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.

GET /swap_rate


Sample response object
{
  "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.

GET /forward_curve



Sample response object
{
  "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.

GET /forward_rate

Sample response object

{
  "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.

GET /discount_curve


GET /discount_factor

Sample response object
{
  "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.