Lukka Quantitative Analytics MCP

Lukka Quantitative Analytics MCP brings institutional derivatives analytics for digital assets to Claude, derived from futures and options market data.

Ask for a rate curve or a volatility surface and get back the full term structure: implied interest rates across tenors from 1D to 1Y, options implied volatility by delta or strike, and OTC FX forward pricing with bid/ask basis per tenor. Rate and OTC FX observations carry trade count, volume, and staleness, so you can judge how well-supported each number is; delta-quoted vol surfaces add risk reversal and butterfly.

Rate curves come in two model conventions, Monte Carlo and Nelson-Siegel-Svensson, so you can compare fits; NSS rows additionally return the curve-fit parameters (beta0-beta3, lambda0, lambda1) and the fit's mean absolute error.

Rates are published hourly and volatility surfaces every 10 minutes, at exchange level or as a Lukka aggregate - so you can look at a single venue's curve or a cross-venue view.

Typical uses: measuring basis and carry across tenors, analysing the shape and skew of the volatility surface, monitoring term-structure shifts over time, and sourcing forward rates as inputs to valuation or risk models.

Lukka is a digital-asset data company serving institutional clients, and this connector exposes the same analytics data behind its commercial products. Access is read-only.