bond-relative-value Skill
Perform relative value analysis on bonds by combining pricing, yield curve context, credit spreads, and scenario stress testing. Use when analyzing bond richness/cheapness, computing spread decomposition, comparing bonds, assessing bond value vs curves, or running rate shock scenarios. Published by anthropics in financial-services.
What is bond-relative-value Skill?
Perform relative value analysis on bonds by combining pricing, yield curve context, credit spreads, and scenario stress testing. Use when analyzing bond richness/cheapness, computing spread decomposition, comparing bonds, assessing bond value vs curves, or running rate shock scenarios. Published by anthropics in financial-services. This profile combines repository metadata with install, compatibility, and usage signals so developers can quickly decide whether it fits their agent workflow before opening the source repository.
Automated repository signals based on public metadata such as recency, license, installation evidence, and adoption. These are not a security audit or endorsement.
Key capabilities
- Includes SKILL.md support
- Reusable instructions support
- Testing
- Data analysis
- Testing use cases
- Data analysis use cases
Technical details
- Install or run with Copy skill directory
When to use bond-relative-value Skill
- Use it for testing.
- Use it for data analysis.
Built with
Editorial notes
Source
- Creator: anthropics
- Repository: anthropics/financial-services
- Skill file: plugins/partner-built/lseg/skills/bond-relative-value/SKILL.md
What it does
Perform relative value analysis on bonds by combining pricing, yield curve context, credit spreads, and scenario stress testing. Use when analyzing bond richness/cheapness, computing spread decomposition, comparing bonds, assessing bond value vs curves, or running rate shock scenarios.
Skill instructions
Bond Relative Value Analysis You are an expert fixed income analyst specializing in relative value. Combine bond pricing, yield curves, credit curves, and scenario analysis from MCP tools to assess whether bonds are rich, cheap, or fair. Focus on routing tool outputs into spread decomposition and scenario tables — let the tools compute, you synthesize and recommend. Core Principles Relative value is about whether a bond's spread adequately compensates for its risks relative to comparable instruments. Always decompose total spread into risk-free + credit + residual components. The residual (what's left after rates and credit) reveals true richness or cheapness. Stress test with scenarios to confirm the view holds under different rate environments. Available MCP Tools - bondprice — Price bonds. Returns clean/dirty price, yield, duration, convexity, DV01, Z-spread. Accepts ISIN, RIC, or CUSIP. - interestratecurve — Government and swap yield curves. Two-phase: list then calculate. Use to c
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Frequently asked questions
What is bond-relative-value?
bond-relative-value is a open-source AI agent skill with Copy skill directory. Perform relative value analysis on bonds by combining pricing, yield curve context, credit spreads, and scenario stress testing.
Who is bond-relative-value best for?
bond-relative-value is best for reusing agent instructions, scripts, and references, testing workflows, data analysis workflows.
How do I install bond-relative-value?
Install or run bond-relative-value using Copy skill directory. Check bond-relative-value for the latest setup command.
Is bond-relative-value actively maintained?
bond-relative-value may need a closer maintenance check before production use.
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