mode":"paired","mean_a":1.58,"sd_a":1.23042,"n_a":10} Outputs: test, mean_a, mean_b, mean_difference, standard_error, t_statistic, degrees_of_freedom, p_value_two_sided, p_value_one_sided, t_critical, ci_lower, ci_upper, significant, decision. Formula: one_sample: t = (x̄ − μ0) / (s / √n), df = n − 1. paired: same on the differences d = a − b. two_sample (Welch): t = (x̄a − x̄b − μ0) / √(sa²/na + sb²/nb), df = (sa²/na + sb²/nb)² / ((sa²/na)²/(na − 1) + (sb²/nb)²/(nb − 1)). p = P(|T_df| ≥ |t|); CI = estimate ± t(1 − alpha/2, df) × SE Direct REST fallback: POST https://tttkmbb.com/api/v1/calculate/t-test with the same JSON input fields. Do not guess another /api/* path. Docs: https://tttkmbb.com/statistics/t-test.md
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  • Given Weibull two-parameter (β, η), return all the closed-form summary statistics: MTTF (η·Γ(1+1/β)), B10 / B50 / B90 life, characteristic life (just η, surfaced explicitly), and — if evaluateAtT supplied — R(t), F(t), and hazard h(t) at that time. Pure-math, fully deterministic. Use when the user has a fit and wants the numbers downstream tools normally compute (don't recompute these from training-data recall — call this tool). ANTI-FABRICATION: every number is an exact closed-form value. Quote verbatim.
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