Understand Treasury prices when interest rates move.
Explains US Treasury pricing, yield curves, and interest-rate sensitivity with formulas, worked examples, and a calculation script.
When to use it
Use for questions about Treasury bonds, yield curves, duration, convexity, TIPS, breakeven inflation, and related interest-rate measures.
Give it a Treasury pricing or interest-rate-risk question; it returns an analysis using the supplied concepts, formulas, and examples.
The documented script-running path uses uv to run the demo and its verification checks with inline dependencies.
The bundled calculation script requires Python 3.11 or newer.
This skill
numpy
Installs numpy for the demo
scipy
Installs scipy for the demo