API Reference

Integrate real-time forward curve and swap rate data directly into your spreadsheets, treasury software, or pricing portfolios. Our API is developer-friendly, offering fast and reliable data access.

Why BlueGamma?

  • Specialized Data: Access forward curves and swap rates for multiple currencies and tenors to make timely, data-driven decisions.

  • Easy Integration: Designed for easy integration into existing systems.

  • Expert Support: Our experts are available to assist with your integration needs.

💡 Looking for more? Visit our website to explore use cases and solutions.

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Get Swap Rate

get

This endpoint calculates the swap rate based on the specified parameters.

Authorizations
Query parameters
indexstring · enumRequired

Common interest rate benchmarks and indices used in financial markets

Example: SOFRPossible values:
start_dateone ofRequired

The start date for the swap. Provide either a specific date (e.g., '2025-12-31') or a tenor (e.g., '6M', '1Y'), but not both.

Example: 2D
string · dateOptional

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2025-12-31
or
stringOptional

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
maturity_dateone ofRequired

The maturity date for the swap. Provide either a specific date (e.g., '2030-12-31') or a tenor (e.g., '1Y', '5Y'), but not both. Validation Requirements: - Maturity date must be in the future - Maturity date must be later than start date - If using a tenor, it represents the period from start date to maturity

Example: 2D
string · dateOptional

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2030-12-31
or
stringOptional

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
fixed_leg_frequencystringRequired

Payment frequency for financial instruments

Example: 1Y
floating_leg_frequencystringOptional

Payment frequency for financial instruments

Example: 1Y
fixed_leg_day_countstring · enumOptional

The day count convention used for the fixed leg of the swap. By default, we use the currency-specific day count convention.

Example: Actual365FixedPossible values:
floating_leg_day_countstring · enumOptional

The day count convention used for the floating leg of the swap. By default, we use the currency-specific day count convention.

Example: Actual360Possible values:
valuation_timestring · date-timeOptional

A date and time in ISO 8601 format (YYYY-MM-DDThh:mm:ssZ). All times are interpreted as UTC.

Example: 2024-01-01T15:00:00Z
Responses
200
Successful retrieval of calculated swap rate data.
application/json
get
GET /v1/swap_rate HTTP/1.1
Host: api.bluegamma.io
x-api-key: YOUR_API_KEY
Accept: */*

{
  "index": "3M EURIBOR",
  "start_date": "2025-12-31",
  "maturity_date": "2025-12-31",
  "fixed_leg_first_payment_date": "2025-12-31",
  "floating_leg_first_payment_date": "2025-12-31",
  "floating_leg_frequency": "3M",
  "floating_leg_day_count": "Actual360",
  "fixed_leg_frequency": "6M",
  "fixed_leg_day_count": "Actual365Fixed",
  "valuation_time": "2024-01-01T15:00:00Z",
  "swap_rate": 3.34567803
}

Get Swap Curve

get

This endpoint returns a complete swap curve for a given index, calculating swap rates for all available tenors. It uses the predefined index configuration to automatically determine the appropriate day count conventions and frequencies, then fetches all available tenors from the database.

Authorizations
Query parameters
indexstring · enumRequired

Common interest rate benchmarks and indices used in financial markets

Example: SOFRPossible values:
valuation_timestring · date-timeOptional

A date and time in ISO 8601 format (YYYY-MM-DDThh:mm:ssZ). All times are interpreted as UTC.

Example: 2024-01-01T15:00:00Z
Responses
200
Successful retrieval of complete swap curve data for all available tenors.
application/json
get
GET /v1/get_swap_curve HTTP/1.1
Host: api.bluegamma.io
x-api-key: YOUR_API_KEY
Accept: */*

{
  "index_name": "SOFR",
  "start_date": "2025-12-31",
  "floating_leg_frequency": "12M",
  "floating_leg_day_count": "Actual360",
  "fixed_leg_frequency": "12M",
  "fixed_leg_day_count": "Actual360",
  "valuation_time": "2024-01-01T15:00:00Z",
  "swap_rates": [
    {
      "tenor": "1Y",
      "swap_rate": 2.45678901
    },
    {
      "tenor": "5Y",
      "swap_rate": 3.34567803
    },
    {
      "tenor": "10Y",
      "swap_rate": 3.87654321
    }
  ]
}

Get Forward Rate

get

Fetches the forward rate based on the specified parameters, including reference rate, start date, end date and optional valuation time.

