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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.

70

Quality

86%

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SKILL.md
Quality
Evals
Security

Quality

Content

72%Weight 40%Scale 1-5

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

A well-structured, mostly lean skill body with concrete tool-chaining guidance and clear output schemas. Its main weakness is the absence of validation/feedback checkpoints in a multi-tool pricing workflow that can fail at any step.

Suggestions

Add validation checkpoints to the tool-chaining workflow (e.g., after building the swap curve, verify all standard tenors priced successfully before computing spreads; if a tenor or index is missing, note it and proceed with available points).

Trim domain-concept restatements (e.g., 'The swap curve prices the market's expectation...') and the overlap between Core Principles and the numbered workflow to tighten token efficiency.

Where helpful, show exact MCP invocation form (tool name + mode + key parameters) rather than prose-only 'Call X in list mode' to push actionability from concrete guidance to copy-paste ready.

DimensionReasoningScore

Conciseness

Mostly efficient with clear sections and minimal tutorial padding, but a couple of sentences restate domain concepts Claude already knows (e.g., 'The swap curve prices the market's expectation of future short-term rates...') and the Core Principles section overlaps the workflow. Not a 5 because a few tokens could be trimmed; not a 3 because the bulk is lean and instruction-focused.

4 / 5

Actionability

Provides concrete guidance — named MCP tools, specific tenors (2Y/5Y/7Y/10Y/20Y/30Y), explicit formulas (swap spread = swap rate minus government yield; real rate = nominal minus inflation breakeven), and defined output schemas. Falls short of 5 because invocations are described in prose ('Call ir_swap in list mode') rather than exact copy-paste syntax with parameters.

4 / 5

Workflow Clarity

A clear 6-step numbered sequence (Discover → Build → Overlay → Inflation → Compute → Synthesize) is present, but there are no validation checkpoints or feedback loops (e.g., handling a missing tenor or failed pricing), which caps workflow clarity at 3 for a multi-tool chain. Not a 2 because the sequence is well-defined; not a 4+ because validation is absent.

3 / 5

Progressive Disclosure

A compact (~50 line) single-file skill with no external references needed, organized into clear sections (Core Principles, Available MCP Tools, Tool Chaining Workflow, Output Format); per the simple-skill exception, well-organized sections earn a 5 without bundle files.

5 / 5

Total

16

/

20

Passed

Description

100%Weight 40%Scale 1-5

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

A highly specific, well-structured description that clearly states the skill's capabilities and provides explicit, natural trigger phrases for when to use it. It is concise without padding and occupies a distinct niche.

DimensionReasoningScore

Specificity

Lists multiple concrete actions — 'pricing swaps at multiple tenors', 'overlaying government and inflation curves', 'computing swap spreads', 'decomposing real rates', 'identifying curve trade opportunities' — with comprehensive coverage and no gaps.

5 / 5

Completeness

Explicitly answers both 'what' (first sentence on pricing, overlaying, identifying trades) and 'when' ('Use when analyzing swap curves, computing swap spreads...') with concrete trigger phrases.

5 / 5

Trigger Term Quality

The 'Use when' clause enumerates natural trigger activities a rates analyst would say — 'analyzing swap curves', 'computing swap spreads', 'identifying steepener/flattener/butterfly trades', 'comparing swap rates across currencies' — giving comprehensive, synonym-rich coverage for the target domain.

5 / 5

Distinctiveness Conflict Risk

Occupies a clear niche (swap curve strategy) with distinct, specialized triggers that are unlikely to fire for unrelated skills, minimizing conflict risk.

5 / 5

Total

20

/

20

Passed

Validation

100%

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation16 / 16 Passed

Validation for skill structure

No warnings or errors.

Repository
anthropics/financial-services
Reviewed

Table of Contents

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