Tired of waiting for a forward curve?

Forward curves and swap rates for anyone who builds a debt model, without asking the bank.

No card needed · 14-day free trial
Interest Rate Forward Curves
4.25
%
5Y USD
3.15
%
10Y EUR
4.05
%
7Y GBP
Trusted by 100+ financial institutions

The model is ready. The curve isn't.

The curve sits with the bank, the adviser or the one colleague with a terminal. You ask, you wait a day, and the model runs on last month's assumption in the meantime.

Then the investment committee, the lender or the auditor asks which curve the debt was sized on, and from when.

“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 renewables developer
A worked example

The same project, sized a month apart

18-year senior debt on 6M SOFR, repaid semi-annually, sculpted to a 1.30x DSCR and 75% hedged. We sized it on the 1 October curve, then again on 30 October.

Sized on the 1 Oct 2026 curve$118.5m
Sized on the 30 Oct 2026 curve$121.1m
Difference in debt size$2.6m
Illustrative model: the cash flows, margin and hedge are assumptions; the curves are real.See forward curves →
SOFR forwards fell about 28bp across the life of the debt6M SOFR forward for each six-month period to 2044, %
4.40%4.80%5.20%202720322037204228bp lower1 Oct 5.19%30 Oct 4.93%As of 21:30 UTC on 1 Oct and 30 Oct 2026. Source: BlueGamma. Indicative mid rates.

Get your first curve in minutes

What most teams do in their first week.

One curve
AppExcelAPIAI assistants
Illustrative project finance model. SOFR forwards from BlueGamma, 30 Oct 2026 close.
Step 1

Pick your curve, get it in Excel

Choose the index your deal uses, check the dates and download it.

Step 2

Keep it live in your model

Install the add-in and type a function. The rate updates every 30 seconds.

See the Excel add-in →
Step 3

Pull the same day again

Every curve is timestamped. Rebuild the model as of last quarter's close when the lender asks.

Checking a bank's swap quote? Enter the swap and get the mid to set against their price. Try the free swap calculator →

Try BlueGamma Free for 14 DaysNo card needed · 14-day free trial
A number you can defend

Within 1bp

of bank mids on the curves customers test. Every curve is timestamped and the method is published, so the auditor can read how it was built.

How we build and validate our curves →
“We did a quick check against the [terminal] curves, it was way within a basis point actually.”
Fintech customer, during their trial
“It was right on the money. No concerns on the actual data itself.”
Lender, after comparing with their existing source
For developers and platforms

One rates API, licensed for your product

Swap rates, forward curves, discount factors, fixings and swap pricing for 30+ currencies, through one REST API. Build it into your platform, or show it to your own clients.

  • Every response carries its valuation time
  • Batch up to 50 swap rates in one request
  • The same numbers as the app and the Excel add-in
  • An MCP server for AI assistants and agents

Showing it to your users? Displaying rates in your product and redistributing the raw data are licensed separately, and we scope both before you integrate.

GET https://api.bluegamma.io/v1/swap_rate
    ?index=3M EURIBOR&start_date=SPOT&maturity_date=5Y
x-api-key: ••••••••

{
  "index": "3M EURIBOR",
  "start_date": "2026-11-02",
  "maturity_date": "2031-11-03",
  "fixed_leg_frequency": "1Y",
  "floating_leg_frequency": "3M",
  "valuation_time": "2026-10-29T14:32:05Z",
  "swap_rate": 3.34567803
}
“It was one of the fastest integrations that I've done.”
Co-founder, EU lending platform

How it compares with what you use today

What you needAsking your bankA terminalFree rate websitesBlueGamma
The curve for your index and datesPartly: On request, often a day laterYes: YesNo: RarelyYes: 30+ currencies, out to 50 years
Live in your Excel modelNo: NoPartly: Only on a licensed seatNo: NoYes: Yes, with the add-in
A number your auditor can traceNo: RarelyYes: YesNo: NoYes: Timestamped, method published
The mid, with no bank margin in itNo: No, you see their priceYes: YesPartly: Some headline ratesYes: Yes
Someone to ask when a number looks wrongPartly: Your relationship managerPartly: A general help deskNo: No oneYes: The team that builds the curves

Customer story

Avobis, Swiss debt adviser and mortgage broker
“BlueGamma provides exactly the depth of market data we need as a debt advisor and mortgage broker: no unnecessary noise, just precise, relevant information.”
Patrick Zurfluh, CEO, Avobis Real Estate AGA financing offer comparison now takes 1 hour instead of 6. Read the case study →
100+financial institutions
$100bn+of swap notional valued
30+currencies, curves out to 50 years

Questions buyers ask us

Where does the data actually come from?

Indicative mid rates, updated through the trading day and checked against traded levels. The method is published, so you can show your auditor how each curve is built.

Can we pull a curve as of a past date?

Yes. Every curve is timestamped, so you can pull it again as of a past close, such as last month or last quarter end, in the app or the add-in.

How close are you to the bank's mid?

Within a basis point of bank mids on the curves customers test. Run the same test in your trial on the curve your deal uses.

Is it the bank's price or the mid?

The mid, with no bank margin or funding cost added. We give you the figure; the decision on the quote stays yours.

How often does it refresh?

About every 30 seconds, on every plan. Every number carries its timestamp.

We only need a curve now and then. Is there a plan for that?

Yes. The Individual plan is one user, monthly by card, and you can cancel at any time.

Can we show the data to our own users?

Showing rates inside your product and redistributing the raw data are licensed separately, and we scope both before you integrate. Book a short call and we'll set out what your plan covers.

Get today's curve into your model

Forward curves within a basis point of bank mids, timestamped so you can pull the same day again.

No card needed · 14-day free trial