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d-wweid-wwei/openclaw-financial-services/skills/fsi-lseg-cmd-macro-rates/SKILL.md

fsi-lseg-cmd-macro-rates

Skill16 starsChanged 9 months agoApache-2.0View on GitHub

Build a macro and rates dashboard with economic indicators, yield curves, inflation, and swap spreads — usage: /macro-rates <country e.g. US> [timeframe e.g. 5Y]

The file

We split this skill into the rules it gives an agent

7 rules. About 0 are common, 2 are distinctive, and 5 are very specific to this project.

  • ≈0

    Common · estimate

    Many files like this have a rule of this kind.

  • ≈2

    Distinctive · estimate

    This author's own choices. Worth a look.

  • 5

    Very specific

    Tied to their project's names, files or tools. Probably skip.

  • Common
  • Distinctive
  • Very specific
  1. Distinctive:

    Ask the user for:

    line 21
  2. Very specific:

    Call qa_macroeconomic for key indicators:

    line 30
  3. Distinctive:

    Use wildcard mnemonic patterns to discover available series (e.g., "US\*GDP\*", "US\*CPI\*").

    line 36
  4. Very specific:

    Call interest_rate_curve (list then calculate) for the country's government curve.

    line 40
  5. Very specific:

    Call inflation_curve (search then calculate) for the currency.

    line 46
  6. Very specific:

    Call ir_swap (list then price) at 2Y, 5Y, 10Y.

    line 52
  7. Very specific:

    Call tscc_historical_pricing_summaries for the benchmark yield RIC with the user's timeframe.

    line 58

≈ “Common” is an estimate: at least 1 in 5 of the 350,495 skill files we read have a rule of the same kind, not the same words. “Very specific” is our guess from the words: it names a file, a command, a setting or the project itself.

Keep what fits and drop the rest. Your version, ready for your agents.
Files
SKILL.md

Macro & Rates Dashboard

This command uses LSEG macroeconomic data, yield curves, inflation curves, swap pricing, and historical data tools. See CONNECTORS.md for available tools.

Build a comprehensive macroeconomic and rates dashboard showing key economic indicators, the yield curve with slope analysis, real rate decomposition, and swap spread context.

See the macro-rates-monitor skill for domain knowledge on macro-rates analysis.

Workflow

1. Gather Input

Ask the user for:

  • Country (required) — e.g., US, DE, GB, JP, CH
  • Timeframe for historical series (optional, default 3Y)
  • Any specific indicators of interest (optional)

Map country to currency: US→USD, DE→EUR, GB→GBP, JP→JPY.

2. Pull Macro Indicators

Call qa_macroeconomic for key indicators:

  • GDP growth (quarterly series)
  • CPI/inflation (monthly series)
  • Unemployment rate (monthly series)
  • Policy rate / central bank rate

Use wildcard mnemonic patterns to discover available series (e.g., "US*GDP*", "US*CPI*").

3. Get the Yield Curve

Call interest_rate_curve (list then calculate) for the country's government curve.

Extract yields at standard tenors. Compute: 2s10s slope, 3M-10Y slope, 5s30s slope. Classify curve shape.

4. Decompose Real Rates

Call inflation_curve (search then calculate) for the currency.

Compute real rate = nominal minus breakeven at key tenors. Assess whether real rates are accommodative or restrictive.

5. Swap Spread Analysis

Call ir_swap (list then price) at 2Y, 5Y, 10Y.

Compute swap spread = swap rate minus government yield at each tenor. Assess financial conditions.

6. Historical Yield Context

Call tscc_historical_pricing_summaries for the benchmark yield RIC with the user's timeframe.

Assess: where current yields sit in the historical range, trend direction.

7. Synthesize the Dashboard

Present: macro summary table, yield curve with slope metrics, real rate decomposition, swap spread table, historical context, and overall macro-rates assessment (2-3 sentences).

Output Format

Present as a dashboard with clearly labeled sections. Lead with the overall macro assessment, then detail each component.

Download now (ZIP)

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