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:

📩 [email protected] 🗓️ Book a demo

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

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