Every curve your model needs. One API. 30+ currencies.
Swap rates, forward curves, zero rates and discount factors — current, historic and forward-looking — from a single endpoint. No terminal. No SFTP server. No “please find attached” CSV.
Takes 2 minutes. (We timed it.) 1 million calls/month come as standard.
# One call. One curve. Any of 30+ currencies. { "index": "SOFR", "tenor": "5Y", "frequency": "3M", "valuation_time": "2026-07-08T09:00:00", "curve": [ { "start_date": "2026-07-08", "end_date": "2026-10-08", "forward_rate": 3.245 }, … ] }
Trusted by borrowers, lenders, advisors & fintechs across Europe
How teams get curve data today (a tragedy in three acts)
Every borrower, lender and advisor needs swap rates and forward curves. Somehow, the ways of getting them all predate the smartphone.
Act I
The Terminal
Five figures a year to license a screen — to one person, on one desk, who becomes the human API for the entire team. Redistribution? Read your contract. Then sit down.
Act II
The SFTP Server
Nightly flat files, scheduled jobs, and a parser someone wrote in 2019 that everyone is now afraid to touch.
Act III
The Fourteen Browser Tabs
One central bank website per currency, each with its own file format, its own timezone, and its own opinion about what a date looks like.
Every rate object, one request away
Most providers give you a rate. BlueGamma gives you the whole term structure — every way you'd want to slice it. Each one is a documented endpoint you can integrate today.
Swap Rates & Swap Curves
Par swap rates for any tenor — or the full curve. Customise legs, frequencies and day counts, or take sensible defaults.
View endpoint →Forward Curves & Forward Rates
Market-implied projections for SOFR, EURIBOR, SONIA and 40+ indices. The curve your lender is quoting from.
View endpoint →Zero Rates
Zero-coupon rates for any date on the curve. The building block for everything else you're modelling.
View endpoint →Discount Curves & Factors
Discount factors for a single date or the full curve — ready to drop into your DCF without ceremony.
View endpoint →Historical Fixings
Past fixings for every supported index. Reconcile, backfill and audit without a data archaeology project.
View endpoint →Current, Historic & Forward
One valuation_time parameter rewinds any endpoint to any date. Today's curve, last month's curve, deal-close curve.
View endpoint →Also in the same API: government bond yields · inflation curves · FX forwards · cap & floor pricing · swaption pricing — see the full endpoint list in the API reference
Request a key now and make your first call today. No procurement cycle required.
Current. Historic. Forward. (Yes, all three.)
Most data sources make you choose: a live feed here, a historical archive there, forward curves from a third place with its own invoice. BlueGamma serves all three views of the curve from the same endpoint.
Live market curves
Today's swap rates, forwards and discount factors, updated continuously through the trading day. Omit valuation_time and you get now.
Any point in the past
Set valuation_time to rewind the clock. The curve as it stood at deal close, at month-end, or at 3:00 PM on the day your auditor cares about.
Market-implied future
Full forward curves out to long maturities — the market's own forecast of where rates go, for sensitivities, sizing and stress tests.
30+ currencies. One place. (This is the part nobody else does.)
Most providers cover USD, EUR, GBP — then wish you luck. If your deals touch Warsaw, Riyadh, São Paulo or Taipei, you normally need three more vendors. BlueGamma covers 40+ indices across 30+ currencies through the same endpoint, the same format, the same API key.
| Region | Currency | Indices |
|---|---|---|
| Americas | USD | SOFR · Fed Funds |
| CAD | CORRA · 3M CDOR | |
| BRL · MXN | CDI · 28D TIIE | |
| Europe | EUR | ESTR · 1M / 3M / 6M EURIBOR |
| GBP · CHF | SONIA · SARON | |
| SEK · NOK · DKK | 3M STIBOR · 3M / 6M NIBOR · CITA · DESTR · 1M / 3M / 6M CIBOR | |
| CZK · PLN · HUF · TRY | 6M PRIBOR · 6M WIBOR · 6M BUBOR · 3M TRYIBOR | |
| Middle East & Africa | AED · SAR | 1M / 3M / 6M EIBOR · 3M SAIBOR |
| ILS · ZAR | 3M TELBOR · 3M JIBAR | |
| Asia-Pacific | JPY · SGD · HKD | TONAR · SORA · 1M / 3M HIBOR |
| AUD · NZD | AONIA · 3M / 6M BBSW · 3M BKBM | |
| INR · KRW · TWD · MYR | O/N MIBOR · 91D CD · 3M TAIBOR · 3M KLIBOR |
Every index supports swap rates, forward curves, zero rates, discount factors and historical fixings. Missing one you need? Tell us when you request a key — coverage requests move fast here.
