bond-benchmarking
CommunityBenchmark bonds for relative value.
Authorkeith-mvs
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps compare bond yields, durations, and credit quality against benchmarks to identify relative value opportunities and attribution.
Core Features & Use Cases
- Benchmark Selection: Treasury curve vs corporate indices
- Spread Analytics: G-, I-, Z-spreads and relative value metrics
- Attribution: Tracking error and information ratio for portfolios
- Deliverables: Benchmarking dashboards and attribution reports
Quick Start
Example: "Compare a corporate bond against Treasury benchmarks and compute tracking error."
Dependency Matrix
Required Modules
numpypandasscipy
Components
scriptsreferencesassets
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: bond-benchmarking Download link: https://github.com/keith-mvs/ordinis/archive/main.zip#bond-benchmarking Please download this .zip file, extract it, and install it in the .claude/skills/ directory.