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

Function	Description	Example
SWAP_RATE	Get the fixed rate for a vanilla interest rate swap	=BlueGamma.SWAP_RATE("SOFR", "2024-01-01", "2034-01-01", "6M")
FORWARD_RATE	Return the forward rate between two dates for a given index	=BlueGamma.FORWARD_RATE("SONIA", "2026-06-30", "2026-09-30")
DISCOUNT_FACTOR	Get the discount factor for a given date and rate index	=BlueGamma.DISCOUNT_FACTOR("EURIBOR", "2027-01-01")
SWAP_RATE_BY_ID	Fetch the rate for a swap saved in the BlueGamma app	=BlueGamma.SWAP_RATE_BY_ID("swap_abc123")

🌍 FX & Macro Functions

Function	Description	Example
FX	Get the spot FX rate for a currency pair	=BlueGamma.FX("EURUSD")
FX_FORWARD	Get the forward FX rate for a currency pair on a future date	=BlueGamma.FX_FORWARD("GBPUSD", "2026-01-01")
GOV_YIELD	Return the zero-coupon government bond yield for a country and maturity	=BlueGamma.GOV_YIELD("US", "10Y")