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?
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  1. Integrations
  2. Excel Add-in

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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Last updated 4 months ago