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bond-pricing

Price fixed-income securities using present value and yield-to-maturity calculations.

Updated Aug 23, 2026
Search Tags:#fixed-income#bond-valuation#bond-pricing#YTM#PV
One-click install
npx skills add https://github.com/keith-mvs/ordinis --skill bond-pricing
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: bond-pricing
Source: https://github.com/keith-mvs/ordinis/tree/main/docs/knowledge-base/domains/signals/fixed-income/bond-pricing
Command: npx skills add https://github.com/keith-mvs/ordinis --skill bond-pricing

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires numpy, pandas, scipy, and includes scripts (resource) and references (resource) and assets (resource) components.

What problem does it solve?

This Skill covers fundamental bond pricing concepts, present value cash flows, and market conventions to price treasuries, corporates, or municipals.

Core Features & Use Cases

  • PV & YTM Calculations: Price bonds from cash flows and yield measures.
  • Market Conventions: Clean vs. dirty price, day-count conventions, and settlement rules.
  • Hands-on Python: Examples and templates to price standard and special bonds.

Quick Start

Example: "Price a 10-year bond with annual coupons given a specific yield curve."

Frequently Asked Questions about bond-pricing

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate bond pricing using yield-to-maturity and present value?▼

Bond pricing uses present value calculations to discount future cash flows at the yield-to-maturity rate. This Skill applies PV formulas across treasuries, corporates, and municipals with various coupon frequencies to determine fair value.

What's the difference between clean and dirty bond prices?▼

Clean price excludes accrued interest; dirty price includes it. This Skill handles both conventions plus day-count calculations to meet market standards for settlement and valuation across bond types.

Can I price specialized bonds like zero-coupon, callable, and floating-rate notes?▼

Yes. This Skill prices standard and specialized bonds including zero-coupon, callable, puttable, and floating-rate notes using numpy, pandas, and scipy to model complex cash flow structures and yield scenarios.

How do I analyze bond price sensitivity to yield changes?▼

Price sensitivity analysis measures how bond values respond to yield shifts. This Skill calculates duration and convexity metrics using scipy and numpy to quantify interest rate risk across your portfolio.

What market conventions does this cover for bond valuation?▼

This Skill implements settlement rules, day-count conventions (Actual/Actual, 30/360, Actual/360), accrued interest, and clean versus dirty pricing to align with treasury, corporate, and municipal market standards.

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