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.
Getting Started
New to the BlueGamma Excel Add-in? Start here:
🔧 Core Interest Rate Functions
Get the fixed rate for a vanilla interest rate swap
=BlueGamma.SWAP_RATE("SOFR", "2024-01-01", "2034-01-01", "6M")
Return the forward rate between two dates for a given index
=BlueGamma.FORWARD_RATE("SONIA", "2026-06-30", "2026-09-30")
Get the discount factor for a given date and rate index
=BlueGamma.DISCOUNT_FACTOR("EURIBOR", "2027-01-01")
Fetch the rate for a swap saved in the BlueGamma app
=BlueGamma.SWAP_RATE_BY_ID("swap_abc123")
Get the published daily fixing for a given index and date
=BlueGamma.FIXING("SOFR", "2025-06-01")
Fetches zero-coupon rates for a specified index and date
=BlueGamma.ZERO_RATE("SOFR", "2026-06-30", "2025-01-01")
🌍 FX & Macro Functions
Get the forward FX rate for a currency pair on a future date
=BlueGamma.FX_FORWARD("GBPUSD", "2026-01-01")
Return the zero-coupon government bond yield for a country and maturity
=BlueGamma.GOV_YIELD("US", "10Y")
Get the indicative bond yield-to-maturity for an ISIN
=BlueGamma.BOND_YIELD("XS1234567890")
👉 See the full Function Reference for all available formulas and parameters.
📘 How-To Guides
Step-by-step tutorials for common tasks:
Need Help?
Last updated
Was this helpful?