swap-curve-strategy

Name: swap-curve-strategy
Availability: InStock
Author: yuping322

Analyze swap curves to generate DV01-neutral trade ideas with curve metrics.

17|4|Updated Mar 11, 2026

Search Tags:#inflation #rates #swap #curve #dv01 #curve-analysis #government-yields

Ready to run

npx skills add https://github.com/yuping322/financial-services-plugins-new --skill swap-curve-strategy-yuping322

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: swap-curve-strategy
Source: https://github.com/yuping322/financial-services-plugins-new/tree/main/partner-built/lseg/skills/swap-curve-strategy
Command: npx skills add https://github.com/yuping322/financial-services-plugins-new --skill swap-curve-strategy-yuping322

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Analyze swap curves to price and interpret curve shapes by integrating swap pricing with government and inflation curves to generate actionable trading ideas for fixed income teams.

Core Features & Use Cases

Build and price a full swap curve across standard tenors, extracting par rates and DV01.
Overlay government yield curves and inflation breakevens to decompose real rates and compute spreads.
Generate end-to-end trade ideas with DV01-neutral sizing, slope/momentum metrics (2s10s, 5s30s, butterfly), and scenario analysis.

Quick Start

Ask it to price a standard swap curve for your chosen currency and generate a report with spreads, metrics, and a trade idea.

Frequently Asked Questions about swap-curve-strategy

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

FAQPage Schema

How do I analyze swap curves to extract DV01-neutral trade ideas?▼

To analyze swap curves for trade ideas, you build and price a full curve across standard tenors to extract par rates and DV01, then apply slope metrics and scenario analysis to generate DV01-neutral sizing. This process integrates government yield and inflation breakeven overlays.

What is real-rate decomposition in fixed income curve analysis?▼

Real-rate decomposition in curve analysis involves overlaying government yield curves and inflation breakevens onto swap pricing to isolate real rates and compute spreads. This technique helps fixed income traders interpret curve shapes and identify actionable pricing signals.

How do I calculate curve metrics like 2s10s and butterfly for swap trading?▼

Calculating curve metrics like 2s10s, 5s30s, and butterfly involves analyzing the slope and momentum across standard swap curve tenors. These metrics are extracted alongside par rates and DV01 to support structured reporting and scenario analysis for fixed income teams.

Can I use inflation breakevens to decompose real rates for currency-specific swap curves?▼

Yes, you can use inflation breakevens to decompose real rates for currency-specific swap curves. The analysis coordinates swap pricing with inflation data and government yields to compute spreads and extract actionable trading signals across multiple tenors.

Does swap curve analysis work for generating end-to-end fixed income trade signals?▼

Yes, swap curve analysis works for generating end-to-end fixed income trade signals by coordinating swap pricing, curve overlays, and real-rate decomposition. It produces a structured report complete with DV01-neutral trade ideas, slope metrics, and scenario analysis.

What is the best way to price a standard swap curve and generate a trading report?▼

The best way to price a standard swap curve and generate a trading report is to extract par rates and DV01 across chosen currency tenors, then overlay government yields and inflation breakevens to produce structured metrics and DV01-neutral trade ideas.