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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.

76

Quality

93%

Does it follow best practices?

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SecuritybySnyk

Passed

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SKILL.md
Quality
Evals
Security

Quality

Content

87%

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

The body is a lean, highly actionable MCP-routing playbook with concrete tools, formulas, and output schemas, well-organized into clear sections. Its only real gap is the absence of validation checkpoints and error-recovery guidance in the multi-step workflow.

Suggestions

Add a validation checkpoint after building the swap curve (e.g., 'Confirm every standard tenor (2Y–30Y) returned a par rate and DV01; re-request any missing tenor before proceeding') so the workflow has an explicit gate between data gathering and metric computation.

Add a short error-recovery/feedback loop for tool failures or anomalous data (e.g., non-monotonic curves or negative swap spreads) — note the signal, retry or fall back to an alternate index, then recompute.

Add a brief pre-synthesis checklist for Step 6 (verify swap-spread, real-rate, and curve-metric tables are complete and internally consistent before issuing trade recommendations with DV01-neutral sizing).

DimensionReasoningScore

Conciseness

The body is lean and almost entirely actionable — named tools, specific tenors, formulas, and output schemas — with only one brief conceptual framing sentence in Core Principles that directly motivates the build order, so it does not pad with concepts Claude doesn't need.

3 / 3

Actionability

Though code-free, this instruction-only MCP-routing skill gives concrete executable guidance: specific tools (ir_swap, interest_rate_curve, inflation_curve), explicit two-phase patterns, exact formulas (swap spread = swap rate minus government yield; real rate = nominal swap rate minus inflation breakeven), and copy-ready output table schemas.

3 / 3

Workflow Clarity

The Tool Chaining Workflow is a clear numbered 6-step sequence, but it has no validation checkpoints or feedback loops (e.g., verifying all tenors priced, checking curve monotonicity, or handling missing tool data), matching the 'steps listed but validation gaps; checkpoints missing' anchor rather than the validation-rich 3 anchor.

2 / 3

Progressive Disclosure

The skill is self-contained (~58 lines) with no bundle files and is organized into clear single-level sections (Core Principles, Available MCP Tools, Tool Chaining Workflow, Output Format) with no nested or dead references, satisfying the simple-skill allowance for a 3.

3 / 3

Total

11

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12

Passed

Description

100%

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

The description is specific, trigger-rich, and complete, naming concrete actions and an explicit 'Use when' clause covering natural rates-strategy phrasing. It is highly distinctive with negligible conflict risk; voice is correctly third person/imperative.

DimensionReasoningScore

Specificity

Lists multiple concrete actions — 'pricing swaps at multiple tenors, overlaying government and inflation curves, identifying curve trade opportunities' plus spreads, real-rate decomposition, steepener/flattener/butterfly trades, and cross-currency comparison — matching the 'Lists multiple specific concrete actions' anchor.

3 / 3

Completeness

Clearly answers both 'what' (analyze the swap curve by pricing, overlaying, and identifying trades) and 'when' via an explicit 'Use when...' clause, hitting the 'answers both what AND when with explicit triggers' anchor.

3 / 3

Trigger Term Quality

The 'Use when' clause surfaces natural trigger phrases a rates user would actually say ('analyzing swap curves, computing swap spreads, decomposing real rates, identifying steepener/flattener/butterfly trades, comparing swap rates across currencies'), giving good coverage with common variations.

3 / 3

Distinctiveness Conflict Risk

Targets a narrow, well-defined niche (swap-curve strategy) with domain-specific triggers unlikely to collide with other skills, matching 'Clear niche with distinct triggers; unlikely to conflict.'

3 / 3

Total

12

/

12

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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