Stats
Actions
Tags
Help us improve
Share bugs, ideas, or general feedback.
How this command is triggered — by the user, by Claude, or both
Slash command
/lseg:analyze-bond-rv <ISIN, RIC, or CUSIP> [vs benchmark]The summary Claude sees in its command listing — used to decide when to auto-load this command
# Analyze Bond Relative Value > This command uses LSEG bond pricing, yield curves, credit curves, and scenario analysis tools. See [CONNECTORS.md](../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 b...
/analyze-bond-rvAnalyzes bond relative value versus yield curves and credit spreads with scenario stress testing and rich/cheap assessment.
/bondAnalyzes Chinese domestic credit bond issuance for issuer and type (corporate bond/short-term note/medium-term note/ABS), producing DOCX report, XLS credit model, and pricing suggestions.
/stock-consultOrchestrates stock/ETF investment consultations by delegating to sub-agents for macro analysis, stock screening, valuation, bear-case critique, and final report synthesis.
/returnsBuilds IRR/MOIC sensitivity tables for PE deals across entry multiple, leverage, exit multiple, and growth scenarios. Uses provided parameters or prompts for entry EBITDA, valuation, and financing assumptions.
/option-valueValues embedded real options in commercial leases (renewal, expansion, termination, purchase) using Black-Scholes pricing. Extracts lease provisions, determines market parameters, runs a Python calculator, and produces a valuation report.
Share bugs, ideas, or general feedback.
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.