MCPx (Mathema Calculation Plus) — Professional FICC Derivatives Pricing Platform

Production-Ready derivatives pricing library trusted by major financial institutions. Complete FICC Coverage: FX Options, Interest Rate Swaps, Bonds, Structured Products & More. Seamless Excel Integration: Professional pricing models directly in your spreadsheets. Python Power: Advanced scripting for batch processing, risk management & regulatory reporting. GPU Acceleration: Lightning-fast Monte Carlo simulations for complex structures. Free Trial Available - Experience professional-grade quantitative finance tools today!

Download Trial pip install Python Installation Guide Documentation & Models API Reference Market-data pack

Why Choose MCPx? Production-Grade FICC Solutions

Trusted by major financial institutions worldwide, MCP delivers enterprise-level derivatives pricing with unmatched performance and reliability. From trading desks to risk management teams, MCP powers critical financial operations with professional-grade tools and transparent models.

Full FICC coverage

FX Options & Exotics • Interest Rate Swaps & Bonds • Structured Products • GPU-Accelerated Monte Carlo • Volatility Surfaces & Curves

Seamless Integration

Native Excel Add-in with PyXLL • Python API for Advanced Users • C++ Core for Maximum Performance • Real-time Market Data Integration

Transparent & Customizable

White-box Models with Full Documentation • Mathematical Formulas & Implementation Details • Custom Model Support • Parameter Adjustments

Enterprise-Grade Models

Black-Scholes, Heston, Bachelier • Local Volatility & Stochastic Vol • Hull-White, CIR Interest Rate Models • Complex Structured Products

High-Performance Computing

GPU Acceleration for Monte Carlo • Batch Processing for Large Datasets • Real-time Pricing & Risk Calculations • Scalable Architecture

Developer-Friendly

Comprehensive Documentation & Examples • One-Click Installation Scripts • Interactive Excel Templates • Professional Technical Support

Always Up-to-Date

Regular Updates for Market Changes • Latest Product Types & Regulations • Professional Support & Maintenance • Global Market Standards

mcp_marketdata is a standard pack, not a quote dump

Cleaned, organised, conventions pre-defined per type. Top-level JSON keys are MCP object definitions (curves / surfaces / credit …). The China EOD window (~90 calendar days) is the public sample. Point Manager / Store at snapshots/; after MCP conversion you can price and measure risk.