Getting Discount Factors

Use /discount_factor for a single date, or /discount_curve for a schedule. For more details visit: https://bluegamma.apidocumentation.com/reference

# Single discount factor
url = "https://api.bluegamma.io/v1/discount_factor"
params = {
    "index": "SOFR",
    "date": "2025-12-31"
}
response = requests.get(url, headers=headers, params=params)
print(response.json())

# Discount curve
url = "https://api.bluegamma.io/v1/discount_curve"
params = {
    "index": "SOFR",
    "start_date": "0D",
    "end_date": "10Y",
    "frequency": "6M"
}
response = requests.get(url, headers=headers, params=params)
print(response.json()["curve"])