lseg

Analyze the bond futures basis with CTD identification, implied repo rate, and basis trade assessment

Analyze a bond's relative value vs yield curves and credit spreads with scenario stress testing

Evaluate FX carry trade opportunities with spot, forwards, vol surface, and historical context

Analyze option volatility with vol surface, Greeks, and implied vs realized vol comparison

Analyze the swap curve with government and inflation overlays to identify curve trade opportunities

Build a macro and rates dashboard with economic indicators, yield curves, inflation, and swap spreads

Generate a comprehensive equity research snapshot with consensus estimates, fundamentals, and price performance

Review a fixed income portfolio with pricing, reference data, cashflows, and scenario analysis

Analyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities. Use when analyzing bond futures, computing the basis, identifying CTD bonds, calculating implied repo rates, or evaluating basis trades.

Perform relative value analysis on bonds by combining pricing, yield curve context, credit spreads, and scenario stress testing. Use when analyzing bond richness/cheapness, computing spread decomposition, comparing bonds, assessing bond value vs curves, or running rate shock scenarios.

Generate comprehensive equity research snapshots combining analyst consensus estimates, company fundamentals, historical prices, and macroeconomic context. Use when researching stocks, comparing estimates to actuals, analyzing company financials, assessing equity valuations, or building investment cases.

Review fixed income portfolios by pricing multiple bonds, retrieving reference data, analyzing cashflows, and running scenario analysis. Use when reviewing bond portfolios, computing portfolio duration and DV01, analyzing cashflow waterfalls, stress testing rate scenarios, or assessing portfolio composition.

Evaluate FX carry trade opportunities by combining spot rates, forward points, interest rate differentials, volatility surface analysis, and historical price trends. Use when analyzing carry trades, comparing FX forward curves, assessing carry-to-vol ratios, or evaluating currency pair opportunities.

Build macroeconomic and rates dashboards combining macro indicators, yield curves, inflation breakevens, and swap rates. Use when monitoring macro conditions, analyzing yield curve shape, decomposing real vs nominal rates, assessing policy rate expectations, or evaluating financial conditions.

Analyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility. Use when pricing options, analyzing volatility surfaces, computing Greeks, assessing vol premiums, or evaluating vol trading strategies.

Analyze the interest rate swap curve by pricing swaps at multiple tenors, overlaying government and inflation curves, and identifying curve trade opportunities. Use when analyzing swap curves, computing swap spreads, decomposing real rates, identifying steepener/flattener/butterfly trades, or comparing swap rates across currencies.