Analyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities. Use when analyzing bond futures, computing the basis, identifying CTD bonds, calculating implied repo rates, or evaluating basis trades.
$npx -y skills add lseg-api-samples/lseg-claude-plugin --skill bond-futures-basisInstalls into the current project.
Run `npx skills use "https://github.com/lseg-api-samples/lseg-claude-plugin" --skill "lseg-api-samples/lseg-claude-plugin/bond-futures-basis"` and follow the generated skill instructions now. Read its complete output, redirecting it to a temporary file first if necessary. Resolve relative paths from the supporting-files directory it provides.
Use the skills in "https://github.com/lseg-api-samples/lseg-claude-plugin" that are relevant to the current task. Run `npx skills add "https://github.com/lseg-api-samples/lseg-claude-plugin"` and select the relevant skills, then follow their instructions.