Menu

Individual skill

swap-curve-strategy

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 across currencies.

plugins/partner-built/lseg/skills/swap-curve-strategy/SKILL.md

Read pinned source

Source commit 60565064557ca77b12f62aa7877f365d111c129d

What was checked

Matches the observed repository HEAD
Yes
Scanner rules are current
Yes
Repository scan complete
No
Skill scan complete
Yes
Observed behavior
Instructions only
Last checked
Nov 3, 2026

These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.

Install this skill

Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.

An install command is unavailable: current rules, complete repository and skill scans, an eligible behavior level and a permitted license are required.

Repository context

Repository stars (not skill ratings)
41,070
Repository last updated
Oct 28, 2026
License
Apache-2.0

Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.

Files and excerpt

File metadata and permitted, redacted excerpts come from the recorded scan. Source links are pinned to that commit.

Browse files
Read excerpt

# 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

- **`ir_swap`** — Swap pricing. Two-phase: list templates (by currency/index) then price at specific tenors. Returns par swap rate, DV01, NPV.
- **`interest_rate_curve`** — Government yield curves. Two-phase: list then calculate. Use for swap spread computation and curve shape context.
- **`inflation_curve`** — Inflation breakeven curves. Two-phase: search then calculate. Use for real rate decomposition.
- **`tscc_historical_pricing_summaries`** — Historical pricing data. Use for historical curve slope context and trend analysis.