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bond-relative-value

Analyze bond relative value using pricing, yield curve, credit spread, and stress testing.

26|2|Updated Apr 30, 2026
Search Tags:#fixed income#yield curve#relative value#bond analysis#credit spread
One-click install
npx skills add https://github.com/ViviennaMAO/money_banking_financial_market --skill bond-relative-value-viviennamao
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: bond-relative-value
Source: https://github.com/ViviennaMAO/money_banking_financial_market/tree/main/financial-services-main/plugins/partner-built/lseg/skills/bond-relative-value
Command: npx skills add https://github.com/ViviennaMAO/money_banking_financial_market --skill bond-relative-value-viviennamao

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill allows for a comprehensive analysis of bond relative value, combining pricing, yield curve, credit spread, and scenario stress testing.

Core Features & Use Cases

  • Pricing Analysis: Offers bond pricing, yield, duration, convexity, and spread calculations.
  • Yield Curve Context: Provides government and swap yield curves for analysis.
  • Credit Spread Analysis: Assesses credit spreads by issuer type.
  • Scenario Stress Testing: Allows for scenario analysis with parallel rate shifts.
  • Use Case: For fixed income analysts looking to evaluate bond richness/cheapness or run rate shock scenarios.

Quick Start

Analyze the relative value of a bond by running the bond-relative-value skill with the bond's ISIN code.

Frequently Asked Questions about bond-relative-value

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

FAQPage Schema
What is bond relative value analysis and how does it assess fixed income investments?▼

Bond relative value analysis assesses fixed income investments by evaluating bond richness or cheapness using pricing, yield curve, credit spread, and scenario stress testing metrics.

How do I analyze a bond's relative value using an ISIN code?▼

To analyze a bond's relative value, input the bond's ISIN code to calculate pricing, yield, duration, convexity, and spread against government and swap yield curves.

Can I run scenario stress testing with parallel rate shifts on government yield curves?▼

Yes, you can run scenario stress testing by applying parallel rate shifts to government and swap yield curves to evaluate bond performance under changing market conditions.

Does this bond analysis approach break down credit spreads by issuer type?▼

Yes, credit spread analysis assesses credit spreads by issuer type, allowing fixed income analysts to compare relative value across different corporate or government bond issuers.

What bond pricing and yield curve data do I need to conduct relative value analysis?▼

You need bond pricing data, yield curve data, and the bond's ISIN code to conduct relative value analysis and perform scenario stress testing on fixed income securities.

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