Use Cases
What are you trying to do?
Every page below is one real task — a valuation to run, a bank quote to check, a model to build, a deadline this afternoon. Pick yours and we'll show you exactly how to get it done.
BlueGamma is an interest rate data and pricing platform used by 80+ financial institutions for swap rates, forward curves and cap pricing across 30+ currencies.
I'm valuing something
Month-end marks, quarter-end closes, and audit-ready swap valuations.
"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 →"The auditor wants an independent valuation of our swap"
Set up the swap once (amortising supported) and get a monthly mark-to-market, PV01 and a downloadable valuation report your auditor will accept.
See how →I'm checking or hedging with a bank
Independent numbers before you sign, break, restructure or convert.
"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 →"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.
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.
See how →"An investor asked what our debt costs in their currency"
Convert debt economics across SEK, NOK, EUR, USD and more with the cross-currency basis handled — the same numbers your bank should show you.
See how →I'm building a model or committee paper
Rate assumptions that hold up at the investment committee and in the budget round.
"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 →"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.
See how →"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 →I'm running client deliverables
Live numbers on execution day and market updates that build themselves.
"The deal closes this afternoon and I need live rates"
Watch the exact tenor through pricing with 30-second refresh in the web app — no two-hour lag, no phoning the bank to hear what they choose to tell you.
See how →"I send a rates update to clients every week — and rebuild it by hand every time"
Build a custom dashboard of curves, swap rates and historic overlays that refreshes itself, export to PDF, and let AI draft the commentary via the MCP connector.
See how →I'm building a product
A licensed rates feed your customers — and your customer-success team — can rely on.
Didn't see your exact task?
It's probably still a curve, a swap or a cap — book a 30-minute demo and we'll walk through your workflow, or try the full platform free for 14 days.
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