structured-products
CommunityPrice and analyze structured notes with confidence
Authorbrainbytes-dev
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Structured products are complex, path-dependent investments; this skill helps finance professionals decompose and price autocallables, reverse convertibles, and capital-protected notes by breaking them into vanilla components.
Core Features & Use Cases
- Decomposition into bonds and options for pricing and risk analysis
- Pricing across barriers, coupons, and multi-asset payoffs with appropriate models
- Risk assessment including issuer credit, liquidity, and hedging implications
- Use Case: Evaluate a 3-year autocallable on a basket of equities with a knock-in barrier and report the price, risk measures, and hedge recommendations
Quick Start
Decompose a structured product into its bond and option components and price the overall payoff for a given scenario
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: structured-products Download link: https://github.com/brainbytes-dev/everything-claude-trading/archive/main.zip#structured-products Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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