> For the complete documentation index, see [llms.txt](https://www.bluegamma.io/documentation/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://www.bluegamma.io/documentation/integrations/api/how-to-guides.md).

# API 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.

#### [Fetching a Swap Curve](/documentation/integrations/api/how-to-guides/fetching-a-swap-curve.md)

Get a complete swap curve across all tenors for any index — includes guidance on which index to use for each currency.

#### [Fetching a Government Bond Curve](/documentation/integrations/api/how-to-guides/fetching-a-government-bond-curve.md)

Retrieve government bond yields (US Treasuries, UK Gilts, German Bunds, etc.) and build yield curves.

#### [Fetching FX Forward Rates](/documentation/integrations/api/how-to-guides/fetching-fx-forward-rates.md)

Get forward exchange rates for any supported currency pair to model FX exposure and hedge foreign currency risk.

#### [Fetching FX Forward Curves](/documentation/integrations/api/how-to-guides/fetching-an-fx-forward-curve.md)

Get a full FX forward curve for a currency pair in a single request with `/fx_forward_curve`.

#### [Fetching a Swap Rate](/documentation/integrations/api/how-to-guides/fetching-a-swap-rate.md)

Get a live or historical par swap rate for SOFR, EURIBOR, SONIA, and more.

#### [How to Price a Swap Using the API](/documentation/integrations/api/how-to-guides/how-to-price-a-swap-using-the-api.md)

Use the `/swap_pricer` endpoint to price vanilla or amortizing swaps with full cashflow analysis. Get the mid swap rate (fair rate) or mark-to-market (MTM) for existing swaps. Supports custom amortization schedules and first payment dates for loan hedging.

#### [How to Price a Swaption Using the API](/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, delta, and vega. Supports 20+ indices including SOFR, SONIA, and EURIBOR.

#### [Pricing an Interest Rate Cap](/documentation/integrations/api/how-to-guides/pricing-an-interest-rate-cap.md)

Use the `/cap_floor_price` endpoint to price caps and floors with caplet-level breakdowns, volatility smile controls, and multi-strike POST requests.

#### [Fetching Forward Starting Swap Rates](/documentation/integrations/api/how-to-guides/fetching-forward-starting-swap-rates.md)

Price forward starting swaps where the effective date is in the future. Uses EURIBOR examples with tenor and date inputs.

#### [Fetching Forward Swap Curves](/documentation/integrations/api/how-to-guides/fetching-a-forward-swap-curve.md)

Get swap rates for one tenor across many forward start dates in a single request with `/forward_swap_curve`.

#### [Fetching Fixing Rates](/documentation/integrations/api/how-to-guides/fetching-fixing-rates.md)

Retrieve published fixing rates for overnight and term benchmarks like SOFR, SONIA, and EURIBOR.

#### [Fetching Compounded RFR Rates](/documentation/integrations/api/how-to-guides/fetching-compounded-rfr-rates.md)

Calculate compounded overnight rates (realised rates) for SOFR, SONIA, ESTR, and other RFR indices.

#### [Fetching Central Bank Probabilities](/documentation/integrations/api/how-to-guides/fetching-central-bank-probabilities.md)

Get market-implied hike, hold and cut probabilities for upcoming central bank decisions, and the full probability matrix over rate levels.

#### [Fetching Inflation Curves](/documentation/integrations/api/how-to-guides/fetching-an-inflation-curve.md)

Get zero-coupon inflation curves for UK RPI, UK CPI and EU HICP with `/inflation_curve`.

#### [Building a Historical Time Series](/documentation/integrations/api/how-to-guides/building-a-historical-time-series.md)

Pull daily history via `/historical_swap_rates` or build an intraday series with `/swap_rate` + `valuation_time`.

#### [Getting Forward Rates](/documentation/integrations/api/how-to-guides/getting-forward-rates.md)

Calculate implied forward rates between two future tenors, like 6M → 9M.

#### [Fetching Forward Curves](/documentation/integrations/api/how-to-guides/getting-a-forward-curve.md)

Generate full forward rate curves for pricing, forecasting, and cash flow projection — includes guidance on when to fetch vs. store curves.

#### [Getting Discount Factors](/documentation/integrations/api/how-to-guides/getting-discount-factors.md)

Retrieve individual or full curves of discount factors for DCF models and risk systems.

#### [Fetching a Discount Curve](/documentation/integrations/api/how-to-guides/fetching-a-discount-curve.md)

Get a schedule of discount factors between two dates at a chosen frequency with `/discount_curve`.

#### [Fetching Zero Rates](/documentation/integrations/api/how-to-guides/fetching-zero-rates.md)

Get zero-coupon rates for discounting cash flows, building DCF models, and valuing loan portfolios.

#### [Streaming Real-Time FX Data](/documentation/integrations/api/how-to-guides/streaming-real-time-fx-data.md)

Stream live FX mid, bid and ask quotes over a WebSocket connection.

#### [How do I compare BlueGamma data with Bloomberg or other platforms?](/documentation/reference/validating-bluegamma-api-data-against-bloomberg-or-other-platforms.md)

Compare BlueGamma results to Bloomberg or other providers using consistent conventions.

***

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