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fixed-income-sovereign

Calculate sovereign bond prices, yields, duration, and convexity with Python.

164|33|Updated Feb 15, 2026
Search Tags:#bonds#fixed income#convexity#duration#yield curve#treasuries
One-click install
npx skills add https://github.com/JoelLewis/finance_skills --skill fixed-income-sovereign
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fixed-income-sovereign
Source: https://github.com/JoelLewis/finance_skills/tree/main/plugins/wealth-management/skills/fixed-income-sovereign
Command: npx skills add https://github.com/JoelLewis/finance_skills --skill fixed-income-sovereign

SYSTEM DOCUMENTATION & REQUIREMENTS

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

What problem does it solve?

This Skill helps users understand and analyze government bonds, including pricing, yield calculations, interest rate risk (duration and convexity), and yield curve dynamics.

Core Features & Use Cases

  • Bond Pricing: Calculate the price of a bond given its yield to maturity.
  • Yield Analysis: Determine yield to maturity (YTM), current yield, and analyze yield curves (spot, forward, par).
  • Risk Measurement: Quantify interest rate risk using duration (Macaulay and modified) and convexity.
  • Use Case: A user wants to understand how a 5-year Treasury bond's price would change if interest rates increased by 50 basis points. This Skill can provide an estimated price change using duration and convexity.

Quick Start

Calculate the price of a 5-year, 4% semi-annual coupon bond with a 5% yield to maturity.

Frequently Asked Questions about fixed-income-sovereign

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

FAQPage Schema
How do I calculate the price of a Treasury bond given its yield to maturity?▼

Yield to maturity is calculated by finding the discount rate that equates a bond's price to its discounted future cash flows. This Skill supports YTM, current yield, and yield curve analysis for sovereign bonds.

How do I measure interest rate risk for government bonds using duration and convexity?▼

Interest rate risk is measured by calculating Macaulay duration, modified duration, and convexity. This Skill quantifies these metrics to estimate how sovereign bond prices respond to interest rate shifts.

Can I bootstrap a yield curve and derive forward rates from par yields?▼

Yes, you can bootstrap yield curves and derive forward rates from par yields. This Skill constructs spot curves and extracts forward rates to analyze sovereign bond yield dynamics.

What Python packages do I need for fixed income analysis?▼

You need numpy and scipy installed in your Python environment. These dependencies provide the numerical computing functions required for bond valuation and yield curve construction.

How do I estimate a bond's price change for a 50 basis points interest rate increase?▼

Estimate the price change by applying duration and convexity adjustments to the bond's current price. This Skill calculates the expected price impact for sovereign bonds given specific interest rate shifts.

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