Direct access to LSEG market data and analytics — build DCF models, draft morning notes, rebalance portfolios, and analyse deals with institutional-grade content
The LSEG plugin gives financial professionals direct access to LSEG's market data and analytics from within Claude. Build DCF models with live yield curves, draft morning notes with real-time news, rebalance portfolios with current cross-asset pricing, and analyse deals with actual financing economics. Claude handles the orchestration; LSEG provides the institutional-grade content. Designed for analysts, portfolio managers, traders, and strategists with active LSEG data entitlements.
Fixed Income & Rates
Bond Relative Value:
Price a bond, decompose its spread into G-spread, credit spread, and residual, then stress test across rate scenarios to determine if it's rich or cheap.
Swap Curve Strategy:
Build a full swap curve with government and inflation overlays, compute curve metrics like 2s10s slope and butterflies, and get DV01-neutral trade recommendations.
Bond Futures Basis:
Identify the cheapest-to-deliver, compute gross and net basis, compare implied repo to market repo, and assess basis trade opportunities.
Portfolio Review:
Price an entire bond portfolio, aggregate risk metrics, project cashflows, and run scenario analysis in one step.
FX & Macro
FX Carry Trade:
Evaluate carry opportunities with spot and forward curves, map carry-to-vol ratios across tenors, and assess vol skew for risk signals.
Macro & Rates Dashboard:
Monitor economic indicators, yield curve shapes, real rate decomposition, and financial conditions for any major economy.
Equities & Derivatives
Equity Research:
Generate a research snapshot combining IBES consensus estimates, historical fundamentals, price performance, and macro context into an investment thesis.
Option Volatility:
Analyze the vol surface, price specific options with full Greeks, and compare implied versus realized volatility to identify trading opportunities.