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")