[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"skill:01M718E43TSKJSA0JW5C226NEQ":3,"skill-same:01M718E43TSKJSA0JW5C226NEQ":62},{"skillNo":4,"name":5,"nameZh":6,"description":7,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":16,"categories":17,"keywords":18,"publishedAt":35,"linkOnly":36,"markdownContent":37,"markdownBody":38,"frontMatter":39,"refName":40,"commitSha":41,"skillDirectory":42,"forksCount":43,"repositoryHtmlUrl":44,"repositoryHomepageUrl":6,"ownerHtmlUrl":45,"ownerBlogUrl":46,"ownerDescription":6,"updatedAt":47,"install":48,"resources":61},"01M718E43TSKJSA0JW5C226NEQ","swap-curve-strategy",null,"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\u002Fflattener\u002Fbutterfly trades, or comparing swap rates across currencies.","anthropics\u002Ffinancial-services","anthropics","https:\u002F\u002Favatars.githubusercontent.com\u002Fu\u002F76263028?v=4","01M697XGDPXJAVQ8391V2BCYTE","Anthropic","01M7188Y8CSYMMZ40A4B4N518V",41274,"Apache-2.0","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fpartner-built\u002Flseg\u002Fskills\u002Fswap-curve-strategy\u002FSKILL.md",[],[19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34],"strategy","swap curve strategy","swap","curve","pricing","government","use","curves","when","across","analyze","trade","at","analyzing","rate","swaps","2026-11-10 10:12:30",false,"---\nname: swap-curve-strategy\ndescription: 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\u002Fflattener\u002Fbutterfly trades, or comparing swap rates across currencies.\n---\n\n# Swap Curve Strategy Analysis\n\nYou 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.\n\n## Core Principles\n\nThe 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\u002Froll-down estimates.\n\n## Available MCP Tools\n\n- **`ir_swap`** — Swap pricing. Two-phase: list templates (by currency\u002Findex) then price at specific tenors. Returns par swap rate, DV01, NPV.\n- **`interest_rate_curve`** — Government yield curves. Two-phase: list then calculate. Use for swap spread computation and curve shape context.\n- **`inflation_curve`** — Inflation breakeven curves. Two-phase: search then calculate. Use for real rate decomposition.\n- **`tscc_historical_pricing_summaries`** — Historical pricing data. Use for historical curve slope context and trend analysis.\n- **`qa_macroeconomic`** — Macro data. Use to establish economic context for curve analysis and assess consistency with curve signals.\n\n## Tool Chaining Workflow\n\n1. **Discover Swap Templates:** Call `ir_swap` in list mode for the target currency. Identify available indices and tenors.\n2. **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.\n3. **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.\n4. **Inflation Decomposition:** Call `inflation_curve` (search then calculate). Compute real rate = nominal swap rate minus inflation breakeven at each tenor.\n5. **Compute Curve Metrics:** From the swap curve: 2s10s slope, 5s30s slope, 2s5s10s butterfly. Note curve shape classification.\n6. **Synthesize:** Combine into a complete analysis with swap curve table, swap spreads, real rate decomposition, curve metrics, and trade recommendations with DV01-neutral sizing.\n\n## Output Format\n\n### Swap Curve Table\n| Tenor | Swap Rate (%) | Govt Yield (%) | Swap Spread (bp) | DV01 | Inflation BE (%) | Real Rate (%) |\n|-------|-------------|----------------|-------------------|------|-------------------|---------------|\n| 2Y | ... | ... | ... | ... | ... | ... |\n| 5Y | ... | ... | ... | ... | ... | ... |\n| 10Y | ... | ... | ... | ... | ... | ... |\n| 30Y | ... | ... | ... | ... | ... | ... |\n\n### Curve Metrics\n| Metric | Current |\n|--------|---------|\n| 2s10s slope (bp) | ... |\n| 5s30s slope (bp) | ... |\n| 2s5s10s butterfly (bp) | ... |\n| Curve shape | Normal \u002F Flat \u002F Inverted \u002F Humped |\n\n### Real Rate Decomposition\n| Tenor | Nominal Swap | Inflation BE | Real Rate | Signal |\n|-------|-------------|-------------|-----------|--------|\n| 2Y | ...% | ...% | ...% | Accommodative\u002FRestrictive |\n| 5Y | ...% | ...% | ...% | Accommodative\u002FRestrictive |\n| 10Y | ...% | ...% | ...% | Accommodative\u002FRestrictive |\n\n### Curve Trade Recommendation\nFor each trade: structure (e.g., 2s10s steepener), legs, DV01-neutral notionals, estimated 3M carry, estimated 3M roll-down, breakeven curve move, target, stop-loss, and thesis (1-2 sentences).\n","# Swap Curve Strategy Analysis\n\nYou 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.\n\n## Core Principles\n\nThe 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\u002Froll-down estimates.\n\n## Available MCP Tools\n\n- **`ir_swap`** — Swap pricing. Two-phase: list templates (by currency\u002Findex) then price at specific tenors. Returns par swap rate, DV01, NPV.