Convertible-Bond-Pricing-Research: Instructions file for Claude Code

CLAUDE.md

Convertible-Bond-Pricing-Research CLAUDE.md is an instructions file for Claude Code from ericxuzhesheng/Convertible-Bond-Pricing-Research. It costs 363 tokens per session, scanned A, original, MIT.

Project instructions for research on convertible-bond pricing, including its data updates, pricing models, weekly workflow, and credential rules.

In plain words
What is it for?
They guide weekly data ingestion, model runs, backtesting, benchmarking, plotting, publishing, and local CUDA setup.
Why use it?
They give coding agents the current project state and prevent unsafe or incorrect updates, such as repricing verified history or exposing tokens.

Instructions file for Claude Code

Written for Claude Code: the file is CLAUDE.md. Also seen: mentions CLAUDE.md; mentions AGENTS.md.

This is ericxuzhesheng/Convertible-Bond-Pricing-Research's own configuration. It tells Claude Code how to work on Convertible-Bond-Pricing-Research itself, so it is not a mod to install elsewhere. Copy it as a starting point and replace the rules that are about this project. Everything Convertible-Bond-Pricing-Research configures →

Reuse

Borrowing it

Nothing to install: this file belongs to ericxuzhesheng/Convertible-Bond-Pricing-Research. Take a copy, put it at the same path in your own repository, and replace the rules that are about this project with yours.

Copy the file
curl -O https://raw.githubusercontent.com/ericxuzhesheng/Convertible-Bond-Pricing-Research/main/CLAUDE.md
Clone the repo
git clone --depth 1 https://github.com/ericxuzhesheng/Convertible-Bond-Pricing-Research

Made for: Claude Code.

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Per session 363 This file is loaded in full into every session.
When invoked 363 The same file — it is already loaded in full.
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 $0.00363 $0.00363
Opus 5 $0.00181 $0.00181
Sonnet 5 $0.00073 $0.00073
Haiku 4.5 $0.00036 $0.00036

Measured 11d ago against content hash b4cf74f93374, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

Convertible-Bond-Pricing-Research CLAUDE.md 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 11d 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.

CLAUDE.md · 34 lines

What it actually says

CLAUDE.md — Convertible Bond Pricing Research

Follow AGENTS.md as the single source of truth for repository layout, data contracts, commands, and operational safeguards.

Current published state

  • Data and BS/ZL/LSM model outputs are updated through 2026-08-28.
  • The production ZL increment was run with CUDA; the supported local environment uses numba==0.62.1 and numba-cuda.
  • Routine weekly execution is incremental only. backtest/weekly_update.bat reads backtest/ZL_Model_Manifest.json, starts data ingestion on the following day, and prices only dates strictly after the verified cutoff. LSM then verifies its own backtest/LSM_Model_Manifest.json and prices only later ZL dates.
  • Historical NaNs are valid skipped cells, not permission to reprice history.
  • cb_price_chg may be calculated from adjacent closes when the paid/source field is unavailable, with optional correction from a free quote source.
  • Load the Tushare token from TUSHARE_TOKEN or the ignored backtest/tushare_token.txt; never hard-code or commit credentials.

Routine commands

# Local weekly CUDA update: data -> BS -> ZL -> LSM -> benchmark -> factors -> plots -> publish
cd backtest
.\weekly_update.bat

# Rebuild figures from existing verified outputs without repricing
python backtest/regenerate_plots.py

backtest/full_history_rebuild.py is an explicit maintenance path. Do not run it for ordinary weekly updates or merely to fill historical NaNs.

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. 11d ago First seen · 34 lines · 363 tokens per session scan A b4cf74f93374

Subscribe to this mod's changes

Convertible-Bond-Pricing-Research CLAUDE.md is an instructions file published in the GitHub repository ericxuzhesheng/Convertible-Bond-Pricing-Research (7 stars, last pushed 11d ago), licensed MIT. It adds 363 tokens to every session, about $0.0018 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 2026-08-31.

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