> ## Documentation Index
> Fetch the complete documentation index at: https://financecontext.com/llms.txt
> Use this file to discover all available pages before exploring further.

# LSEG Connectors

> Complete tool reference for the LFA MCP Server — all LSEG financial analytics tools available in the plugin

## 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.