LSEG-API-Samples

18 mods across 1 repository, 11 stars between them.

lseg

01

LSEG-API-Samples/lseg-claude-plugin

Plugin Claude Code

Price bonds, analyze yield curves, evaluate FX carry trades, value options, and build macro dashboards using LSEG financial data and analytics.

11 6mo ago A tokens not measured

lseg

02

LSEG-API-Samples/lseg-claude-plugin

MCP server Claude CodeCodexCursor +2

MCP server "lseg", hosted remotely at api.analytics.lseg.com, as configured in LSEG-API-Samples/lseg-claude-plugin.

11 6mo ago A tokens not measured

bond-futures-basis

11

LSEG-API-Samples/lseg-claude-plugin

Skill Claude CodeCodex

Analyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities. Use when analyzing bond futures, computing the basis, identifying CTD bonds, calculating implied repo rates, or evaluating basis…

11 6mo ago A 62 tokens

bond-relative-value

12

LSEG-API-Samples/lseg-claude-plugin

Skill Claude CodeCodex

Perform relative value analysis on bonds by combining pricing, yield curve context, credit spreads, and scenario stress testing. Use when analyzing bond richness/cheapness, computing spread decomposition, comparing bonds, assessing bond value vs curves, or running rate shock scenarios.

11 6mo ago A 54 tokens

equity-research

13

LSEG-API-Samples/lseg-claude-plugin

Skill Claude CodeCodex

Generate comprehensive equity research snapshots combining analyst consensus estimates, company fundamentals, historical prices, and macroeconomic context. Use when researching stocks, comparing estimates to actuals, analyzing company financials, assessing equity valuations, or building investment cases.

11 6mo ago A 51 tokens

LSEG-API-Samples/lseg-claude-plugin

Skill Claude CodeCodex

Review fixed income portfolios by pricing multiple bonds, retrieving reference data, analyzing cashflows, and running scenario analysis. Use when reviewing bond portfolios, computing portfolio duration and DV01, analyzing cashflow waterfalls, stress testing rate scenarios, or assessing portfolio composition.

11 6mo ago A 55 tokens

fx-carry-trade

15

LSEG-API-Samples/lseg-claude-plugin

Skill Claude CodeCodex

Evaluate FX carry trade opportunities by combining spot rates, forward points, interest rate differentials, volatility surface analysis, and historical price trends. Use when analyzing carry trades, comparing FX forward curves, assessing carry-to-vol ratios, or evaluating currency pair opportunities.

11 6mo ago A 56 tokens

macro-rates-monitor

16

LSEG-API-Samples/lseg-claude-plugin

Skill Claude CodeCodex

Build macroeconomic and rates dashboards combining macro indicators, yield curves, inflation breakevens, and swap rates. Use when monitoring macro conditions, analyzing yield curve shape, decomposing real vs nominal rates, assessing policy rate expectations, or evaluating financial conditions.

11 6mo ago A 55 tokens

option-vol-analysis

17

LSEG-API-Samples/lseg-claude-plugin

Skill Claude CodeCodex

Analyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility. Use when pricing options, analyzing volatility surfaces, computing Greeks, assessing vol premiums, or evaluating vol trading strategies.

11 6mo ago A 51 tokens

swap-curve-strategy

18

LSEG-API-Samples/lseg-claude-plugin

Skill Claude CodeCodex

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…

11 6mo ago A 66 tokens