What is the LFA MCP Server?
The LFA (LSEG Financial Analytics) MCP Server is the data infrastructure that powers this plugin. It provides a unified interface to LSEG’s financial analytics across bonds, FX, interest rates, options, equities, and macroeconomic data. All tools are served by a single MCP server — no additional connectors or separate subscriptions per tool are needed (beyond the base LSEG entitlements). MCP (Model Context Protocol) is the standard that allows AI assistants to securely connect to external data sources. The LFA server implements this protocol, meaning all LSEG data tools are available as structured function calls that the AI can orchestrate into complex analytical workflows.How Commands Reference Tools
Commands in this plugin reference MCP tools by their exact tool name (e.g.,bond_price, interest_rate_curve). Each command chains 4-6 tool calls into a cohesive analysis. The tools are organized into categories below.
Tool Categories
| Category | Tools | Description |
|---|---|---|
| Bond Pricing | bond_price, bond_future_price | Price bonds and bond futures with full analytics |
| FX Pricing | fx_spot_price, fx_forward_price | FX spot and forward rate pricing |
| Interest Rate Curves | interest_rate_curve, inflation_curve | Government yield curves and inflation breakevens |
| Credit Curves | credit_curve | Credit spread curves by issuer type |
| FX Curves | fx_forward_curve | FX forward point curves |
| Options | option_value, option_template_list | Option valuation with Greeks |
| Swaps | ir_swap | Interest rate swap pricing |
| Volatility Surfaces | fx_vol_surface, equity_vol_surface | FX and equity implied vol surfaces |
| Quantitative Analytics | qa_ibes_consensus, qa_company_fundamentals, qa_historical_equity_price, qa_macroeconomic | Analyst estimates, fundamentals, prices, macro data |
| Time Series | tscc_historical_pricing_summaries | Historical pricing summaries (interday/intraday) |
| Fixed Income Analytics | yieldbook_bond_reference, yieldbook_cashflow, yieldbook_scenario, fixed_income_risk_analytics | Bond reference data, cashflows, scenarios, OAS/duration |
Complete Tool Reference
Bond Domain
bond_price— Calculate bond pricing, valuation, and analytics. Accepts ISIN, RIC, CUSIP, or AssetId. Returns yield, duration, convexity, DV01, accrued interest. Supports what-if scenarios via price/yield overrides.bond_future_price— Calculate bond future pricing and analytics. Returns fair value, cheapest-to-deliver identification, delivery basket, conversion factors, and contract DV01.
FX Domain
fx_spot_price— FX spot rate pricing for ISO currency pairs. Returns mid/bid/ask rates.fx_forward_price— FX forward rate pricing at specific tenors or dates. Returns forward points, outright rates, and carry.
Curves Domain
interest_rate_curve— Government yield curves. Two-phase: list available curves, then calculate curve points. Returns par/zero rates, discount factors, forward rates.credit_curve— Credit spread curves. Search by country and issuer type (Corporate, Sovereign, Agency, etc.), then calculate spread term structure.inflation_curve— Inflation breakeven curves. Search by country/currency, then calculate breakeven rates and real yields.fx_forward_curve— FX forward point curves. List curves, then calculate forward points across all standard tenors.
Swaps Domain
ir_swap— Interest rate swap pricing. Two-phase: list templates by currency/index, then price swaps at specified tenors. Returns par rates, DV01, NPV.
Options Domain
option_value— Option valuation supporting vanilla, barrier, binary, and Asian options. Returns premium, full Greeks (delta, gamma, vega, theta, rho), and risk metrics.option_template_list— List available option templates for pricing.
Volatility Domain
fx_vol_surface— FX volatility surface generation using SABR model. Returns vol surface across tenors and delta strikes.equity_vol_surface— Equity implied volatility surface. Supports equities/indices via RIC and futures via RICROOT.
Quantitative Analytics Domain
qa_ibes_consensus— IBES analyst consensus estimates (EPS, revenue, EBITDA, DPS). Forward-looking estimates with analyst count, dispersion, and high/low ranges.qa_company_fundamentals— Reported company financials (income statement, balance sheet metrics). Historical fiscal year data.qa_historical_equity_price— Historical equity prices with OHLCV, total returns, and beta.qa_macroeconomic— Macroeconomic indicators database. Search by mnemonic or description, retrieve latest values or time series.
Time Series Domain
tscc_historical_pricing_summaries— Historical pricing summaries for any RIC. Supports interday (daily, weekly, monthly) and intraday (1min to 1hr) intervals.
Fixed Income Analytics (YieldBook) Domain
yieldbook_bond_reference— Bond reference data: security type, sector, ratings, coupon, maturity, issuer.yieldbook_cashflow— Bond cashflow projections: future coupon and principal payment schedules.yieldbook_scenario— Bond scenario analysis: price/yield under parallel rate shifts.fixed_income_risk_analytics— Bond risk analytics: OAS, effective duration, key rate durations, convexity.