Authorizations
Query parameters
indexstring · enumRequired

Common interest rate benchmarks and indices used in financial markets

Example: SOFRPossible values:
start_dateone ofRequired

The start date for the forward rate calculation. Provide either a specific date (e.g., '2025-12-31') or a tenor (e.g., '1Y', '5Y'), but not both. Validation Requirements: - Start date must be later than valuation time - If using a tenor, it represents the period from valuation time to start date

Example: 2D
string · dateOptional

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2025-12-31
or
stringOptional

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
end_dateone ofRequired

The end date for the forward period. Provide either a specific date (e.g., '2026-03-31') or a tenor (e.g., '1M', '3M'), but not both.

Example: 2D
string · dateOptional

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2025-12-31
or
stringOptional

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
valuation_timestring · date-timeOptional

A date and time in ISO 8601 format (YYYY-MM-DDThh:mm:ssZ). All times are interpreted as UTC.

Example: 2024-01-01T15:00:00Z
Responses
200
Successful retrieval of forward curve data.
application/json
get
GET /v1/forward_rate HTTP/1.1
Host: api.bluegamma.io
x-api-key: YOUR_API_KEY
Accept: */*

{
  "index": "SOFR",
  "start_date": "2025-12-31",
  "end_date": "2025-12-31",
  "valuation_time": "2024-01-01T15:00:00Z",
  "forward_rate": 2.986345445
}

Get Discount Factor

get

Fetches the discount factor based on the specified parameters, including reference rate, date and optional valuation time.

Authorizations
Query parameters
indexstring · enumRequired

Common interest rate benchmarks and indices used in financial markets

Example: SOFRPossible values:
dateone ofRequired

The date for the discount factor calculation. Provide either a specific date (e.g., '2025-12-31') or a tenor (e.g., '1Y', '5Y'), but not both.

Example: 2D
string · dateOptional

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2025-12-31
or
stringOptional

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
valuation_timestring · date-timeOptional

A date and time in ISO 8601 format (YYYY-MM-DDThh:mm:ssZ). All times are interpreted as UTC.

Example: 2024-01-01T15:00:00Z
Responses
200
Successful retrieval of discount rate data.
application/json
get
GET /v1/discount_factor HTTP/1.1
Host: api.bluegamma.io
x-api-key: YOUR_API_KEY
Accept: */*

{
  "index": "SOFR",
  "date": "2025-12-31",
  "valuation_time": "2024-01-01T15:00:00Z",
  "discount_factor": 0.7863454
}

Get FX Spot Rate

get

Fetches the foreign exchange spot rate for the specified currency pair.

Authorizations
Query parameters
currency_pairstringRequired

Currency pair for which to retrieve the FX spot rate (e.g., EURUSD, GBPJPY).

Example: {"summary":"EUR/USD (Euro to US Dollar)","value":"EURUSD"}
valuation_timestring · date-timeOptional

A date and time in ISO 8601 format (YYYY-MM-DDThh:mm:ssZ). All times are interpreted as UTC.

Example: 2024-01-01T15:00:00Z
Responses
200
Successful retrieval of FX spot rate data.
application/json
get
GET /v1/fx HTTP/1.1
Host: api.bluegamma.io
x-api-key: YOUR_API_KEY
Accept: */*

{
  "currency_pair": "EURUSD",
  "valuation_time": "2024-01-01T15:00:00Z",
  "rate": 1.1234
}

Get FX Forward Rate

get

Fetches the forward exchange rate for a given currency pair. The forward rate is determined based on the specified date or defaults to the current date.

Authorizations
Query parameters
currency_pairstringRequired

The currency pair in ISO format (e.g., "EURUSD" for Euro to US Dollar).

