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swap-curve-strategy

Price and analyze swap curves across tenors and currencies via MCP toolchain.

1|Updated Mar 9, 2026
Search Tags:#pricing#inflation#government#swap#spread#curve
One-click install
npx skills add https://github.com/kiryteo/opencode-setup --skill swap-curve-strategy-kiryteo
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: swap-curve-strategy
Source: https://github.com/kiryteo/opencode-setup/tree/main/skills/swap-curve-strategy
Command: npx skills add https://github.com/kiryteo/opencode-setup --skill swap-curve-strategy-kiryteo

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Prices and analyzes the swap curve data to reveal trading opportunities across tenors, overlaying government and inflation curves to interpret curve shape and generate actionable insights.

Core Features & Use Cases

  • Par swap pricing across multiple tenors (2Y, 5Y, 10Y, 30Y) and DV01 sensitivity.
  • Overlay of government yield curves and inflation breakevens for real-rate decomposition.
  • Calculation of curve metrics (2s10s, 5s30s, butterfly) and generation of cross-currency trade ideas.

Quick Start

Call the MCP toolchain to price standard tenors, overlay curves, compute metrics, and produce a trade-ready report.

Frequently Asked Questions about swap-curve-strategy

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

FAQPage Schema
How do I price par swaps across standard tenors and calculate DV01 sensitivity?▼

Par swap pricing across multiple tenors like 2Y, 5Y, 10Y, and 30Y is computed directly through the MCP toolchain, which simultaneously outputs DV01 sensitivity metrics for trade sizing.

What is the best way to analyze swap curve shape and generate cross-currency trade ideas?▼

Analyzing swap curve shape involves calculating metrics like 2s10s, 5s30s, and butterfly spreads, which the toolchain processes to generate actionable cross-currency trade recommendations.

How does real-rate decomposition work using government and inflation curves?▼

Real-rate decomposition works by overlaying government yield curves and inflation breakevens onto the swap curve, isolating real rates to interpret underlying curve shape and trading opportunities.

Can I overlay government yield curves and inflation breakevens for multi-tenor swap pricing?▼

Yes, you can overlay government yield curves and inflation breakevens during multi-tenor swap pricing to reveal real-rate structures and support cross-currency comparison analysis.

What swap curve metrics are needed to identify curve trades across different currencies?▼

Identifying curve trades requires calculating 2s10s, 5s30s, and butterfly metrics, which expose relative value opportunities across tenors and currencies for generating trade recommendations.

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