Fixed Income

Status: STUB — This skill provides a basic bond calculator and an overview of planned capabilities. Full implementation is awaiting community contribution.

Fixed income analysis bridges traditional bond mathematics with DeFi lending rate modeling. Bond pricing fundamentals — present value of cash flows, yield curves, duration, and convexity — translate directly to analyzing DeFi lending protocols where depositors earn variable or fixed rates on crypto assets.

On Solana, lending protocols like Marginfi, Kamino, and Solend offer variable-rate lending/borrowing. Understanding term structure and rate dynamics helps optimize yield farming strategies and compare opportunities across protocols.

This skill is informational and analytical only. It does not provide financial advice or trading recommendations.

Current Capabilities

This stub includes a working bond calculator with price, yield-to-maturity, duration, and convexity computations. See scripts/bond_calculator.py for the implementation.

def bond_price(
    face: float, coupon_rate: float, ytm: float, periods: int, freq: int = 2