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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  1. Integrations

API

The BlueGamma API gives you programmatic access to real-time interest rate data, including forward curves, swap rates, discount factors and more.

⚙️ What You Can Do

  • Swap Rates – Get par swap rates for SOFR, EURIBOR, CORRA, SONIA, NIBOR, and others.

  • Forward Rates – Retrieve implied rates between any two future dates or tenors.

  • Forward Curves – Generate a full forward curve over custom periods and tenors.

  • Discount Factors – Pull discount factors or curves to power PV and risk models.

  • FX & Government Yields – Access FX spot/forward rates and government zero curves.

🧩 Built for Integration

BlueGamma is used by financial institutions, platforms, and analytics providers to:

  • Automate pricing and quoting engines

  • Feed treasury and ALM dashboards

  • Power internal valuation and funding models

  • Replace spreadsheets with scalable API-driven pipelines

Our endpoints are fast, consistent, and designed for developer use at scale.

🔐 Authentication

All API requests must include your API key in the x-api-key header.

GET /v1/swap_rate
Host: api.bluegamma.io
x-api-key: your_api_key_here

📚 Explore the Docs

Use the guides in the sidebar to learn how to:

  • Fetch live or historical swap rates

  • Get forward curves and forward rates

  • Validate results against Bloomberg

  • Integrate BlueGamma into your internal tools

Or jump straight to the API reference for full details.

🚀 Get Access

To request an API key or book a quick demo, contact us:

We’ll help you get up and running quickly, whether you're testing a use case or deploying to production.

PreviousGet Swap Rate by IDNextAPI Reference

Last updated 1 month ago

📩 support@bluegamma.io 🗓️

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