vendor-lseg

What problem does it solve?

LSEG Financial Analytics integration supplies licensed institutional market and reference data to enrich corporate finance models and MCP tools, removing manual sourcing and normalization of vendor feeds.

Core Features & Use Cases

• Comprehensive Market Data: Historical and intraday prices for equities, bonds, FX, and commodities to feed valuation models.
• Fixed Income & Yield Curves: Bond pricing, yield-to-maturity, duration, convexity, credit spread analysis, and term structure construction for curve-driven valuation and risk tasks.
• FX and Options Analytics: Spot and forward FX rates, carry trade evaluation, options chains, implied volatility surfaces, and Greeks for derivatives and FX strategy analysis.
• Reference Data & Corporate Events: Security master records, identifiers, corporate actions, ownership, and news to support accurate instrument mapping and event-driven model updates.
• Use Case: Combine historical bond pricing, constructed government yield curves, and corporate spread decomposition to produce a market-implied discount curve for a DCF or risk analysis.

Quick Start

Use the vendor-lseg skill to fetch historical bond prices and construct a US government yield curve covering the last five years.