bond-pricing

Community

Price fixed income assets quickly.

Authorkeith-mvs
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill covers fundamental bond pricing concepts, present value cash flows, and market conventions to price treasuries, corporates, or municipals.

Core Features & Use Cases

  • PV & YTM Calculations: Price bonds from cash flows and yield measures.
  • Market Conventions: Clean vs. dirty price, day-count conventions, and settlement rules.
  • Hands-on Python: Examples and templates to price standard and special bonds.

Quick Start

Example: "Price a 10-year bond with annual coupons given a specific yield curve."

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-pricing
Download link: https://github.com/keith-mvs/ordinis/archive/main.zip#bond-pricing

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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