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By anthropics

bond-relative-value

anthropics1.7k installs

Know whether a bond is rich, cheap, or fair.

What it does

Assess whether bonds are rich, cheap, or fairly valued by synthesizing pricing, spread decomposition, and rate-shock scenarios.

When to use it

Use when evaluating bond richness or cheapness, decomposing spreads, comparing bonds against peers or curves, or testing rate shocks.

How to use it

Give it a bond identifier; it returns spread decomposition, scenario P&L, and a rich, cheap, or fair recommendation.

What you provide

  • a bond's ISIN, RIC, or CUSIP

Latest review

What you need · 0

No setup requirements listed.


Access · 4

This skill

bond_price

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Retrieves bond pricing and risk

interest_rate_curve

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Retrieves risk-free yield curves

credit_curve

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Retrieves issuer credit spreads

yieldbook_scenario

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Retrieves rate-shock scenario results