Example: EURUSD
datestring · dateOptional

The date for which the forward rate is requested. Defaults to the current date if not specified.

Example: 2024-12-31
Responses
200
Successful retrieval of FX forward rate data.
application/json
get
GET /v1/fx_forward HTTP/1.1
Host: api.bluegamma.io
x-api-key: YOUR_API_KEY
Accept: */*

{
  "currency_pair": "EURUSD",
  "date": "2025-12-31",
  "rate": 1.2345
}

Get Government Bond Yield

get

Calculates the yield for a government bond yield based on country and tenor. Yields are zero coupon yields, assuming S/A compounding.

Authorizations
Query parameters
country_codestringRequired

The ISO country code for which to retrieve the government bond yield (e.g., US, UK, DE).

Example: {"summary":"US Treasury bonds","value":"US"}
maturityone ofRequired

The tenor or specific date for the government bond yield (e.g., '1Y', '5Y', '10Y' or '2030-12-31').

Example: 2D
string · dateOptional

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2030-12-31
or
stringOptional

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
forward_startone ofOptional

The forward start date or tenor for the government bond yield (e.g., '1Y', '5Y', '10Y' or '2030-12-31').

Example: 2D
string · dateOptional

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2030-12-31
or
stringOptional

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
valuation_timestring · date-timeOptional

A date and time in ISO 8601 format (YYYY-MM-DDThh:mm:ssZ). All times are interpreted as UTC.

Example: 2024-01-01T15:00:00Z
Responses
200
Successful retrieval of government bond yield data.
application/json
get
GET /v1/gov_yield HTTP/1.1
Host: api.bluegamma.io
x-api-key: YOUR_API_KEY
Accept: */*

{
  "country_code": "US",
  "tenor": "10Y",
  "valuation_time": "2024-01-01T15:00:00Z",
  "yield": 3.245
}

Get Forward Curve

get

Returns a forward curve constructed over a schedule of periods between start_date and end_date.

Authorizations
Query parameters
indexstring · enumRequired

Common interest rate benchmarks and indices used in financial markets

Example: SOFRPossible values:
start_dateone ofRequired

The start date for the forward curve calculation. Provide either a specific date (e.g., '2025-12-31') or a tenor (e.g., '1Y', '5Y'), but not both. Validation Requirements: - Start date must be later than valuation time - If using a tenor, it represents the period from valuation time to start date

Example: 2D
string · dateOptional

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2025-12-31
or
stringOptional

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
end_dateone ofRequired

The end date for the forward curve. Provide either a specific date (e.g., '2050-12-31') or a tenor (e.g., '10Y', '20Y'), but not both.

Example: 2D
string · dateOptional

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2030-12-31
or
stringOptional

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
tenorstringRequired

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
frequencystringRequired

Payment frequency for financial instruments

Example: 1Y
valuation_timestring · date-timeOptional

A date and time in ISO 8601 format (YYYY-MM-DDThh:mm:ssZ). All times are interpreted as UTC.

Example: 2024-01-01T15:00:00Z
is_end_of_monthbooleanOptional

Whether to align periods to the end of each month.

Default: true
Responses
200
Successful retrieval of forward curve data.
application/json
get
GET /v1/forward_curve HTTP/1.1
Host: api.bluegamma.io
x-api-key: YOUR_API_KEY
Accept: */*

{
  "start_date": "2025-12-31",
  "end_date": "2025-12-31",
  "index": "SOFR",
  "tenor": "1Y",
  "valuation_time": "2024-01-01T15:00:00Z",
  "is_end_of_month": true,
  "frequency": "1Y",
  "curve": [
    {
      "start_date": "2025-12-31",
      "end_date": "2025-12-31",
      "forward_rate": 3.245
    }
  ]
}

Get Discount Curve

get

Returns discount factors for a schedule between start_date and end_date using a given index.

