Analyze Swap Curve

This command uses LSEG swap pricing, interest rate curves, and inflation curve tools. See CONNECTORS.md for available tools.

Build and analyze the interest rate swap curve, overlay government yields and inflation breakevens, and identify curve trade opportunities.

See the swap-curve-strategy skill for domain knowledge on curve analysis and trade construction.

Workflow

1. Gather Input

Ask the user for:

• Currency (required) — e.g., EUR, USD, GBP, CHF, JPY
• Reference rate index (optional) — e.g., ESTR, SOFR, SONIA, TONA
• Valuation date (optional, defaults to today)

2. Discover Swap Templates