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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
Actualizado 2/24/2026
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7398
Forks
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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.

Instalación
$ install --globalskills.sh
Uso

Después de instalarlo, puedes usar este skill ejecutando el siguiente comando en tu terminal:

skills use bond-futures-basis