Get Swap Rate by ID

Fetches the live swap rate for a specific swap saved in the app.

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

=BlueGamma.SWAP_RATE_BY_ID(swap_id, [valuation_time])

Fetches the current swap rate for a previously saved swap.

• Parameters:

  • swap_id: The unique identifier for the swap, which you can retrieve from the BlueGamma app.
  • 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.
• Returns: The swap rate as a decimal value (e.g., 0.0334 for 3.34%)
• Example Usage:

=BlueGamma.SWAP_RATE_BY_ID("swap_id", "2024-01-01")