Software Development

Swap Curve Strategy

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.

Publisher / source
anthropics/financial-services (found on skills.sh)
Upstream record
anthropics/financial-services
Version
Version 3
Published
Publication review
Approved for publication · recorded passed scan 2026-11-02
Content fingerprint
7aa595a57090de79db65afda23361e102f082594391b814b1f8f75e9c21c3cd5