credit-default-swap-basics-for-algo-context SKILL.md skillA
credit-default-swap-basics-for-algo-context from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/credit-default-swap-basics-for-algo-context@v1.2.0Pins v1.2.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/credit-default-swap-basics-for-algo-context/SKILL.md- Versions recorded
- 5
- Latest version
- v1.2.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 6,780 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when integrating credit default swap metrics into a strategy or capital-structure arbitrage: hazard rates, implied default probability, indicative upfront on the post-2009 fixed-coupon convention, and risky annuity.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use Use this skill when integrating Credit Default Swap (CDS) metrics into quantitative trading algorithms, credit risk models, or cross-asset capital structure arbitrage strategies (CDS vs. Equity). Since the ISDA April 2009 "Big Bang" standardisation, North American corporate CDS (SNAC) trade on fixed coupons — 100 bps for Investment Grade, 500 bps for High Yield — with the spread difference settled as an upfront payment. This module calculates the hazard rate ($\lambda$), cumulative default probability ($PD$), Risky PV01 ($RPV01$), indicative upfront payments, and CDS-equity cross-asset z-score signals. ## When NOT to Use - **Exact ISDA cash settlement.** The upfront here uses a continuous-annuity approximation, not the ISDA CDS Standard Model (quarterly premiums on IMM dates, Actual/360 accrual, ISDA curves). It is also a *clean* figure: ISDA cash settlement nets the accrued premium since the last IMM date, which the seller rebates to the buyer, and that term is not modelled. Use https://www.cdsmodel.com/ for settlement-matching figures; treat this engine's output as indicative. …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/credit-default-swap-basics-for-algo-context@sha256:d0482dbc47b7fc02The line at the top of this page pins the label v1.2.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_52e2uiof37raky3r)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 3, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v1.2.0 latest | 2026-09-03 | 8527a51 | 6,780 B | A | view · diff |
| v1.2.0 | 2026-08-23 | b680e6a | 6,754 B | A | view · diff |
| v1.1.0 | 2026-08-23 | b540e44 | 5,640 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,187 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 3,185 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (6780 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_52e2uiof37raky3r GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/credit-default-swap-basics-for-algo-context GET https://markdownregistry.com/api/v1/blob/d0482dbc47b7fc025ede21763310ab1a55331d5dd6fd749903fad1bd9dcc8327
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.