convex-yield-conventions
Bond yield convention implementation for the Convex pricing library. Use this skill when: (1) Implementing yield calculation methods (compounded, simple, discount, add-on) (2) Adding money market yield calculations with sequential roll-forward (3) Implementing Bond Equivalent Yield (BEY) with 182-day threshold (4) Creating market presets for bond creation and validation (5) Implementing compounding frequency conversions (6) Extending bond pricing to support global market conventions
Installation
Suivez les instructions du dépôt pour votre agent. Consultez les fichiers et dépendances avant l’installation.
Voir la source ↗GuidesInstructions
Fonctions et usage
Bond yield convention implementation for the Convex pricing library. Use this skill when: (1) Implementing yield calculation methods (compounded, simple, discount, add-on) (2) Adding money market yield calculations with sequential roll-forward (3) Implementing Bond Equivalent Yield (BEY) with 182-day threshold (4) Creating market presets for bond creation and validation (5) Implementing compounding frequency conversions (6) Extending bond pricing to support global market conventions
Démarrage rapide
Suivez les instructions du dépôt pour votre agent. Consultez les fichiers et dépendances avant l’installation.
Guides ↗Exemples
Consultez les exemples du dépôt source.
Voir la source ↗Historique source
- Date d’indexation
- 2026-01-20
- Mise à jour de l’index
- 2026-02-06
- Branch
- main
Les dates concernent ce répertoire. Consultez le dépôt pour l’historique du code.
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