diff --git a/README.md b/README.md index cbdf7cf..315b9cb 100644 --- a/README.md +++ b/README.md @@ -86,7 +86,7 @@ README.zh-CN.md | [`llmquant-prediction-markets`](skills/llmquant-prediction-markets) | Event odds, prediction-market contracts, probability gaps, and cross-venue arb review. | Event probability brief, arb watch, probability vs options pricing | | [`llmquant-macro`](skills/llmquant-macro) | Macro dashboards, central-bank previews, liquidity, growth, inflation, and portfolio impact. | Global macro dashboard, Fed policy preview, macro-to-portfolio impact | | [`llmquant-credit`](skills/llmquant-credit) | Issuer credit, spread regimes, high-yield stress, refinancing, and default risk. | Issuer credit risk review, credit spread regime, high-yield stress monitor | -| [`llmquant-rates-fx`](skills/llmquant-rates-fx) | Rates, yield curves, central-bank divergence, FX carry, and currency risk. | Yield curve trade lens, central-bank divergence, FX carry dashboard | +| [`llmquant-rates-fx`](skills/llmquant-rates-fx) | Rates, yield curves, central-bank divergence, rate scenarios, FX carry, and currency risk. | Yield curve trade lens, central-bank divergence, FX carry dashboard, rate scenario analysis | | [`llmquant-events`](skills/llmquant-events) | Earnings, M&A, regulatory, legal, policy, and catalyst event monitoring. | Earnings event brief, M&A event tracker, regulatory risk monitor | | [`llmquant-portfolio`](skills/llmquant-portfolio) | Company profiles, thesis tracking, watchlists, alerts, and themes. | Company profile, thesis tracker, theme research, watchlist monitor, alert manager | | [`llmquant-portfolio-lab`](skills/llmquant-portfolio-lab) | Portfolio exposure maps, what-if simulations, and virtual portfolio states. | Portfolio exposure map, portfolio what-if simulator | diff --git a/README.zh-CN.md b/README.zh-CN.md index e7aaebf..3fd19fb 100644 --- a/README.zh-CN.md +++ b/README.zh-CN.md @@ -83,7 +83,7 @@ README.zh-CN.md | [`llmquant-prediction-markets`](skills/llmquant-prediction-markets) | 事件赔率、预测市场合约、概率差和跨平台套利检查。 | Event probability brief、arb watch、probability vs options pricing | | [`llmquant-macro`](skills/llmquant-macro) | 宏观面板、央行会议前瞻、流动性、增长、通胀和组合影响。 | Global macro dashboard、Fed policy preview、macro-to-portfolio impact | | [`llmquant-credit`](skills/llmquant-credit) | 发行人信用、利差行情、高收益压力、再融资和违约风险。 | Issuer credit risk review、credit spread regime、high-yield stress monitor | -| [`llmquant-rates-fx`](skills/llmquant-rates-fx) | 利率、收益率曲线、央行分化、外汇 carry 和汇率风险。 | Yield curve trade lens、central-bank divergence、FX carry dashboard | +| [`llmquant-rates-fx`](skills/llmquant-rates-fx) | 利率、收益率曲线、央行分化、利率情景、外汇 carry 和汇率风险。 | Yield curve trade lens、central-bank divergence、FX carry dashboard、rate scenario analysis | | [`llmquant-events`](skills/llmquant-events) | 财报、并购、监管、法律、政策和催化剂事件跟踪。 | Earnings event brief、M&A event tracker、regulatory risk monitor | | [`llmquant-portfolio`](skills/llmquant-portfolio) | 公司档案、观点跟踪、关注列表、提醒和主题研究。 | Company profile、thesis tracker、theme research、watchlist monitor、alert manager | | [`llmquant-portfolio-lab`](skills/llmquant-portfolio-lab) | 组合敞口图、假设推演和虚拟组合状态。 | Portfolio exposure map、portfolio what-if simulator | diff --git a/skills/llmquant-rates-fx/SKILL.md b/skills/llmquant-rates-fx/SKILL.md index 8933a7a..cab8b55 100644 --- a/skills/llmquant-rates-fx/SKILL.md +++ b/skills/llmquant-rates-fx/SKILL.md @@ -1,6 +1,6 @@ --- name: llmquant-rates-fx -description: 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. +description: Router skill for LLMQuant rates and FX workflows. Use when the user needs yield curve, duration, central-bank divergence, rate scenario, FX carry, real-rate, dollar, or cross-currency analysis. input_data_source: LLMQuant Data category: rates-fx --- @@ -24,6 +24,7 @@ This category routes rates and foreign-exchange workflows for curve analysis, ce | 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) | +| Build rate scenarios and trace curve and rate-sensitive exposure impact. | [`workflows/rate-scenario-analysis.md`](workflows/rate-scenario-analysis.md) | ## LLMQuant Data Contract diff --git a/skills/llmquant-rates-fx/workflows/rate-scenario-analysis.md b/skills/llmquant-rates-fx/workflows/rate-scenario-analysis.md new file mode 100644 index 0000000..b35aa43 --- /dev/null +++ b/skills/llmquant-rates-fx/workflows/rate-scenario-analysis.md @@ -0,0 +1,42 @@ +# Rate Scenario Analysis + +## Use When + +Use this workflow when the user asks how rate scenarios — parallel shifts, steepeners, flatteners, policy repricing, or inflation surprises — would move yields, curves, and rate-sensitive holdings. + +## LLMQuant Data Needed + +Required: +- current and historical yield curves across tenors, curve spreads, and realized shift history for scenario calibration. +- policy rates, market-implied policy paths, inflation, inflation expectations, growth, and labor indicators. +- bond ETF or instrument prices, duration, and holdings for exposure mapping when available. +- volatility, credit spreads, dollar, and risk-sentiment context for cross-asset spillover checks. + +Freshness: +- Report curve observation dates, tenor sets, policy-path dates, holdings dates, and stale-data notices. + +Fallback: +- If duration or holdings data is unavailable, report scenario curve paths without instrument-level impact and name the missing exposure inputs. + +## Workflow + +1. Define currency, tenors, horizon, and the instruments or exposures to test. +2. Set the baseline: current curve shape, market-implied policy path, and inflation expectations. +3. Construct three to five labeled scenarios spanning parallel shifts, slope changes, and policy or inflation repricing, each anchored to historical shift magnitudes. +4. Trace each scenario across tenors and estimate exposure impact with duration evidence where data allows. +5. Rank scenarios by plausibility and impact, and state the signals that would confirm or invalidate each. + +## Output Format + +1. **Scenario Summary** +2. **Baseline Curve / Policy Path** +3. **Scenario Table** +4. **Exposure Impact** +5. **Confirm / Invalidate Signals** +6. **Data Used** + +## Guardrails + +- Do not present scenario outcomes as forecasts or attach probabilities without stating the calibration basis. +- Do not estimate instrument-level impact without duration data. +- Do not use scenario magnitudes detached from historical shifts without labeling them stress cases.