What is the LSEG Financial Analytics Plugin?
The LSEG (London Stock Exchange Group) Financial Analytics Plugin provides institutional-grade financial analytics for capital markets professionals. It connects to LSEG’s comprehensive data platform — one of the world’s largest financial data providers, covering bonds, FX, interest rates, options, equities, and macroeconomic indicators — and packages that data into high-level analytical workflows. Capital markets professionals spend significant time gathering data from multiple sources, building spreadsheets, and stitching together analyses. This plugin automates those workflows: instead of manually pulling bond prices, yield curves, credit spreads, and running scenarios separately, each command orchestrates 4-5 data calls into a cohesive analysis with professional output.Who Uses This
This plugin is designed for fixed income traders and portfolio managers, FX strategists, equity research analysts, options traders, rates strategists, and macro economists. It is particularly valuable for professionals who need to combine multiple data sources quickly — for example, assessing a bond’s relative value requires pricing data, yield curve context, credit spread curves, and scenario analysis, all of which this plugin integrates in a single command.Installation
Requirements
- Access to the LSEG MCP Server with valid credentials
- LSEG data entitlements for the relevant product offerings
Commands
/analyze-bond-rv
Analyze bond relative value with spread decomposition and scenario stress testing
/analyze-fx-carry
Evaluate FX carry trade opportunities with spot, forwards, vol surface, and historical context
/research-equity
Generate equity research snapshot with consensus estimates, fundamentals, and price performance
/analyze-swap-curve
Analyze the swap curve with government and inflation overlays for curve trade ideas
/analyze-option-vol
Analyze option volatility with vol surface, Greeks, and implied vs realized comparison
/review-fi-portfolio
Review a fixed income portfolio with pricing, cashflows, and scenario analysis
/macro-rates
Build a macro and rates dashboard with economic indicators, yield curves, and swap spreads
/analyze-bond-basis
Analyze bond futures basis with CTD identification and implied repo rate
Skills
| Skill | Domain Knowledge |
|---|---|
bond-relative-value | Spread frameworks, G-spread/Z-spread/OAS, rich-cheap analysis |
fx-carry-trade | Carry mechanics, carry-to-vol ratios, G10 and EM carry dynamics |
equity-research | IBES consensus interpretation, fundamental analysis, valuation metrics |
swap-curve-strategy | Swap curve construction, curve trades, real rate analysis |
option-vol-analysis | Vol surface interpretation, SABR model, Greeks, implied vs realized vol |
fixed-income-portfolio | Portfolio analytics, key rate duration, cashflow analysis, scenario testing |
macro-rates-monitor | Macro indicators, yield curve shapes, real rates, financial conditions |
bond-futures-basis | CTD mechanics, basis calculation, implied repo, delivery options |
Data Coverage
Bond Pricing
Bond and bond future valuation
FX Pricing
Spot and forward rates
Curves
Interest rate, credit, inflation, and FX forward curves
Swaps
Interest rate swap pricing
Options
Option valuation with full Greeks
Volatility
FX and equity implied volatility surfaces
Quantitative Analytics
Analyst estimates, company fundamentals, equity prices, macro data
YieldBook
Fixed income reference data, cashflows, scenarios, and risk analytics