LSEG agent skills for Claude Code, Cursor and RevampKey

5 ready-made playbooks that teach an AI agent how to do real LSEG work: which tools to call, what to check first, and when to stop and ask you.

Download RevampKey, free I have it: connect LSEG

Connect LSEG once and all 5 skills install themselves and stay up to date. Mac, Windows and Linux.

All 5 LSEG skills

Each skill is one job. You ask in plain words and the agent loads the skill that matches, then follows its steps.

Start hereRead-only20 LSEG tools

Use LSEG data in Claude

Guides Claude through connecting LSEG data, choosing the right pricing, curve, volatility or reference tool, and labelling licensed data separately from calculated results. Asks before changing the signed-in account.

Use it when

You have just connected LSEG and want to know where to start
A tool returned nothing or refused access and you need to know why
You are about to use an LSEG figure in a report or decision

Tools it uses

fx_spot_price
fx_forward_price
fx_forward_curve
fx_vol_surface
equity_vol_surface
bond_price
fixed_income_bond_reference
fixed_income_risk_analytics
yieldbook_scenario_calculation
bond_future_price
interest_rate_curve
inflation_curve
credit_curve
ir_swap
option_value
qa_ibes_consensus
qa_company_fundamentals
qa_macroeconomic
insight_headlines
tscc_historical_pricing_summaries

Example

Which LSEG tool should I use to get the 5-year EUR swap rate for last Friday, and is the number safe to quote?

Use the interest rate curve tool for EUR at last Friday's date, then price the swap with the swap tool against that same curve. Label the result as calculated from the LSEG EUR curve, not as a traded rate, and confirm your entitlement covers EUR rates before you quote it.

Use in RevampKeyRead the full skill →

Read-only11 LSEG tools

Derivatives scenario analysis with LSEG data

Builds a base case and shocked values for swaps, options and rate-sensitive positions using LSEG curves and volatility surfaces, and states the shocks and assumptions behind each result. It asks before saving or sharing any output.

Use it when

A desk wants to see how a swap moves if rates shift 100 bp.
A risk analyst needs vega and DV01 on an options book.
A PM asks how a steepening curve would affect a position.

Tools it uses

ir_swap
option_value
interest_rate_curve
inflation_curve
credit_curve
fx_vol_surface
equity_vol_surface
fx_forward_curve
fx_spot_price
yieldbook_scenario_calculation
fixed_income_risk_analytics

Example

Show me how my 5-year receiver swap on USD moves with a parallel 100 bp rate rise and a 25 bp steepening, using today's curve.

Base value on the 5-year USD receiver is 1.24 million. Parallel +100 bp gives a change of about -4.6% (roughly -57k). The 2s10s steepening of +25 bp gives about +0.8% (roughly +10k). Both figures use the curve dated to today; the 10-year point is older than the others and is flagged.

Use in RevampKeyRead the full skill →

Read-only7 LSEG tools

Fixed income valuation review with LSEG data

Checks a bond or bond future's terms, curves and risk analytics before its value is used, and flags stale or inconsistent inputs. It treats model output as an estimate and asks before changing any saved state.

Use it when

Before using a bond price in a memo or model
When a quoted yield does not match your own estimate
When checking whether a curve is stale for today's valuation

Tools it uses

fixed_income_bond_reference
interest_rate_curve
credit_curve
bond_price
bond_future_price
fixed_income_risk_analytics
yieldbook_scenario_calculation

Example

Sanity-check the valuation of the 2031 government bond against today's curve and tell me if the price is usable.

The 2031 bond terms check out at a 5.25% coupon, semi-annual, maturing in 2031. The rate curve is dated today and covers the maturity. The model price sits 4 basis points from the reference yield, and duration agrees with the price move. Verdict: usable, with one caveat that the figure is a model estimate, not a licensed quote.

Use in RevampKeyRead the full skill →

Read-only5 LSEG tools

Check an FX rate against the forward curve and volatility

Tests whether an FX spot or forward level is plausible for a given pair and tenor, by comparing it with licensed spot, forward, forward curve and volatility data. It flags convention and stale-input problems before the number is used, and asks before any change to a booking.

