New features & improvements added in January
This month, we’ve launched the BlueGamma MCP (Model Context Protocol). This tool bridges the gap between our institutional-grade rates data and your AI’s analytical reasoning, allowing you to connect ChatGPT, Claude Desktop, Gemini directly to the BlueGamma MCP in under 30 seconds.
Supercharge your LLM with the BlueGamma MCP
By connecting your LLM to our real-time data, you gain:
- Visual Market Intelligence: Ask your AI to plot interactive graphs, heatmaps, and trend visualisations directly in the chat window.
- Institutional-Grade Analysis: Generate boardroom-ready market wrap-ups and market analysis grounded in today’s reality. Your LLM doesn't just fetch numbers; it spots opportunities in the curves and pricing data.
- Reduced Hallucinations: Replace "guesses" with verified, API-fetched data for Swaps, FX, Gov Bonds, and Forwards.
➜ Book a call with Ali to try it out
P.S. Already have a BlueGamma API key? See how to Install the MCP now
New Features & Improvements added in January
Beyond the MCP launch, we’ve rolled out several powerful updates to our calculators and API endpoints to help you price and analyse risk more effectively.
CAPM Calculator
We have launched a Capital Asset Pricing Model calculator on our website and platform for quick, high-level cost-of-equity analysis. The CAPM calculator is still in preview, so please feel free to contact us with any feedback.
MtM Confidence Intervals
You can now view confidence intervals on the Swap Pricer, providing a better view of potential value fluctuations.
Amortising Swap Tenors
We’ve expanded the historical charts for amortising swap rates to include more tenors (found via the EUR Dashboard).
Excel Add-in and Data Updates
- Excel Add-in UI: We’ve refreshed the interface of our Excel Add-in to make it more intuitive for power users managing complex workbooks - let us know if you’d like to try it out.
- Expanded Fixings: We’ve added support for SWESTR fixings, TIBOR rates, and Canada Prime rates to our data universe.
- €STR Integration: You can now add €STR rates and curves directly to your custom dashboards.
New features & improvements added in December
Platform Redesign
We’ve completely updated the platform's look and feel to provide a more modern and slick experience.
This update introduces a sleek dark-themed sidebar for improved navigation, refined graph design and a unified design language that brings the platform’s look and feel directly in line with our website.
Interactive Zoom
You can now zoom in and out on most graphs across the platform, allowing for better granularity when analysing volatile price action or a broader macro view.
➜ Try the new chart functionality
Inline Notional Editing in Swap MtM
Similar to how we've updated the Swap Pricer, you can now edit notionals directly inline within the Swap MtM interface, eliminating the need to export to Excel and edit there.
➜ Try the newly updated Swap MTM Calculator
Excel Add-in Calculation Refresh Control
To help users managing larger models, you can now switch between Manual and Automatic calculation modes in our Excel add-in. This gives you full control over when your data refreshes, significantly improving performance for complex workbooks.
➜ Get the BlueGamma Excel Add-In
Forward Curve Comparison Widget
A new custom dashboard widget is now available, allowing you to compare forward curves across multiple indices on the same graph for easy correlation tracking and spread analysis.
➜ Add the new “Forward Curve Comparison” widget to your Custom Dashboard
New features & improvements added in November
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.
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.
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.
Cleaner, Easier-to-Navigate App Layout
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.
New features & improvements added in September
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
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.
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
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.
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
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