Swap pricing and rates data for debt advisers
Join the closing call with the same mid as the bank, price the cap or the swap your client is weighing, and send the market update without rebuilding it. Every number in Excel, the web app or the API.
- ~1bpfrom the bank's own mid on the same trade
- < 1 weekfor Avobis to go live, with no migration project
- 30+currencies, caps, swaps and swaptions
What debt advisers use BlueGamma for
Each one is a short guide with real numbers. Start with the one on your desk this week.
Avobis compares bank financing offers in 1 hour instead of 6
Avobis Real Estate AG runs financing tenders for Swiss property owners. The team replaced two market data terminals with BlueGamma's CHF curves, SARON forwards and swap, cap and swaption pricing, pulled straight into their own models. On pricing calls they now work from the same numbers as the bank.
Read the Avobis case study- to prepare an offer comparison6h to 1h
- market data terminals replaced2
- to go live< 1 week
In their words
From the Avobis case study and our customer calls.
“BlueGamma gives us exactly the rates and pricing tools we need and nothing we don't. On an IRS pricing call with a bank, we're now working from the same numbers they are, and that changes the conversation.”
“On BlueGamma we got very similar results to the bank, so it worked.”
“At the moment we do it by just asking loads of people for quotes and sort of going: OK, now you look expensive. You look cheap. Do I trust you?”
Where your team uses it
On the closing call
The live mid on the exact profile your client is hedging, so you can see the spread the desk is taking and push back.
The swap pricerIn the client memo
Caps by strike and tenor, the swap rate for the same term, and the forward curve behind both, ready for the recommendation.
Cap pricingIn the weekly update
A dashboard of curves and swap rates that refreshes itself and exports to PDF, or feeds your own deck through the API.
Custom dashboardsQuestions teams ask
How do debt advisers use BlueGamma on a swap execution?
They price the client's swap independently before and during the closing call, read the live mid, and compare it with the bank's quote. The gap is the bank's margin, which they negotiate on the client's behalf.
Can I price interest rate caps for a client recommendation?
Yes. Price caps across strikes and tenors in GBP, EUR, USD and more, set against the swap rate for the same term, and put both into the memo the client reads.
Can my whole team use the same curves?
Yes. Everyone on your plan works from the same curves in the web app, in Excel and through the API, so the memo, the model and the closing call all show the same number.
Will the bank accept BlueGamma numbers on a pricing call?
Usually. Banks price off the same interbank market, and advisers who have compared BlueGamma's mid with the bank's typically find them within about a basis point.
Bring the mid to the next closing call
Price your client's swap or cap independently, see the bank's margin, and put the numbers straight into the memo.