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Swap Curve Strategy

Official
anthropics·vlatest·data·Apache-2.0

This skill dynamically adjusts trading curves to optimize profit potential based on market conditions, maximizing returns for swap strategies.

Repository

Install on your platform

Showing Claude Code. One command installs this skill into any of the agents below.

  1. 1

    Run this in your project

    terminal
    $ npx skills add anthropics/financial-services --skill swap-curve-strategy -a claude-code

  2. Uses the open-source skills CLI and needs Node.js. Add -g to install it for your user instead of this project.

What we know about this skill

Publisher

anthropics

Matched to the vendor's own GitHub organisation.

Install target

Live repository

Not pinned. Installing fetches whatever the repository holds at the time you run the command.

No human has reviewed this code. The checks below are a static scan of the files at one commit — nobody has run this skill or judged whether it works. A skill runs with whatever access you give your agent, so read the source before you install it.

Automated safety checks

scanned

This skill passed all 6 checks. We read its files at one commit and looked for the things that make a skill dangerous to run — not for whether it works.

  • Declares what it does: passed

    SKILL.md parses and declares a name and a description.

    SKILL.md exists, its frontmatter parses, and it declares a name and a description.

  • No undeclared network calls: passed

    Makes no network calls.

    Every host the skill dials — from its scripts, its config endpoints or the commands it tells the agent to run — is either well-known package and API infrastructure or declared in its own frontmatter. Links in documentation are not counted.

  • No obfuscated payloads: passed

    No encoded or obfuscated payloads.

    No base64, hex or compressed blob is decoded and then executed, and no encoded shell commands.

  • No credential access: passed

    Reads no keys, tokens, keychains or credential files.

    Neither the code nor the SKILL.md instructions read SSH keys, cloud credentials, keychains, token stores, browser cookie databases or dotfiles that hold secrets.

  • No pipe-to-shell installers: passed

    No pipe-to-shell or download-and-run installers.

    No `curl … | sh` pattern, in the code or in the instructions, that runs code fetched at run time.

  • Pinned to a commit: passed

    Scanned anthropics/financial-services-plugins at 574ed3624a.

    The exact upstream commit SHA that was scanned is recorded, so the result refers to specific bytes.

Commit
574ed3624a
Manifest
plugins/partner-built/lseg/skills/swap-curve-strategy/SKILL.md
Scanned
1 file, 58 lines
This is a static scan, not a review. It reads the skill's files; it does not run them, and it cannot tell you whether the skill is any good or whether the code does what its description says. A skill runs with whatever access you give your agent.
What each check looks for →

About this skill

What it does

This skill allows AI agents to analyze and generate swap curve strategies. It can calculate implied forward rates based on a given swap curve, and conversely, construct a swap curve from specified forward rates. This enables users to perform sensitivity analysis and explore different interest rate scenarios.

When to use it

  • Portfolio Risk Management: Assess the impact of changes in interest rates on fixed income portfolios by analyzing potential swap curve shifts.
  • Derivatives Pricing: Generate accurate pricing models for interest rate derivatives, such as swaps and caps, based on current market conditions.
  • Trading Strategy Development: Develop and test trading strategies involving swaps by simulating different swap curve scenarios.
  • Interest Rate Forecasting: Evaluate the consistency of forecasted forward rates with observed swap curves.

Key capabilities

  • Calculate implied forward rates from a swap curve.
  • Construct a swap curve given specified forward rates.
  • Perform sensitivity analysis on swap curves.

Example prompts

  • "What are the implied forward rates for a 5-year swap curve with these prices: [list of swap prices]?"
  • “Generate a swap curve based on these forward rates: [list of forward rates]."
  • "How would my portfolio be impacted if the 2-year forward rate increased by 10 basis points?"

Tips & gotchas

This skill requires accurate and complete data for both input swap curves and forward rates to produce meaningful results. Ensure the data is consistent with the desired currency and maturity structure.