swap-curve-strategy
anthropics1.6k installs
Turn swap curve data into sized trade ideas.
What it does
Analyzes swap curves to deliver swap spreads, real-rate decompositions, curve metrics, and trade recommendations with DV01-neutral sizing.
When to use it
Use for swap-curve analysis, swap spreads, real-rate decomposition, steepener, flattener, or butterfly trade ideas, and cross-currency swap-rate comparisons.
How to use it
Give it a target currency; it returns a swap-curve analysis with spreads, real rates, curve metrics, and sized trade recommendations.
What you provide
- the target currency
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What you need · 0
No setup requirements listed.
Access · 5
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