lseg-api-samples/lseg-claude-plugin
8 skills
$npx skills add lseg-api-samples/lseg-claude-pluginSkillInstalls
bond-futures-basisAnalyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and…bond-relative-valuePerform relative value analysis on bonds by combining pricing, yield curve context, credit spreads, and scenario stress testing.equity-researchGenerate comprehensive equity research snapshots combining analyst consensus estimates, company fundamentals, historical prices, and macroeconomic context.fixed-income-portfolioReview fixed income portfolios by pricing multiple bonds, retrieving reference data, analyzing cashflows, and running scenario analysis.fx-carry-tradeEvaluate FX carry trade opportunities by combining spot rates, forward points, interest rate differentials, volatility surface analysis, and historical price…macro-rates-monitorBuild macroeconomic and rates dashboards combining macro indicators, yield curves, inflation breakevens, and swap rates.option-vol-analysisAnalyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility.swap-curve-strategyAnalyze the interest rate swap curve by pricing swaps at multiple tenors, overlaying government and inflation curves, and identifying curve trade…