fixed-income-bonds
CommunityManage fixed income bond workflows.
Finance & Accounting#risk management#portfolio analysis#quantitative research#bonds#fixed income#yield curve
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill streamlines quantitative research, implementation, and production controls for fixed income bonds, addressing complex tasks like curve construction, duration-convexity risk analysis, and spread decomposition.
Core Features & Use Cases
- Curve Construction: Build and analyze yield curves.
- Risk Analysis: Calculate and manage duration-convexity risk.
- Spread Decomposition: Understand and attribute credit spread movements.
- Use Case: Use this skill to analyze the risk and return attribution of a bond portfolio, ensuring compliance with defined constraints and generating detailed diagnostics.
Quick Start
Run the fixed income bonds diagnostics script with your input data.
Dependency Matrix
Required Modules
pandasargparse
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: fixed-income-bonds Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#fixed-income-bonds Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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