bond-futures-basis by anthropics

bond-futures-basis

anthropics

7.5k9573 months ago

Analyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities. Use when analyzing bond futures, computing the basis, identifying CTD bonds, calculating implied repo rates, or evaluating basis trades.

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npxskills add anthropics/financial-services-plugins--skill bond-futures-basis
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