bond-relative-value
OfficialAnalyze bond richness and cheapness.
Authoranthropics
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps fixed income analysts determine if a bond is overvalued or undervalued by analyzing its spread relative to benchmarks and testing its performance under various market scenarios.
Core Features & Use Cases
- Spread Decomposition: Breaks down a bond's total spread into risk-free, credit, and residual components to pinpoint value drivers.
- Scenario Analysis: Simulates the impact of interest rate changes on bond prices and P&L.
- Use Case: An analyst can use this Skill to assess whether a corporate bond is attractively priced compared to government bonds and similar corporate debt, considering potential interest rate movements.
Quick Start
Use the bond_price tool to get the details for ISIN US037833AZ49 and then use the interest_rate_curve tool for USD.
Dependency Matrix
Required Modules
None requiredComponents
scriptsreferences
💻 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-relative-value Download link: https://github.com/anthropics/financial-services-plugins/archive/main.zip#bond-relative-value Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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