Looking for a Swap Pricer?

Simplify swap pricing with BlueGamma's easy-to-use Swap Pricer.

Check out our tutorial on how to use our Interest Rate Swap Calculator.

Mid Swap Rate is 2.404% with a decrease of 17 basis points indicated by a green downward arrow.

Bar graph showing a rise in Notionals from 2024 peaking near 2050M around 2028, then steadily declining to below 5M by 2052.

Table with three columns labeled Period Start, Period End, and Swap Notional, listing dates from 7/31/2024 to 7/31/2026 and corresponding swap notional amounts increasing from 35,700,000 to 50,233,485.

Pricing

Accurately price interest rate swaps for complex debt structures.

Modeling

Model various debt scenarios with multiple swap schedules.

Management

Store and manage multiple Interest Rate Swaps.

Currencies

Calculate swap rates for 20+ currencies including EURIBOR, SOFR, and SONIA.

Live Data

Access real-time market data updated every 5 minutes.

Collaboration

Share projects across the team for better collaboration

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trusted by

"BlueGamma aggregates our essential data needs into a simple dashboard, helping us keep our clients well-informed."

Director, Financial Advisor, London

"The swap pricing capabilities of BlueGamma has helped build our understanding of the financing landscape."

Vice President, IPP, Paris

See it in practice

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

"The bank just sent a swap quote — is it fair?"

Upload your exact amortising notional profile and get the live mid swap rate from the same broker source the major terminals use — the gap to the quote is the bank's margin.

See how →

"We're refinancing — what's the breakage on the existing swap?"

Load the existing swap to see its live mark-to-market and how breakage evolves over time, so you can negotiate the exit or time the refinancing yourself.

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"I need the expected IRR on a new debt deal before it goes to committee"

Project floating-rate coupons off the live forward curve, price the hedge on the actual amortising profile, and archive the as-of-date curve behind the committee paper.

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All use cases →