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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
업데이트됨 2/24/2026
스타
7398
포크
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.

설치
$ install --globalskills.sh
사용법

설치 후 터미널에서 다음 명령을 실행하여 이 스킬을 사용할 수 있습니다:

skills use bond-futures-basis