Fixed-income desk

Read the rate environment and price a bond in one workflow: the live Treasury curve, the recession-signal spread, inflation context, then price and yield a specific coupon bond at current rates.

When to use this pack

Evaluating a bond or building a rates view — you want the current curve, the 2s10s spread as a cycle signal, real-yield context from inflation, and the price/yield math on a specific coupon bond, all grounded in live Treasury data.

Tools in this pack

• US Treasury daily yield curve $0.010 GET /api/treasury-yield-curve Latest US Treasury daily constant-maturity yields (1mo, 3mo, 6mo, 1y, 2y, 3y, 5y, 7y, 10y, 20y, 30y) as clean JSON. Source: FRED DGS* series (St. Louis Fed), public domain, no key. No params — always returns the most recent published curve.
• Treasury yield-curve spreads + inversion $0.015 GET /api/yield-curve-spread Derived 2s10s and 3m10y Treasury yield-curve spreads (in basis points) plus a boolean recession-signal flag when the curve is inverted. Source: FRED constant-maturity yields (public domain). No params.
• Bond price $0.001 POST /api/bond-price Price a fixed-coupon bond from its yield to maturity: present-value the coupons plus face. Returns clean price, coupon per period, current yield, and premium/discount vs par.
• Bond yield to maturity $0.002 POST /api/bond-ytm Solve a bond's yield to maturity from its market price — the annual rate that present-values the coupons plus face to that price. Bracketed bisection root-find.
• US CPI year-over-year inflation $0.015 GET /api/cpi-yoy Latest US Consumer Price Index year-over-year inflation rate (headline CPI-U) plus the trailing 12 months of YoY readings — the headline inflation number. Source: FRED CPIAUCSL with pc1 transformation. No params.

Workflow

1. Pull the live Treasury yield curve with treasury-yield-curve — every maturity from 1M to 30Y.
2. Check yield-curve-spread for the 2s10s (and 3M-10Y) spread — a persistent inversion is the classic recession lead indicator.
3. Get year-over-year CPI from cpi-yoy so you can read the curve in real (inflation-adjusted) terms.
4. Price a coupon bond with bond-price using the relevant maturity's yield from the curve as the YTM.
5. Invert it with bond-ytm from a market price to confirm the yield, and compare to the curve to see if the bond is cheap or rich.

Run it in Claude

claude mcp add agent402 -s user -- npx -y agent402-mcp@latest

Then paste this prompt into Claude:

Analyze the bond market using Agent402's fixed-income-desk skill pack. (1) Pull the live Treasury yield curve, (2) get the 2s10s spread and say whether it's inverted, (3) get YoY CPI for real-yield context, (4) price a 10-year bond with a 0.05 coupon at the current 10Y yield, (5) invert that price with bond-ytm to confirm the yield. Summarize the rate environment and whether the bond is fairly priced.

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