Llmquant Rates Fx
Router skill for LLMQuant rates and FX workflows. Use when the user needs yield curve, duration, central-bank divergence, FX carry, real-rate, dollar, or cross-currency analysis.
Install
$ agentstack add skill-llmquant-skills-llmquant-rates-fx ✓ scanned · ✓ verified, works with Claude Code, Cursor, and more.
Security review
✓ PassedNo issues found. Passed automated security review. · v0.1.0 How review works →
- ✓ Prompt-injection patterns
- ✓ Secret / credential exfiltration
- ✓ Dangerous shell & filesystem operations
- ✓ Untrusted network calls
- ✓ Known-malicious package signatures
What it can access
- ✓ Network access No
- ✓ Filesystem access No
- ✓ Shell / process execution No
- ✓ Environment & secrets No
- ✓ Dynamic code execution No
From automated source analysis of v0.1.0. “Used” means the capability is present in the source — more access means more to trust, not that it’s unsafe.
Verified badge
Passed review? Show it. Paste this badge into your README, it links to the public security report.
Links to your public security report.[](https://agentstack.voostack.com/security/report/skill-llmquant-skills-llmquant-rates-fx) Reliability & compatibility
Declared compatibility
Compatibility is declared by the source manifest. End-to-end runtime verification is coming, see below.
We're building live execution health for every listing: tool-call success rate, median latency, uptime, and last-checked timestamps, measured, not self-reported. It isn't live yet, so we don't show numbers we can't stand behind.
How agent discovery & health will work →About
LLMQuant Rates FX
This category routes rates and foreign-exchange workflows for curve analysis, central-bank divergence, and FX carry.
Routing Rules
- Identify currencies, countries, curve points, instrument proxy, horizon, and decision type.
- Select the closest workflow below.
- Open only that workflow and any referenced local resources.
- Use LLMQuant Data for yield curves, policy rates, inflation, growth, FX prices, carry, volatility, credit, commodities, and macro context.
- Report observation dates, price timestamps, policy dates, curve tenors, stale notices, and missing inputs.
Workflow Index
| User intent | Workflow | |---|---| | Analyze yield curve shape, duration exposure, and curve trades. | [workflows/yield-curve-trade-lens.md](workflows/yield-curve-trade-lens.md) | | Compare central-bank paths and macro divergence across countries. | [workflows/central-bank-divergence.md](workflows/central-bank-divergence.md) | | Build an FX carry, momentum, valuation, and risk dashboard. | [workflows/fx-carry-dashboard.md](workflows/fx-carry-dashboard.md) |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve nominal and real yield curves, policy rates, inflation expectations, rate histories, and term-premium context.
- Retrieve FX spot history, carry, forward points, rate differentials, volatility, positioning, and trade-weighted dollar context.
- Retrieve central-bank meeting calendars, policy communication, macro indicators, commodities, credit, and risk sentiment.
- Retrieve portfolio duration, currency exposures, ETF look-through, and hedging instruments when available.
Fallback:
- If forward points, real rates, or positioning are unavailable, state the missing inputs and use spot/rate-differential evidence only.
- Do not infer live FX carry or curve trades without timestamped rate and FX data.
Source & license
This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.
- Author: LLMQuant
- Source: LLMQuant/skills
- License: MIT
- Homepage: https://llmquantdata.com/agent
Install and usage instructions live in the source repository linked above.
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Versions
- v0.1.0 Imported from the upstream source.