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

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

Function
Description
Example

Get the spot FX rate for a currency pair

=BlueGamma.FX("EURUSD")

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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