Use it when

You want to know whether a dealer's forward looks off-market for a 3-month tenor.
A spot rate in a model does not match the market and you need to find out why.
You need to check implied FX vol for a pair before using it in a pricing review.

Tools it uses

fx_spot_price
fx_forward_price
fx_forward_curve
fx_vol_surface
interest_rate_curve

Example

Is my EUR/USD 3-month forward at 1.0895 consistent with the market?

Your 3M EUR/USD forward at 1.0895 is 17 pips above the licensed spot of 1.0830 and sits on the forward curve, so the gap is consistent with the rate differential. ATM 3M vol of about 6% gives a one-sigma band of roughly 1.5 cents, so the level is plausible. Confidence is high; I did not check the bid/offer side.

Use in RevampKeyRead the full skill →

Read-only4 LSEG tools

Build a macro and earnings brief from LSEG data

Combines IBES consensus, company fundamentals, macro series and recent headlines into a brief that separates sourced facts from interpretation. It reads data only and asks before saving or sharing anything.

Use it when

Before a company reports, to see where consensus sits against recent results
When a sector move needs a macro and fundamentals backdrop
When a colleague asks how a name compares with expectations

Tools it uses

qa_ibes_consensus
qa_company_fundamentals
qa_macroeconomic
insight_headlines

Example

Give me a preview for the next quarter for this company against consensus, with the macro backdrop and recent news.

Consensus for next quarter revenue is 412 million, from 9 estimates, range 398 to 425 million, as of last week. Last quarter reported 401 million, up 6 percent on the prior year. Consensus implies about 3 percent sequential growth, which is below the trend, so the bar looks modest. Interpretation: the margin estimate looks demanding given recent costs, assuming costs stay flat.

Use in RevampKeyRead the full skill →

Get all 5 without copying a file

RevampKey adds the skills when you connect LSEG, updates them for you and removes them when you disconnect.

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How LSEG skills work

Connect LSEG
The LSEG MCP server gives the agent its tools.
Ask in plain words
“Show me how my 5-year receiver swap on USD moves with a parallel 100 bp rate rise and a 25 bp steepening, using today's curve.” Each SKILL.md says when it applies, so only the one that fits is loaded.
Approve any change
The agent calls the tools in order, checks its work, and shows you any change before it makes it.

How to install LSEG skills

In RevampKey the skills install themselves when you connect LSEG. In other tools each skill is one folder with a SKILL.md file, and you also need the LSEG MCP server connected there.

About 1 minute · nothing to copy

Download RevampKey for Mac, Windows or Linux and sign in.
Open Connectors and connect LSEG. All 5 skills come with it and stay up to date; they go away when you remove the connector.
Ask in plain language, for example “Show me how my 5-year receiver swap on USD moves with a parallel 100 bp rate rise and a 25 bp steepening, using today's curve.”
Download RevampKeyConnect LSEG · 1 click
Get RevampKey to connect LSEG
RevampKey is a free desktop app for Mac, Windows and Linux. Install it, sign in, and LSEG is one click away with its skills already attached.
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Not now? Use the skills in your current tool
for s in essentials derivatives-scenario-analysis fixed-income-valuation-review fx-market-check macro-and-earnings-brief; do curl -fsSL --create-dirs -o .claude/skills/london-stock-exchange-group-$s/SKILL.md https://revampkey.com/marketplace/london-stock-exchange-group/skills/$s/SKILL.md done
Other tools

Into this project’s .claude/skills folder

Connect the LSEG MCP server in Claude Code.

Run this in your project folder to add all 5 skills:

for s in essentials derivatives-scenario-analysis fixed-income-valuation-review fx-market-check macro-and-earnings-brief; do
  curl -fsSL --create-dirs -o .claude/skills/london-stock-exchange-group-$s/SKILL.md https://revampkey.com/marketplace/london-stock-exchange-group/skills/$s/SKILL.md
done

Ask in plain language, for example “Show me how my 5-year receiver swap on USD moves with a parallel 100 bp rate rise and a 25 bp steepening, using today's curve.”

