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Pricing Interest Rate Derivatives

Agent skill
1 skill

Structures interest rate swap, cap, floor, and swaption pricing with curve construction and valuation. Use when pricing IR derivatives, building yield curves, or valuing swap portfolios.

Install with
Claude CodeCodexCursorGitHub CopilotGemini CLI

Supported by the Atlas install prompt. Skill-specific requirements vary.

Skill stats

Skills1CategoryEngineeringStars0

About this skill

Structures interest rate swap, cap, floor, and swaption pricing with curve construction and valuation. Use when pricing IR derivatives, building yield curves, or valuing swap portfolios.

Quick start

  1. Copy the install prompt. Use the green button above this README.
  2. Send it to your agent. Paste it into your coding agent’s chat and send.
  3. Review the setup. Your agent checks the skill’s instructions, requirements, and installation scope.
Review, license & listing details
Review the source before using this skill

This is an imported listing. We haven’t certified its safety, license, or compatibility. Skills may include executable scripts.

Automated security scan: Partial

Only SKILL.md was scanned. Supporting files and scripts were not checked. No safety grade has been assigned.

0 potential findings · Scanned 11/4/2026 · Scanner 0.2.1

Content SHA-256: 02c07213e8f44186ba4c69c126334a38f946733e155f84a81263a2dd7f1284bd

About scan coverage and limitations

About this listing

Category
Engineering
Reported license
Apache-2.0
Listing language (estimated)
English
Review status
Not individually reviewed
Agent compatibility
Atlas installation supports Claude Code, Codex, and Cursor. Skill-specific dependencies and features are checked during setup.
Pricing Interest Rate Derivatives | Agent Skills Atlas