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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.

anthropics
maintainer
anthropics
更新于 2/24/2026
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quick start

Installation and usage

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.

安装
$ install --globalskills.sh
使用

安装后,您可以通过在终端运行以下命令来使用此技能:

skills use swap-curve-strategy