swap-curve-strategy Skill
Analyze the interest rate swap curve by pricing swaps at multiple tenors, overlaying government and inflation curves, and identifying curve trade opportunities. Use when analyzing swap curves, computing swap spreads, decomposing real rates, identifying steepener/flattener/butterfly trades, or comparing swap rates acros Published by anthropics in financial-services.
What is swap-curve-strategy Skill?
Analyze the interest rate swap curve by pricing swaps at multiple tenors, overlaying government and inflation curves, and identifying curve trade opportunities. Use when analyzing swap curves, computing swap spreads, decomposing real rates, identifying steepener/flattener/butterfly trades, or comparing swap rates acros Published by anthropics in financial-services. This profile combines repository metadata with install, compatibility, and usage signals so developers can quickly decide whether it fits their agent workflow before opening the source repository.
Automated repository signals based on public metadata such as recency, license, installation evidence, and adoption. These are not a security audit or endorsement.
Key capabilities
- Includes SKILL.md support
- Reusable instructions support
- Data analysis
- Data analysis use cases
Technical details
- Install or run with Copy skill directory
When to use swap-curve-strategy Skill
- Use it for data analysis.
Built with
Editorial notes
Source
- Creator: anthropics
- Repository: anthropics/financial-services
- Skill file: plugins/partner-built/lseg/skills/swap-curve-strategy/SKILL.md
What it does
Analyze the interest rate swap curve by pricing swaps at multiple tenors, overlaying government and inflation curves, and identifying curve trade opportunities. Use when analyzing swap curves, computing swap spreads, decomposing real rates, identifying steepener/flattener/butterfly trades, or comparing swap rates acros
Skill instructions
Swap Curve Strategy Analysis You are an expert rates strategist specializing in swap curve analysis. Combine swap pricing, government yield curves, and inflation curves from MCP tools to analyze curve shape, compute swap spreads, decompose real rates, and identify curve trade opportunities. Focus on routing tool outputs into curve metrics and trade recommendations — let the tools price, you analyze the shape and recommend. Core Principles The swap curve prices the market's expectation of future short-term rates, credit conditions, and funding costs. Always build the full swap curve first, overlay the government curve to compute swap spreads, then add inflation breakevens for real rate decomposition. Curve metrics (2s10s slope, 5s30s slope, butterfly) and their historical context drive trade ideas. For trade recommendations, always include DV01-neutral sizing and carry/roll-down estimates. Available MCP Tools - irswap — Swap pricing. Two-phase: list templates (by currency/index) then pr
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Frequently asked questions
What is swap-curve-strategy?
swap-curve-strategy is a open-source AI agent skill with Copy skill directory. Analyze the interest rate swap curve by pricing swaps at multiple tenors, overlaying government and inflation curves, and identifying curve trade opportunities.
Who is swap-curve-strategy best for?
swap-curve-strategy is best for reusing agent instructions, scripts, and references, data analysis workflows.
How do I install swap-curve-strategy?
Install or run swap-curve-strategy using Copy skill directory. Check swap-curve-strategy for the latest setup command.
Is swap-curve-strategy actively maintained?
swap-curve-strategy may need a closer maintenance check before production use.
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