Interest rate data for renewable energy project finance and investment teams

For the project finance, investment and portfolio teams at renewable energy developers, IPPs and investors. Put a real forward curve behind every bid model, price the hedge on your sculpted debt, and value the swaps at each quarter end without waiting for the bank. In Excel, the web app or the API.

Put a curve in your modelBook a demo
Starts a 14-day free trial. No card needed. Plans from £250 a month.
Excel bid model: 3M SOFR forwards from BlueGamma.FORWARD_RATE on a sculpted debt schedule, with interest by year
  • ~1bpfrom the hedge bank's own mid on your sculpted profile
  • 30 secrefresh on live swap rates through financial close
  • Any closeas-of curve for every quarter end and audit
  • 30+currencies: SOFR, EURIBOR, SONIA, BBSW, JIBAR and more
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What renewable energy teams use BlueGamma for

Each one is a short guide with real numbers. Start with the one on your desk this week.

I'm building the rate assumptions for a project finance bidPull the forward curve for the exact benchmark (SOFR, EIBOR, EURIBOR and more) and price the swap on your sculpted debt schedule straight into the bid model.I need the expected IRR on a new debt deal before it goes to committeeProject 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.It's quarter end and I need forward curves as of the valuation dateDownload 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.The deal closes this afternoon and I need live ratesWatch the exact tenor through pricing with 30-second refresh in the web app. No waiting on a delayed rates page, no phoning the bank to hear what they choose to tell you.My client asked: should we cap or swap?Price interest rate caps across a tenor-by-strike matrix in GBP, EUR, USD and more, compare against the swap rate, and build a client-ready recommendation.

In their words

From our customer calls, lightly edited.

Signed on 24 December, on the live feed
“Thank you very much for the tool because I use it for closing and then we just signed on the 24 December. So it was perfect timing.”
Solar developer, France
“It's really annoying. We got to call a bank every time we want to update a swap, or bang our heads against a free rates site to get the right data points.”
Finance lead, US solar developer (IPP)
“We received your data, everything was fine. I also spoke to the auditor, everything's fine from their side.”
Finance lead, European renewables operator

Where your team uses it

In the bid model

Forward rates and swap rates in Excel cells, refreshed on demand, on the exact benchmark and dates of your debt.

The Excel add-in

At financial close

Live mid on the sculpted swap profile, refreshed every 30 seconds, so you can check the hedge bank on the day.

The swap pricer

At every quarter end

Curves as of the valuation date and a mark-to-market for each swap, with a report the auditor can file.

The MtM calculator

Questions teams ask

Can BlueGamma price a swap on a sculpted project finance debt profile?

Yes. Upload the notional schedule from your model and the swap pricer returns the mid swap rate on that exact profile, the number the hedge bank computes before adding its spread. You can reprice it at each investment committee gate.

Which benchmarks do renewable developers use most on BlueGamma?

SOFR and EURIBOR for most project debt, plus SONIA, BBSW, JIBAR, EIBOR, CORRA and other regional benchmarks across 30+ currencies.

Can I get the forward curve as of a past date for a quarter-end valuation?

Yes. Every curve is available as of any historical close, in the web app, in Excel or from the API, so the valuation and its audit trail use the same curve.

Do I need a terminal to use BlueGamma?

No. BlueGamma runs in the browser and inside Excel. Most teams are set up on the first day of the trial and check the numbers against their bank's in the first week.

Put a real curve behind the next bid

Pull SOFR or EURIBOR forwards into your model, price the hedge on your debt, and check the bank on closing day.

Put a curve in your model
Starts a 14-day free trial. No card needed. Plans from £250 a month.
Book a Demo