BlueGamma Add-In

Type a function, get the rate. BlueGamma puts live and historical interest rate data for SOFR, SONIA, EURIBOR and more (25+ benchmarks) straight into your models. No terminal, no copy-paste, no stale numbers.

What you can pull into a cell:

• Swap curves: swap rates, forward rates, zero rates and discount factors for any dates
• Fixings: published benchmark rates for past accrual periods
• FX: spot rates and FX forwards
• Bonds: government bond yields, plus bond prices and yields by ISIN
• Your saved swaps: fair rate and mark-to-market by swap ID from your BlueGamma account

Every function accepts a past date, so you can rebuild any month-end or quarter-end valuation. Live data refreshes every 5 minutes, and dates and indices can be referenced from cells.

You'll need a BlueGamma account to sign in. Try it free for 14 days, no card required, at bluegamma.io.

Works with Excel for Windows, Mac and the web. Setup guide