xfs96192/claude-config

Overview

This skill generates a weekly bond position report that extracts buy transactions from the official instruction ledger and produces a two-sheet Excel report formatted for secondary accounting. It separates CDs (interbank certificates) from other bonds, fetches option-duration data from Wind, and fills key columns while leaving manager-specific fields for manual input. Trigger phrases include requests to generate bond-building weekly reports or count/record bond builds for a given date.

How this skill works

The skill opens the official instruction ledger for the given date, filters records where trade direction is buy, and classifies entries as CD (if the short name contains "CD") or other bonds. It queries Wind for option duration using the provided trade date, chooses option yield when available falling back to maturity yield, and formats two sheets: one for secondary bond receipts and one for secondary NCD/money-type builds. Finally it writes an Excel file to the configured output path and preserves columns that require manual completion by the investment manager.

When to use it

• When you need a weekly bond building report for compliance or desk review.
• When a user asks “generate bond-building weekly report” or similar phrases with a specific date.
• To consolidate and classify buy-direction transactions into secondary accounting formats.
• Before presenting builds to investment managers so they can add demand and manager names.

Best practices

• Pass a single YYYY-MM-DD date argument matching the instruction ledger filename for reproducible runs.
• Validate that the source ledger contains only the intended trade date before running to avoid cross-date contamination.
• Confirm Wind data availability and network access; handle missing modidura_cnbd values gracefully.
• Manually fill investment manager name and weekly demand after the file is generated.
• Run in a controlled environment with access to the source and output directories to avoid permission issues.

Example use cases

• Produce the weekly bond building report for 2026-01-30 to share with the investment team.
• Audit all buy-direction bond trades from the official instruction ledger and classify CDs versus other bonds for regulatory reporting.
• Create the two-sheet Excel deliverable for desk reconciliation and hand it to managers for final annotations.
• Generate a historical snapshot by running the script for multiple dates and comparing yields and durations.