Analyze FX Carry Trade

This command uses LSEG FX pricing, forward curves, volatility surfaces, and historical data tools. See CONNECTORS.md for available tools.

Evaluate carry trade opportunities for a currency pair by combining spot rates, forward points, the carry term structure, volatility risk, and historical price context.

See the fx-carry-trade skill for domain knowledge on carry frameworks and risk metrics.

Workflow

1. Gather Input

Ask the user for:

• Currency pair (required) — e.g., USDJPY, EURUSD, AUDUSD
• Target tenor (optional, default 3M)
• Valuation date (optional, defaults to today)

2. Get the Spot Rate