Typed, zero-dependency client for the NY Fed's free Markets Data API — SOFR, EFFR, OBFR, BGCR, TGCR reference rates, SOFR averages & index, SOMA holdings. No API key required.

Model Context Protocol server for New York Fed Markets Data APIs

SOFR / risk-free-rate compounding-in-arrears math — ARRC & ISDA conventions (lookback, observation shift, lockout), the SOFR Index method, and the compounded average. Reproduces the NY Fed's published values. Zero dependencies.