\n- **`interest_rate_curve`** — Government yield curves. Two-phase: list then calculate. Use for swap spread computation and curve shape context.\n- **`inflation_curve`** — Inflation breakeven curves. Two-phase: search then calculate. Use for real rate decomposition.\n- **`tscc_historical_pricing_summaries`** — Historical pricing data. Use for historical curve slope context and trend analysis.\n- **`qa_macroeconomic`** — Macro data. Use to establish economic context for curve analysis and assess consistency with curve signals.\n\n## Tool Chaining Workflow\n\n1. **Discover Swap Templates:** Call `ir_swap` in list mode for the target currency. Identify available indices and tenors.\n2. **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.\n3. **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.\n4. **Inflation Decomposition:** Call `inflation_curve` (search then calculate). Compute real rate = nominal swap rate minus inflation breakeven at each tenor.\n5. **Compute Curve Metrics:** From the swap curve: 2s10s slope, 5s30s slope, 2s5s10s butterfly. Note curve shape classification.\n6. **Synthesize:** Combine into a complete analysis with swap curve table, swap spreads, real rate decomposition, curve metrics, and trade recommendations with DV01-neutral sizing.\n\n## Output Format\n\n### Swap Curve Table\n| Tenor | Swap Rate (%) | Govt Yield (%) | Swap Spread (bp) | DV01 | Inflation BE (%) | Real Rate (%) |\n|-------|-------------|----------------|-------------------|------|-------------------|---------------|\n| 2Y | ... | ... | ... | ... | ... | ... |\n| 5Y | ... | ... | ... | ... | ... | ... |\n| 10Y | ... | ... | ... | ... | ... | ... |\n| 30Y | ... | ... | ... | ... | ... | ... |\n\n### Curve Metrics\n| Metric | Current |\n|--------|---------|\n| 2s10s slope (bp) | ... |\n| 5s30s slope (bp) | ... |\n| 2s5s10s butterfly (bp) | ... |\n| Curve shape | Normal \u002F Flat \u002F Inverted \u002F Humped |\n\n### Real Rate Decomposition\n| Tenor | Nominal Swap | Inflation BE | Real Rate | Signal |\n|-------|-------------|-------------|-----------|--------|\n| 2Y | ...% | ...% | ...% | Accommodative\u002FRestrictive |\n| 5Y | ...% | ...% | ...% | Accommodative\u002FRestrictive |\n| 10Y | ...% | ...% | ...% | Accommodative\u002FRestrictive |\n\n### Curve Trade Recommendation\nFor each trade: structure (e.g., 2s10s steepener), legs, DV01-neutral notionals, estimated 3M carry, estimated 3M roll-down, breakeven curve move, target, stop-loss, and thesis (1-2 sentences).\n",{"name":5,"description":7},"main","60565064557ca77b12f62aa7877f365d111c129d","plugins\u002Fpartner-built\u002Flseg\u002Fskills\u002Fswap-curve-strategy",5748,"https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services","https:\u002F\u002Fgithub.com\u002Fanthropics","https:\u002F\u002Fanthropic.com","2026-11-13 03:13:59",{"source":8,"skillName":5,"commands":49,"prompt":59,"zipAvailable":60},[50,53,56],{"tool":51,"command":52},"npx","npx skills add anthropics\u002Ffinancial-services --skill swap-curve-strategy",{"tool":54,"command":55},"bunx","bunx skills add anthropics\u002Ffinancial-services --skill swap-curve-strategy",{"tool":57,"command":58},"pnpm","pnpm dlx skills add anthropics\u002Ffinancial-services --skill swap-curve-strategy","安装技能，技能地址：https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fpartner-built\u002Flseg\u002Fskills\u002Fswap-curve-strategy\u002FSKILL.md",true,[],[63,88,111,132,161,179],{"skillNo":64,"name":65,"nameZh":6,"description":66,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":67,"categories":68,"keywords":69,"publishedAt":35},"01M718K18RVV0Z7T7JR4DDYCR9","value-creation-plan","Structure post-acquisition value creation plans with revenue, cost, and operational levers mapped to an EBITDA bridge. Includes 100-day priorities, KPI targets, and accountability frameworks. Use when planning post-close execution, preparing operating partner materials, or building a board-ready value creation roadmap. Triggers on \"value creation plan\", \"100-day plan\", \"post-close plan\", \"EBITDA bridge\", \"operating plan\", or \"value creation levers\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Fvalue-creation-plan\u002FSKILL.md",[],[70,71,72,73,74,75,76,77,78,79,80,81,82,25,83,27,84,85,86,87],"value","creation","value creation plan","plan","operating","ready","bridge","planning","frameworks","kpi","triggers","execution","plans","roadmap","materials","with","cost","acquisition",{"skillNo":89,"name":90,"nameZh":6,"description":91,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":92,"categories":93,"keywords":94,"publishedAt":35},"01M718JXVXRBT0736V7KDW3EHC","unit-economics","Analyze unit economics for PE targets — ARR cohorts, LTV\u002FCAC, net retention, payback