LSEG Financial Analytics Plugin

Price bonds, analyze yield curves, evaluate FX carry trades, value options, and build macro dashboards using LSEG financial data and analytics.

What This Plugin Does

This plugin packages LSEG's financial analytics MCP tools into 8 high-level workflows that stitch together multiple tool calls for common financial analysis tasks. Instead of calling individual tools one at a time, each command orchestrates 4-5 tools into a cohesive analysis.

Commands

Command	Description
/analyze-bond-rv	Analyze bond relative value with spread decomposition and scenario stress testing
/analyze-fx-carry	Evaluate FX carry trade opportunities with spot, forwards, vol surface, and historical context
/research-equity	Generate equity research snapshot with consensus estimates, fundamentals, and price performance
/analyze-swap-curve	Analyze the swap curve with government and inflation overlays for curve trade ideas
/analyze-option-vol	Analyze option volatility with vol surface, Greeks, and implied vs realized comparison
/review-fi-portfolio	Review a fixed income portfolio with pricing, cashflows, and scenario analysis
/macro-rates	Build a macro and rates dashboard with economic indicators, yield curves, and swap spreads
/analyze-bond-basis	Analyze bond futures basis with CTD identification and implied repo rate

Skills

Each command is backed by a corresponding skill that provides deep domain knowledge:

Skill	Domain Knowledge
bond-relative-value	Spread frameworks, G-spread/Z-spread/OAS, rich-cheap analysis
fx-carry-trade	Carry mechanics, carry-to-vol ratios, G10 and EM carry dynamics
equity-research	IBES consensus interpretation, fundamental analysis, valuation metrics
swap-curve-strategy	Swap curve construction, curve trades, real rate analysis
option-vol-analysis	Vol surface interpretation, SABR model, Greeks, implied vs realized vol
fixed-income-portfolio	Portfolio analytics, key rate duration, cashflow analysis, scenario testing
macro-rates-monitor	Macro indicators, yield curve shapes, real rates, financial conditions
bond-futures-basis	CTD mechanics, basis calculation, implied repo, delivery options

Integrations

This plugin connects to the LFA MCP Server which provides access to LSEG financial data and analytics across these domains:

• Bond Pricing — Bond and bond future valuation
• FX Pricing — Spot and forward rates
• Curves — Interest rate, credit, inflation, and FX forward curves
• Swaps — Interest rate swap pricing
• Options — Option valuation with full Greeks
• Volatility — FX and equity implied volatility surfaces
• Quantitative Analytics — Analyst estimates, company fundamentals, equity prices, macro data
• Time Series — Historical pricing summaries
• YieldBook — Fixed income reference data, cashflows, scenarios, and risk analytics

See CONNECTORS.md for the complete tool reference.

Installation

claude plugins add LSEG

Requirements

• Access to the LSEG MCP Server with valid credentials
• LSEG data entitlements for the relevant product offerings