Energy & Infrastructure Finance

BlueGamma gives energy and infrastructure finance teams the forward curves, swap pricing, and Excel integration they need to hedge interest rate risk on project finance loans.

Why Forward Curves Matter for Project Finance

Renewable energy and infrastructure projects — wind farms, solar installations, battery storage, transport PPPs — are typically financed with floating-rate debt. That creates interest rate exposure over 10–25 year tenors.

To manage this, project finance teams need to:

• Model future interest costs using forward curves in their financial models

• Price interest rate swaps to lock in fixed rates at financial close

• Track mark-to-market (MtM) on existing hedges for reporting and covenant compliance

• Compare quotes from hedging banks against independent mid-market rates

Without reliable, independent rate data, teams either rely on stale broker quotes or pay for expensive terminal subscriptions they barely use.

How BlueGamma Helps

BlueGamma provides everything an energy or infrastructure finance team needs for interest rate hedging:

• Live forward curves — SOFR, SONIA, EURIBOR, STIBOR, NIBOR, CIBOR, and 40+ more indices across 30+ currencies. Pull curves directly into your financial model. View the forward curves guide →

• Swap pricer — Price vanilla and amortising swaps with custom schedules, day count conventions, and payment frequencies. Calculate a swap rate →

• Swap mark-to-market — Track the MtM of live hedges over time, including forecast MtM scenarios. Calculate swap MtM →

• Excel add-in — Pull forward curves and swap rates directly into your project finance model. No copy-pasting. Excel setup guide →

• REST API — Automate curve and swap rate retrieval for internal systems and reporting pipelines. API docs →

Example Workflow

A typical workflow for hedging a solar project finance loan:

1. Pull the SOFR forward curve into your financial model via Excel or API to project future interest costs

2. Price an amortising swap matching your loan's repayment schedule using the swap pricer

3. Benchmark the bank's quote against BlueGamma's independent mid-market rate — see the benchmarking guide

4. Monitor MtM post-close for reporting, covenant compliance, and refinancing analysis

Coverage

BlueGamma supports 47+ interest rate indices across 30+ currencies, including all major benchmarks used in project finance globally. See the full list of available indices →

Data is refreshed throughout the trading day, with end-of-day snapshots available for audit and compliance. How often is data refreshed? →

Frequently Asked Questions

What indices does BlueGamma cover?

47+ indices across 30+ currencies, including SOFR, SONIA, EURIBOR, STIBOR, NIBOR, CIBOR, BBSW, CDOR, JIBAR, and many more. Full list →

Can I price amortising swaps?

Yes. The swap pricer supports custom amortisation schedules, so you can match your swap notional to your loan repayment profile.

How often is data updated?

Curves are refreshed throughout the trading day. More details →

Can I pull curves directly into Excel?

Yes. The BlueGamma Excel add-in lets you pull forward curves, swap rates, and discount factors directly into your spreadsheet. Get started →

Do I need expensive data terminals?

No. BlueGamma provides institutional-grade forward curves and swap rates via web app, API, and Excel — at a fraction of the cost of traditional data terminals.