Authorizations
Query parameters
indexstring · enumRequired

Common interest rate benchmarks and indices used in financial markets

Example: SOFRPossible values:
start_dateone ofRequired

The start date for the discount curve calculation. Provide either a specific date (e.g., '2025-12-31') or a tenor (e.g., '1Y', '5Y'), but not both.

Example: 2D
string · dateOptional

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2025-12-31
or
stringOptional

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
end_dateone ofRequired

The end date for the discount curve. Provide either a specific date (e.g., '2030-12-31') or a tenor (e.g., '10Y', '50Y'), but not both.

Example: 2D
string · dateOptional

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2030-12-31
or
stringOptional

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
valuation_timestring · date-timeOptional

A date and time in ISO 8601 format (YYYY-MM-DDThh:mm:ssZ). All times are interpreted as UTC.

Example: 2024-01-01T15:00:00Z
is_end_of_monthbooleanOptional

Whether to align periods to the end of each month.

Default: true
frequencystringRequired

Payment frequency for financial instruments

Example: 1Y
Responses
200
Successful retrieval of discount curve data.
application/json
get
GET /v1/discount_curve HTTP/1.1
Host: api.bluegamma.io
x-api-key: YOUR_API_KEY
Accept: */*

{
  "start_date": "2025-12-31",
  "end_date": "2025-12-31",
  "index": "SOFR",
  "valuation_time": "2024-01-01T15:00:00Z",
  "is_end_of_month": true,
  "frequency": "1Y",
  "curve": [
    {
      "date": "2025-12-31",
      "discount_factor": 0.9823
    }
  ]
}

Get Fixing Rate

get

Fetches the fixing rate for a given index at a specific valuation time.

Authorizations
Query parameters
indexstring · enumRequired

Interest rate benchmarks and indices available for fixing rate retrieval (excludes SAIBOR)

Example: SOFRPossible values:
valuation_datestring · dateOptional

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2025-12-31
Responses
200
Successful retrieval of fixing rate data.
application/json
get
GET /v1/fixing HTTP/1.1
Host: api.bluegamma.io
x-api-key: YOUR_API_KEY
Accept: */*

{
  "index": "SOFR",
  "valuation_date": "2025-12-31",
  "fixing_rate": 0.9876,
  "fixing_date": "2025-12-31"
}

Get Historical Swap Rates

get

Returns historical swap rates for a given index and tenor over a date range (start_date to end_date).

Authorizations
Query parameters
indexstring · enumRequired

Common interest rate benchmarks and indices used in financial markets

Example: SOFRPossible values:
tenorstringRequired

A time period represented as a number followed by a period indicator (D=days, W=weeks, M=months, Y=years)

Example: 1YPattern: ^[0-9]+[DWMY]$
start_datestring · dateRequired

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2025-12-31
end_datestring · dateRequired

A date in ISO 8601 only date format (YYYY-MM-DD)

Example: 2025-12-31
Responses
200
Successful retrieval of historical swap rates.
application/json
get
GET /v1/historical_swap_rates HTTP/1.1
Host: api.bluegamma.io
x-api-key: YOUR_API_KEY
Accept: */*

{
  "index_name": "3M EURIBOR",
  "currency": "EUR",
  "fixed_leg_day_count": "Actual365Fixed",
  "floating_leg_day_count": "Actual360",
  "fixed_leg_frequency": "6M",
  "floating_leg_frequency": "3M",
  "swap_rates": [
    {
      "rate": 3.34567803,
      "date": "2024-06-01",
      "tenor": "1Y"
    }
  ]
}

Get Available Swap Rate Tenors

get

Returns the list of available tenors for swap rates for a given index.

Authorizations
Query parameters
indexstring · enumRequired

Common interest rate benchmarks and indices used in financial markets

Example: SOFRPossible values:
Responses
200
Successful retrieval of available swap rate tenors.
application/json
get
GET /v1/swap_rate_tenors HTTP/1.1
Host: api.bluegamma.io
x-api-key: YOUR_API_KEY
Accept: */*

{
  "index": "3M EURIBOR",
  "tenors": [
    "1Y",
    "2Y",
    "5Y",
    "10Y"
  ]
}
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