RFR Calculator

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

Explore Forward Curves

See where rates are heading with forward curves for SOFR, SONIA, and 25+ benchmarks — ideal for financial modelling.

Check Historical RFR Rates

Look up historical compounded rates like SOFR, SONIA, and €STR to check quarter-end values or review how rates have moved over time.

Access Live Swap Rates:

View real-time and historical swap rates across 20+ currencies to benchmark funding costs and compare markets side by side.

Integrate Data via Excel or API

Bring live RFR and swap data straight into your models using our Excel Add-in or REST API — no manual downloads needed.

Instant MTM Calculator

With our intuitive calculator, you can simplify the mark-to-market (MTM) valuation of your swap portfolio to monitor current positions and analyse historical performance.

Custom Dashboards

Our platform lets you aggregate all your essential data into a simple, personalised dashboard to visualise financial data and track key performance indicators.

Try BlueGamma Free for 14 Days

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”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

“BlueGamma provides exactly the depth of market data we need as a debt advisor and mortgage broker — no unnecessary noise, just precise, relevant information. Their support is lightning-fast, and they’re incredibly responsive in adding new features when we need them. This partnership enables us to make better, faster decisions for our clients.”

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

RFR Calculator

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