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

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 |

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 |

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
 

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.