Get Discount Factors

Fetches discount factors for a specified index and date.

1. Discount Factors

=BlueGamma.DISCOUNT_FACTOR(index, date, [valuation_time])

  • Parameters:

    • index: e.g., "SOFR", "1M EURIBOR".

    • date: e.g., "2024-01-01".

    • valuation_time (optional): Defaults to "live".

  • Example:

    =BlueGamma.DISCOUNT_FACTOR("SOFR", "2027-01-01")

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