Get Fixing

Fetches the rate for a specified central bank or benchmark rate.

New to the Excel Add-In? Install the add-in to start using this formula.

=BlueGamma.FIXING(index, [valuation_date])

Parameters

• index &#xNAN;string Rate index or benchmark (e.g. SOFR, SONIA, EURIBOR).
• valuation_date &#xNAN;string (optional) Date to fetch the fixing for. Defaults to the latest available fixing. Fixings are published once per day, so a time component (if provided) has no effect.

Returns Daily published fixing (e.g. 5.342%).

=BlueGamma.FIXING("SOFR", "2025-06-01")