bond-spreads
Fixed income bond spread calculations with Bloomberg YAS parity. Implements Z-Spread, I-Spread, G-Spread, ASW (Asset Swap Spread), and OAS (Option-Adjusted Spread) for USD/EUR/GBP markets. Use when: (1) Calculating any bond spread measure, (2) Building yield curve bootstrapping, (3) Implementing spread solvers, (4) Working with post-LIBOR curves (SOFR/SONIA/€STR), (5) Bond pricing analytics, (6) Comparing spreads across methodologies, (7) Implementing Bloomberg YAS-equivalent functionality.
Installation and usage
Fixed income bond spread calculations with Bloomberg YAS parity. Implements Z-Spread, I-Spread, G-Spread, ASW (Asset Swap Spread), and OAS (Option-Adjusted Spread) for USD/EUR/GBP markets. Use when: (1) Calculating any bond spread measure, (2) Building yield curve bootstrapping, (3) Implementing spread solvers, (4) Working with post-LIBOR curves (SOFR/SONIA/€STR), (5) Bond pricing analytics, (6) Comparing spreads across methodologies, (7) Implementing Bloomberg YAS-equivalent functionality.
После установки вы можете использовать этот skill, выполнив следующую команду в терминале:
skills use bond-spreads