Why the curves shown on bluegamma.io marketing pages differ from the curves in the app, API, and Excel Add-in, and which one to use for modelling.
BlueGamma shows interest rate curves in two places, and they come from different upstream feeds. This page explains the difference so you know which one to use.
Public website
Platform (app, API, Excel Add-in)
Where
Marketing pages on bluegamma.io (e.g. /sonia-swap-rates, /sofr-swap-rates)
app.bluegamma.io, api.bluegamma.io, BlueGamma Excel Add-in
Purpose
Marketing and quick reference
Modelling, valuation, risk, pricing
Data
End-of-day snapshot from a separate marketing feed
BlueGamma's primary rate feed, updated intraday
Calibration
Raw rates, not bootstrapped
Bootstrapped into calibrated zero, discount and forward curves
Recommended for production modelling?
No
Yes
The public website curves exist to give visitors a quick snapshot of where rates are today. They are updated end-of-day and are presented as a reference only.
The platform curves (app, API, Excel Add-in) all share a single primary feed that is ingested continuously during market hours and run through the BlueGamma curve construction engine, which bootstraps calibrated zero, discount and forward curves. These are the curves you see in the app, the curves returned by every api.bluegamma.io/v1/* endpoint, and the curves the Excel Add-in formulas resolve to.
Because the two have different snapshot timings and different levels of processing, you will see small numerical differences between the website curve and the platform curve for the same index on the same day. This is expected.
Use the platform (app, API, or Excel Add-in) for anything you intend to rely on: pricing, valuation, risk, reporting, or any downstream modelling. The curves on the public marketing pages are not intended for that use and we do not recommend relying on them.
If you need to validate platform data against another provider, see:
Last updated
Was this helpful?
Was this helpful?