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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Free for 14 days · No card required · Installs in under 5 minutes

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

v
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

Trusted by Deal Teams

”For our CRE Debt Valuation Software Solution, we needed a reliable, cost-effective API for interest rate curves utilised in the valuation process. BlueGamma’s easy-to-integrate, ready-to-use forward curves and comprehensive coverage made them the clear choice.”

Robert Pak, CEO, RPX Valuations

”We chose BlueGamma because they were the first to offer the service we needed, and their portal is extremely intuitive, making it easy to navigate and quickly access the information we require.”

Stephen Morgan, Commodity Risk Manager at Inter Pipeline

”With BlueGamma’s rates data and swap pricing tools, Voltiq is able to structure the best funding package that reflect the current market conditions for each client. That means our clients go to market with sharper pricing, better understood cash flows and stronger case for lenders and investors.”

Quentin Le Noac'h at Voltiq - Energy Transition Finance

”BlueGamma has really streamlined things for us by allowing us to get all our data from one unified source. This has empowered our customers to generate more accurate predictions and make more informed strategic decisions regarding their debt and derivatives portfolios.”

André Gerbaulet, CTO at onefin.com

”BlueGamma’s clean historical and real-time interest rate data gives our research and trading teams a stronger foundation for modelling risk and opportunity across markets. That’s a core advantage as we scale our platform.”

Tom Barrett, CEO at Hall Barrett Advisors

”BlueGamma provides exactly the depth of market data we need as a debt advisor and mortgage broker — no unnecessary noise, just precise, relevant information. Their support is lightning-fast, and they’re incredibly responsive in adding new features when we need them. This partnership enables us to make better, faster decisions for our clients.”

Patrick Zurfluh, CEO of Avobis Advisory AG

Get BlueGamma’s Excel Add-In Today

Start using live swap rates and forward curves in the tools you already trust.
Get the Add-In Book a Demo

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.

See how →

"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.

See how →

"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.

See how →

All use cases →