For the complete documentation index, see llms.txt. This page is also available as Markdown.

How far out do BlueGamma's curves go?

BlueGamma provides swap rates and forward curves out to the longest maturities quoted in each market. The table below lists the maximum tenor available for each index.

The table below lists the longest tenor available for each index. Swap rates and forward curves can be requested for any maturity up to this point.

Note: the longest tenors on a curve can extend beyond the last widely traded maturity in that market. Where that is the case, the long end of the curve is extrapolated from the last available market quotes.

Currency
Index
Maximum Tenor

AED

12M EIBOR

10Y

AED

1M EIBOR

10Y

AED

3M EIBOR

10Y

AED

6M EIBOR

10Y

AUD

1M BBSW

40Y

AUD

1M BBSY

40Y

AUD

3M BBSW

35Y

AUD

3M BBSY

35Y

AUD

6M BBSW

30Y

AUD

6M BBSY

30Y

AUD

AONIA

40Y

BRL

CDI

5Y

CAD

3M CDOR

40Y

CAD

CORRA

30Y

CHF

1M CHF-LIBOR

19Y

CHF

6M CHF-LIBOR

30Y

CHF

SARON

40Y

CLP

TNA

20Y

CNY

7D REPO

10Y

COP

IBR

15Y

CZK

3M PRIBOR

30Y

CZK

6M PRIBOR

30Y

DKK

12M CIBOR

30Y

DKK

1M CIBOR

30Y

DKK

3M CIBOR

30Y

DKK

6M CIBOR

30Y

DKK

CITA

30Y

DKK

DESTR

30Y

EUR

12M EURIBOR

60Y

EUR

1M EURIBOR

50Y

EUR

3M EURIBOR

50Y

EUR

6M EURIBOR

50Y

EUR

ESTR

60Y

GBP

1M GBP-LIBOR

3Y

GBP

3M GBP-LIBOR

60Y

GBP

6M GBP-LIBOR

60Y

GBP

SONIA

70Y

HKD

1M HIBOR

15Y

HKD

3M HIBOR

30Y

HKD

6M HIBOR

15Y

HKD

HONIA

15Y

HUF

3M BUBOR

20Y

HUF

6M BUBOR

30Y

ILS

3M TELBOR

20Y

ILS

SHIR

20Y

INR

Overnight MIBOR

10Y

JPY

3M JPY-LIBOR

40Y

JPY

3M TIBOR

40Y

JPY

6M JPY-LIBOR

40Y

JPY

6M TIBOR

40Y

JPY

TONAR

40Y

KRW

91D CD

20Y

KWD

3M KIBOR

40Y

MXN

28 Day TIIE

30Y

MXN

TIIEON

20Y

MYR

3M KLIBOR

15Y

NOK

3M NIBOR

30Y

NOK

6M NIBOR

30Y

NOK

NOWA

30Y

NZD

1M BKBM

30Y

NZD

3M BKBM

20Y

NZD

NZONIA

30Y

NZD

OCR

30Y

PLN

3M WIBOR

30Y

PLN

6M WIBOR

30Y

PLN

POLONIA

30Y

SAR

3M SAIBOR

10Y

SEK

3M STIBOR

30Y

SEK

6M STIBOR

30Y

SEK

STINA

30Y

SEK

SWESTR

30Y

SGD

SORA

40Y

THB

3M BIBOR

40Y

THB

6M THBFIX

40Y

TRY

3M TRYIBOR

15Y

TWD

3M TAIBOR

10Y

USD

1M USD-LIBOR

30Y

USD

3M USD-LIBOR

50Y

USD

6M USD-LIBOR

30Y

USD

Fed Funds

60Y

USD

SOFR

60Y

ZAR

3M JIBAR

30Y

ZAR

ZARONIA

30Y

For the earliest available date for each index, see How far back does BlueGamma's data go?

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