Get Forward Rates

Fetches forward rate data for a specified period.

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

=BlueGamma.FORWARD_RATE(index, start_date, end_date, [valuation_time])

• Parameters:

  • index: e.g., "SOFR", "1M EURIBOR".

  • start_date: e.g., "2024-01-01" or "1Y".

  • end_date: e.g., "2036-12-31" or "3M".

  • valuation_time (optional): Defaults to "live".

=BlueGamma.FORWARD_RATE("SOFR", "2027-12-31", "2028-03-31")