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

What's Available

A complete overview of what data and features are available through BlueGamma, across the web app, API, Excel Add-in, and MCP.

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.

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.

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

-

-

-

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. A batch /fx_forward_curve endpoint is on our roadmap.

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

-

-

-

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.

US CPI / USD inflation swap curves are not currently available.

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.

Web App Only Features

The following features are available in the web app at 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

Need Something That's Not Listed?

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

PreviousInstalling BlueGamma as a Desktop AppNextForward Curves

Last updated

Was this helpful?