BlueGamma
  • Getting Started
  • Setting up your account
  • Features Overview
  • Interest Rate Swaps
    • Overview
    • Calculating a Swap Rate
    • Calculating the MtM of a Swap
    • Refinancing a Swap
    • Advanced
      • Download a Custom Table of Swap Rates
      • Benchmarking a Swap Rate with a Bank
    • FAQs
      • How Forward Rates Are Calculated
      • How Discount Factors Are Calculated
  • Forward Curves
    • Overview
    • Downloading a Forward Curve
    • Downloading Historic Forward Curves
    • Advanced
      • How to Access BRL Forward Curves and Download TLP Forecasts
    • FAQs
  • Government Bonds
    • Accessing Bond Yields
    • Accessing Forward Starting Bond Yields
  • Foreign Exchange
    • Downloading FX Forward Rates
  • Cross Currency
    • Overview
    • Pricing a Cross-Currency Swap
  • Integrations
    • Excel Add-in
      • Installation & Setup
      • Get Swap Rates
      • Get Discount Factors
      • Get Forward Rates
      • Get Swap Rate by ID
    • API
      • API Reference
      • How to Guides
        • Fetching a Swap Rate
        • Fetching Historical Swap Rates
        • Getting Forward Rates
        • Getting a Forward Curve
        • Getting Discount Factors
        • Validating BlueGamma API Data Against Bloomberg or Other Platforms
  • Accounts and Plans
    • Adding and removing seats
  • FAQs
    • Currency-Specific FAQs
    • Where does your data come from?
Powered by GitBook
On this page
  1. Integrations
  2. Excel Add-in

Get Swap Rate by ID

Fetches the live swap rate for a specific swap saved in the app.

=BlueGamma.SWAP_RATE_BY_ID(swap_id, [valuation_time])

  • Parameters:

    • swap_id:The unique identifier for the swap, which you can retrieve from the BlueGamma app.

    • valuation_time (optional): Defaults to "live".Specifies the valuation time for the calculation.

  • Example Usage:

=BlueGamma.SWAP_RATE_BY_ID("swap_id", "2024-01-01")
PreviousGet Forward RatesNextAPI

Last updated 4 months ago