# What's Available

BlueGamma provides interest rate curves, FX data, government bond yields, inflation data, and derivatives pricing across multiple channels. This page explains what's available, where, and what's coming next.

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## Interest Rate Curves

Full swap curve construction for 30+ currencies, from live market data.

| Data                                | Web App | API | Excel Add-in | MCP |
| ----------------------------------- | ------- | --- | ------------ | --- |
| Swap rates (par rates)              | Yes     | Yes | Yes          | Yes |
| Swap curves (all tenors)            | Yes     | Yes | -            | Yes |
| Forward curves                      | Yes     | Yes | Yes          | Yes |
| Forward rates (single point)        | Yes     | Yes | Yes          | Yes |
| Discount factors                    | Yes     | Yes | Yes          | Yes |
| Discount curves                     | Yes     | Yes | -            | Yes |
| Zero rates                          | Yes     | Yes | Yes          | Yes |
| Historical swap rates               | Yes     | Yes | -            | Yes |
| Forward swap curves                 | Yes     | Yes | -            | Yes |
| Fixings (published benchmark rates) | Yes     | Yes | Yes          | Yes |
| Compounded RFR rates                | -       | Yes | -            | -   |
| FRA rates                           | -       | Yes | -            | Yes |
| Available tenors per index          | -       | Yes | -            | Yes |

BlueGamma supports indices across major currencies (USD, EUR, GBP, CHF, JPY, CAD, AUD, NZD), European currencies (SEK, NOK, DKK, PLN, CZK, HUF), Asia Pacific (SGD, HKD, CNY, KRW, TWD, INR, MYR, THB, IDR), Middle East & Africa (AED, SAR, KWD, ILS, ZAR, TRY), and Americas (BRL, MXN).

For the full list of indices and which are API-available vs app-only, see [Available Indices](https://bluegamma.io/documentation/integrations/available-indices).

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## Foreign Exchange

| Data                               | Web App | API | Excel Add-in | MCP |
| ---------------------------------- | ------- | --- | ------------ | --- |
| Spot FX rates                      | Yes     | Yes | Yes          | Yes |
| FX forward rates (single date)     | Yes     | Yes | Yes          | Yes |
| FX forward curves (web app)        | Yes     | -   | -            | -   |
| Real-time FX streaming (WebSocket) | -       | Yes | -            | -   |
| Historical FX rates                | Yes     | -   | -            | -   |
| FX volatility cones                | Yes     | -   | -            | -   |

{% hint style="info" %}
The API currently returns one FX forward rate per call. To build a full FX forward curve, loop through dates as shown in the [FX Forward Rates guide](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-fx-forward-rates). A batch `/fx_forward_curve` endpoint is on our roadmap.
{% endhint %}

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## Government Bonds

| Data                         | Web App | API | Excel Add-in | MCP |
| ---------------------------- | ------- | --- | ------------ | --- |
| Government bond yields       | Yes     | Yes | Yes          | Yes |
| Yield curves                 | Yes     | -   | -            | -   |
| Forward-starting bond yields | Yes     | -   | -            | -   |
| Historical yield curves      | Yes     | -   | -            | -   |

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## Inflation

| Data                                 | Web App | API | Excel Add-in | MCP |
| ------------------------------------ | ------- | --- | ------------ | --- |
| Zero-coupon inflation swap curves    | Yes     | Yes | -            | Yes |
| Historical inflation data (IMF, OBR) | Yes     | -   | -            | -   |
| Inflation-linked bond yields         | Yes     | -   | -            | -   |
| Current inflation rates by country   | Yes     | -   | -            | -   |
| Breakeven inflation rates            | Yes     | -   | -            | -   |

Supported inflation indices: **UK RPI**, **UK CPI**, **EU HICP**.

{% hint style="info" %}
US CPI / USD inflation swap curves are not currently available.
{% endhint %}

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## Derivatives Pricing

| Feature                                      | Web App | API | Excel Add-in | MCP |
| -------------------------------------------- | ------- | --- | ------------ | --- |
| Swap pricer (par rate, MtM, PV01, cashflows) | Yes     | Yes | Yes          | -   |
| Swap MtM by saved swap ID                    | Yes     | -   | Yes          | -   |
| Swaption pricing (European, Bachelier model) | Yes     | Yes | -            | -   |
| Interest rate cap/floor pricing              | Yes     | Yes | -            | Yes |
| Cross-currency swap pricer                   | Yes     | -   | -            | -   |
| Swaption MtM surface                         | Yes     | -   | -            | -   |

The swap pricer supports amortising notional profiles. Swaption and cap/floor pricing use normal (Bachelier) volatilities. Cap/floor pricing supports SABR smile calibration for SOFR; other indices use flat ATM vol.

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## Web App Only Features

The following features are available in the web app at [app.bluegamma.io](https://app.bluegamma.io) but are not exposed via the API, Excel Add-in, or MCP:

| Feature                        | Description                                                          |
| ------------------------------ | -------------------------------------------------------------------- |
| **Custom dashboards**          | Build and save custom rate monitoring dashboards                     |
| **Compare & Chart**            | Overlay and compare multiple rate curves visually, download as Excel |
| **Economic calendar**          | Upcoming central bank meetings and economic events                   |
| **Cross-currency swap pricer** | Price cross-currency swaps and examine basis spreads                 |
| **Swap portfolio management**  | Save, share, and track swaps across your team                        |
| **RFR calculator**             | Risk-free rate compounding calculator                                |
| **CAPM calculator**            | Capital Asset Pricing Model calculator                               |

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## Need Something That's Not Listed?

We're always expanding our coverage. If you need a specific index, data type, or feature:

* [Book a call](https://app.lemcal.com/@alivohra/website-demo?back=1) to discuss your requirements
* Email <support@bluegamma.io>