1.0.0
OAS 3.0.0

BlueGamma API

Integrate real-time forward curve and swap rate data directly into your spreadsheets, treasury software, or pricing portfolios. Our API is developer-friendly, offering fast and reliable data access.

Why BlueGamma?

  • Specialized Data: Access forward curves and swap rates for multiple currencies and tenors to make timely, data-driven decisions.
  • Easy Integration: Designed for easy integration into existing systems.
  • Expert Support: Our experts are available to assist with your integration needs.

Ready to get started?
Request Access


Base URL

Production server

API Key (api_key)
Client Libraries
Shell
Ruby
Node.js
PHP
Python
More

Get Swap Rate

This endpoint calculates the swap rate based on the specified parameters.

Query Parameters
  • index
    required
    string

    The specific index (e.g., SOFR, 1M EURIBOR, 6M EURIBOR OR SONIA) on which the swap rate is based.

    Example3M EURIBOR
  • start_date
    required
    oneOf

    The start date for the swap. Provide either a specific date (e.g., '2024-01-01') or a tenor (e.g., '6M', '1Y'), but not both.

    Specific Date (e.g. '2025-12-31')

    Tenor (e.g., '1Y', '5Y')

  • maturity_date
    required
    oneOf

    The maturity date for the swap. Provide either a specific date (e.g., '2024-12-20') or a tenor (e.g., '1Y', '5Y'), but not both.

    Specific Date (e.g. '2036-12-31')

    Tenor (e.g., '1Y', '5Y')

  • payment_frequency
    required
    string

    The payment frequency for both the floating and fixed legs of the swap. Common values are '1M', '3M', '6M'.

    Example3M
  • valuation_time
    string date-time

    The specific time (or date) for the market data used in the swap rate calculation. If not provided, live data is used by default.

    Example2024-01-01T15:00:00Z
Responses
  • 200Successful retrieval of calculated swap rate data.
    application/json
  • 400

    Bad Request - The request is missing required parameters or contains invalid values.

  • 500

    Internal Server Error - An error occurred while processing the request.

GET/swap_rate
Shell cURL
curl --request GET \
  --url 'https://api.bluegamma.io/v1/swap_rate?index=3M+EURIBOR&start_date=2025-12-31&maturity_date=2036-12-31&payment_frequency=3M'
{
  "start_date": "2026-12-31",
  "maturity_date": "2036-12-31",
  "index": "3M EURIBOR",
  "payment_frequency": "3M",
  "valuation_time": "2024-01-01T15:00:00Z",
  "swap_rate": 3.34567803
}