Into the shared .agents/skills folder

Connect the LSEG MCP server in Cursor.

Run this in your project folder to add all 5 skills:

for s in essentials derivatives-scenario-analysis fixed-income-valuation-review fx-market-check macro-and-earnings-brief; do
  curl -fsSL --create-dirs -o .agents/skills/london-stock-exchange-group-$s/SKILL.md https://revampkey.com/marketplace/london-stock-exchange-group/skills/$s/SKILL.md
done

Ask in plain language, for example “Show me how my 5-year receiver swap on USD moves with a parallel 100 bp rate rise and a 25 bp steepening, using today's curve.”

Into the shared .agents/skills folder

Connect the LSEG MCP server in Codex.

Run this in your project folder to add all 5 skills:

for s in essentials derivatives-scenario-analysis fixed-income-valuation-review fx-market-check macro-and-earnings-brief; do
  curl -fsSL --create-dirs -o .agents/skills/london-stock-exchange-group-$s/SKILL.md https://revampkey.com/marketplace/london-stock-exchange-group/skills/$s/SKILL.md
done

Ask in plain language, for example “Show me how my 5-year receiver swap on USD moves with a parallel 100 bp rate rise and a 25 bp steepening, using today's curve.”

Into the shared .agents/skills folder

Connect the LSEG MCP server in VS Code.

Run this in your project folder to add all 5 skills:

for s in essentials derivatives-scenario-analysis fixed-income-valuation-review fx-market-check macro-and-earnings-brief; do
  curl -fsSL --create-dirs -o .agents/skills/london-stock-exchange-group-$s/SKILL.md https://revampkey.com/marketplace/london-stock-exchange-group/skills/$s/SKILL.md
done

Ask in plain language, for example “Show me how my 5-year receiver swap on USD moves with a parallel 100 bp rate rise and a 25 bp steepening, using today's curve.”

RevampKey or copy the files?

In RevampKey

One click when you connect LSEG
Updated for you when a skill improves
Removed when you disconnect
The MCP server is set up for you
800+ other connectors, same way

Download free

Copy into your project

One command per project
Run it again to get updates
You connect the LSEG MCP server yourself
Works in Claude Code, Cursor, Codex and VS Code

See the command

LSEG skills FAQ

What is a LSEG agent skill?

A SKILL.md file: a short playbook an AI agent loads when your request matches it. Each LSEG skill describes one job, which LSEG tools to use in which order, what to check first and when to stop and ask you.

Do the LSEG skills change anything on their own?

5 of the 5 only read. The others tell the agent to show you the change and wait for a yes before it creates, edits or deletes anything in LSEG.

Which tools can use these skills?

Any agent that reads the open Agent Skills format: Claude Code, Cursor, Codex, VS Code with Copilot and RevampKey. In RevampKey they are attached when you connect LSEG; elsewhere you copy the folders into your project or skills directory.

Do I need the LSEG MCP server too?

Yes. The skills tell the agent how to do the work; the LSEG MCP server gives it the tools to do it. The LSEG MCP setup guide covers every client.

LSEG MCP server setup · This page as Markdown

Put LSEG’s best workflows in your agent

Download RevampKey, connect LSEG and ask your first question in about a minute.

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All 5 LSEG skills

Use LSEG data in Claude

Use it when

Tools it uses

Derivatives scenario analysis with LSEG data

Use it when

Tools it uses

Fixed income valuation review with LSEG data

Use it when

Tools it uses

Check an FX rate against the forward curve and volatility

Use it when

Tools it uses

Build a macro and earnings brief from LSEG data

Use it when

Tools it uses

Get all 5 without copying a file

How LSEG skills work

How to install LSEG skills

RevampKey or copy the files?

In RevampKey

Copy into your project

LSEG skills FAQ

Put LSEG’s best workflows in your agent

Skills for related tools