For the complete documentation index, see llms.txt. This page is also available as Markdown.

Quick Start

Get from sign-up to your first forward curve in under 2 minutes.

BlueGamma gives finance teams instant access to interest rate curves, swap pricing, and FX data — via web, Excel, or API. No terminals. No queues. No fuss.


Quick Setup

Step
Action
Time

1

Sign up and verify your email

30 sec

2

Set your default currency (click the ⚙️ cog)

10 sec

3

Download your first curve

20 sec

That's it. You're ready to go.


Choose How You Work

🌐 Web App

Open a tab, hit Download.

Best for: Quick lookups, one-off downloads

📊 Excel Add-in

Type a function, pull the curve.

Best for: Model integration, automated refreshes

⚡ API

Feed live rates into your platform.

Best for: Fintechs, automated systems


Core Workflows

Download a Forward Curve

  1. Go to Forward Curves

  2. Select your currency (SOFR, SONIA, EURIBOR, etc.)

  3. Click Download

You'll get a ready-to-paste strip with your dates. Most curves extend to 50 years (varies by currency).

Download forward curve interface

Price an Amortising Swap

  1. Go to Swap Pricer

  2. Set currency, start date, tenor, and frequency

  3. Paste your notional schedule (Ctrl/Cmd+V fills the series)

  4. Download to Excel or save directly

Swap pricer interface

Calculate Mark-to-Market

  1. Go to Swap MtM

  2. Enter your swap details and fixed rate

  3. Paste your notional schedule

  4. View current MtM and forecast path

Use the historical MtM view to separate market moves from cash-flow effects.

Mark-to-market calculator

Download FX Forwards

  1. Go to Foreign Exchange

  2. See live spot, forward points, and forward curve

  3. Click Download for a dated strip

FX forwards interface

Excel Add-in Setup

  1. In Excel → Add-ins store → search "BlueGamma"Get it now

  2. Sign in with your BlueGamma credentials

  3. Use the task pane to fetch curves directly into your sheets

Download Excel Add-in

Pro tip: Set up a simple refresh macro so your models update in one click.


Quick Reference

I need to...
Go to

Download a SOFR/SONIA/EURIBOR curve

Forward Curves

Price an interest rate swap

Swap Pricer

Calculate swap breakage cost

Swap MtM

Get FX forward rates

Foreign Exchange

Build a custom monitoring view

Dashboards


Data Coverage

Data Type
Coverage

Interest Rate Curves

SOFR, SONIA, EURIBOR, CORRA, BBSY, STIBOR, NIBOR, JIBAR + 25 more

Tenors

Up to ~50Y (major currencies), ~10Y (EM)

FX Forwards

Major pairs extended, EM shorter horizons

Inflation

IMF forecasts included


Need Help?

  • In-app chat — we typically reply in under 5 minutes

  • Email — support@bluegamma.io

  • Book a demoSchedule here


Next Steps

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