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): Defaults to "live". Specifies the valuation time for the calculation.

• 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")