llmquant-rates-fx — Claude Code skill for rates and FX
A router skill for rates and FX analysis: it picks the right workflow for curve shape, duration, central-bank divergence or FX carry and pulls LLMQuant data.
npx skills add LLMQuant/skills --skill llmquant-rates-fx -a claude-codeWhat llmquant-rates-fx does
The skill does no maths of its own. It asks which currencies, countries, curve tenors and horizon are in play, then opens exactly one workflow file: workflows/yield-curve-trade-lens.md for curve shape and duration trades, workflows/central-bank-divergence.md for comparing policy paths, workflows/fx-carry-dashboard.md for a carry, momentum and valuation dashboard.
Market inputs come from LLMQuant Data, covering nominal and real curves, policy rates, inflation expectations, FX spot and forward points, volatility and central-bank calendars. Every output has to name observation dates, price timestamps, curve tenors and anything missing.
There is a fallback path worth knowing before you rely on it. When forward points, real rates or positioning are absent, the skill lists those gaps and works from spot and rate differentials alone. It refuses to construct a live carry trade or curve view without timestamped rate and FX data, so the result is only as good as the data you can reach.
What it helps with
- Route a curve question to the right workflow file
- Compare policy paths across two central banks
- Build an FX carry dashboard with valuation and risk
- Check real rates and dollar context
- List which inputs are missing before a trade
Example prompts for the agent
- Walk through the USD yield curve shape and suggest duration trades
- Compare the Fed and ECB paths and show where the macro diverges
- Build a G10 FX carry dashboard with volatility and positioning
How to install llmquant-rates-fx
1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-rates-fx -a claude-code2Manually: put the files in place
~/.claude/skills/llmquant-rates-fx/SKILL.mdCopy the whole skill folder; for one project use .claude/skills/llmquant-rates-fx/
1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-rates-fx -a codex2Manually: put the files in place
.agents/skills/llmquant-rates-fx/SKILL.mdFor all projects use ~/.agents/skills/
1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-rates-fx -a cursor2Manually: put the files in place
.cursor/skills/llmquant-rates-fx/SKILL.mdCursor also reads .agents/skills/ and .claude/skills/
1GitHub CLI
gh skill install LLMQuant/skills llmquant-rates-fx2Manually: put the files in place
.github/skills/llmquant-rates-fx/SKILL.md1Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-rates-fx -a gemini-cli2Platform CLI
gemini skills install https://github.com/LLMQuant/skills --path skills/llmquant-rates-fxManually: put the files in place
.devin/skills/llmquant-rates-fx/SKILL.mdThe legacy .windsurf/skills/ path still works
Skills CLI (Vercel)
npx skills add LLMQuant/skills --skill llmquant-rates-fx -a opencodeClaude.ai
Zip the folder and upload it in Settings → Capabilities → Skills
Step by step, with commands for each platform: How to install skills in Claude Code: five ways
Questions about llmquant-rates-fx
How do I install llmquant-rates-fx in Claude Code?
Run npx skills add LLMQuant/skills --skill llmquant-rates-fx -a claude-code; the skill then lives at ~/.claude/skills/llmquant-rates-fx/SKILL.md.
What does llmquant-rates-fx do?
It classifies a rates or FX request, selects one of three workflows, and fetches the market data that workflow needs. The report must carry dates, tenors and missing inputs.
What happens when some data is unavailable?
The skill names the missing fields and allows analysis from spot and rate differentials only. Without timestamped rate and FX data it will not produce a carry trade or curve view.
Source text
SKILL.md · MIT
--- name: llmquant-rates-fx description: Router skill for LLMQuant rates and FX workflows. Use when the user needs yield curve, duration, central-bank divergence, FX carry, real-rate, dollar, or cross-currency analysis. input_data_source: LLMQuant Data category: rates-fx --- # LLMQuant Rates FX This category routes rates and foreign-exchange workflows for curve analysis, central-bank divergence, and FX carry. ## Routing Rules 1. Identify currencies, countries, curve points, instrument proxy, horizon, and decision type. 2. Select the closest workflow below. 3. Open only that workflow and any referenced local resources. 4. Use LLMQuant Data for yield curves, policy rates, inflation, growth, FX prices, carry, volatility, credit, commodities, and macro context. 5. Report observation dates, price timestamps, policy dates, curve tenors, stale notices, and missing inputs. ## Workflow Index | User intent | Workflow | |---|---| | Analyze yield curve shape, duration exposure, and curve trades. | [`workflows/yield-curve-trade-lens.md`](workflows/yield-curve-trade-lens.md) | | Compare central-bank paths and macro divergence across countries. | [`workflows/central-bank-divergence.md`](workflows/central-bank-divergence.md) | | Build an FX carry, momentum, valuation, and risk dashboard. | [`workflows/fx-carry-dashboard.md`](workflows/fx-carry-dashboard.md) | ## LLMQuant Data Contract Prefer LLMQuant Data when available. The workflows may need these data capabilities: - Retrieve nominal and real yield curves, policy rates, inflation expectations, rate histories, and term-premium context. - Retrieve FX spot history, carry, forward points, rate differentials, volatility, positioning, and trade-weighted dollar context. - Retrieve central-bank meeting calendars, policy communication, macro indicators, commodities, credit, and risk sentiment. - Retrieve portfolio duration, currency exposures, ETF look-through, and hedging instruments when available. Fallback: - If forward points, real rates, or positioning are unavailable, state the missing inputs and use spot/rate-differential evidence only. - Do not infer live FX carry or curve trades without timestamped rate and FX data.
© LLMQuant · MIT · LLMQuant/skills
