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From lseg
Analyzes interest rate swap curve for a currency with optional index, overlays government yields and inflation breakevens, computes metrics, and identifies trade opportunities.
How this command is triggered — by the user, by Claude, or both
Slash command
/lseg:analyze-swap-curve <currency e.g. EUR> [index e.g. ESTR]The summary Claude sees in its command listing — used to decide when to auto-load this command
# Analyze Swap Curve > This command uses LSEG swap pricing, interest rate curves, and inflation curve tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools. Build and analyze the interest rate swap curve, overlay government yields and inflation breakevens, and identify curve trade opportunities. See the **swap-curve-strategy** skill for domain knowledge on curve analysis and trade construction. ## Workflow ### 1. Gather Input Ask the user for: - Currency (required) — e.g., EUR, USD, GBP, CHF, JPY - Reference rate index (optional) — e.g., ESTR, SOFR, SONIA, TONA - Valuation ...
This command uses LSEG swap pricing, interest rate curves, and inflation curve tools. See CONNECTORS.md for available tools.
Build and analyze the interest rate swap curve, overlay government yields and inflation breakevens, and identify curve trade opportunities.
See the swap-curve-strategy skill for domain knowledge on curve analysis and trade construction.
Ask the user for:
Call ir_swap in list mode with the currency and optional index.
Extract: available template references, index details, conventions.
Call ir_swap in price mode for standard tenors: 2Y, 5Y, 7Y, 10Y, 20Y, 30Y.
Extract: par swap rate and DV01 at each tenor.
Call interest_rate_curve (list then calculate) for the same currency.
Compute swap spread = swap rate minus government yield at each tenor.
Call inflation_curve (search then calculate) for the currency.
Compute real swap rate = nominal swap rate minus inflation breakeven at each tenor.
Compute curve metrics: 2s10s slope, 5s30s slope, 2s5s10s butterfly.
Identify opportunities: steepener, flattener, butterfly, or swap spread trades based on current levels vs historical norms.
Present: swap curve table with government overlay, curve metrics, real rate decomposition, and trade recommendations with DV01-neutral ratios.
Lead with curve shape summary and key metrics (2s10s, butterfly). Follow with detailed tables and trade idea section.
npx claudepluginhub ian-lawrence423/anthropic-financial --plugin lseg/analyze-swap-curveAnalyzes interest rate swap curve for a currency with optional index, overlays government yields and inflation breakevens, computes metrics, and identifies trade opportunities.
/currencyConverts currency amounts with real-time exchange rates, historical trends (30 days), quick reference tables, exchange tips, and travel budget breakdowns. Usage: [amount] [from] [to] or rates.
/find-best-routeFinds optimal token swap routes across DEXes like Uniswap, SushiSwap, 1inch. Outputs report with recommended path, price impact, gas costs, route comparisons, and execution advice.
/returnsBuilds IRR/MOIC sensitivity tables for PE deals across entry multiple, leverage, exit multiple, and growth scenarios. Uses provided parameters or prompts for entry EBITDA, valuation, and financing assumptions.
/generate-signalGenerates actionable cryptocurrency trading signals from technical indicators, chart patterns, and multi-timeframe analysis. Outputs markdown report with summaries, tables, and risk guidance.