periods, revenue quality, and margin waterfall. Essential for software\u002FSaaS, recurring revenue, and subscription businesses. Use when evaluating revenue quality, building a cohort analysis, or assessing customer economics. Triggers on \"unit economics\", \"cohort analysis\", \"ARR analysis\", \"LTV CAC\", \"net retention\", \"revenue quality\", or \"customer economics\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Funit-economics\u002FSKILL.md",[],[95,96,97,98,99,100,101,102,80,103,25,27,104,105,29,106,107,108,109,110],"unit","economics","unit economics","cohort analysis","recurring","essential","for","retention","recurring revenue","saas","analysis","targets","arr","customer","revenue","cohort",{"skillNo":112,"name":113,"nameZh":6,"description":114,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":115,"categories":116,"keywords":117,"publishedAt":35},"01M718JV1463SCF8XND52PRN03","returns-analysis","Build quick IRR\u002FMOIC sensitivity tables for PE deal evaluation. Models returns across entry multiple, leverage, exit multiple, growth, and hold period scenarios. Use when sizing up a deal, stress-testing assumptions, or preparing IC returns exhibits. Triggers on \"returns analysis\", \"IRR sensitivity\", \"MOIC table\", \"what's the return at\", \"model the returns\", or \"back of the envelope\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Freturns-analysis\u002FSKILL.md",[],[118,105,119,120,121,122,123,101,124,125,126,80,127,25,27,128,28,129,130,131],"returns analysis","returns","back","leverage","quick","model","sensitivity","testing","up","exit","growth","deal","build","models",{"skillNo":133,"name":134,"nameZh":6,"description":135,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":136,"categories":137,"keywords":146,"publishedAt":35},"01M718JRJYHENXRTAS2WES2J4E","portfolio-monitoring","Track and analyze portfolio company performance against plan. Ingests monthly\u002Fquarterly financial packages (Excel, PDF), extracts KPIs, flags variances to budget, and produces summary dashboards. Use when reviewing portfolio company financials, preparing board materials, or monitoring covenant compliance. Triggers on \"review portfolio company\", \"monthly financials\", \"how is [company] performing\", \"covenant check\", or \"portfolio update\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Fportfolio-monitoring\u002FSKILL.md",[138,143],{"categoryNo":139,"categoryName":140,"taxonomyType":141,"taxonomyTypeDesc":142},"01JBSEEDCAT000000000000002","文档处理","SCENARIO","使用场景",{"categoryNo":144,"categoryName":145,"taxonomyType":141,"taxonomyTypeDesc":142},"01JBSEEDCAT000000000000004","电子表格",[147,148,149,150,151,152,153,154,80,25,27,155,156,29,84,157,158,73,159,160],"portfolio monitoring","monitoring","portfolio","financials","PDF","xlsx","performance","company","review","check","packages","track","covenant","how",{"skillNo":162,"name":163,"nameZh":6,"description":164,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":165,"categories":166,"keywords":167,"publishedAt":35},"01M718JPCC86RSTX0ZH4XK26J7","ic-memo","Draft a structured investment committee memo for PE deal approval. Synthesizes due diligence findings, financial analysis, and deal terms into a professional IC-ready document. Use when preparing for investment committee, writing up a deal, or creating a formal recommendation. Triggers on \"write IC memo\", \"investment committee memo\", \"deal write-up\", \"prepare IC materials\", or \"recommendation memo\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Fic-memo\u002FSKILL.md",[],[168,169,170,75,171,101,172,126,80,173,25,174,27,105,84,175,129,176,177,178],"ic memo","memo","recommendation memo","professional","recommendation","writing","document","draft","write","financial analysis","investment",{"skillNo":180,"name":181,"nameZh":6,"description":182,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":183,"categories":184,"keywords":188,"publishedAt":35},"01M718JK2B01WZQPFHVHKY25PD","deal-sourcing","PE deal sourcing workflow — discover target companies, check CRM for existing relationships, and draft personalized founder outreach emails. Use when sourcing new deals, prospecting companies in a sector, or reaching out to founders. Triggers on \"find companies\", \"source deals\", \"draft founder email\", \"check if we've seen this company\", or \"outreach to founder\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Fdeal-sourcing\u002FSKILL.md",[185],{"categoryNo":186,"categoryName":187,"taxonomyType":141,"taxonomyTypeDesc":142},"01JBSEEDCAT000000000000005","邮件与沟通",[189,190,129,191,192,193,101,154,80,194,195,196,25,197,27,198,199,156,175,200],"sourcing","deal sourcing","target","discover","email","emails","prospecting","new","Existing","workflow","founders","find"]