home/categories/finance-investment/anthropics-financial-services-plugins-partner-built-lseg-skills-bond-futures-basis-skill-md
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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.
maintainer
anthropics
Mis à jour 2/24/2026
Étoiles
7398
Forks
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.
Installation
$ install --globalskills.sh
Utilisation
Après l'installation, vous pouvez utiliser ce skill en exécutant la commande suivante dans votre terminal :
skills use bond-futures-basis