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66---
description: Build a macro and rates dashboard with economic indicators, yield curves, inflation, and swap spreads
argument-hint: "<country e.g. US> [timeframe e.g. 5Y]"
---
# 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 `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.