Back to Details

llmquant-rates-fx

Compare original and translation side by side

🇺🇸

Original

English
🇨🇳

Translation

Chinese

LLMQuant Rates FX

LLMQuant Rates FX

This category routes rates and foreign-exchange workflows for curve analysis, central-bank divergence, and FX carry.
本分类用于路由利率与外汇相关工作流，涵盖曲线分析、央行政策分歧以及外汇利差等场景。

Routing Rules

路由规则

  1. Identify currencies, countries, curve points, instrument proxy, horizon, and decision type.
  2. Select the closest workflow below.
  3. Open only that workflow and any referenced local resources.
  4. Use LLMQuant Data for yield curves, policy rates, inflation, growth, FX prices, carry, volatility, credit, commodities, and macro context.
  5. Report observation dates, price timestamps, policy dates, curve tenors, stale notices, and missing inputs.
  1. 识别币种、国家、曲线点位、工具代理、时间范围以及决策类型。
  2. 选择最匹配的下方工作流。
  3. 仅打开该工作流及任何相关本地资源。
  4. 使用LLMQuant Data获取收益率曲线、政策利率、通胀数据、增长数据、外汇价格、利差、波动率、信用数据、大宗商品数据以及宏观背景信息。
  5. 报告观测日期、价格时间戳、政策日期、曲线期限、数据过期提示以及缺失的输入信息。

Workflow Index

工作流索引

User intentWorkflow
Analyze yield curve shape, duration exposure, and curve trades.
workflows/yield-curve-trade-lens.md
Compare central-bank paths and macro divergence across countries.
workflows/central-bank-divergence.md
Build an FX carry, momentum, valuation, and risk dashboard.
workflows/fx-carry-dashboard.md
用户意图工作流
分析收益率曲线形态、久期敞口以及曲线交易策略。
workflows/yield-curve-trade-lens.md
对比不同国家的央行政策路径与宏观经济分歧。
workflows/central-bank-divergence.md
构建外汇利差、动量、估值及风险仪表盘。
workflows/fx-carry-dashboard.md

LLMQuant Data Contract

LLMQuant 数据协议

Prefer LLMQuant Data when available. The workflows may need these data capabilities:
  • Retrieve nominal and real yield curves, policy rates, inflation expectations, rate histories, and term-premium context.
  • Retrieve FX spot history, carry, forward points, rate differentials, volatility, positioning, and trade-weighted dollar context.
  • Retrieve central-bank meeting calendars, policy communication, macro indicators, commodities, credit, and risk sentiment.
  • Retrieve portfolio duration, currency exposures, ETF look-through, and hedging instruments when available.
Fallback:
  • If forward points, real rates, or positioning are unavailable, state the missing inputs and use spot/rate-differential evidence only.
  • Do not infer live FX carry or curve trades without timestamped rate and FX data.
优先使用可用的LLMQuant Data。工作流可能需要以下数据能力：
  • 获取名义与实际收益率曲线、政策利率、通胀预期、利率历史数据以及期限溢价背景信息。
  • 获取即期外汇历史数据、利差、远期点数、利率差异、波动率、持仓情况以及贸易加权美元背景信息。
  • 获取央行会议日程、政策沟通内容、宏观指标、大宗商品、信用数据以及风险情绪数据。
  • 获取投资组合久期、币种敞口、ETF穿透数据以及对冲工具（若可用）。
Fallback方案：
  • 若远期点数、实际利率或持仓数据不可用，需说明缺失的输入信息，仅使用即期/利率差异数据作为依据。
  • 若无带时间戳的利率与外汇数据，不得推断实时外汇利差或曲线交易策略。