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.
$npx -y skills add lseg-api-samples/lseg-claude-plugin --skill swap-curve-strategyInstalls into the current project.
Run `npx skills use "https://github.com/lseg-api-samples/lseg-claude-plugin" --skill "lseg-api-samples/lseg-claude-plugin/swap-curve-strategy"` and follow the generated skill instructions now. Read its complete output, redirecting it to a temporary file first if necessary. Resolve relative paths from the supporting-files directory it provides.
Use the skills in "https://github.com/lseg-api-samples/lseg-claude-plugin" that are relevant to the current task. Run `npx skills add "https://github.com/lseg-api-samples/lseg-claude-plugin"` and select the relevant skills, then follow their instructions.