fixed-income-structured
CommunityAnalyze complex structured fixed income.
AuthorJoelLewis
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps users understand and analyze complex structured fixed income products like mortgage-backed securities (MBS), asset-backed securities (ABS), and collateralized loan obligations (CLOs), which often have intricate cash flow structures and risk profiles.
Core Features & Use Cases
- Prepayment Modeling: Analyze how borrower prepayments affect bond cash flows using models like PSA.
- Tranche Analysis: Understand how different tranches (e.g., PAC, Support) in a CMO or CLO redistribute risk.
- Risk Assessment: Evaluate prepayment risk, extension risk, contraction risk, and credit risk in securitized products.
- Use Case: A user wants to understand the prepayment risk of a specific MBS tranche and how it might perform under different interest rate scenarios.
Quick Start
Analyze the prepayment risk of a mortgage-backed security using the PSA model at 150% speed for month 20.
Dependency Matrix
Required Modules
numpy
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-structured Download link: https://github.com/JoelLewis/finance_skills/archive/main.zip#fixed-income-structured Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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