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credit-analysis

Analyze bond pricing, credit risk, and interest rate sensitivity with quantitative models.

Updated Jul 8, 2026
Search Tags:#financial modeling#risk management#fixed income#yield curve#credit analysis#bond pricing
One-click install
npx skills add https://github.com/hxhyyy/Vibe-Trading --skill credit-analysis-hxhyyy
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: credit-analysis
Source: https://github.com/hxhyyy/Vibe-Trading/tree/main/agent/src/skills/credit-analysis
Command: npx skills add https://github.com/hxhyyy/Vibe-Trading --skill credit-analysis-hxhyyy

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires numpy, pandas, scipy.

What problem does it solve?

This Skill simplifies complex fixed-income analysis, helping you evaluate creditworthiness, price bonds, and manage interest rate risks without manual calculations.

Core Features & Use Cases

  • Credit Risk Assessment: Utilize Altman Z-Score and Merton models to predict corporate financial distress and default probabilities.
  • Bond Pricing & Analytics: Calculate YTM, duration, convexity, and DV01 for precise valuation and hedging.
  • Market Strategy: Analyze credit spreads, yield curves, and LGFV (城投债) risks to inform investment decisions.

Quick Start

Use the credit-analysis skill to calculate the YTM and modified duration for a 5-year bond with a 5% coupon rate priced at 102.

Frequently Asked Questions about credit-analysis

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

FAQPage Schema
How do I calculate bond pricing and yield to maturity for a corporate bond?▼

Bond pricing and yield to maturity calculations are performed by computing cash flows and discounting them to present value. This Skill calculates YTM, duration, convexity, and DV01 for precise fixed-income valuation using pandas and scipy.

What is the best way to assess corporate credit risk and default probability?▼

Corporate credit risk assessment is performed using Altman Z-Score and Merton structural models to predict financial distress. This Skill quantifies default probabilities for corporate credit evaluation without requiring manual mathematical derivations.

Can I use pandas and scipy for interest rate sensitivity and DV01 analysis?▼

Yes, pandas and scipy are used for interest rate sensitivity analysis and DV01 calculations. This Skill leverages these dependencies for numerical computation to assess how interest rate shifts impact fixed-income portfolio valuations.

How do I evaluate municipal debt and ABS structures quantitatively?▼

Municipal debt and ABS structures are evaluated using quantitative financial models to assess creditworthiness and structural risks. This Skill supports fixed-income analysis for these specific debt instruments alongside corporate credit evaluation.

Does this credit analysis approach handle LGFV and credit spread modeling?▼

Yes, LGFV risks and credit spreads are analyzed to inform investment decisions. This Skill models credit spreads and yield curves, providing quantitative insights into municipal debt risks specific to Local Government Financing Vehicles.

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