Product Updates

Zero-coupon rates are now available via API + Excel Add-In

You can now directly retrieve zero-coupon rates through both the API and the Excel Add-In.

This is especially helpful for those using zero-coupon rates for discounting.

➜ Excel Add-In docs for Zero-Coupon Rates

➜ API docs for Zero-Coupon Rates

FX Widgets Can Now Be Added to Your Dashboard

FX data can now be added right alongside your rates, curves, and benchmarks in a Custom Dashboard.

➜ Add an FX widget to your Custom Dashboard

Pinned dashboards stay pinned across devices

Pinned dashboards are now saved at the account level so we do a better job of remembering your preferences when you use a new device.

➜ If you have not yet set up a dashboard, here's how to Build your personalised dashboard to show you the charts and tables you look at most often

Updating Notionals in your Swap Pricer is now 10x easier

The updated Notional Profile table looks a lot similar to the tool we use most often, Excel. You can now update Notionals directly inside the Swap Pricer, removing the need to download and re-upload files. This works in a similar way to how you'd copy paste into Excel.

➜ Try the Swap Pricer

New data

Significant increase in FX Forwards Coverage Expanded to 1,506 Currency Pairs

FX Forwards are now available for over 1,500 currency pairs, up from roughly 180 previously. That’s a 737% increase in coverage, unlocking forward pricing for exotic, frontier, and less-traded pairs that were previously difficult to find.

This upgrade makes BlueGamma one of the widest FX Forward datasets available anywhere and dramatically broadens what you can price, model, or backtest.

➜ View our FX forwards with the new expanded universe

12M EURIBOR Curve Now Available

We’ve added the 12M EURIBOR curve to the platform, expanding our EUR curve coverage and giving you access to a key maturity used across swaps, curve analysis, and pricing workflows.

➜ View the 12M EURIBOR curve

New Daily-Updated Indices Added to the App

More indices are now available in the app and refresh every 24 hours:

HONIA, DESTR, IBR, NOWA, NZONIA, SHIR, ZARONIA, SWESTR, STINA, THOR, TIIEON, 1M BBSW, 1M BBSY, 3M PRIBOR, 6M HIBOR, 3M BUBOR, 1M BKBM, 3M WIBOR, 6M STIBOR, POLONIA, CITA

➜ Check out our catalogue of Benchmark Rates

More Historical €STR Data on Graphs

Charts now include deeper historical €STR data, ideal for back-testing and longer-term analysis.

➜ Check out our €STR Swaps data

New Government Bond Coverage: Romania

Romanian government bonds have been added, expanding fixed-income coverage even further.

➜ Check out our Romanian Government Bonds data

We have redesigned key areas of the platform to create a structured experience, making the process of finding the data you need simpler and faster.

• The navigation bar is more intuitive, helping you to find what you need quickly.

• The swap rates and interest rate curve pages now feature a cleaner layout with better spacing and visual hierarchy.

• Graphs now show High, Low and Change since the Start of Period.

➜ Check out our new and improved dashboard layout

Download the Cross-Currency Pricing Table

To help save you from copy-pasting, you can now instantly download the entire Cross-Currency (XCCY) Pricing Matrix directly from the platform into a convenient CSV format.

➜ Try our Cross-Currency Pricing Matrix

New RFR Calculator

We’ve launched a powerful and user-friendly Risk-Free Rate (RFR) calculator, which simplifies the process of performing compounded rate calculations for loan pricing and derivatives valuation.

Instead of manually compounding daily rates for a specific period—a process that is often time-consuming and prone to error—our tool provides instant and accurate results.

➜ Try our new Risk-Free Rate (RFR) calculator

Swap Curve Chart in the Swap Pricer tool

To provide greater market context while pricing trades, you can now see the relevant swap rates within the Swap Pricer page, so if you have a discrepancy between the in-app rate and the quoted rate, you can compare input rates easily.

➜ Give the Swap Pricer a spin to see the new Swap Curve chart

API Docs Upgrade

Our Interest Rate API documentation has been refreshed and is now hosted at www.bluegamma.io/interest-rate-api. With this upgrade, the BlueGamma API becomes easier to integrate, getting closer to our goal of a "plug and play" API.

New Data

We are continuously committed to expanding our global data coverage so that you have all the critical market information you need, consolidated conveniently in one place.

Here’s what we’ve added this month:

• AONIA (Australia Overnight Index Average)

• DESTR (Danish Short-Term Rate)

• RBNZ OCR (Reserve Bank of New Zealand Official Cash Rate)

All three are now live and available on the platform.

➜ See these new datapoints in the platform

Historical Forwards Now Available (Excel Add-In + API)

You can now fetch historical forward rates directly through both the Excel Add-In and API. Previously, historical requests would return errors - now, you’ll get accurate data for past periods instantly.

➜ Try the Excel Add-In and API.

Web app: Underlying interest rate data in now updated every 30 seconds

‍Swaps now refresh every 30 seconds, giving you near real-time visibility so you can react faster to market movements and stay in sync with changing conditions.

➜ Have a look at the latest Swap Rates Here

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API: Forward curve data now includes a ‘timestamp’ 🕒

To improve transparency and auditability, the API now returns the exact timestamp showing when forward curve data was created. You’ll always know how current your data is, giving you a clearer context for every calculation. If you'd like a link to the tutorial on getting this - do let us know.

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Price multiple cross-currency swap maturities simultaneously

Price several cross-currency swap maturities at once instead of running them one by one, saving time and streamlining your workflow. You'll soon be able to download this table as well.

➜ Try our Cross-Currency Pricing Matrix

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See Weighted Average Life (WAL) in the Swap Pricer feature

One of the best sense checks when pricing a swap, look at the WAL and compare it to the swap rate with the same maturity. WAL calculation is now automatic and updates with the notional profile and soon you'll be able to compare this to a market swap rate side-by-side.

➜ Try our Swap Pricer

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You can now download data from the Global Benchmark Rates Widget in your Custom Dashboard

The Global Benchmark Rates Widget now includes download functionality, so you can easily pull and analyse benchmark data offline or integrate it into your models.

➜ Try building a Custom Dashboard

New data

We’ve expanded coverage across FX and Inflation markets:

FX:

• Mauritius: Mauritian Rupee (MUR)
• Burkina Faso: West African CFA franc (XOF)
• Tunisia: Tunisian Dinar (TND)
• Morocco: Moroccan Dirham (MAD)

Inflation:

• Mauritius
• Seychelles
• Burkina Faso
• Chad
• Tunisia
• Morocco

Plus, two new datapoints are now live:

• "91-day Certificate of Deposit
• "Mumbai Interbank Offered Rate"

If you only try one thing today, I'd recommend setting up a custom dashboard with the specific graphs and tables you like to see.

➜ Here's a link to our custom dashboard page, click "New Dashboard", then "+" sign to add a widget