@anthropics/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.

View in AI SkillSafe app
Scanned · no findings
29488 downloads
0 stars
0 demos
SKILL.md

Embed badges

Add these to your README to show the skill's verification status.

SkillSafe verified badge
Verified badge
[![SkillSafe verified badge](https://api.skillsafe.ai/v1/badge/@anthropics/swap-curve-strategy/verified)](https://skillsafe.ai/skill/@anthropics/swap-curve-strategy/)
Installs badge
Installs badge
[![Installs badge](https://api.skillsafe.ai/v1/badge/@anthropics/swap-curve-strategy/installs)](https://skillsafe.ai/skill/@anthropics/swap-curve-strategy/)
Scan badge
Scan badge
[![Scan badge](https://api.skillsafe.ai/v1/badge/@anthropics/swap-curve-strategy/scan)](https://skillsafe.ai/skill/@anthropics/swap-curve-strategy/)
Eval pass rate badge
Eval pass rate
[![Eval pass rate badge](https://api.skillsafe.ai/v1/badge/@anthropics/swap-curve-strategy/eval)](https://skillsafe.ai/skill/@anthropics/swap-curve-strategy/)