analyze-swap-curve

analyze-swap-curve is a command for Claude Code from yuping322/financial-services-plugins-new. It costs 14 tokens per session (475 once invoked), scanned A, original, Apache-2.0.

A command for analyzing interest-rate swap curves alongside government bond yields and inflation expectations. A swap curve shows borrowing-rate expectations across different time periods, while breakeven inflation reflects expected inflation.

In plain words
What is it for?
Use it to compare swap rates, government yields, inflation breakevens, swap spreads, and rate sensitivity across maturities.
Why use it?
It brings related rate measures together so differences between them are easier to inspect. It can help identify where the curve may offer a relative trade idea.

Command for Claude Code

Written for Claude Code: argument-hint in frontmatter.

Needs its repository: it reads a path above its own folder, which exists only inside the repository. The line is This command uses LSEG swap pricing, interest rate curves, and inflation curve tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools..

Part of the lseg plugin — 8 skills, 8 commands shipped together

Good fit Use it to compare swap rates, government yields, inflation breakevens, swap spreads, and rate sensitivity across maturities.

Compare 6 commands from other repositories ↓
Install

Getting it into your agent

It runs from inside its repository, so the clone comes first — what it calls does not travel with the file alone.

Clone the repo
git clone --depth 1 https://github.com/yuping322/financial-services-plugins-new
agentmods
npx agentmods add commands/yuping322/financial-services-plugins-new/analyze-swap-curve

Made for: Claude Code.

Or install lseg, the plugin that ships this one along with the rest of its 8 skills, 8 commands.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for analyze-swap-curve

README.md
[![agentmods](https://agentmods.dev/badge/commands/yuping322/financial-services-plugins-new/analyze-swap-curve/github.svg)](https://agentmods.dev/commands/yuping322/financial-services-plugins-new/analyze-swap-curve)
Your own site
<a href="https://agentmods.dev/commands/yuping322/financial-services-plugins-new/analyze-swap-curve"><img src="https://agentmods.dev/badge/commands/yuping322/financial-services-plugins-new/analyze-swap-curve/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for analyze-swap-curve

Your own site · 80×15
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Per session 14 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 475 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00014 $0.00475
Opus 5 $0.00007 $0.00237
Sonnet 5 $0.00003 $0.00095
Haiku 4.5 $0.00001 $0.00047

Measured 8d ago against content hash 501be24ab6ce, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

analyze-swap-curve scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 8d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

partner-built/lseg/commands/analyze-swap-curve.md · 58 lines

What it actually says

Analyze Swap Curve

This command uses LSEG swap pricing, interest rate curves, and inflation curve tools. See CONNECTORS.md for available tools.

Build and analyze the interest rate swap curve, overlay government yields and inflation breakevens, and identify curve trade opportunities.

See the swap-curve-strategy skill for domain knowledge on curve analysis and trade construction.

Workflow

1. Gather Input

Ask the user for:

  • Currency (required) — e.g., EUR, USD, GBP, CHF, JPY
  • Reference rate index (optional) — e.g., ESTR, SOFR, SONIA, TONA
  • Valuation date (optional, defaults to today)

2. Discover Swap Templates

Call ir_swap in list mode with the currency and optional index.

Extract: available template references, index details, conventions.

3. Build the Swap Curve

Call ir_swap in price mode for standard tenors: 2Y, 5Y, 7Y, 10Y, 20Y, 30Y.

Extract: par swap rate and DV01 at each tenor.

4. Overlay the Government Curve

Call interest_rate_curve (list then calculate) for the same currency.

Compute swap spread = swap rate minus government yield at each tenor.

5. Decompose Real Rates

Call inflation_curve (search then calculate) for the currency.

Compute real swap rate = nominal swap rate minus inflation breakeven at each tenor.

6. Synthesize Curve Strategy Views

Compute curve metrics: 2s10s slope, 5s30s slope, 2s5s10s butterfly.

Identify opportunities: steepener, flattener, butterfly, or swap spread trades based on current levels vs historical norms.

Present: swap curve table with government overlay, curve metrics, real rate decomposition, and trade recommendations with DV01-neutral ratios.

Output Format

Lead with curve shape summary and key metrics (2s10s, butterfly). Follow with detailed tables and trade idea section.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 8d ago First seen · 58 lines · 14 tokens per session scan A 501be24ab6ce

Subscribe to this mod's changes

analyze-swap-curve is a command published in the GitHub repository yuping322/financial-services-plugins-new (17 stars, last pushed 6mo ago), licensed Apache-2.0. It adds 14 tokens to every session and 475 once invoked, about $0.0001 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-03.