Where do the rates come from?

Quotes stream straight from tier-one inter-dealer brokers and exchanges. We sanity-check every feed before building the curve.

Can I pull a curve for any past date?

Yes. Pick any valuation date (and even time) and download the historical curve to Excel.

How fresh is the data?

Curves update intraday from live swap quotes; the Excel download is built on the very latest ticks the moment you hit Download.

Which curves do you cover?

SOFR, SONIA, EURIBOR, CORRA, BBSY, STIBOR, NIBOR, JIBAR and 30-plus others — all forward curves and discount factors.

Is there an API or Excel add-in?

Yes. Pull curves via a REST API or use the Excel function =BLUEGAMMA(). Same numbers everywhere, no manual uploads.

Can BlueGamma price my existing swaps, including amortising ones?

Absolutely. Load any swap (fixed-for-floating, amortising or bullet), drop in the notional schedule and get a mark-to-market in minutes — or roll the clock back for historic pricing.

TELBOR Forward Curve: The Market-Implied Path for 3M TELBOR

The 3M TELBOR forward curve, bootstrapped from live ILS swap quotes. See where the market prices TELBOR at every horizon, and take the full dated grid to Excel.

3M TELBOR forward curve · illustrative shape

This chart shows the shape only. The live TELBOR curve, with dated values, is drawn in the app.

3M TELBOR forward curve · live in the app

3M TELBOR forward curve: year-end market-implied forward rates, available with a free BlueGamma trial.
Date	Forward Rate
31 Dec 2026
31 Dec 2027
31 Dec 2028
31 Dec 2029
31 Dec 2030
31 Dec 2031

Curves bootstrapped from live interdealer swap quotes. Read how we build these curves.

Unlock the full curve

Get the complete TELBOR forward curve in Excel

Every forward, out to the longest quoted tenor
One-click download to Excel
Excel Add-in & API access
Curves for 30+ currencies, refreshed all day

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“We stopped chasing the bank for a mid. BlueGamma is our curve of record now.”

Head of Project Finance, renewables developer

The TELBOR forward curve in Excel & API

If you’re copying this curve into a model more than once a month, you don’t need a download, you need a feed. One function per forward period, always current, straight into your model.

Get the Excel Add-in →Explore the API →

// Excel: any TELBOR forward period in a cell
=BlueGamma.FORWARD_RATE("3M TELBOR", start_date, end_date)

# API: the same rate, one GET away
GET api.bluegamma.io/v1/forward_rate
    ?index=3M TELBOR&start_date=2027-06-30&end_date=3M
x-api-key: your_api_key

The curve prices your float. The desk quotes a par rate.

When you fix, the bank quotes one number for the whole term. Check it against an independent SHIR mid before you sign: the difference is their margin.

See live ILS swap rates