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Use when financial-services work requires analyze a bond's relative value vs yield curves and credit spreads with scenario stress testing.
Codex または Claude でインストール この Prompt をコピーして Codex、Claude、または他のアシスタントに貼り付けると、Skill ページを確認してインストールできます。
SOC 職業分類に基づく
Use when financial-services work requires processes an earnings event end to end — reads the call transcript and filings, updates the coverage model, and drafts the post-earnings note. Use when a covered name reports; for a single name interactively, or fanned out across a coverage list as a managed agent..
Use when financial-services work requires reconciles general ledger to subledger across asset classes for a trade date — finds breaks, traces root cause, and routes the exception report for sign-off. Use for daily or month-end recon runs; not for journal-entry posting (use month-end-closer for that)..
Use when financial-services work requires parses an onboarding document packet, runs the firm's KYC/AML rules engine, screens against sanctions and PEP lists, and flags gaps for escalation. Use for new-client onboarding or periodic refresh — not for transaction monitoring..
Use when financial-services work requires produces sector or thematic market research — industry overview, competitive landscape, trading-comps spread of the peer set, and a thematic ideas shortlist — packaged as a research note with optional slides. Use when an analyst or PM asks for a primer on a sector or theme; not for single-name coverage updates (use earnings-reviewer for that)..
Use when financial-services work requires builds a briefing pack before a client or prospect meeting — relationship history from CRM, holdings and recent activity, market context, and a suggested agenda. Use ahead of any client meeting; pairs with a calendar event..
Use when financial-services work requires builds DCF, LBO, three-statement, and trading-comps models live in Excel from a ticker and assumption set. Use when you need a clean model from scratch — not for updating an existing coverage model (use earnings-reviewer for that)..
| name | fsi-command-analyze-bond-rv |
| description | Use when financial-services work requires analyze a bond's relative value vs yield curves and credit spreads with scenario stress testing. |
| version | 0.1.0 |
| author | Changhochien |
| license | MIT |
| platforms | ["linux","macos","windows"] |
| metadata | {"hermes":{"tags":["analyze-bond-rv","command","financial-services","lseg"],"related_skills":[]}} |
This is the Hermes profile equivalent of the original Cowork slash command /analyze-bond-rv from lseg. Invoke it explicitly with /skill fsi-command-analyze-bond-rv or ask in natural language for this workflow.
/analyze-bond-rv or a analyze bond rv financial-services workflow.This command uses LSEG bond pricing, yield curves, credit curves, and scenario analysis tools. See CONNECTORS.md for available tools.
Perform relative value analysis on one or more bonds by combining pricing analytics, yield curve context, credit spread decomposition, and rate shock scenarios.
See the bond-relative-value skill for domain knowledge on spread frameworks and rich/cheap assessment.
Ask the user for:
Call bond_price with the identifier(s).
Extract: clean/dirty price, yield, duration, convexity, DV01, currency.
If benchmark provided, price that too.
Call interest_rate_curve (list then calculate) for the bond's currency.
Interpolate at the bond's maturity to compute G-spread.
Call credit_curve (search by country/issuerType, then calculate).
Compute residual spread = bond G-spread minus credit curve spread at matching maturity. Positive residual = cheap; negative = rich.
Call yieldbook_scenario with parallel rate shifts: -100bp, -50bp, 0bp, +50bp, +100bp.
Extract price change and P&L under each scenario.
Present: bond summary table, spread decomposition (G-spread, credit spread, residual), scenario P&L table, and rich/cheap assessment.
If benchmark provided, include side-by-side comparison.
Lead with the rich/cheap assessment and supporting evidence. Follow with spread decomposition and scenario tables.
/skill fsi-command-analyze-bond-rv