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  1. Skills
  2. /
  3. anthropics
  4. /
  5. financial-services-plugins
  6. /
  7. Swap Curve Strategy

Swap Curve Strategy

Editor's Note

This one's for fixed income folks who need to analyze interest rate swap curves and spot trading opportunities. It chains together swap pricing, government yields, and inflation data to build out a full curve analysis with swap spreads, real rate decomposition, and curve metrics like 2s10s slope and butterflies. The workflow is structured around discovering swap templates, pricing across tenors, overlaying government curves, then synthesizing everything into DV01-neutral trade recommendations with carry and roll-down estimates. Useful when you're looking at steepeners, flatteners, or butterfly trades and need the full picture with proper sizing. It's very finance-specific but thorough if you're working rates strategy.

Install

npx skills add https://github.com/anthropics/financial-services-plugins --skill swap-curve-strategy
Votes
0
Installs500
GitHub Stars23.4k
Categories
Backend & APIsTesting & QADevOps & CI/CDAI & Agent BuildingDebuggingProductivity & PlanningAutomation & WorkflowsGoFinance & Trading
First SeenMay 16, 2026
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