macro-rates-monitor

Synthesize macroeconomic indicators, yield curves, and swap rates into monitoring dashboards.

34.1k|5.1k|Updated Feb 23, 2026
One-click install
npx skills add https://github.com/anthropics/financial-services-plugins --skill macro-rates-monitor
Or copy as Structured Prompt for Agent
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Skill: macro-rates-monitor
Source: https://github.com/anthropics/financial-services-plugins/tree/main/partner-built/lseg/skills/macro-rates-monitor
Command: npx skills add https://github.com/anthropics/financial-services-plugins --skill macro-rates-monitor

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill helps users monitor macroeconomic conditions and analyze interest rate markets by synthesizing data from various financial tools into comprehensive dashboards.

Core Features & Use Cases

  • Macroeconomic Monitoring: Track key indicators like GDP, inflation, and employment.
  • Yield Curve Analysis: Analyze the shape and slope of government and swap yield curves.
  • Real Rate Decomposition: Understand the difference between nominal and real interest rates.
  • Financial Conditions Assessment: Evaluate market liquidity and stress using swap spreads.
  • Use Case: A portfolio manager needs to understand the current economic cycle and how it relates to central bank policy and market expectations. They can use this Skill to generate a dashboard showing the latest GDP, inflation, yield curve shape, and real rates to inform their investment strategy.

Quick Start

Use the macro-rates-monitor skill to build a dashboard of US macroeconomic indicators, the US yield curve, and US swap spreads.

Frequently Asked Questions about macro-rates-monitor

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I build a macroeconomic dashboard to track inflation and interest rates?

You can build a macroeconomic dashboard by synthesizing GDP, inflation, and employment indicators with yield curve data to monitor financial conditions. This integrates macroeconomic indicators and interest rate curves into a comprehensive view of the economic cycle.

What is the best way to analyze yield curve slopes and swap spreads?

Analyzing yield curve slopes and swap spreads requires calculating the difference between nominal and real interest rates, evaluating market liquidity and stress. This approach synthesizes interest rate curves and swap rates to assess financial conditions.

How does real rate decomposition work with inflation breakevens?

Real rate decomposition works by separating nominal interest rates into real rates and inflation breakevens. This process integrates inflation curve data with interest rate curves to reveal market expectations of future inflation and central bank policy.

Can I assess market liquidity and financial stress using swap rate data?

Yes, you can assess market liquidity and financial stress using swap rate data by calculating spreads between swap rates and government yields. This financial conditions assessment integrates swap rates and yield curves to signal market sentiment.

When do I need to integrate multiple macroeconomic indicators for economic cycle analysis?

You need to integrate multiple macroeconomic indicators when you want to understand the current economic cycle position and central bank policy outlook. Synthesizing GDP, inflation, and employment data with yield curves provides insights for investment strategy.