interest-rate-swap
利率互换定价工具，实现固定端/浮动端现金流贴现、互换价值与互换率(Par Swap Rate)计算。适用于衍生品教学、互换合约现金流学习与OIS贴现原理演示；采用平坦利率曲线假设且未覆盖CSA抵押品/基准切换/尾部风险，不适用于实盘衍生品交易、CCP清算估值或资产负债对冲管理。
Source facts
- Repository
- openJiuwen-ai/agent-store
- Last source activity
- August 7, 2026 at 07:47
- Detected SKILL.md language
- Chinese
- Stars
- 26
- Forks
- 7
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