How do I get a forward curve as of the valuation date for quarter end?

In BlueGamma, open the SOFR forward curve, set the model valuation date in the curve configuration to your historical close (e.g. March 31), and download. The curve is rebuilt from the swap rates as of that date, so the same request always returns the same curve — which is what you need when a mark gets questioned weeks later.

Yes. BlueGamma covers EURIBOR (1M/3M/6M/12M), SONIA, SOFR, ESTR and 30+ currencies including less-covered indices like BBSW, SAIBOR, NIBOR, CIBOR, CORRA, JIBAR and TONA. You choose the payment frequency and valuation date so the curve's period structure matches the instrument you're valuing, then pull it via web download, the Excel add-in or the API.

Yes. Beyond forward curves, BlueGamma provides historical swap curves, zero-coupon rates and discount factors as of any historical business day — the "SONIA swaps as at some point last year, just a curve for one particular date" request that valuation firms make constantly. That covers methodologies that need the risk-free curve as of a loan's origination date, sometimes years back, as well as teams that would rather ingest a ready discount curve than bootstrap zeros themselves. Historical curves are end-of-day snapshots, and a past close doesn't change — worth knowing there's no single industry convention for the "official" close (3:00 PM New York vs 5:00 PM London both circulate), so what auditors actually look for is a consistent, documented source applied the same way every period.

Overnight SOFR. BlueGamma's curves are derived from compounded-overnight SOFR swaps — the instruments that carry the overwhelming majority of market volume. Term SOFR is separately licensed by its benchmark administrator, so BlueGamma does not provide it; if your credit docs specifically require term SOFR fixings, you'll need a source licensed by the administrator. For forward-looking projections the two are usually close, but check what your docs reference.

The underlying swap rates are sourced directly from a leading regulated interdealer broker — the same source the major terminals use — and the data refreshes every 30 seconds. Curves are bootstrapped from those swap rates using the same model across the web app, Excel add-in and API — so with the same configuration, all three return the same numbers.

It should tie out as long as you compare like for like — the same input convention (e.g. annual-compounded overnight SOFR swaps), the same valuation date and end-of-day snap. Differences almost always trace back to convention mismatches or term vs overnight SOFR, not the underlying market data. We encourage trialists to run this comparison against their existing provider before committing.

Yes — the JSON API exposes forward curves, single-period forward rates, swap curves, discount factors, government bond yields and FX forwards. For valuation schedules where the payment dates must match the deal docs exactly, use the forward rate endpoint with explicit start and end dates; the forward curve endpoint is better suited to charting a whole curve. An Excel add-in with =BG formulas covers the analysts updating models by hand.

A premium terminal's per-security data licensing carries a minimum of roughly $1,000/month regardless of usage, and in practice you need a terminal (~$2,200/month) alongside it — about $3,000/month before external-use fees for client-facing valuations. BlueGamma is a flat monthly subscription with valuation use covered and a 14-day free trial, which makes sense precisely when curves are 99% of what you need and the rest of the terminal would sit idle. One valuations founder who came to BlueGamma by asking an AI assistant for "the best interest rate data provider that doesn't require an institutional subscription" framed the category exactly right — specialist depth without terminal economics.

This is the most common shape of the job, not the exception: many BlueGamma valuation customers describe it as "just a quarterly exercise — the rest of the quarter we don't need anything; one of the team members would extract the data and that's it," or use it "maximum one or two days a month." There are no per-pull or per-data-point charges, so the subscription is the whole cost — compare it against a ~$3,000/month terminal floor, a per-deal advisory fee, or the analyst hours spent reconstructing curves from free sources each close.

Usually not safely. Most free sources don't licence commercial or derived-data use, don't publish as-of-date curve history, and can lag by hours or a day. For an audit-facing valuation you need a source you can name, a licence that covers the use, and the ability to reproduce the exact curve behind each mark — that's the gap a paid, specialist provider closes.