Get Discount Factors

Fetches discount factors for a specified index and date.

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1. Discount Factors

=BlueGamma.DISCOUNT_FACTOR(index, date, [valuation_time])

• Parameters:

  • index: e.g., "SOFR", "1M EURIBOR".
  • date: e.g., "2024-01-01".
  • valuation_time (optional): Valuation date or datetime, interpreted as UTC. Accepts a date or datetime cell, DATE(y,m,d) + TIME(h,m,s), or an ISO string like "2026-07-17T14:30:00". Date-only values price at end of day (23:59:59 UTC). Defaults to live.
• Example:

  =BlueGamma.DISCOUNT_FACTOR("SOFR", "2027-01-01")