swap-curve-strategy by anthropics

swap-curve-strategy

anthropics

7.5k9573 months ago

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.

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Quick Install
npxskills add anthropics/financial-services-plugins--skill swap-curve-strategy
Instructions

No instructions available