Getting Discount Factors

Use /discount_factor for a single date, or /discount_curve for a schedule. For more details visit: https://www.bluegamma.io/interest-rate-api

# Single discount factor
url = "https://api.bluegamma.io/v1/discount_factor"
params = {
    "index": "SOFR",
    "date": "2025-12-31"
}
response = requests.get(url, headers=headers, params=params)
print(response.json())

curl -X GET "https://api.bluegamma.io/v1/discount_factor?index=SOFR&date=2025-12-31" \
  -H "x-api-key: your_api_key_here"

# Discount curve
url = "https://api.bluegamma.io/v1/discount_curve"
params = {
    "index": "SOFR",
    "start_date": "0D",
    "end_date": "10Y",
    "frequency": "6M"
}
response = requests.get(url, headers=headers, params=params)
print(response.json()["curve"])

curl -X GET "https://api.bluegamma.io/v1/discount_curve?index=SOFR&start_date=0D&end_date=10Y&frequency=6M" \
  -H "x-api-key: your_api_key_here"

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