feat(rates-fx): add rate-scenario-analysis workflow

[liyc-sys]

Summary

Adds a rate-scenario-analysis workflow to llmquant-rates-fx. The existing workflows analyze the current curve (yield-curve-trade-lens) and cross-country policy paths (central-bank-divergence); this workflow covers the complementary task of building explicit rate scenarios — parallel shifts, steepeners/flatteners, policy or inflation repricing — anchored to historical shift magnitudes, tracing each scenario across tenors, and mapping the impact onto rate-sensitive exposures with duration evidence. It answers "what happens to my curve view and holdings if rates move like X", which no current workflow addresses.

Type of change

• New category skill (skills/llmquant-<category>/)
• New workflow (workflows/<name>.md)
• Fix to an existing skill / workflow
• Script or asset change
• Docs / README only

Affected categories

llmquant-rates-fx

Contract checklist

• Category folder is named llmquant-*.
• Root SKILL.md exists and routes to the workflow.
• Workflow file added or updated under workflows/.
• input_data_source: LLMQuant Data is present in the router frontmatter.
• Required data capabilities are described in natural language (not exact MCP tool names).
• Missing or future data capabilities are explicitly named.
• Freshness rules are explicit (dates, filing periods, observation dates, stale notices).
• Fallback behavior is explicit for missing, unsupported, or stale data.
• Guardrails prevent invented data and unsupported conclusions.
• Output format is structured (Answer, Evidence, Risks/Caveats, Data Used).
• README tables updated if a category or major workflow was added, removed, or renamed.

Evidence grounding

All external facts (yield curves and shift history, policy rates and market-implied paths, inflation and macro indicators, ETF/instrument duration and holdings, cross-asset context) route through LLMQuant Data. The workflow requires reporting curve observation dates, tenor sets, policy-path dates, and holdings dates, and falls back to scenario curve paths without instrument-level impact — with the missing exposure inputs named — when duration or holdings data is unavailable. Guardrails forbid presenting scenarios as forecasts, estimating instrument impact without duration data, and using magnitudes detached from historical shifts without a stress-case label.

Linked issues

None.