Overview

Technical documentation on how BlueGamma constructs curves and calculates key financial metrics.

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Curve Construction

How We Bootstrap the Yield CurveGovernment Bond CurvesFX Forward Curves

Calculations

Zero RatesForward RatesDiscount Factors

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Quick Links

Topic	API Endpoint	Excel Function
Swap rates	/v1/swap_rate	BlueGamma.SWAP_RATE()
Zero rates	/v1/zero_rate	BlueGamma.ZERO_RATE()
Forward rates	/v1/forward_rate	BlueGamma.FORWARD_RATE()
Discount factors	/v1/discount_factor	BlueGamma.DISCOUNT_FACTOR()
Government yields	/v1/gov_yield	BlueGamma.GOV_YIELD()

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Related Documentation

• API Reference — Full API documentation

• Excel Add-in — Excel integration guide

• Available Indices — Supported interest rate indices