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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
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anthropics
更新於 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.

安裝
$ install --globalskills.sh
使用

安裝後,您可以透過在終端機執行以下指令來使用此技能:

skills use swap-curve-strategy