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bond-relative-value

Analyze bond relative value using pricing, yield curves, credit spreads, and stress scenarios.

Updated May 10, 2026
Search Tags:#stress testing#yield curve#relative value#bond analysis#credit spread
One-click install
npx skills add https://github.com/rpoole-dev/comps-site --skill bond-relative-value-rpoole-dev
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: bond-relative-value
Source: https://github.com/rpoole-dev/comps-site/tree/main/financial-services-main/plugins/partner-built/lseg/skills/bond-relative-value
Command: npx skills add https://github.com/rpoole-dev/comps-site --skill bond-relative-value-rpoole-dev

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pypdf, pdfplumber, pdf2image, and includes scripts (resource) and references (resource) and assets (resource) components.

What problem does it solve?

Analyze the relative value of bonds using various financial metrics like pricing, yield curves, credit spreads, and scenario stress testing.

Core Features & Use Cases

  • Bond Pricing and Analysis: Price bonds, calculate yields, durations, and convexities.
  • Yield Curve and Credit Curve Analysis: Analyze government and swap yield curves and credit spread curves.
  • Scenario Stress Testing: Run scenarios with parallel rate shifts to assess bond price changes and P&L under different conditions.
  • Use Case: This skill is particularly useful for fixed income analysts looking to determine whether bonds are rich, cheap, or fair based on a variety of financial metrics and stress test scenarios.

Quick Start

Use the 'bond-relative-value' skill to perform a relative value analysis on a bond with ISIN code 'US1234567890'.

Frequently Asked Questions about bond-relative-value

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

FAQPage Schema
How do I analyze bond relative value using yield curves and credit spreads?▼

Bond relative value analysis determines whether a bond is rich, cheap, or fair by integrating pricing data, yield curve insights, credit spread metrics, and scenario stress testing.

Can I run scenario stress testing with parallel rate shifts to assess bond P&L?▼

Yes, scenario stress testing applies parallel rate shifts to evaluate bond price changes and project profit and loss outcomes under different market conditions.

What's the best way to calculate bond duration and convexity for fixed income analysis?▼

Fixed income analysts can calculate duration and convexity alongside bond pricing and yield metrics to assess interest rate sensitivity and relative value.

Does this approach support analyzing government yield curves and swap yield curves together?▼

Yes, the analysis evaluates both government and swap yield curves alongside credit spread curves to provide a comprehensive view of fixed income value.

Do I need PDF parsing libraries to extract financial metrics for bond analysis?▼

Yes, the skill requires PDF processing dependencies including pypdf, pdfplumber, and pdf2image to extract and manipulate financial metrics from documents.

How do I perform a relative value analysis on a bond using its ISIN code?▼

Provide the bond's ISIN code to initiate the relative value analysis, which assesses richness or cheapness based on pricing, spreads, and stress test scenarios.

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