Explore Historic EIOPA Yield Curves with AI Insights

Explore Historic EIOPA Yield Curves with AI Insights

This AI agent skill provides comprehensive insights into historic EIOPA risk-free rate (RFR) yield curves. It offers detailed analytical capabilities including spot rates for specific countries and tenors on a given reference date, entire term structures, forward rate analysis, and Solvency II stressed curves examination, without the need for external datasets or network connections.

What this skill does

• Answers queries about historic EIOPA yield curves, covering risk-free rates, spot rates, discount rates, forward rates, and term structures.
• Provides data from every monthly EIOPA release since December 31, 2014, encompassing all curves for terms ranging from 1 to 150 years.
• Supports queries involving Solvency II, such as stressed curves and parameters like UFR (ultimate forward rate), LLP (last liquid point), alpha, CRA (credit risk adjustment), and VA (volatility adjustment).
• Operates as a self-contained module that requires no additional datasets, databases, or third-party packages, utilizing the contained `curves.pack` data file.
• Facilitates accurate yield curve analysis even when specific terminology related to EIOPA is not explicitly mentioned in queries.

Who it is for

• Developers and data analysts utilizing AI coding agents such as Claude Code, Cursor, or Codex for data processing tasks.
• Actuarial professionals and financial analysts who require detailed historical yield curve analysis and insights.
• Insurance and finance professionals working with Solvency II compliant frameworks.

Use cases

• Generating yield curve reports for specific tenors and countries on historical reference dates.
• Analysis of spot rates for compliance and reporting under Solvency II.
• Comparative study of EIOPA yield curves across different countries and timeframes.
• Integrating historical yield curve data into fintech applications leveraging AI for enhanced decision-making.

Technical details

• The skill operates using the Python 3 environment, with scripts and data files like `scripts/data/curves.pack` and `scripts/eiopa_curves.py` facilitating all operations.
• No additional software or network connection is required beyond Python 3, making it easily deployable in various environments.

This provides general workflow assistance only and is not legal, tax, accounting, or financial advice.

Source & Licence

This package is built on open-source work published by open-source-modelling (open-source-modelling/insurance_skills) and distributed under MIT. The original licence text and copyright notice are included in your download.

Personal and commercial use, modification and redistribution are permitted, provided the original copyright and licence notice are retained.

Your purchase covers curation, licence verification, packaging, documentation and instant delivery. It does not grant exclusive rights to the underlying open-source code, which remains available under its original licence.

Delivery & Support

• Delivery: instant — a secure download link is emailed to you as soon as payment is confirmed.
• Format: ZIP archive containing the skill files, documentation and the original licence.
• Support: support@mcpcart.com — we aim to reply within 2 business days.
• Updates: updates are included only where stated on this page.

Refunds

This is a digital product delivered immediately after purchase. By completing your order you request immediate delivery and acknowledge that, once the download has been accessed, the statutory right to cancel no longer applies to the extent permitted by law. Refund requests are handled in accordance with our published Refund Policy.

Claude, Codex, Gemini and Cursor are trademarks of their respective owners. MCP Cart is an independent marketplace and is not affiliated with, endorsed by, or sponsored by any of them. Compatibility references describe interoperability only.