event-driven-analyzer

To calculate probability-weighted expected returns for public-equity event-driven scenarios, provide the current price and a list of dated-event scenarios. The analyzer applies scenario trees and timing math to compute market-implied probability and generate underwriting-ready output.

Building a scenario tree for event-driven arbitrage payoffs requires inputting event timing, probabilities, and terminal values for dated catalysts. The tool processes these structured inputs to deliver deterministic math results and gating evidence for portfolio managers.

No, you cannot use this event-driven analysis for capital-structure work like covenants or credit recovery. It is specifically designed for dated public-equity events to compute probability-weighted payoffs and expected returns, not generic catalysts or credit-focused work.

To generate PM-ready event analysis reports, you need the current equity price and a list of dated-event scenarios. The skill uses these structured inputs alongside sourced documents to produce memos, HTML reports, and gating evidence.

Yes, event-driven analysis computes gross and annualized returns for arbitrage scenarios. By applying timing and spread math to the scenario tree, it calculates market-implied probability and probability-weighted outcomes from the provided terminal values.

You should not use event-driven analysis for generic catalysts or capital-structure-focused work. It is strictly designed to analyze dated public-equity event paths, probabilities, and payoffs to support underwriting-style decisions and continuous monitoring.