Analyzes corporate bonds, credit instruments, and debt structures to evaluate risk and yield metrics.
The Corporate Fixed Income skill equips Claude with specialized knowledge to evaluate investment-grade and high-yield debt instruments. It provides deep expertise in credit spread measurements such as G-spread, Z-spread, and Option-Adjusted Spread (OAS), alongside credit rating migrations and default probability modeling. By incorporating sophisticated concepts like covenant analysis, recovery rates, and private credit fundamentals, this skill enables users to conduct professional-grade credit risk assessments and fixed-income portfolio analysis directly within their research or development workflow.
주요 기능
01Advanced credit spread calculation (G-spread, Z-spread, and OAS)
02Yield-to-Worst and callable bond valuation frameworks
03Private credit and direct lending fundamental analysis
0418 GitHub stars
05Comprehensive covenant and recovery rate assessment
06Credit rating migration and default probability analysis
사용 사례
01Analyzing the impact of embedded options on bond yields and spreads.
02Modeling expected losses using PD, LGD, and recovery rate metrics.
03Evaluating credit risk for investment-grade and high-yield bond portfolios.
