credit-analytics
CommunityCredit analytics for bonds and CDS.
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill automates the generation of actionable credit analytics for bonds and credit default swaps, enabling better monitoring of issuer credit conditions and identification of relative-value opportunities.
Core Features & Use Cases
- Spread and Curve Analysis: Analyze bond and CDS spreads, curve slopes, and curvatures.
- Transition Behavior: Monitor rating migrations and downgrade risks.
- Relative-Value Screening: Identify mispricings between bonds and CDS.
- Issuer-Level Monitoring: Track credit signals for individual issuers.
- Use Case: Use this skill to validate bond-CDS basis behavior for a portfolio of corporate issuers, flagging any significant dislocations for further investigation.
Quick Start
Run the credit analytics validation script with the input file 'input.csv' and save the output to 'validation.json'.
Dependency Matrix
Required Modules
pandasargparsejson
Components
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: credit-analytics Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#credit-analytics Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 223,000+ vetted skills library on demand.