Getting a Forward Curve

Get a series of forward rates over time using /forward_curve. Useful for dashboards, pricing models, and forecasts. For more details visit: https://bluegamma.apidocumentation.com/reference

url = "https://api.bluegamma.io/v1/forward_curve"
params = {
    "index": "SOFR",
    "start_date": "0D",
    "end_date": "10Y",
    "tenor": "3M",
    "frequency": "3M"
}
response = requests.get(url, headers=headers, params=params)
curve = response.json()["curve"]

📘 Each curve point includes start_date, end_date, and forward_rate.