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

LSEG Financial Analytics