Function Reference

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The BlueGamma Excel Add-in includes a set of powerful functions to pull live, forward-looking, and historical interest rate data directly into Excel.

Use these to:

• 🔁 Price swaps and hedges
• 📈 Build forward curves and discount factors
• 📊 Automate dashboards for project finance, treasury, or valuations

🔧 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")
SWAP_MTM_BY_ID	Fetch the mark-to-market value for a saved swap	=BlueGamma.SWAP_MTM_BY_ID("swap_abc123")
FIXING	Get the published daily fixing for a given index and date	BlueGamma.FIXING("SOFR", "2025-06-01")
TIMESTAMP	Get the most recent timestamp for a given rate family and value	BlueGamma.TIMESTAMP("RATES", "SOFR")
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")
BOND_PRICE	Get the indicative bond mid price for an ISIN	=BlueGamma.BOND_PRICE("XS1234567890")
BOND_YIELD	Get the indicative bond yield-to-maturity for an ISIN	=BlueGamma.BOND_YIELD("XS1234567890")

💼 Credit Spread Functions

Function	Description	Example
CAN_BANK_SPREAD_HIST	Get historical spread for Canadian bank senior debt index	=BlueGamma.CAN_BANK_SPREAD_HIST("5Y")
CAN_BANK_SPREAD_FWD	Get forward spread for Canadian bank senior debt index	=BlueGamma.CAN_BANK_SPREAD_FWD("5Y", "1Y")