Rates data for the people who build the models
Legacy platforms were built for trading desks. We’re building for everyone else — the modellers, treasury teams and advisors who need institutional-grade rates data without an institutional-grade terminal.
We used to be the ones queuing for the terminal
Before BlueGamma, we spent a decade advising energy and infrastructure funds on interest rate hedging and building project finance models. Every model needed a forward curve. Getting one meant queuing for the shared terminal, downloading the data and emailing spreadsheets around the office.
BlueGamma started life as hedging software. Then a client asked the question that changed everything: “This market data you use in your pricing — can I just have that?” The data was the product.
Today we do one thing and do it properly: interest rate, FX and inflation data — built in-house from live broker quotes, checked against real bank pricing, and delivered where you already work: web, Excel or API.
What we believe
Modellers, not traders
Every legacy data platform was designed for a trading desk. We design for the person updating a model at 6pm before a bid deadline — fast to learn, faster to use, Excel-native.
Depth over breadth
We’d rather do one thing brilliantly than everything averagely. So we go deep on the data your models run on — rates, FX and inflation — and keep going deeper.
Data you can defend
Our curves are built in-house from live interdealer broker quotes and checked against real bank pricing — so the number in your model matches the number on your term sheet, within a basis point.
Built with our customers
Every feature on the platform exists because a customer asked for it. No download limits, no usage cliffs, no licensing surprises.
Built by people who’ve sat in your seat
Meet the Founders
Spent a decade in rates before founding BlueGamma: hedging advisory at Chatham Financial and JCRA, project finance modelling at Green Giraffe, and structured finance at Lightsource BP — advising on over $10bn of interest rate derivatives along the way.
One platform, every rates workflow
Project finance & renewables
Long-dated forward curves and swap pricing for debt sizing, bids and refinancing models.
Advisory & valuations
Timestamped, point-in-time curves your valuation reports and hedge accounting can cite.
Private debt & lenders
Live swap rates for loan pricing, plus independent mark-to-market on hedge portfolios.
Treasury teams
Verify bank quotes, forecast floating-rate exposure and stop emailing spreadsheets around.
Fintechs & platforms
Embed curves and fixings in your product through a modern API, with licensing that scales.
Banks & rating agencies
An independent, methodology-documented data source for research, ratings and risk.