home/categories/finance-investment/anthropics-financial-services-plugins-partner-built-lseg-skills-bond-futures-basis-skill-md
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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.
maintainer
anthropics
更新於 2/24/2026
星標
7398
分支
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.
安裝
$ install --globalskills.sh
使用
安裝後，您可以通過在終端運行以下命令來使用此技能：
skills use bond-futures-basis