HIBOR Forward Curve

Looking for a HIBOR Forward Curve?

BlueGamma provides live interest rate forward curves in an easy-to-use web app.

Live rates, refreshed every minute

Forward curves built with market standard methodology

No terminal required

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Built to match the market and ready to use in your model

Live quotes in, easy-to-use curves out.

Quotes taken directly from leading inter-dealer brokers and exchanges.

Bootstrapped to make the curves ready to use in your model.

Validated for consistency on a regular basis.

Delivered in Excel format, making the curves ready to use.

Curves available when you need them

Waiting for data stalls valuations and decisions. BlueGamma hands you the curve in seconds.

Always on hand

Open the browser and download, no spare seat required

Zero learning curve

One-click download to Excel;
no setup required

Model-ready numbers

Curves align with every benchmark, first time

FAQs

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Can I pull a curve for any past date?

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Is there an API or Excel add-in?

Can BlueGamma price my existing swaps, including amortising ones?

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