This builds comprehensive macro and rates dashboards by chaining together economic indicators, yield curves, inflation breakevens, and swap data. You pull GDP, CPI, unemployment, and PMI through qa_macroeconomic, grab government and swap curves, decompose real versus nominal rates, calculate swap spreads, and synthesize it all into cycle position and financial conditions analysis. The workflow is structured: macro snapshot, curve shape and slope, real rate regime, swap spread stress indicators, then a narrative assessment. It's opinionated about starting broad and drilling down, which is the right instinct for macro work. Useful when you need to assemble a rates view quickly or monitor whether financial conditions are tightening without manually stitching together five different data sources.
npx -y skills add anthropics/financial-services-plugins --skill macro-rates-monitor --agent claude-codeInstalls into .claude/skills of the current project.
Select a file.
sickn33/antigravity-awesome-skills
kubesphere/kubesphere
supercent-io/skills-template