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lbo-model

Build LBO models in Excel with dynamic formulas and validated templates.

Updated May 26, 2026
Search Tags:#excel#sensitivity analysis#private equity#leveraged buyout#debt schedule#lbo modeling#irr moic
One-click install
npx skills add https://github.com/ruiyangruiyi/hermes-agent --skill lbo-model-ruiyangruiyi
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: lbo-model
Source: https://github.com/ruiyangruiyi/hermes-agent/tree/main/optional-skills/finance/lbo-model
Command: npx skills add https://github.com/ruiyangruiyi/hermes-agent --skill lbo-model-ruiyangruiyi

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

LBO modeling often takes significant time to structure correctly in Excel, especially when you need consistent Sources & Uses, debt schedules, and returns outputs that update dynamically.

Core Features & Use Cases

  • Excel LBO template-driven modeling: Builds an LBO model by copying an attached template exactly (or starting from the standard LBO_Model.xlsx when none is provided).
  • Dynamic, formula-first calculations: Ensures every calculation is written as an Excel formula (no Python hardcoding) so the model updates safely with changing inputs.
  • Section-by-section construction and validation: Fills major sections in order (Sources & Uses → Operating Model → Debt Schedule → Returns), pausing for user confirmation between phases.
  • Returns & sensitivity support: Produces exit/multiple returns (IRR/MOIC) and sensitivity tables with correct wiring (including a true center base case).

Quick Start

Ask for an LBO model by attaching your preferred LBO template and telling the AI to populate it with your deal assumptions, including debt terms and exit multiple(s).

Frequently Asked Questions about lbo-model

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

FAQPage Schema
How do I build a leveraged buyout model in Excel with dynamic formulas?▼

An LBO model in Excel requires dynamic formulas for debt schedules and returns. This Skill populates a validated template with your deal assumptions, wiring every calculation as an Excel formula so the model updates safely with changing inputs.

Can I generate an IRR and MOIC sensitivity analysis for a private equity deal?▼

Yes, you can generate IRR and MOIC sensitivity analysis for private equity deals. The Skill produces sensitivity tables with correct wiring, including a true center base case, alongside standard exit and multiple returns calculations.

What is the best way to create a debt schedule with cash sweeps in Excel?▼

The best way to create a debt schedule with cash sweeps is using a template-first approach. This Skill builds debt schedules with cash sweeps by writing dynamic Excel formulas rather than hardcoding values in Python.

Does this LBO modeling approach work with an existing Excel template?▼

Yes, this LBO modeling approach works with an existing Excel template. You can attach your preferred LBO template and instruct the AI to populate it with your specific debt terms and exit multiples.

Why do my LBO model calculations break when I change deal assumptions?▼

Your LBO model calculations break because values are often hardcoded instead of formula-linked. This Skill prevents this by writing every calculation as a dynamic Excel formula, ensuring the model updates safely when inputs change.

Do I need a specific Excel file format to generate sponsor-case LBO outputs?▼

You do not need a specific Excel file format to generate sponsor-case LBO outputs. The Skill starts from a standard LBO_Model.xlsx when no template is provided, or copies an attached template exactly as supplied.

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