Swap Curve Strategy
by anthropics574ed3624aebNo license39K starsListed Oct 8, 2026Updated Oct 8, 2026Repository updated 2 weeks ago
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.
- 574ed3624aebCurrentcommit 574ed36Published Oct 8, 2026
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