Decompose A-share convertible bond prices into debt, conversion, and option values.
npx skills add https://github.com/loanntc/Paave --skill convertible-bonds
Please help me install this Agent Skill. Skill: convertible-bonds Source: https://github.com/loanntc/Paave/tree/main/skills/convertible-bond Command: npx skills add https://github.com/loanntc/Paave --skill convertible-bonds
It helps you analyze A-share convertible bonds by turning complex pricing drivers and issuer/holder option-like terms into a clear valuation and action framework, reducing guesswork in selection and timing.
Use the convertible-bonds skill to produce a structured valuation readout for a specific convertible’s current price, conversion price, remaining term, credit rating, and clause proximity, including double-low ranking inputs and down-call-put risk assessment.
High-intent search queries and answers about installing and using this skill.
To value convertible bonds, this analysis decomposes the price into pure debt value, conversion value, and embedded option value, mapping inputs like yield assumptions and credit quality into an actionable report.
The double-low strategy defines specific metrics and screening logic to rank the convertible bond universe, applying a repeatable rotation process to execute systematic portfolio rebalancing decisions.
Assessing downward adjustment, call, and put clause probabilities evaluates strategic trigger proximity against clause conditions, translating term rules into actionable decision rules for catalyst risk management.
Yes, you can classify convertibles as bond-like, balanced, or equity-like by estimating the bond-floor against conversion value, clarifying whether downside protection or equity upside drives the price.
Calculating bond-floor and conversion value requires inputs including current price, conversion terms, yield and discount assumptions, remaining years, credit rating, and trigger proximity data.
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