Get Zero-Coupon Rates

Fetch Zero-Coupon Rates via Excel Add-in

Fetches Zero-Coupon rates for a specified index and date.

Note: This function returns a simple rate, not a compounded rate.

Zero Rates

=BlueGamma.ZERO_RATE(index, date, [valuation_date])

• Parameters:

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

  • date: e.g., "2024-01-01".

  • valuation_date (optional): The date that the Zero Rate is calculated on. If you leave this blank, it defaults to the current date (today).

• Example:

      =BlueGamma.ZERO_RATE("SOFR", "2026-06-30", "2025-01-01")