• METRICS
  • REGIME
  • DATA
  • HUMAN

How to calculate yield curve spreads with your AI

Connect your AI to the Yield Curve Analyzer to automate maturity spread math and market state classification.

Ask AI about this page

Short answer

How can I calculate yield curve spreads using AI?

Your agent uses the calculate_curve_metrics tool to pull treasury rates and compute the difference between specific maturities. It then classifies the curve shape into a market state. You'll get the exact spreads and the current regime.

The results you get

What your AI delivers

The AI processes the raw treasury data into these specific outputs.

METRICS

Maturity spread values

The AI computes the basis point difference between any two requested maturities. You get the precise numerical spreads for your analysis.

REGIME

Market state classification

The agent identifies if the curve is currently inverted, flat, or steep. This tells you the current macro environment.

DATA

Structured yield data

The tool converts raw treasury inputs into organized metrics. You receive clean data ready for your models or reports.

HUMAN

Strategic decisions

The AI provides the math and the classification. You decide how these spreads affect your specific trades or portfolio.

The workflow

What your AI does when the data arrives.

The AI handles the math so you don't have to manually subtract rates.

  1. Fetch rates

    The agent pulls the specific treasury rates for the maturities you want to compare.

    calculate_curve_metrics

  2. Calculate spreads

    The AI subtracts the shorter-term rate from the longer-term rate to find the spread.

    calculate_curve_metrics

  3. Identify regime

    The agent analyzes the spreads to determine if the curve is steep, flat, or inverted.

    calculate_curve_metrics

  4. Report findings

    The AI presents the calculated spreads and the market state in your chat window.

    calculate_curve_metrics

Try it

Copy these to start.

Paste these into your chat to begin the analysis.

Starting points

Change the specific maturities, like 2y or 10y, to match the spreads you need.

Yield Curve Analyzer Connector

You're all set. Choose your MCP client and follow the setup instructions.

Connector linkhttps://edge.vinkius.com/vk_preview_AjsqOsc5jRzx0RH0876tL0i1pM5ptcWCxwcgJawy/mcp

Claude Desktop

Follow the steps below to connect in seconds.

  1. 1In Claude Desktop, open Settings → Connectors.
  2. 2Click “Add custom connector” and paste the connector link above as the remote MCP server URL.
  3. 3Click Add and start a new chat — Yield Curve Analyzer capabilities are ready to use.
Configuration · claude_desktop_config.jsonCopy
{
  "mcpServers": {
    "yield-curve-analyzer-mcp": {
      "url": "https://edge.vinkius.com/vk_preview_AjsqOsc5jRzx0RH0876tL0i1pM5ptcWCxwcgJawy/mcp"
    }
  }
}
Copy into chat04

  • Calculate the 2s10s spread using the Yield Curve Analyzer.

  • What is the current market state based on the latest yield curve metrics?

  • Check the 5y10y spread and tell me if the curve is inverted.

  • Analyze the spread between the 3-month and 10-year treasury rates.

  • Claude
  • ChatGPT
  • Cursor
  • VS Code
  • Windsurf
  • Claude Code
  • JetBrains
  • Cline

Start here

Connect Yield Curve Analyzer once, then ask.

Connect the MCP to your client with one click. Your credentials stay encrypted, and you can start asking questions immediately.

Connect Yield Curve Analyzer to your AI

FAQ

How the analyzer behaves

  • 01

    Can the AI execute trades based on these spreads?

    No. The AI only calculates metrics and classifies the curve state. It cannot interact with your brokerage.

  • 02

    Does the AI change the treasury data?

    No. The tool only reads and processes data to calculate spreads. It cannot modify any market data.

  • 03

    What maturities can I use?

    You can request spreads for any standard treasury maturities supported by the calculate_curve_metrics tool.

  • 04

    Can the AI provide investment advice?

    No. The AI provides the math and the classification, but you must make all investment decisions.

  • 05

    Can I use this with Cursor or Claude?

    Yes, you can use this with any MCP-compatible client like Claude, Cursor, or Windsurf.

  • More questions about Yield Curve Analyzer? The Connector page answers them. See everything the Yield Curve Analyzer Connector can do

Connect Yield Curve Analyzer to Claude, Cursor, ChatGPT & more