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")