BlueGamma
  • Getting Started
  • Setting up your account
  • Features Overview
  • Interest Rate Swaps
    • Overview
    • Calculating a Swap Rate
    • Calculating the MtM of a Swap
    • Refinancing a Swap
    • Advanced
      • Download a Custom Table of Swap Rates
      • Benchmarking a Swap Rate with a Bank
    • FAQs
      • How Forward Rates Are Calculated
      • How Discount Factors Are Calculated
  • Forward Curves
    • Overview
    • Downloading a Forward Curve
    • Downloading Historic Forward Curves
    • Advanced
      • How to Access BRL Forward Curves and Download TLP Forecasts
    • FAQs
  • Government Bonds
    • Accessing Bond Yields
    • Accessing Forward Starting Bond Yields
  • Foreign Exchange
    • Downloading FX Forward Rates
  • Cross Currency
    • Overview
    • Pricing a Cross-Currency Swap
  • Integrations
    • Excel Add-in
      • Installation & Setup
      • Get Swap Rates
      • Get Discount Factors
      • Get Forward Rates
      • Get Swap Rate by ID
    • API
      • API Reference
      • How to Guides
        • Fetching a Swap Rate
        • Fetching Historical Swap Rates
        • Getting Forward Rates
        • Getting a Forward Curve
        • Getting Discount Factors
        • Validating BlueGamma API Data Against Bloomberg or Other Platforms
  • Accounts and Plans
    • Adding and removing seats
  • FAQs
    • Currency-Specific FAQs
    • Where does your data come from?
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On this page
  • 1. Log In and Navigate to Interest Rate Curves
  • 2. Select Your Currency and Curve
  • 3. Enable Historic Forward Curves
  • 4. Download the Historic Forward Curve
  1. Forward Curves

Downloading Historic Forward Curves

To access and download historic forward curves, follow these steps:

PreviousDownloading a Forward CurveNextAdvanced

Last updated 6 months ago

1. Log In and Navigate to Interest Rate Curves

  • Log in to .

  • Click Interest Rate Curves in the left-hand navigation menu.

2. Select Your Currency and Curve

  • Use the currency drop-down menu in the top-right corner to select the desired currency (e.g., GBP, USD, EUR).

3. Enable Historic Forward Curves

  1. In the top-left corner, click Change Time.

  2. The graph will update to display a second curve below, showing the historic forward curve data.

4. Download the Historic Forward Curve

  • Click the Download button to export the data for both the current and historic forward curves.

  • The downloaded file will include the historic forward curve data based on the selected time frame.

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