Function Reference

Every BlueGamma Excel Add-in function with its signature and an example: SWAP_RATE, FORWARD_RATE, DISCOUNT_FACTOR, ZERO_RATE, FIXING, FX, FX_FORWARD, GOV_YIELD, BOND_PRICE and more.

New to the Excel Add-In? Install the add-in to start using these formulas.

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

You can also find every function from inside Excel, in the add-in's task pane. See Browse Functions in Excel.

🔧 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")

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Browse Functions in Excel

The add-in's task pane lists every function, so you can find the one you need without leaving Excel. The list shows even before you sign in.

1. Open the Task Pane

Click the BlueGamma tab in the Excel ribbon.

2. Find the Function

Scroll to Available functions. Functions are grouped by type: Rates, Curves, Fixings, Bonds, FX and MTM.

3. Read the Signature

Click a function to expand it. You see its signature, with optional arguments in square brackets, and a short description of each parameter.

4. Insert It or Open Its Docs

• Click Insert in cell to add the formula to the selected cell. Where a standard example exists, the formula comes with working arguments, so once you are signed in the cell returns a value straight away. Functions that need your own saved swap ID or ISIN are inserted with empty brackets for you to fill in.
• Click Docs to open the function's page in this reference.

If a formula cannot return a value, the cell shows #VALUE!. Hover over the cell's error indicator to see why. See Troubleshooting for more.