The Excel Add-In

Built by modellers, for modellers

Live swap rates and forward curves, straight into your cells. Type a function, pull the curve — no terminal, no copy-paste, no ‘as at close yesterday’. Your models stay live. You stay sane.

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The BlueGamma FORWARD_RATE function returning a live SOFR forward rate in an Excel cell

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No More Manual Updates or Copying and Pasting

For analysts, modellers, and advisors, Excel is where the action happen. BlueGamma’s Excel Add-In helps you keep your models accurate and live without ever leaving the spreadsheet.

With the Add-In, you can:

Pull live swap rates and forward curves for  25+ benchmarks

Reference dates and indexes directly from cells

Stay synced with updated market data every 5 minutes

Use formulas designed to feel native to Excel

Simple Functions, Powerful Results

🔁 Get Swap Rates

Function:

=BlueGamma.SWAP_RATE(index, start_date, maturity_date, payment_frequency, [valuation_time])

Example:

=BlueGamma.SWAP_RATE("SOFR", "2024-01-01", "2036-12-31", "3M")

Get Swap Rates

📈 Get Forward Rates

Function:

=BlueGamma.FORWARD_RATE(index, start_date, end_date, [valuation_time])

Example:

=BlueGamma.FORWARD_RATE("SOFR", "2027-12-31", "2028-03-31")

🔗 Get Swap Rate by ID

Function:

=BlueGamma.SWAP_RATE_BY_ID(swap_id, [valuation_time])

Example:

=BlueGamma.SWAP_RATE_BY_ID ("swap_abc123", "2024-01-01")

Get Swap Rate by ID

Setup & Compatibility

Works with Excel for Windows and Mac

Compatible with both Excel Desktop and Excel 365 (Web)

Easy installation – get started in under  5 minutes

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"Updating models has become so much easier with BlueGamma."

Analyst, Fund, London

Get BlueGamma’s Excel Add-In Today

Start using live swap rates and forward curves in the tools you already trust.

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See it in practice

Real tasks this feature was built for, from the use-case library.

"I need to forecast our interest cost for next year's budget"

Feed the EURIBOR or SONIA forward curve into your budget model via the Excel add-in — a daily-refreshing market forecast instead of last year's average rolled forward.

"It's quarter end and I need forward curves as of the valuation date"

Download the SOFR, EURIBOR or SONIA forward curve as of any historical close date, lock it in Excel or pull it via API, and archive it as audit evidence.

"I'm building the rate assumptions for a project finance bid"

Pull the forward curve for the exact benchmark — SOFR, SAIBOR, EIBOR, EURIBOR — and price the swap on your sculpted debt schedule straight into the bid model.

All use cases →