How to Pull a Forward Curve Directly into Excel

Introduction

Want to integrate forward curve data directly into your financial model? 🚀 The BlueGamma Excel Add-In makes it simple. With real-time data and easy-to-use formulas, you can save time and focus on what matters. Let’s walk through the process!

‍

Step 1: Install the BlueGamma Excel Add-In

• Visit the Microsoft AppSource Store.
• Click Get It Now and follow the prompts to install the add-in in Excel

‍

Step 2: Activate Your BlueGamma Account

After installation, email us at [email protected] to activate your trial. Once activated:

1. Open Excel.
2. Navigate to the BlueGamma tab in the toolbar

‍

Step 3: Log In

• Click Sign In under the BlueGamma tab and enter your account credentials.
• If you don’t have an account, contact us for setup.

‍‍

Step 4: Use the =BlueGamma.FORWARD_RATE Function

To pull forward curve data, use the =BlueGamma.FORWARD_RATE function in a cell. Here’s how:

1. Select the cell where you want the forward rate data to appear.
2. Enter the formula with these parameters:
   • index: The financial index, e.g., "SOFR" or "1M EURIBOR".
   • start_date: The start date for the curve, e.g., "2024-01-01".
   • end_date: The end date for the curve, e.g., "2024-12-31" or a period eg '3M'

=BlueGamma.FORWARD_RATE("SOFR", "2025-09-30", "2025-12-31")

‍

‍

Example Usage in Financial Models

Want to create a dynamic forward curve table? Use Excel's autofill feature to extend the formula across rows for different dates.

=BlueGamma.FORWARD_RATE("SOFR", B1, C1)

‍

‍

‍

Need Help?

We’re here to support you!

• Contact us via chat or email [email protected].
• Check out our YouTube Tutorial for a video walkthrough.

📥 Download the BlueGamma Excel Add-In today and simplify your financial modeling workflows!

‍