RFR Calculator

Easily calculate compounded risk-free rates and accrued interest using our RFR Calculator.

Accurate Rate Computation

Calculate compounded overnight rates with precision using official RFR benchmarks like SOFR, SONIA, and €STR.

Flexible Parameters

Adjust lookback days, lockout periods, spreads, and day-count conventions to match your specific accrual setup.

Observation Shift

Enable or disable observation shift to align calculations with your preferred compounding convention.

Instant Results

Get real-time outputs — including the compounded rate and accrued interest amount — with a single click.

Global Compatibility

Supports multi-currency RFR indices and standardized conventions used across global financial markets.

Built for Accuracy

Designed for precision with current risk-free rate methodologies, ensuring reliable results for all short-term interest computations.

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*** Also available via our API ***

”BlueGamma’s clean historical and real-time interest rate data gives our research and trading teams a stronger foundation for modelling risk and opportunity across markets. That’s a core advantage as we scale our platform.”

Tom Barrett, CEO at Hall Barrett Advisors

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Patrick Zurfluh, CEO of Avobis Advisory AG

“Working with Bluegamma has been seamless. Their API was straightforward and quick to implement, delivering consistent, reliable performance. The team is super responsive too—whenever we’ve had questions, they’ve gotten back to us quickly with helpful answers.

Bluegamma has really streamlined things for us by allowing us to get all our data from one unified source. This has empowered our customers to generate more accurate predictions and make more informed strategic decisions regarding their debt and derivatives portfolios.”

André Gerbaulet, CTO at onefin.com