Yield Curve Analyzer

Yield Curve Analyzer MCP Connector for Claude

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Analyze interest rate curves, identify spreads, and detect recession signals.

3 tools Official Updated Jun 28, 2026 Official Vinkius Partner

The Yield Curve Analyzer is a specialized tool for financial professionals to interpret the shape of the yield curve. By using calculate_curve_metrics, you can determine if the market is in a Normal, Inverted, Flat, or Humped state and calculate critical spreads like 2s10s and 3m10a. The engine also provides deep insights into economic stability via examine_recession_risk to detect potential recessionary signals from yield inversions. Finally, use get_allocation_guidance to receive actionable investment strategies and target duration ranges based on the current market environment.

yield-curveinterest-ratesrecession-riskbond-strategymacroeconomics

3 tools expose this connector's capabilities to your AI agent.

get_allocation_guidance

Get investment allocation guidance

calculate_curve_metrics

Calculate yield curve metrics

examine_recession_risk

Examine yield curve inversion for recession risk

See how to talk to your AI agent using Yield Curve Analyzer.

What is the current state of the yield curve if 3m is 4%, 2y is 4.5%, and 10y is 4.2%?

The yield curve is currently classified as Inverted, with a significant spread inversion detected.

Calculate the spreads for these rates: 3m=3.5%, 6m=3.6%, 1y=3.8%, 2y=4.0%, 5y=4.2%, 10y=4.5%, 30y=4.7%.

The classification is Normal, with a 2s10s spread of 0.5000% and a 3m10a spread of 1.0000%.

What strategy should I use if the curve is inverted?

For an Inverted curve, you should follow a Short Duration Strategy with a target duration range focused on lower maturity windows.

You can use the `examine_recession_risk` tool. It analyzes the spread between 2Y, 10Y, and 3M yields to identify if an inversion depth is high enough to trigger a recession signal.

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