home/categories/finance-investment/anthropics-financial-services-plugins-partner-built-lseg-skills-bond-futures-basis-skill-md
finance-investmentbusiness
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
Atualizado 2/24/2026
Estrelas
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.
Instalação
$ install --globalskills.sh
Uso
Depois de instalar, você pode usar esta skill executando o seguinte comando no terminal:
skills use bond-futures-basis