Excel Add-in

Welcome to the BlueGamma Excel Add-In support guide.

Use the Excel Add-In to access live and historical interest rate data directly in Excel — including swap rates, forward curves, discount factors, FX rates, and government bond yields — without needing to write code.

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Getting Started

New to the BlueGamma Excel Add-in? Start here:

Installation & Setup

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🔧 Core Interest Rate Functions

Function	Description	Example
SWAP_RATE	Get the fixed rate for a vanilla interest rate swap	=BlueGamma.SWAP_RATE("SOFR", "2024-01-01", "2034-01-01", "6M")
FORWARD_RATE	Return the forward rate between two dates for a given index	=BlueGamma.FORWARD_RATE("SONIA", "2026-06-30", "2026-09-30")
DISCOUNT_FACTOR	Get the discount factor for a given date and rate index	=BlueGamma.DISCOUNT_FACTOR("EURIBOR", "2027-01-01")
SWAP_RATE_BY_ID	Fetch the rate for a swap saved in the BlueGamma app	=BlueGamma.SWAP_RATE_BY_ID("swap_abc123")
FIXING	Get the published daily fixing for a given index and date	=BlueGamma.FIXING("SOFR", "2025-06-01")
ZERO_RATE	Fetches zero-coupon rates for a specified index and date	=BlueGamma.ZERO_RATE("SOFR", "2026-06-30", "2025-01-01")

🌍 FX & Macro Functions

Function	Description	Example
FX	Get the spot FX rate for a currency pair	=BlueGamma.FX("EURUSD")
FX_FORWARD	Get the forward FX rate for a currency pair on a future date	=BlueGamma.FX_FORWARD("GBPUSD", "2026-01-01")
GOV_YIELD	Return the zero-coupon government bond yield for a country and maturity	=BlueGamma.GOV_YIELD("US", "10Y")

👉 See the full Function Reference for all available formulas and parameters.

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📘 How-To Guides

Step-by-step tutorials for common tasks:

• How to Pull a Forward Curve Directly into Excel

• How to Price a Swap in Excel Using BlueGamma's Add-in

• How to Pull Bond Yields in Excel

• How to Calculate Discount Factors Using Government Bond Yields

How-To Guides

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Need Help?

Resource	Link
Troubleshooting	Common issues and solutions
Function Reference	All available formulas
Email Support	[e-mail]
In-App Chat	Available at app.bluegamma.io