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Credit Analysis (Fixed Income)

Guides the agent through bond pricing, credit ratings, default risk and Chinese credit analysis

Stars
37,433
Licence
MIT
Files
1 file

What it does

Once installed, the agent answers fixed-income and credit questions using a structured framework: bond pricing and yield (YTM, duration, convexity, DV01), rating mapping between S&P, Moody's and Chinese scales, default-risk models (Altman Z-Score, Merton, KMV, scorecards), ABS/MBS cash-flow metrics, and Chinese LGFV (city investment platform) bond analysis. It also points the agent to a bundled pricing function in the repository rather than re-deriving formulas each time. The file shown is cut off before its final section.

Great for

  • Finance students learning bond math and credit risk models
  • Analysts who want quick, formula-based credit screening of Chinese fixed-income issues
  • Developers building fixed-income tools on the Vibe-Trading codebase

Skip it if

  • Making investment or lending decisions without professional review, since the models are simplified and the file itself notes Chinese ratings run high and Z-Score parameters need recalibration for China
  • Analysing financial institutions with Altman Z-Score, which the file says does not apply to them
  • Relying on it for real-time market data, since the file contains no data sources

Try asking

  • “Price a 5-year 5% coupon bond at a 4% yield and explain its duration and convexity”
  • “Map an AA rating to its approximate international equivalent and explain the Chinese rating caveat”
  • “Estimate default probability for a manufacturing company using the Altman Z-Score”
  • “Assess the risk factors for a Chinese city investment platform bond”
Step-by-step guide: how to use Credit Analysis (Fixed Income)Install, first run, examples, tips and FAQs

Install in 3 steps

  1. 1

    Download the skill

    The ZIP contains the 1 original files, the MIT licence and an attribution note.

    credit-analysis.zip
  2. 2

    Add it to your agent

    Claude Code (all projects)

    mkdir -p ~/.claude/skills && unzip credit-analysis.zip -d ~/.claude/skills/

    Claude Code / Agent SDK (this project only)

    mkdir -p .claude/skills && unzip credit-analysis.zip -d .claude/skills/

    Claude apps (web/desktop): Settings → Capabilities → Skills → Upload skill, and choose the ZIP.

  3. 3

    Ask for the task

    No special command needed — the agent reads the skill's description and loads it when your request matches. Try one of the prompts above.

Get better results

  • Ask for the formula and assumptions behind each result, since the skill documents conventions like discrete vs continuous compounding and day-count bases that change answers
  • Provide your own balance sheet or bond terms; the skill does not fetch financial data
  • Treat outputs as educational estimates and verify against official rating reports and exchange data

What's inside

  • SKILL.md

Redistributed unmodified from HKUDS/Vibe-Trading under the MIT licence. The assessment was drafted with AI from the skill's files on 2026-10-29. Skills can instruct your agent to run code — read SKILL.md and any scripts before installing.