Getting Started with BlueGamma
Welcome to BlueGamma, the leading platform for interest rate and debt financing data. Whether you're managing portfolios, pricing swaps, or analyzing interest rate curves, BlueGamma equips you with the tools and insights you need to make confident financial decisions.
Why BlueGamma?
Comprehensive Data: Access real-time interest rate curves, swap rates, and bond yields across major currencies.
Advanced Tools: Leverage our Swap Pricer, Refinancing functionalities, DebtHub portfolio manager, and more.
Tailored Insights: Customize downloads and outputs for your specific needs with flexible data formats and frequency options.
Reliable & Transparent: Ensure accuracy with real-time updates and methodologies based on market-leading practices.
BlueGamma Quick Start Guide
1) Two-minute setup
Log in → set your default currency
Click the cog and set USD/GBP/EUR etc. This saves clicks every time you sign in.
Glance at “Market news”
See the next policy dates (e.g., FOMC) to time pricing/bids.
Add a personal alert
On any historic graph, set an alert (e.g., “10Y > 3.6%”). Manage/stop alerts in My alerts.
2) Core workflows
A. Download a forward curve
Go to Forward curve → Download for a ready-to-paste strip (e.g., SOFR with your dates). Many curves extend out to 50 years (depends on currency; e.g., SAR often ~10Y).
Why this matters: quick, consistent inputs for bid models and sensitivity runs.
B. Price an amortising swap (Swap Pricer)
Add swap → choose currency (e.g., USD), set start date, first pay date, tenor, frequency.
Edit notionals:
Paste your vertical repayment profile directly into the schedule (Ctrl/Cmd-V fills the series), or
Download price → add notionals in Excel → Upload back.
Tip: If your model is heavy, keep BlueGamma as the system of record and copy values in just-in-time before submission.
C. Mark-to-Market (MtM) of an existing swap
Go to Swap MtM → New swap (same setup as pricer; enter the fixed rate).
Paste notionals as above.
View current MtM and the forecast path to 0 using today’s forward curve (useful for refinancing timing).
Sanity check: Use the historical MtM view to see if changes are market-driven vs. cash-flow step effects.
D. FX spot & forwards (for capex, opex, and bids)
See live spot, forward points, and forward curve; click Download for a dated strip (e.g., “GBP amount on 31-Dec”). Liquidity usually limits horizon (major pairs go further; EM often shorter).
Modelling tip: When market tenors are short, teams often benchmark long-dated assumptions to inflation/PPP logic—BlueGamma already holds IMF inflation; further sources (e.g., World Bank/regulators) are being considered for context.
E. Dashboards (single place to monitor your projects)
Add widgets to track, e.g., Saudi Riyal + USD curves, bonds, and FX in one view. Saves time vs. clicking through pages.
3) Bid-modelling specifics (what users actually do)
Timestamp discipline: If your rules say “use the curve from X days before submission”, pull the historical curve for that exact date/time; intraday snapshots can differ by a few bps.
Sensitivity bands: The volatility cones page shows 68%/95% bands on 10Y—good, defensible inputs for sensi tables (just note using conservative bands can be uncompetitive in tight bids).
4) Excel in minutes (recommended)
Best for: history pulls, charts, and comparative analysis.
Install the Excel add-in
In Excel, open the Add-ins store, search “BlueGamma”, click Get it now, then sign in with your BlueGamma credentials/Authenticator.
Pull live data into your model
Use the add-in task pane to fetch forward curves and discount factors directly into sheets.
Many teams set a simple copy-paste macro so models refresh in one click without bloating workbook logic.
When to use app vs Excel: For charts and comparisons, Excel is usually faster; for point-in-time values and quick downloads, the web-app is ideal.
Download the Excel Add-in Here
5) Data coverage & limits (at a glance)
Rates: Major curves often out to ~50Y; others (e.g., SAR) nearer ~10Y.
FX: Forward horizons depend on market liquidity; majors longer, EM shorter.
Inflation: IMF data is available now; users often triangulate with World Bank and local regulators—BlueGamma considers such adds where useful.
6) Quality-of-life features
Alerts on thresholds (e.g., “Ping me if 10Y crosses X”).
Historic intraday context to explain bps drift on the “same day” curve.
In-app chat to reach the team quickly for questions/feature requests.
7) Quick recipes (copy this flow)
“I need a 10Y SOFR strip for next Tuesday’s bid”
Forward curve → set date/time → Download → paste into model → set alert for pre-bid moves.
“Price an amortising USD swap and export notionals fast”
Swap Pricer → dates/frequency → Edit notionals (paste profile) → Download price (Excel) → save/upload back.
“Check swap breakage risk and refinancing window”
Swap MtM → input fixed rate + notionals → view MtM now and forecast to 0 → cross-check historical MtM trend.
“Lock FX for a dated capex call”
FX page → enter target date → Download forward strip → paste the specific delivery date into your cash-flow sheet.
8) Support
Chat bubble in the app connects you straight to the team. Feature ideas are welcome; BlueGamma prioritises focussed depth over doing “everything for everyone.”
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