SKILL.md
$27
- Pull Macro Indicators: Call
qa_macroeconomicfor GDP, CPI/PCE, unemployment, and PMI for the target country. Retrieve latest values and recent series.
- Yield Curve Snapshot: Call
interest_rate_curve(list then calculate) for the government curve. Extract yields at standard tenors. Compute 2s10s and 3M-10Y slopes. Classify curve shape.
- Inflation Decomposition: Call
inflation_curve(search then calculate). Compute real rates = nominal minus breakeven at each tenor. Assess whether real rates are accommodative or restrictive.
- Swap Spreads: Call
ir_swap(list then price) at 2Y, 5Y, 10Y. Compute swap spread = swap rate minus government yield at each tenor. Assess financial conditions.
- Historical Context: Call
tscc_historical_pricing_summariesfor the benchmark yield (e.g., 10Y). Assess where current yields sit vs recent history.
- Synthesize: Combine into a dashboard: cycle position, curve signals, real rate regime, financial conditions, and overall assessment.
Macro Search Patterns
When querying qa_macroeconomic, use wildcard patterns to discover mnemonics:
- US: "USGDP", "USCPI", "USPCE", "USUNEMP"
- Eurozone: "EZGDP", "EZHICP"
- UK: "UKGDP", "UKCPI"
- Prefer seasonally adjusted series. Monthly for most indicators; GDP is quarterly.
Output Format
Macro Summary
Indicator
Current
Prior
Direction
Signal
GDP Growth
...%
...%
...
Expansion/Contraction
Core Inflation (YoY)
...%
...%
...
Above/At/Below target
Unemployment
...%
...%
...
Tight/Balanced/Slack
PMI Manufacturing
...
...
...
Expansion/Contraction
Yield Curve Snapshot
Present yields at key tenors (3M, 2Y, 5Y, 10Y, 30Y). Highlight 2s10s and 3M-10Y slopes. Note curve shape: normal / flat / inverted / humped.
Real Rate Decomposition
Tenor
Nominal
Breakeven
Real Rate
Signal
5Y
...%
...%
...%
Accommodative/Restrictive
10Y
...%
...%
...%
Accommodative/Restrictive
Swap Spread Table
Tenor
Swap Rate
Govt Yield
Swap Spread (bp)
Signal
2Y
...
...
...
Normal/Elevated/Stressed
5Y
...
...
...
Normal/Elevated/Stressed
10Y
...
...
...
Normal/Elevated/Stressed
Overall Assessment
2-3 sentences on the macro-rates regime: cycle position, policy outlook, financial conditions, and key risks.