swap-curve-strategy
From the author
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.
Install
npx skills add anthropics/financial-services --skill swap-curve-strategy -a claude-code
Installs to .claude/skills/swap-curve-strategy/ · Each command fetches the skill straight from GitHub with the open skills CLI.
Byte-identical to the scanned commit, with the repository’s licence and a SOURCE.txt.
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