Commercial Fixed Wing
Flight Crew Air Transport Pilot (ATP); Flight Crew Instrument; Flight Crew Multiengine
Time Pressure; Confusion; Distraction; Situational Awareness
Aircraft Equipment Problem Less Severe; Deviation / Discrepancy - Procedural Published Material / Policy
Air Traffic Control Issued New Clearance; Flight Crew Overrode Automation; Flight Crew Requested ATC Assistance / Clarification; Flight Crew Overcame Equipment Problem
Aircraft; Chart Or Publication; Software and Automation
We were approaching BZN; planning RNAV RNP 30 Approach. When we checked in with Big Sky Approach they assigned us the RNAV A Approach and cleared us direct SURPE. I typed it in manually and we proceeded direct. In my search in the FMS for that approach; it was not in the database. We had it in the Jeppessen FD Pro; but not in the database. Prior to reaching SURPE we became VFR; called the field and completed a visual approach. Having it in the Jeppessen charts and not in the database in the FMS is not cool. Leads one down a path to red. ATIS is not digital so our awareness of what approach is being used was late; late; late in the flight.  Brought us into the red. Into the red at an incredibly critical phase of flight is also not cool. Set up a liaison to make the airports like this aware of our fleet capabilities. Example: we have charts in the Jeppessen; but not in the FMS database so don't assign said approach.
We were inbound to BZN VOR expecting vectors to the final portion of RNAV (RNP) Runway 30.  We were planning to request direct JAPER intersection for the balance of the approach.   The airport was reporting VFR conditions but we were still IMC in the descent.  We were handed off to Big Sky Approach about 20 DME from the airport.  Without given a chance to request JAPER we were directed to proceed to SURPE intersection on the RNAV (GPS)-A. That's when our situational awareness went red.   We accepted the approach as it was listed in our FD Pro.  I manually put SURPE in the legs page and descended to 10;000 feet as directed.  The First Officer tried to pull up the RNAV (GPS) - A in the FMC but it was not there.  Luckily we broke out into VMC approaching SURPE and completed a visual approach.I can think of three. First; the controllers need to be aware of which approaches they can and cannot assign.  Secondly; if an approach is published in FD Pro but not available in the FMC that discrepancy should be clearly spelled out. Finally; I made an assumption that if a procedure is in the FD Pro it would also be in the FMC.Big Sky needs to know which of their approaches are not in our FMC's.  This would help them immensely to plan for our arrivals.  We also need to complete an internal audit of all airports we serve to either remove or annotate in the  pages which FD Pro approaches are not found in the FMC.  I will now compare each approach in FD Pro to the FMC when arriving at a unfamiliar airport as I never want to be trapped in this situation again.
An air carrier First Officer reported they were assigned an approach to BZN that was not in their FMS Database.