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bond-futures-basis

Analyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities. Use when analyzing bond futures, computing the basis, identifying CTD bonds, calculating implied repo rates, or evaluating basis trades.

anthropics
maintainer
anthropics
آخر تحديث 2/24/2026
النجوم
7398
التفرعات
924
quick start

Installation and usage

Analyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities. Use when analyzing bond futures, computing the basis, identifying CTD bonds, calculating implied repo rates, or evaluating basis trades.

التثبيت
$ install --globalskills.sh
الاستخدام

بعد التثبيت، يمكنك استخدام هذه المهارة بتشغيل الأمر التالي في الطرفية:

skills use bond-futures-basis