Get Forward Rates

Fetches forward rate data for a specified period.

=BlueGamma.FORWARD_RATE(index, start_date, end_date, [valuation_time])

  • Parameters:

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

    • start_date: e.g., "2024-01-01" or "1Y".

    • end_date: e.g., "2036-12-31" or "3M".

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

=BlueGamma.FORWARD_RATE("SOFR", "2027-12-31", "2028-03-31")

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