Llmquant Rates Fx

LLMQuant Rates FX

This category routes rates and foreign-exchange workflows for curve analysis, central-bank divergence, and FX carry.

Routing Rules

• Identify currencies, countries, curve points, instrument proxy, horizon, and decision type.
• Select the closest workflow below.
• Open only that workflow and any referenced local resources.
• Use LLMQuant Data for yield curves, policy rates, inflation, growth, FX prices, carry, volatility, credit, commodities, and macro context.
• Report observation dates, price timestamps, policy dates, curve tenors, stale notices, and missing inputs.

Workflow Index

| User intent | Workflow |

|---|---|

| 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 |

LLMQuant Data Contract

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.