analyze-bond-rv

analyze-bond-rv is a command for Claude Code from yuping322/financial-services-plugins-new. It costs 16 tokens per session (444 once invoked), scanned A, original, Apache-2.0.

A command for assessing whether a bond looks expensive or cheap compared with interest-rate and credit-spread benchmarks. It combines bond pricing, yield curves, credit data, and stress scenarios.

In plain words
What is it for?
Use it to calculate price, yield, duration, convexity, DV01, government spreads, credit spreads, and the effect of rate shocks for one or more bonds.
Why use it?
It gives investors context beyond the bond's quoted price or yield. It shows how much of the return may come from general rates, issuer credit risk, or relative mispricing.

Command for Claude Code

Written for Claude Code: argument-hint in frontmatter.

Needs its repository: it reads a path above its own folder, which exists only inside the repository. The line is This command uses LSEG bond pricing, yield curves, credit curves, and scenario analysis tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools..

Part of the lseg plugin — 8 skills, 8 commands shipped together

Good fit Use it to calculate price, yield, duration, convexity, DV01, government spreads, credit spreads, and the effect of rate shocks for one or more bonds.

Compare 6 commands from other repositories ↓
Install

Getting it into your agent

It runs from inside its repository, so the clone comes first — what it calls does not travel with the file alone.

Clone the repo
git clone --depth 1 https://github.com/yuping322/financial-services-plugins-new
agentmods
npx agentmods add commands/yuping322/financial-services-plugins-new/analyze-bond-rv

Made for: Claude Code.

Or install lseg, the plugin that ships this one along with the rest of its 8 skills, 8 commands.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for analyze-bond-rv

README.md
[![agentmods](https://agentmods.dev/badge/commands/yuping322/financial-services-plugins-new/analyze-bond-rv/github.svg)](https://agentmods.dev/commands/yuping322/financial-services-plugins-new/analyze-bond-rv)
Your own site
<a href="https://agentmods.dev/commands/yuping322/financial-services-plugins-new/analyze-bond-rv"><img src="https://agentmods.dev/badge/commands/yuping322/financial-services-plugins-new/analyze-bond-rv/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for analyze-bond-rv

Your own site · 80×15
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Per session 16 Only the description is in the session, so the agent can decide to use it. The body loads when it is invoked.
When invoked 444 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00016 $0.00444
Opus 5 $0.00008 $0.00222
Sonnet 5 $0.00003 $0.00089
Haiku 4.5 $0.00002 $0.00044

Measured 7d ago against content hash 1145991229c0, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

analyze-bond-rv scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 7d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

partner-built/lseg/commands/analyze-bond-rv.md · 58 lines

What it actually says

Analyze Bond Relative Value

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.

Workflow

1. Gather Bond Identifiers

Ask the user for:

  • Bond identifier(s) — ISIN, RIC, or CUSIP (required)
  • Optional benchmark bond for comparison
  • Valuation date (optional, defaults to today)

2. Price the Bond(s)

Call bond_price with the identifier(s).

Extract: clean/dirty price, yield, duration, convexity, DV01, currency.

If benchmark provided, price that too.

3. Get the Risk-Free Yield Curve

Call interest_rate_curve (list then calculate) for the bond's currency.

Interpolate at the bond's maturity to compute G-spread.

4. Get the Credit Spread Curve

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.

5. Run Scenario Analysis

Call yieldbook_scenario with parallel rate shifts: -100bp, -50bp, 0bp, +50bp, +100bp.

Extract price change and P&L under each scenario.

6. Synthesize the Report

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.

Output Format

Lead with the rich/cheap assessment and supporting evidence. Follow with spread decomposition and scenario tables.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 7d ago First seen · 58 lines · 16 tokens per session scan A 1145991229c0

Subscribe to this mod's changes

analyze-bond-rv is a command published in the GitHub repository yuping322/financial-services-plugins-new (17 stars, last pushed 6mo ago), licensed Apache-2.0. It adds 16 tokens to every session and 444 once invoked, about $0.0001 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-03.