Functions
The BlueGamma Excel Add-in includes a set of powerful functions to pull live, forward-looking, and historical interest rate data directly into Excel.
Use these to:
🔁 Price swaps and hedges
📈 Build forward curves and discount factors
📊 Automate dashboards for project finance, treasury, or valuations
🔧 Core Interest Rate Functions
Get the fixed rate for a vanilla interest rate swap
=BlueGamma.SWAP_RATE("SOFR", "2024-01-01", "2034-01-01", "6M")
Return the forward rate between two dates for a given index
=BlueGamma.FORWARD_RATE("SONIA", "2026-06-30", "2026-09-30")
Get the discount factor for a given date and rate index
=BlueGamma.DISCOUNT_FACTOR("EURIBOR", "2027-01-01")
Fetch the rate for a swap saved in the BlueGamma app
=BlueGamma.SWAP_RATE_BY_ID("swap_abc123")
🌍 FX & Macro Functions
Get the forward FX rate for a currency pair on a future date
=BlueGamma.FX_FORWARD("GBPUSD", "2026-01-01")
Return the zero-coupon government bond yield for a country and maturity
=BlueGamma.GOV_YIELD("US", "10Y")
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