AI AGENT ADDONS

A swap curve shows what the market believes about future interest rates. It is built by pricing interest rate swaps at different lengths of time. Traders and investors use it to understand the cost of borrowing and lending.

This skill uses real market data to build a complete swap curve. It then adds government bond yields and inflation expectations. This lets you see the real interest rate and find trading opportunities like steepeners or butterflies.

You get a clear table with swap rates, spreads, and risk measures. The tool also recommends trades with proper sizing to manage risk. It works for multiple currencies and tenors.

Add Swap Curve Strategy skill to your workflow

Global

mkdir -p ~/.claude/skills/swap-curve-strategy

Project

mkdir -p .claude/skills/swap-curve-strategy

Source Repository

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License
Apache-2.0
Last Push
25 days ago
Created
4 months ago