Analyze the interest rate swap curve by pricing swaps at multiple tenors, overlaying government and inflation curves, and identifying curve trade opportunities. Use when analyzing swap curves, computing swap spreads, decomposing real rates, identifying steepener/flattener/butterfly trades, or comparing swap rates across currencies.
Install
npx skills add anthropics/financial-services --skill swap-curve-strategynpx skills add anthropics/financial-services --skill swap-curve-strategy -a claude-code -gnpx skills add anthropics/financial-services --skill swap-curve-strategy -a codex -ggemini skills install https://github.com/anthropics/financial-services.git --path plugins/partner-built/lseg/skills/swap-curve-strategygh skill install anthropics/financial-services swap-curve-strategygit clone --depth 1 https://github.com/anthropics/financial-services /tmp/anthropics__financial-services
mkdir -p ~/.claude/skills ~/.agents/skills
cp -R /tmp/anthropics__financial-services/plugins/partner-built/lseg/skills/swap-curve-strategy ~/.claude/skills/swap-curve-strategy # Claude Code
cp -R /tmp/anthropics__financial-services/plugins/partner-built/lseg/skills/swap-curve-strategy ~/.agents/skills/swap-curve-strategy # Codex, Cursor, Gemini CLI, Copilot, OpenCode