Trading and investing

Bond Pricing

Calculate plain coupon-bond or zero-coupon present value, yield to maturity, duration, and convexity using explicit supplied assumptions. The upstream fixed-income package is partial: planned curve construction, broader products, and DeFi lending integration are not implemented. Do not claim a full fixed-income research platform.

Works with the context you provideVersion 1.0.0

Bond Pricing

First read and apply `references/chiefos-runtime.md`. Choose the source method below that matches the requested outcome and available evidence; do not execute every alternate provider path.

agiprolabs: fixed-income

Load `references/agiprolabs/fixed-income/SKILL.md` for the complete method, required inputs, ordered decisions, and output contract. Resolve its local resources beneath the same directory.

For upstream sibling names, resolve the canonical skill and source entrypoint with `references/source-routing.json`. Load sibling resources from that canonical skill; do not assume the original directory name is independently installed.