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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  2. API

How to Guides

Use these guides to learn how to fetch swap rates, forward curves, and other interest rate data using the BlueGamma API.

Each guide includes a code example and tips for getting accurate, production-ready results — whether you're powering internal tools, pricing models, or dashboards.

Fetching a Swap Rate

Get a live or historical par swap rate for SOFR, EURIBOR, SONIA, and more.

Fetching Historical Swap Rates

Loop through valuation_time to analyze intraday rate movements (e.g. over the past 24h).

Getting Forward Rates

Calculate implied forward rates between two future tenors, like 6M → 9M.

Getting Forward Rates

Generate a full forward rate schedule — useful for forecasting or pricing engines.

Getting Discount Factors

Retrieve individual or full curves of discount factors for DCF models and risk systems.

Validating BlueGamma API Data Against Bloomberg or Other Platforms

Compare BlueGamma results to Bloomberg or other providers using consistent conventions.

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Last updated 1 month ago