Getting Forward Rates

Use the /forward_rate endpoint to retrieve an implied rate between any two future dates or tenors. For more details visit https://www.bluegamma.io/interest-rate-api

url = "https://api.bluegamma.io/v1/forward_rate"
params = {
    "index": "SOFR",
    "start_date": "2025-06-01",
    "end_date": "2025-12-01"
}
response = requests.get(url, headers=headers, params=params)
print(response.json())

📆 Example for a Historical Forward Rate

Add the valuation_time parameter (ISO format, UTC) to get the forward rate as it would have been at a specific timestamp.

params = {
    "index": "SOFR",
    "start_date": "2025-06-01",
    "end_date": "2025-12-01",
    "valuation_time": "2025-04-15T12:00:00Z"
}

🧠 Tips

• start_date and end_date can be either tenors ("6M", "1Y") or full ISO dates ("2025-06-01")

• valuation_time is optional — omit it for live data

• Historical requests return the rate as it was known at that point in time

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