WIBOR Forward Curve
Looking for a WIBOR Forward Curve?
BlueGamma provides live interest rate forward curves in an easy-to-use web app.
Live rates, refreshed every minute
Forward curves built with market standard methodology
No terminal required
trusted by
WIBOR Forward Curve
Powered by live swap quotes, and constructed using market standard methodology, our curves are built to match the market.
Built to match the market and ready to use in your model
Live quotes in, easy-to-use curves out.
Quotes taken directly from leading inter-dealer brokers and exchanges.
Bootstrapped to make the curves ready to use in your model.
Validated for consistency on a regular basis.
Delivered in Excel format, making the curves ready to use.
WIBOR Forward Rates 5 Years
Need the full horizon? Download the complete curve—ready for Excel.
Curves available when you need them
Waiting for data stalls valuations and decisions. BlueGamma hands you the curve in seconds.
Always on hand
Open the browser and download, no spare seat required
Zero learning curve
One-click download to Excel; no setup required
Model-ready numbers
Curves align with every benchmark, first time
FAQs
Quotes stream straight from tier-one inter-dealer brokers and exchanges. We sanity-check every feed before building the curve.
Yes. Pick any valuation date (and even time) and download the historical curve to Excel.
Curves update intraday from live swap quotes; the Excel download is built on the very latest ticks the moment you hit Download.
SOFR, SONIA, EURIBOR, CORRA, BBSY, STIBOR, NIBOR, JIBAR and 30-plus others — all forward curves and discount factors.
Yes. Pull curves via a REST API or use the Excel function =BLUEGAMMA(). Same numbers everywhere, no manual uploads.
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.
Access the complete rates toolkit
Get historic curves, swap-pricing and mark-to-market calculators with a free 14-day trial.
More from BlueGamma
Or browse the full forward curve catalogue, covering all 86 indices across 33 currencies.