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fixed-income

Calculates bond pricing, yield to maturity, duration, and convexity using Python scripts.

266|54|Updated Mar 11, 2026
Search Tags:#DeFi#bonds#fixed income#convexity#duration#yield curve#lending rates
One-click install
npx skills add https://github.com/agiprolabs/claude-trading-skills --skill fixed-income
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fixed-income
Source: https://github.com/agiprolabs/claude-trading-skills/tree/main/skills/fixed-income
Command: npx skills add https://github.com/agiprolabs/claude-trading-skills --skill fixed-income

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires numpy, scipy, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill provides tools to analyze traditional fixed-income securities (bonds) and compare them to DeFi lending rates, helping users understand yield, risk, and investment opportunities.

Core Features & Use Cases

  • Bond Valuation: Calculate bond prices, yields, duration, and convexity.
  • Yield Curve Analysis: Understand the relationship between interest rates and time to maturity (planned).
  • DeFi Rate Comparison: Analyze and compare lending rates across various DeFi protocols (planned).
  • Use Case: Assess the interest rate risk of a bond portfolio by calculating its modified duration and DV01, and compare potential yields from a Solana lending protocol.

Quick Start

Calculate the price and yield to maturity for a bond with a $1000 face value, 5% coupon rate, 10 years to maturity, and a 6% yield to maturity.

Frequently Asked Questions about fixed-income

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

FAQPage Schema
How do I calculate bond yield to maturity and duration in Python?▼

Calculate bond yield to maturity and duration in Python by providing inputs like face value, coupon rate, and years to maturity to the script, which computes pricing and risk metrics mathematically using numpy and scipy.

Can I analyze DeFi lending rates and compare them to traditional bonds?▼

You can analyze DeFi lending rates and compare them to traditional bonds, as the Skill calculates fixed-income metrics and has planned features for DeFi protocol rate analysis to evaluate yield and risk.

How do I calculate DV01 and modified duration for a bond portfolio?▼

Calculate DV01 and modified duration for a bond portfolio by inputting your bond parameters into the analytical scripts, which compute these risk metrics to help assess interest rate risk.

Does this fixed-income analysis tool require numpy and scipy?▼

This fixed-income analysis tool requires numpy and scipy dependencies, as it utilizes these Python libraries for the mathematical computations and data modeling needed to calculate bond pricing and duration.

What are the limitations of using Python for yield curve construction?▼

A limitation is that yield curve construction is currently a planned feature, meaning the Skill focuses on existing bond valuation and convexity calculations rather than full yield curve modeling.

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