# Integrations - [Excel Add-in](https://bluegamma.io/documentation/integrations/excel-add-in.md): Welcome to the BlueGamma Excel Add-In support guide. - [Installation & Setup](https://bluegamma.io/documentation/integrations/excel-add-in/installation-and-setup.md): Get the BlueGamma Excel Add-In up and running in minutes. Available on Microsoft AppSource for Excel Desktop and Excel for the Web. - [How-To Guides](https://bluegamma.io/documentation/integrations/excel-add-in/how-to-guides.md) - [How to Pull a Forward Curve Directly into Excel](https://bluegamma.io/documentation/integrations/excel-add-in/how-to-guides/how-to-pull-a-forward-curve-directly-into-excel.md): Pull forward curves directly into Excel using BlueGamma's Excel Add-in. Set up dates, choose your index, select a valuation date and validate the curve. - [How to Price a Swap in Excel Using BlueGamma's Add-in](https://bluegamma.io/documentation/integrations/excel-add-in/how-to-guides/how-to-price-a-swap-in-excel-using-bluegammas-add-in.md): Price an interest rate swap directly in Excel using BlueGamma's Excel Add-in. Build a cashflow schedule with forward rates and discount factors to calculate the mid swap rate. - [How to Pull Bond Yields in Excel](https://bluegamma.io/documentation/integrations/excel-add-in/how-to-guides/how-to-pull-bond-yields-in-excel.md): Pull government bond yields directly into Excel for discount rates, DCF models, and risk-free rate benchmarking using BlueGamma's Excel Add-in. - [How to Calculate Discount Factors Using Government Bond Yields](https://bluegamma.io/documentation/integrations/excel-add-in/how-to-guides/how-to-calculate-discount-factors-in-excel.md): Calculate discount factors for valuations using US Treasury zero-coupon bond yields directly in Excel with BlueGamma's Excel Add-in. - [How to Pull FX Forward Rates in Excel](https://bluegamma.io/documentation/integrations/excel-add-in/how-to-guides/how-to-pull-fx-forward-rates-in-excel.md): Pull FX forward rates directly into Excel using BlueGamma's Excel Add-in. Forecast future exchange rates for hedging, cash flow forecasting, and financial modeling. - [How to Pull Zero Rate Curves in Excel](https://bluegamma.io/documentation/integrations/excel-add-in/how-to-guides/how-to-pull-zero-rate-curves-in-excel.md): Pull zero rate curves directly into Excel for discounting, DCF models, and interest rate analysis using BlueGamma's Excel Add-in. - [How to Calculate Swap MtM in Excel](https://bluegamma.io/documentation/integrations/excel-add-in/how-to-guides/how-to-calculate-swap-mtm-in-excel.md): Calculate the Mark-to-Market (MtM) of an interest rate swap directly in Excel using BlueGamma's Excel Add-in. Build a cashflow schedule with forward rates and discount factors to value your swap at cu - [Function Reference](https://bluegamma.io/documentation/integrations/excel-add-in/functions.md) - [Get Swap Rates](https://bluegamma.io/documentation/integrations/excel-add-in/functions/get-swap-rates.md): Fetches swap rate data for a given swap. - [Get Discount Factors](https://bluegamma.io/documentation/integrations/excel-add-in/functions/get-discount-factors.md): Fetches discount factors for a specified index and date. - [Get Forward Rates](https://bluegamma.io/documentation/integrations/excel-add-in/functions/get-forward-rates.md): Fetches forward rate data for a specified period. - [Get Zero-Coupon Rates](https://bluegamma.io/documentation/integrations/excel-add-in/functions/get-zero-coupon-rates.md): Fetch Zero-Coupon Rates via Excel Add-in - [Get Fixing](https://bluegamma.io/documentation/integrations/excel-add-in/functions/get-fixing.md): Fetches the rate for a specified central bank or benchmark rate. - [Get Swap Rate by ID](https://bluegamma.io/documentation/integrations/excel-add-in/functions/get-swap-rate-by-id.md): Fetches the live swap rate for a specific swap saved in the app. - [Get FX Rate](https://bluegamma.io/documentation/integrations/excel-add-in/functions/get-fx-rate.md): Get the spot FX rate for a currency pair (e.g. EURUSD, GBPJPY). - [Get FX Forward Rate](https://bluegamma.io/documentation/integrations/excel-add-in/functions/get-fx-forward-rate.md) - [Get Government Bond Yield](https://bluegamma.io/documentation/integrations/excel-add-in/functions/get-government-bond-yield.md): Get the government bond yield (zero coupon, semi-annual compounding) for a given country and maturity. - [Get Timestamp](https://bluegamma.io/documentation/integrations/excel-add-in/functions/get-timestamp.md): Fetches the most recent timestamp for a given rate family and value (eg RATES/FIXINGS). Useful for checking when the data behind a quote was last updated. - [Troubleshooting](https://bluegamma.io/documentation/integrations/excel-add-in/troubleshooting.md): Solutions for common issues when installing or using the BlueGamma Excel Add-in. - [API](https://bluegamma.io/documentation/integrations/api.md) - [Authentication](https://bluegamma.io/documentation/integrations/api/authentication.md): How to authenticate with the BlueGamma API using your API key. - [API Reference](https://bluegamma.io/documentation/integrations/api/api-reference.md) - [How-To Guides](https://bluegamma.io/documentation/integrations/api/how-to-guides.md): Use these guides to learn how to fetch swap rates, forward curves, and other interest rate data using the BlueGamma API. - [Fetching Forward Curves](https://bluegamma.io/documentation/integrations/api/how-to-guides/getting-a-forward-curve.md): Fetch forward rate curves for pricing, forecasting, and building interest rate models. - [Getting Forward Rates](https://bluegamma.io/documentation/integrations/api/how-to-guides/getting-forward-rates.md) - [Getting Discount