convex-yield-conventions
Bond yield convention implementation for the Convex pricing library. Use this skill when: (1) Implementing yield calculation methods (compounded, simple, discount, add-on) (2) Adding money market yield calculations with sequential roll-forward (3) Implementing Bond Equivalent Yield (BEY) with 182-day threshold (4) Creating market presets for bond creation and validation (5) Implementing compounding frequency conversions (6) Extending bond pricing to support global market conventions
Installation and usage
Bond yield convention implementation for the Convex pricing library. Use this skill when: (1) Implementing yield calculation methods (compounded, simple, discount, add-on) (2) Adding money market yield calculations with sequential roll-forward (3) Implementing Bond Equivalent Yield (BEY) with 182-day threshold (4) Creating market presets for bond creation and validation (5) Implementing compounding frequency conversions (6) Extending bond pricing to support global market conventions
설치 후 터미널에서 다음 명령을 실행하여 이 스킬을 사용할 수 있습니다:
skills use convex-yield-conventions