Get Swap Rates

Fetches swap rate data for a given swap.

=BlueGamma.SWAP_RATE(index, start_date, maturity_date, payment_frequency, [valuation_time])

  • Parameters:

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

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

    • maturity_date: e.g., "2036-12-31" or "10Y".

    • payment_frequency: e.g., "3M".

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

=BlueGamma.SWAP_RATE("SOFR", "2024-01-01", "2036-12-31", "3M")

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