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Live Interest Rate Data, Right in Excel
Pull swap rates and forward curves into your spreadsheet instantly. The BlueGamma Excel Add-In is the fastest way to get clean, live market data into your models.
No More Manual Updates or Copying and Pasting
With the Add-In, you can:
Pull live swap rates and forward curves for 25+ benchmarks
Reference dates and indexes directly from cells
Stay synced with updated market data every 5 minutes
Use formulas designed to feel native to Excel
Simple Functions, Powerful Results
🔁 Get Swap Rates
=BlueGamma.SWAP_RATE(index, start_date, maturity_date, payment_frequency, [valuation_time])
=BlueGamma.SWAP_RATE("SOFR", "2024-01-01", "2036-12-31", "3M")
📈 Get Forward Rates
=BlueGamma.FORWARD_RATE(index, start_date, end_date, [valuation_time])
=BlueGamma.FORWARD_RATE("SOFR", "2027-12-31", "2028-03-31")
🔗 Get Swap Rate by ID
=BlueGamma.SWAP_RATE_BY_ID(swap_id, [valuation_time])
=BlueGamma.SWAP_RATE_BY_ID ("swap_abc123", "2024-01-01")
Setup & Compatibility
Works with Excel for Windows and Mac
Compatible with both Excel Desktop and Excel 365 (Web)
Login via secure SSO
Easy installation – get started in under 5 minutes
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