lseg
Price bonds, analyze yield curves, evaluate FX carry trades, value options, and build macro dashboards using LSEG financial data and analytics.
pinned to #4aa51edupdated 2 weeks ago
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Last commit
2 weeks ago
Latest release
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What's bundled
Items extracted from this plugin's manifest + directory tree.
Skills (8)
skills/bond-futures-basisAnalyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities. Use when ana…skills/bond-relative-valuePerform relative value analysis on bonds by combining pricing, yield curve context, credit spreads, and scenario stress testing. Use when analyzing bond richness/cheapness, computing spread decompo…skills/equity-researchGenerate comprehensive equity research snapshots combining analyst consensus estimates, company fundamentals, historical prices, and macroeconomic context. Use when researching stocks, comparing es…skills/fixed-income-portfolioReview fixed income portfolios by pricing multiple bonds, retrieving reference data, analyzing cashflows, and running scenario analysis. Use when reviewing bond portfolios, computing portfolio dura…skills/fx-carry-tradeEvaluate FX carry trade opportunities by combining spot rates, forward points, interest rate differentials, volatility surface analysis, and historical price trends. Use when analyzing carry trades…skills/macro-rates-monitorBuild macroeconomic and rates dashboards combining macro indicators, yield curves, inflation breakevens, and swap rates. Use when monitoring macro conditions, analyzing yield curve shape, decomposi…skills/option-vol-analysisAnalyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility. Use when pricing options, analyzing volatili…skills/swap-curve-strategyAnalyze 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, comp…
Commands (8)
/analyze-bond-basis> This command uses LSEG bond future pricing, bond pricing, yield curves, and historical data tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools./analyze-bond-rv> This command uses LSEG bond pricing, yield curves, credit curves, and scenario analysis tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools./analyze-fx-carry> This command uses LSEG FX pricing, forward curves, volatility surfaces, and historical data tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools./analyze-option-vol> This command uses LSEG volatility surfaces, option pricing, and historical data tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools./analyze-swap-curve> This command uses LSEG swap pricing, interest rate curves, and inflation curve tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools./macro-rates> This command uses LSEG macroeconomic data, yield curves, inflation curves, swap pricing, and historical data tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools./research-equity> This command uses LSEG quantitative analytics, historical pricing, and macroeconomic data tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools./review-fi-portfolio> This command uses LSEG bond pricing, YieldBook analytics, and yield curve tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools.
Evaluation report
WarningsAutomated checks the publisher passed at publish time — structure, docs, safety, and whether the artifact behaves as claimed.4aa51ed· 2 weeks ago
Documentation
41Description quality
21 words · 143 chars — "Price bonds, analyze yield curves, evaluate FX carry trades, value options, and …"
README is present and substantial
16,294 chars · 11 sections · 4 code blocks
Tags / topics declaredwarn
No manifest tags and no GitHub repo topics
Add tags to the manifest (or GitHub topics on the repo) so the registry's search and category filters surface this artifact.
README has usage / example sections
found: Getting Started
Homepage / docs URL declared
no homepage declared (registry will use the repo URL) — info-only, not blocking
Release history
1- releasecurrent4aa51edwarn2 weeks ago
Contents
Price bonds, analyze yield curves, evaluate FX carry trades, value options, and build macro dashboards using LSEG financial data and analytics.
What This Plugin Does
This plugin packages LSEG's financial analytics MCP tools into 8 high-level workflows that stitch together multiple tool calls for common financial analysis tasks. Instead of calling individual tools one at a time, each command orchestrates 4-5 tools into a cohesive analysis.
Commands
| Command | Description |
|---|---|
/analyze-bond-rv | Analyze bond relative value with spread decomposition and scenario stress testing |
/analyze-fx-carry | Evaluate FX carry trade opportunities with spot, forwards, vol surface, and historical context |
/research-equity | Generate equity research snapshot with consensus estimates, fundamentals, and price performance |
/analyze-swap-curve | Analyze the swap curve with government and inflation overlays for curve trade ideas |
/analyze-option-vol | Analyze option volatility with vol surface, Greeks, and implied vs realized comparison |
/review-fi-portfolio | Review a fixed income portfolio with pricing, cashflows, and scenario analysis |
/macro-rates | Build a macro and rates dashboard with economic indicators, yield curves, and swap spreads |
/analyze-bond-basis | Analyze bond futures basis with CTD identification and implied repo rate |
Skills
Each command is backed by a corresponding skill that provides deep domain knowledge:
| Skill | Domain Knowledge |
|---|---|
bond-relative-value | Spread frameworks, G-spread/Z-spread/OAS, rich-cheap analysis |
fx-carry-trade | Carry mechanics, carry-to-vol ratios, G10 and EM carry dynamics |
equity-research | IBES consensus interpretation, fundamental analysis, valuation metrics |
swap-curve-strategy | Swap curve construction, curve trades, real rate analysis |
option-vol-analysis | Vol surface interpretation, SABR model, Greeks, implied vs realized vol |
fixed-income-portfolio | Portfolio analytics, key rate duration, cashflow analysis, scenario testing |
macro-rates-monitor | Macro indicators, yield curve shapes, real rates, financial conditions |
bond-futures-basis | CTD mechanics, basis calculation, implied repo, delivery options |
Integrations
This plugin connects to the LFA MCP Server which provides access to LSEG financial data and analytics across these domains:
- Bond Pricing — Bond and bond future valuation
- FX Pricing — Spot and forward rates
- Curves — Interest rate, credit, inflation, and FX forward curves
- Swaps — Interest rate swap pricing
- Options — Option valuation with full Greeks
- Volatility — FX and equity implied volatility surfaces
- Quantitative Analytics — Analyst estimates, company fundamentals, equity prices, macro data
- Time Series — Historical pricing summaries
- YieldBook — Fixed income reference data, cashflows, scenarios, and risk analytics
See CONNECTORS.md for the complete tool reference.
Installation
claude plugins add LSEG
Requirements
- Access to the LSEG MCP Server with valid credentials
- LSEG data entitlements for the relevant product offerings
Reviews
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mh install plugins/lseg