SKILL.md
Macro & Rates Dashboard
This command uses LSEG macroeconomic data, yield curves, inflation curves, swap pricing, and historical data tools. See [CONNECTORS.md](../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 interestratecurve (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 tscchistoricalpricing_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.