Factors](https://bluegamma.io/documentation/integrations/api/how-to-guides/getting-discount-factors.md) - [Fetching a Discount Curve](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-a-discount-curve.md): Use the /discount\_curve endpoint to get a full schedule of discount factors for cash flow discounting, loan valuation, and DCF models. - [Fetching Zero Rates](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-zero-rates.md): Fetch zero-coupon rates for discounting cash flows, building DCF models, and valuing debt portfolios. - [Fetching a Swap Curve](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-a-swap-curve.md): Use the /get\_swap\_curve endpoint to retrieve par swap rates across tenors for any supported index. - [Fetching a Swap Rate](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-a-swap-rate.md): Use the /swap\_rate endpoint to calculate the par rate for a vanilla interest rate swap, given an index, start/maturity, and leg conventions. - [How to Price a Swap Using the API](https://bluegamma.io/documentation/integrations/api/how-to-guides/how-to-price-a-swap-using-the-api.md): Use the /swap\_pricer endpoint to price interest rate swaps with full cashflow analysis, MTM valuation, and support for amortizing schedules. - [How to Price a Swaption Using the API](https://bluegamma.io/documentation/integrations/api/how-to-guides/how-to-price-a-swaption-using-the-api.md): Use the /swaption\_price endpoint to price European payer and receiver swaptions with NPV, DV01, and vega across 20+ supported indices. - [Fetching Forward Starting Swap Rates](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-forward-starting-swap-rates.md): Use the /swap\_rate endpoint to price forward starting swaps where the effective date is in the future. Specify start dates using tenors (6M, 1Y) or specific dates. - [Building a Historical Time Series](https://bluegamma.io/documentation/integrations/api/how-to-guides/building-a-historical-time-series.md): How to retrieve historical swap rate data using the BlueGamma API, whether you need daily end-of-day snapshots or intraday granularity. - [Fetching a Government Bond Curve](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-a-government-bond-curve.md): Use the /gov\_yield endpoint to retrieve government bond yields and construct yield curves for risk-free rate benchmarking. - [Fetching FX Forward Rates](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-fx-forward-rates.md): Use the /fx\_forward endpoint to get forward exchange rates for any supported currency pair, enabling FX hedging, cash flow forecasting, and valuation models. - [Fetching FX Forward Curves](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-an-fx-forward-curve.md): Fetch a complete FX forward curve for any currency pair in a single request, for hedging analysis, cash flow forecasting, and FX risk management. - [Fetching Forward Swap Curves](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-a-forward-swap-curve.md): Fetch forward-starting swap rates across multiple start dates in a single request, for scenario analysis and forward rate curve construction. - [Fetching Fixing Rates](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-fixing-rates.md): Retrieve published fixing rates for overnight and term benchmarks like SOFR, SONIA, EURIBOR, and central bank policy rates. - [Fetching Compounded RFR Rates](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-compounded-rfr-rates.md): Calculate compounded overnight rates (realised rates) for risk-free rate indices like SOFR, SONIA, and ESTR over any custom period. - [Validating BlueGamma API Data Against Bloomberg or Other Platforms](https://bluegamma.io/documentation/integrations/api/how-to-guides/validating-bluegamma-api-data-against-bloomberg-or-other-platforms.md): Learn how to compare BlueGamma API swap rates with other data sources using standard conventions for SOFR, CORRA, and EURIBOR. - [Fetching Inflation Curves](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-an-inflation-curve.md): Fetch zero-coupon inflation curves for UK RPI and EU HICP for inflation-linked bond analysis, real rate calculations, and inflation hedging. - [Pricing an Interest Rate Cap](https://bluegamma.io/documentation/integrations/api/how-to-guides/pricing-an-interest-rate-cap.md): Price interest rate caps with caplet-level breakdown, SABR volatility smile, and full Greeks using the BlueGamma API. - [Streaming Real-Time FX Data](https://bluegamma.io/documentation/integrations/api/how-to-guides/streaming-real-time-fx-data.md): Stream real-time FX quotes via WebSocket for live mid, bid, and ask prices across approximately 1000 currency pairs. - [Rate Limits & Best Practices](https://bluegamma.io/documentation/integrations/api/rate-limits.md): Rate limits and best practices for using the BlueGamma API efficiently. - [Model Context Protocol (MCP)](https://bluegamma.io/documentation/integrations/model-context-protocol.md): Connect your AI assistant to live interest rate data from BlueGamma using the Model Context Protocol (MCP). - [Available Indices](https://bluegamma.io/documentation/integrations/available-indices.md): A complete list of interest rate indices available through BlueGamma, organised by currency. --- # Agent Instructions: Querying This Documentation If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question. Perform an HTTP GET request on the current page URL with the `ask` query parameter: ``` GET https://bluegamma.io/documentation/integrations.md?ask= ``` The question should be specific, self-contained, and written in natural language. The response will contain a direct answer to the question and relevant excerpts and sources from the documentation. Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.