Your other options, lovingly reviewed
We're biased, obviously. But we're also specific.
| Terminal licence | Legacy data feed | Central bank sites | BlueGamma API | |
|---|---|---|---|---|
| Swap, zero, forward & discount curves | ✓ | Some, per contract | ✗ Fixings only | ✓ All, one endpoint family |
| 30+ currencies in one place | ✓ | Usually majors only | ✗ One site per currency | ✓ |
| Current + historic + forward | ✓ | Historic via separate archive | Historic only | ✓ One valuation_time param |
| Pipe into your own models & apps | ✗ Screen-locked | SFTP + parsing | Scraping (good luck) | ✓ JSON, REST, Excel add-in |
| Setup time | Weeks + procurement | Weeks + integration | Per-site spelunking | Minutes |
| Licensing | Per seat, per year | Per field, per use case | Free (and you get what you pay for) | Flexible — 1M calls/month standard |
If you already have a terminal and love it, genuinely: keep it. BlueGamma is for the moment your systems — not your analysts — need the curve.
From “we need the curve” to a 200 OK
Three steps. No sales gauntlet. No 40-page licence addendum.
Request your key
A short form — about two minutes. We'll set you up with a trial key.
Copy a curl from the docs
The API reference has a ready-made request for every endpoint. Paste, run, done.
Ship it
JSON in your model, your app, or your Excel — with licensing that lets you actually use it.
Real data on the trial key. No credit card. No surprise emails.
Questions people actually ask
What data does the interest rate API return?
Swap rates and full swap curves, forward curves and forward rates, zero rates, discount factors and discount curves, plus historical fixings — for 40+ indices across 30+ currencies (SOFR, EURIBOR, SONIA, ESTR, SARON, TONAR, CORRA, BBSW and more). Government bond yields, inflation curves, FX forwards and cap/floor and swaption pricing live in the same API. The API reference lists every endpoint with a runnable example.
Can I get historical swap rates and curves?
Yes — this is the part people don't believe until they try it. Every endpoint takes a valuation_time parameter. The same request that returns today's SOFR forward curve returns the curve exactly as it stood on the day your deal closed. Backtesting, audit trails and month-end valuations stop being a separate data project.
Which currencies are covered?
30+ currencies through one API key: USD, EUR, GBP, JPY, CHF, CAD, AUD, NZD, SEK, NOK, DKK, CZK, PLN, HUF, TRY, ILS, SAR, AED, ZAR, INR, KRW, TWD, HKD, SGD, MYR, BRL, MXN and more — with all the majors' risk-free rates (SOFR, ESTR, SONIA, TONAR, SARON, CORRA) and the IBOR-style benchmarks that still run the loan market (EURIBOR, BBSW, WIBOR, EIBOR, and friends).
How is this different from a Bloomberg Terminal?
A terminal licenses a screen to a person. BlueGamma licenses data to your systems. If you need an analyst to glance at a curve occasionally, a terminal is great. If your model, app or reporting pipeline needs curves programmatically — in more than three currencies, without redistribution headaches — that's exactly the gap we built for. (We wrote up the numbers in our Bloomberg Terminal pricing guide.)
What does licensing look like?
Flexible, and deliberately boring: 1 million API calls a month come as standard, no per-seat pricing, no download caps, no “enterprise tier” ambush at renewal. Tell us your use case when you request a key and we'll match the licence to it — not the other way round.
I don't write code. Can I still use this?
Yes. The same data is available through our Excel Add-In — live and historical curves straight into your spreadsheet, no curl required. Your IT department may never need to know.
How do I get a key?
Request one here — the form takes about two minutes, and you can make your first call the same day.