Get Forward Rates

Fetches forward rate data for a specified period.

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=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): 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.

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