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convertible-bond

Decompose A-share convertible bonds into bond-floor, conversion, and option values.

Updated May 5, 2026
Search Tags:#valuation#convertible bonds#bond floor#conversion premium#call and put terms#dual-low strategy#rotation ranking
One-click install
npx skills add https://github.com/wudye/traderAssistHK --skill convertible-bond-wudye
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: convertible-bond
Source: https://github.com/wudye/traderAssistHK/tree/main/backend/src/skills/convertible-bond
Command: npx skills add https://github.com/wudye/traderAssistHK --skill convertible-bond-wudye

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill helps you analyze A-share convertible bonds by breaking them into bond-floor value, equity conversion value, and embedded option value, then evaluating key terms (reset/downward adjustment, call/early redemption, and put/right of redemption) to support strategy selection.

Core Features & Use Cases

  • 三维估值框架: Compute pure bond value (债底), conversion value (股性), and option value from conversion price, underlying stock price, remaining time, and yield assumptions to judge downside protection and upside participation.
  • 条款博弈分析: Estimate probabilities and impacts for downward reset, issuer call/strong redemption, and investor put/repurchase, translating trigger conditions into actionable risk/return expectations.
  • 双低策略与轮动选债: Provide a screening logic for “dual-low” attractiveness and a multi-dimension rotation process that ranks bonds using price, conversion premium, safety margin, reset likelihood, and underlying momentum.

Quick Start

Use the convertible-bond skill to estimate your convertible bond’s bond floor, conversion value, option value, and the likely outcomes of reset/call/put terms based on the current bond price, conversion price, underlying stock price, remaining maturity, and assumed credit yield.

Frequently Asked Questions about convertible-bond

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

FAQPage Schema
How is convertible bond valuation calculated by breaking down bond floor and conversion value?▼

Convertible bond valuation decomposes total value into pure bond-floor value, equity conversion value, and embedded option value using underlying stock price, conversion price, remaining term, and yield assumptions to assess downside protection and upside participation.

What is the dual-low strategy for screening and ranking convertible bonds?▼

The dual-low strategy screens convertible bonds by evaluating price and conversion premium attractiveness, then applies multi-dimension rotation ranking using safety margin, reset likelihood, and underlying momentum to identify optimal portfolio selections.

How do call and put terms affect convertible bond investment decisions?▼

Call and put terms analysis estimates probabilities and impacts of issuer strong redemption and investor repurchase rights, translating trigger conditions into actionable risk and return expectations for convertible bond strategy selection.

How to evaluate downward reset probability for A-share convertible bonds?▼

Downward reset probability evaluation analyzes term trigger rules against current bond and underlying prices, conversion price, and remaining maturity to estimate the likelihood and impact of conversion price adjustment on convertible bond value.

What inputs are needed to compute convertible bond option value and scenario metrics?▼

Computing convertible bond option value and scenario metrics requires bond price, underlying stock price, conversion price, remaining term, coupon and yield assumptions, plus term trigger rules for reset, call, and put provisions.

Can I use this convertible bond analysis framework for portfolio rotation across a bond universe?▼

Yes, the framework supports multi-dimension rotation ranking across a convertible bond universe by combining price, conversion premium, safety margin, reset likelihood, and underlying momentum to generate strategy-oriented portfolio outputs.

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