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Corp Finance Tools - Markets

Compute capital markets valuations and risk metrics with structured JSON outputs.

7|1|Updated Feb 9, 2026
Search Tags:#derivatives#fixed-income#capital-markets#volatility-surface#sabr#mbs#clo
One-click install
npx skills add https://github.com/fall-development-rob/corp_finance --skill corp-finance-tools-markets
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: Corp Finance Tools - Markets
Source: https://github.com/fall-development-rob/corp_finance/tree/main/.claude/skills/corp-finance-tools-markets
Command: npx skills add https://github.com/fall-development-rob/corp_finance --skill corp-finance-tools-markets

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Financial analysts and risk teams need consistent, auditable capital markets calculations that handle bonds, derivatives, volatility surfaces, mortgage pools, securitizations, CLOs and emerging markets with production-grade precision and structured outputs.

Core Features & Use Cases

  • High-precision pricing & risk: bond pricing (clean/dirty), YTM, duration/convexity, DV01, and credit spread decomposition (Z-spread/OAS).
  • Derivatives & volatility: option pricing (Black-Scholes, binomial), implied volatility, implied vol surface construction, SABR calibration, and multi-leg option strategy analysis.
  • Curve fitting & rate models: bootstrap spot curves, Nelson-Siegel/Svensson fitting, short-rate models (Vasicek/CIR/Hull-White), and term-structure diagnostics.
  • Structured product & financing analytics: MBS/ABS cashflow projection with prepayment models, CLO waterfalls, reinvestment tests, repo and collateral analytics, and FX/commodity forwards.
  • Use Case: Bootstrapping a zero curve, fitting Nelson-Siegel, calibrating SABR, pricing an option and computing OAS for an MBS to produce an evidence-backed trade recommendation.

Quick Start

Use the Corp Finance Tools - Markets skill to bootstrap a spot curve from par instruments, fit a Nelson-Siegel curve, calibrate SABR to option quotes, and return structured JSON including methodology, assumptions, warnings and metadata.

Frequently Asked Questions about Corp Finance Tools - Markets

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

FAQPage Schema
How do I bootstrap a spot curve and calibrate SABR for option pricing?▼

You can price bonds by calculating clean/dirty prices, yield-to-maturity, duration, convexity, DV01, and credit spread decomposition using Z-spread and OAS. The tool returns structured JSON containing methodology, assumptions, warnings, and metadata for auditability.

Can I project MBS cashflows and run CLO waterfall coverage analytics?▼

Yes, you can project MBS and ABS cashflows using prepayment models and analyze CLO waterfalls and reinvestment tests. The system generates structured JSON outputs containing cashflow projections, coverage analytics, and metadata.

What is the best way to fit Nelson-Siegel curves and short-rate models like Hull-White?▼

The best way to fit Nelson-Siegel curves and short-rate models like Hull-White is using 128-bit decimal precision arithmetic. The fitting process produces term-structure diagnostics and structured JSON outputs containing methodology, assumptions, and warnings.

Does this capital markets tool support repo, collateral, and emerging markets adjustments?▼

Yes, the capital markets analytics tool supports repo and collateral analysis, FX/commodity forwards, and emerging markets adjustments. It produces structured JSON outputs with results, methodology, assumptions, warnings, and metadata.

Why do my capital markets valuations return convergence failures or invalid input errors?▼

Capital markets valuations return convergence failures or invalid input errors when solver diagnostics detect numerical instability or incorrect parameters. The system returns structured JSON with error categories, warnings, and metadata to help you adjust inputs.

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