Bluegamma
REST API for live interest rate forward curves, swap pricing, FX forwards, inflation forecasts, and bond yields. Covers major indices including SOFR, SONIA, EURIBOR, ESTR, CORRA, STIBOR, NIBOR, and CIBOR. Query swap rates, pull forward curves by tenor, and price amortising swaps programmatically.
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23 endpoints
The in-depth APIMemo review for this API hasn't been published yet —
the data below comes straight from the public marketplace listing.
Bluegamma endpoints
| Method | Endpoint | Description |
|---|---|---|
| Swap Rates | ||
| GET |
getHistoricalSwapRates /historical_swap_rates |
Returns historical swap rates for a given index and tenor over a date range (start_date to end_date). View guide with examples → |
| POST |
swapPricer /swap_pricer |
Calculate the mark-to-market (MTM) value, fair rate, PV01, and detailed cashflows for an interest rate swap. Supports amortizing swaps with variable notional amounts. View guide… |
| GET |
getSwapRateCurve /get_swap_curve |
This endpoint returns a complete swap curve for a given index, calculating swap rates for all available tenors. It uses the predefined index configuration to automatically… |
| GET |
getSwapRate /swap_rate |
This endpoint calculates the swap rate based on the specified parameters. View guide with examples → |
| GET |
getSwapRateTenors /swap_rate_tenors |
Returns the list of available tenors for swap rates for a given index. |
| Forward & Discount Curves | ||
| GET |
getForwardSwapCurve /forward_swap_curve |
This endpoint calculates forward-starting swap rates for a single tenor across multiple start dates. Returns how a specific swap tenor's rate evolves over different forward start… |
| GET |
getDiscountCurve /discount_curve |
Returns discount factors for a schedule between start_date and end_date using a given index. View guide with examples → |
| GET |
getDiscountFactor /discount_factor |
Fetches the discount factor based on the specified parameters, including reference rate, date and optional valuation time. View guide with examples → |
| GET |
getForwardCurve /forward_curve |
Returns a forward curve constructed over a schedule of periods between start_date and end_date. View guide with examples → |
| GET |
getZeroRate /zero_rate |
Fetches the zero rate (spot rate) based on the specified parameters, including reference rate, date and optional valuation time. Returns the zero rate as a percentage with… |
| GET |
getForwardRate /forward_rate |
Fetches the forward rate based on the specified parameters, including reference rate, start date, end date and optional valuation time. View guide with examples → |
| FX | ||
| GET |
getFxSpotRate /fx |
Fetches the foreign exchange spot rate for the specified currency pair. |
| GET |
getFxForwardRate /fx_forward |
Returns the forward exchange rate for a given currency pair and date. The response includes the forward rate along with spot rate, forward diff, premium, and days forward. View… |
| GET |
getFxForwardCurve /fx_forward_curve |
Fetches the complete FX forward curve for a given currency pair in a single API call. **Two modes:** - **Standard mode** (default, `frequency=standard`): Returns spot rate plus… |
| GET |
fxStreamWebSocketInfo /fx_stream |
Access live foreign exchange market data with real-time mid-prices derived from institutional market feeds. This HTTP endpoint has been replaced by a dedicated WebSocket service… |
| Central Bank and Benchmark Rates | ||
| GET |
getFixingRate /fixing |
Fetches the fixing rate for a given index at a specific valuation time. |
| GET |
getCompoundedRate /compounded_rate |
Calculate compounded overnight rates (realised rates) for risk-free rate (RFR) indices over a specified period. This endpoint computes the realised compounded rate using actual… |
| GET |
getFras /fras |
Retrieves Forward Rate Agreement (FRA) rates for a given index. Returns all available tenors and their corresponding rates. Supported indices are denominated in EUR, SEK, NOK,… |
| Government Bonds | ||
| GET |
getGovernmentBondYield /gov_yield |
Calculates the yield for a government bond yield based on country and tenor. Yields are zero coupon yields, assuming S/A compounding. |
| Inflation | ||
| GET |
getInflationCurve /inflation_curve |
**Beta endpoint:** This endpoint is currently in beta and may change. Returns the full zero-coupon inflation swap curve for a given inflation index. Rates are derived from… |
| Swaptions | ||
| GET |
priceSwaption /swaption_price |
Price a European swaption (payer or receiver) with live yield curves and normal volatility surface. Returns NPV, delta, DV01, and vega. The exercise date equals the swap start… |
| Caps & Floors | ||
| GET |
priceCapFloor /cap_floor_price |
Price an interest rate cap or floor with live yield curves and a caplet-level breakdown. A cap is a portfolio of caplets, each a European call option on a forward rate. A floor… |
| POST |
priceCapFloorPost /cap_floor_price |
Price caps and floors with richer inputs than the GET endpoint supports: - **Multiple strikes** in a single request - **Staggered notionals** for amortizing or accreting… |
Bluegamma pricing
| Plan | Price | Rate limit | Quotas |
|---|---|---|---|
| BASIC | Free | — |
|
