lbo-model

Fills LBO model Excel templates with formulas, validation, and professional formatting.

Updated Sep 17, 2026
One-click install
npx skills add https://github.com/hkw2028/toy-project --skill lbo-model-hkw2028
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: lbo-model
Source: https://github.com/hkw2028/toy-project/tree/main/.agents/skills/lbo-model
Command: npx skills add https://github.com/hkw2028/toy-project --skill lbo-model-hkw2028

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires openpyxl.

What problem does it solve? Building a Leveraged Buyout model in Excel is error-prone: hardcoded values break when assumptions change, circular references crash calculations, and inconsistent formatting undermines credibility with investment committees. This Skill populates LBO templates with live formulas, validates every section, and enforces banker-standard formatting conventions. ## Core Features & Use Cases - Template-Adaptive Formula Filling: Analyzes any attached LBO template structure and fills Sources & Uses, Operating Model, Debt Schedule, and Returns sections with proper cell-referenced formulas instead of hardcoded values. - Formula Validation & Recalculation: Runs recalc.py to verify zero formula errors, checks section balancing, and confirms sensitivity tables vary correctly with odd-dimension grids centered on the base case. - Professional Formatting Standards: Applies the blue/black/purple/green font color convention for inputs, formulas, same-tab links, and cross-tab links, plus a restrained blue-grey fill palette. - Use Case: A private equity analyst receives a deal template and company financials. The Skill copies the template, builds each section with checkpoint reviews, and delivers a validated model with IRR/MOIC outputs and sensitivity tables ready for the investment committee. ## Quick Start Use the attached LBO template to build a leveraged buyout model with these acquisition assumptions and verify each section before moving on.

Frequently Asked Questions about lbo-model

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

FAQPage Schema
How do I build an LBO model in Excel from a template?

Attach your LBO template and provide the deal assumptions. The Skill copies the template structure, fills each section (Sources & Uses, Operating Model, Debt Schedule, Returns) with live formulas, and pauses for your sign-off after each section before continuing.

How do I avoid circular references in LBO debt schedules?

Calculate interest on the beginning debt balance rather than the ending or average balance. This breaks the circular chain where interest affects cash flow, which affects paydown, which affects the ending balance that interest would reference.

Does this work with Excel Office JS add-ins or only Python?

Both environments are supported. Inside a live Excel session it uses Office JS (Excel.run with range.formulas), while standalone .xlsx generation uses Python with openpyxl followed by recalc.py validation. The same formulas-over-hardcodes rules apply in both.

Why does my LBO sensitivity table show the same value in every cell?

Identical values mean the formulas are not varying with the row and column inputs. Use mixed references ($A5 for row input, B$4 for column input), build odd-dimension grids like 5x5, and confirm the center cell equals the model's actual IRR or MOIC.

What formatting conventions do investment banking LBO models use?

Standard conventions use blue font for hardcoded inputs, black for calculated formulas, purple for same-tab links, and green for cross-tab references. Fills stay minimal: dark blue section headers, light blue column headers, and medium blue for key outputs like IRR and MOIC.