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)