How-To Guides
Use these guides to learn how to fetch swap rates, forward curves, and other interest rate data using the BlueGamma API.
Each guide includes a code example and tips for getting accurate, production-ready results — whether you're powering internal tools, pricing models, or dashboards.
Get a complete swap curve across all tenors for any index — includes guidance on which index to use for each currency.
Retrieve government bond yields (US Treasuries, UK Gilts, German Bunds, etc.) and build yield curves.
Get a live or historical par swap rate for SOFR, EURIBOR, SONIA, and more.
Retrieve published fixing rates for overnight and term benchmarks like SOFR, SONIA, and EURIBOR.
Calculate compounded overnight rates (realised rates) for SOFR, SONIA, ESTR, and other RFR indices.
Loop through valuation_time to analyze intraday rate movements (e.g. over the past 24h).
Calculate implied forward rates between two future tenors, like 6M → 9M.
Generate full forward rate curves for pricing, forecasting, and cash flow projection — includes guidance on when to fetch vs. store curves.
Retrieve individual or full curves of discount factors for DCF models and risk systems.
Get zero-coupon rates for discounting cash flows, building DCF models, and valuing loan portfolios.
Compare BlueGamma results to Bloomberg or other providers using consistent conventions.
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