Interest Rate API: Integrate Forward Curves & Swap Rates in Minutes

Pulling interest rate data shouldn’t feel like a finance degree. With BlueGamma’s Interest Rate API, you get the interest rate data you need - in a developer-ready format without the hassle of SFTP servers.

Getting forward curves, swap rates, or discount factors usually means:

• Wrestling with terminals
• Hunting through websites
• Relying on SFTP delivery and setting up scheduled jobs to read the data

But every borrower and lender needs this data. So we built the fastest way to get it - through a single API call.

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What You Can Do With BlueGamma’s Interest Rate API

🔁 Get Swap Rates

Calculate swap rates across SOFR, EURIBOR, SONIA and more—customise frequency, day count, maturity and valuation time.

{
  "index": "3M EURIBOR",
  "start_date": "2025-12-31",
  "maturity_date": "2025-12-31",
  "fixed_leg_first_payment_date": "2025-12-31",
  "floating_leg_first_payment_date": "2025-12-31",
  "floating_leg_frequency": "3M",
  "floating_leg_day_count": "Actual360",
  "fixed_leg_frequency": "6M",
  "fixed_leg_day_count": "Actual365Fixed",
  "valuation_time": "2024-01-01T15:00:00",
  "swap_rate": 3.34567803
}

‍

📈 Get Forward Curves

Pull forward rates using any major benchmark index over your chosen period. And the best part, you can pull the whole curve in one single API call.

{
  "start_date": "2025-12-31",
  "end_date": "2025-12-31",
  "index": "3M EURIBOR",
  "tenor": "5Y",
  "valuation_time": "2024-01-01T15:00:00",
  "is_end_of_month": true,
  "frequency": "6M",
  "curve": [
    {
      "start_date": "2025-12-31",
      "end_date": "2025-12-31",
      "forward_rate": 3.245
    }
  ]
}

‍

💡 Get Forward Rates

Pull forward rates between any two dates for interest rate modelling, valuation, or risk. Helpful where the start date for a period is in the future.

{
  "index": "SOFR",
  "start_date": "2025-12-31",
  "end_date": "2025-12-31",
  "valuation_time": "2024-01-01T15:00:00",
  "forward_rate": 2.986345445
}

‍

📉 Retrieve Discount Factors

Calculate discount curves and spot discount factors for DCF models, IRR calculations or NPV.

{
  "index": "SOFR",
  "date": "2025-12-31",
  "valuation_time": "2024-01-01T15:00:00",
  "discount_factor": 0.7863454
}

Built for Developers

• Simple REST API
  Standard endpoints. No SDK lock-ins. Use curl, Python, or Excel (through our Excel Add-In).

• Real-Time or Historical
  Choose today's data or specify valuation time to rewind the clock.

• ISO Formats. JSON Output.
  Easy to plug into whatever you’re building.

• No Hidden Charges
  Unlimited API calls comes as standard with no download limits.

Try It in Under 2 Minutes

No complex docs. Just request access and get started.

Or head straight to the API reference and copy the curl command.

BlueGamma - interest rate data, without the hassle.