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
安装后,您可以通过在终端运行以下命令来使用此技能:
skills use convex-yield-conventions