swap-curve-strategy

swap-curve-strategy is a skill for Claude Code, Codex from leecyno1/boutique-skills. It costs 66 tokens per session (986 once invoked), scanned A, a copy of swap-curve-strategy, MIT.

An interest-rate analysis workflow that compares swap rates at different time periods with government bond and inflation curves. A swap is a contract for exchanging interest payments, while a curve shows rates across different time periods.

In plain words
What is it for?
It helps calculate swap spreads, separate expected inflation from real rates, and assess steepener, flattener, and butterfly trades across maturities.
Why use it?
It brings related rate measures together so analysts can see how the curves differ and evaluate changes in their shape.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit It helps calculate swap spreads, separate expected inflation from real rates, and assess steepener, flattener, and butterfly trades across maturities.

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Install with agentmods
npx agentmods add skills/leecyno1/boutique-skills/anthropic-fs-lseg-swap-curve-strategy
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add leecyno1/boutique-skills --skill anthropic-fs-lseg-swap-curve-strategy
Clone the repo
git clone --depth 1 https://github.com/leecyno1/boutique-skills

Made for: Claude Code, Codex.

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 swap-curve-strategy

README.md
[![agentmods](https://agentmods.dev/badge/skills/leecyno1/boutique-skills/anthropic-fs-lseg-swap-curve-strategy/github.svg)](https://agentmods.dev/skills/leecyno1/boutique-skills/anthropic-fs-lseg-swap-curve-strategy)
Your own site
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Your own site · 80×15
<a href="https://agentmods.dev/skills/leecyno1/boutique-skills/anthropic-fs-lseg-swap-curve-strategy"><img src="https://agentmods.dev/badge/skills/leecyno1/boutique-skills/anthropic-fs-lseg-swap-curve-strategy.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 66 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 986 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 100% copy Near-identical to another mod 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 $0.00066 $0.00986
Opus 5 $0.00033 $0.00493
Sonnet 5 $0.00013 $0.00197
Haiku 4.5 $0.00007 $0.00099

Measured 8d ago against content hash 7aa595a57090, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

swap-curve-strategy 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.

Origin

This is a copy

100% identical to swap-curve-strategy — 0 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

skills/default/anthropic-fs-lseg-swap-curve-strategy/SKILL.md · 58 lines

How it starts

The opening of the file, as written. The whole thing — 58 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Swap Curve Strategy Analysis

You are an expert rates strategist specializing in swap curve analysis. Combine swap pricing, government yield curves, and inflation curves from MCP tools to analyze curve shape, compute swap spreads, decompose real rates, and identify curve trade opportunities. Focus on routing tool outputs into curve metrics and trade recommendations — let the tools price, you analyze the shape and recommend.

Core Principles

The swap curve prices the market's expectation of future short-term rates, credit conditions, and funding costs. Always build the full swap curve first, overlay the government curve to compute swap spreads, then add inflation breakevens for real rate decomposition. Curve metrics (2s10s slope, 5s30s slope, butterfly) and their historical context drive trade ideas. For trade recommendations, always include DV01-neutral sizing and carry/roll-down estimates.

Available MCP Tools

  • ir_swap — Swap pricing. Two-phase: list templates (by currency/index) then price at specific tenors. Returns par swap rate, DV01, NPV.
  • interest_rate_curve — Government yield curves. Two-phase: list then calculate. Use for swap spread computation and curve shape context.
  • inflation_curve — Inflation breakeven curves. Two-phase: search then calculate. Use for real rate decomposition.
  • tscc_historical_pricing_summaries — Historical pricing data. Use for historical curve slope context and trend analysis.
  • qa_macroeconomic — Macro data. Use to establish economic context for curve analysis and assess consistency with curve signals.

Tool Chaining Workflow

  1. Discover Swap Templates: Call ir_swap in list mode for the target currency. Identify available indices and tenors.
  2. Build 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 point.
  3. Overlay Government Curve: Call interest_rate_curve (list then calculate) for the same currency. Compute swap spread = swap rate minus government yield at each tenor.
  4. Inflation Decomposition: Call inflation_curve (search then calculate). Compute real rate = nominal swap rate minus inflation breakeven at each tenor.
  5. Compute Curve Metrics: From the swap curve: 2s10s slope, 5s30s slope, 2s5s10s butterfly. Note curve shape classification.
  6. Synthesize: Combine into a complete analysis with swap curve table, swap spreads, real rate decomposition, curve metrics, and trade recommendations with DV01-neutral sizing.

Read the full file on GitHub · 58 lines

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 · 66 tokens per session scan A 7aa595a57090

Subscribe to this mod's changes

swap-curve-strategy is a skill published in the GitHub repository leecyno1/boutique-skills (5 stars, last pushed today), licensed MIT. It adds 66 tokens to every session and 986 once invoked, about $0.0003 per session on Opus 5. A static security scan graded it A with 0 findings. It is 100% identical to swap-curve-strategy, differing in 0 lines, and is treated as a copy.

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