القائمة
Use when financial-services work requires analyze the swap curve with government and inflation overlays to identify curve trade opportunities.
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استنادا إلى تصنيف SOC المهني
Use when financial-services work requires processes an earnings event end to end — reads the call transcript and filings, updates the coverage model, and drafts the post-earnings note. Use when a covered name reports; for a single name interactively, or fanned out across a coverage list as a managed agent..
Use when financial-services work requires reconciles general ledger to subledger across asset classes for a trade date — finds breaks, traces root cause, and routes the exception report for sign-off. Use for daily or month-end recon runs; not for journal-entry posting (use month-end-closer for that)..
Use when financial-services work requires parses an onboarding document packet, runs the firm's KYC/AML rules engine, screens against sanctions and PEP lists, and flags gaps for escalation. Use for new-client onboarding or periodic refresh — not for transaction monitoring..
Use when financial-services work requires produces sector or thematic market research — industry overview, competitive landscape, trading-comps spread of the peer set, and a thematic ideas shortlist — packaged as a research note with optional slides. Use when an analyst or PM asks for a primer on a sector or theme; not for single-name coverage updates (use earnings-reviewer for that)..
Use when financial-services work requires builds a briefing pack before a client or prospect meeting — relationship history from CRM, holdings and recent activity, market context, and a suggested agenda. Use ahead of any client meeting; pairs with a calendar event..
Use when financial-services work requires builds DCF, LBO, three-statement, and trading-comps models live in Excel from a ticker and assumption set. Use when you need a clean model from scratch — not for updating an existing coverage model (use earnings-reviewer for that)..
| name | fsi-command-analyze-swap-curve |
| description | Use when financial-services work requires analyze the swap curve with government and inflation overlays to identify curve trade opportunities. |
| version | 0.1.0 |
| author | Changhochien |
| license | MIT |
| platforms | ["linux","macos","windows"] |
| metadata | {"hermes":{"tags":["analyze-swap-curve","command","financial-services","lseg"],"related_skills":[]}} |
This is the Hermes profile equivalent of the original Cowork slash command /analyze-swap-curve from lseg. Invoke it explicitly with /skill fsi-command-analyze-swap-curve or ask in natural language for this workflow.
/analyze-swap-curve or a analyze swap curve financial-services workflow.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.
Ask the user for:
Call ir_swap in list mode with the currency and optional index.
Extract: available template references, index details, conventions.
Call ir_swap in price mode for standard tenors: 2Y, 5Y, 7Y, 10Y, 20Y, 30Y.
Extract: par swap rate and DV01 at each tenor.
Call interest_rate_curve (list then calculate) for the same currency.
Compute swap spread = swap rate minus government yield at each tenor.
Call inflation_curve (search then calculate) for the currency.
Compute real swap rate = nominal swap rate minus inflation breakeven at each tenor.
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.
Lead with curve shape summary and key metrics (2s10s, butterfly). Follow with detailed tables and trade idea section.
/skill fsi-command-analyze-swap-curve