Convertible Bond Investment Navigation Map

Problem

Convertible-bond “three-line” safety strategies usually require breaking maturity redemption, coupons, conversion price, premium, and position exit rules into separate calculations. Manual work easily misses parameters, and it is hard to place one bond’s data, indicators, and sell triggers in one consistent analysis table.

How It Works

The skill turns the book framework into executable steps: it first checks version and usage agreement, then separates knowledge questions from price-related requests; only price calculations consume the daily quota. Data is fetched on demand from author-maintained OSS storage and cached locally, avoiding full downloads. Core steps include:
- Use db_query.py to query a single bond’s basic info, financial metrics, and clause fields;
- Use price_calc.py and safe_price.py to calculate three-line prices, safe price, and maturity-return related values;
- Use compound_exit.py, check_sell_today.py, and cb_exit_monitor.py to generate sell checks based on peak drawdown, convergence, and position ratio;
- Output underlying stock, rating, conversion price, premium, safety anchor, three lines, and financial overview.

Boundaries

It targets framework-based calculations for safe price, three-line entries, and compound exit rules. It does not predict price direction or provide investment advice. data_api is not exposed; questions beyond the book scope require user judgment, and AI output may contain errors.