convertible-bonds

CBLens：基于 Crank-Nicolson PDE 的 A 股可转债定价、公告事件解析与机会筛选工作台，支持 GUI/CLI 研究流。

QFO量化回测平台：面向 A 股的本地化量化回测与数据分析平台，支持数据同步、智能选股、因子研究、策略回测、组合优化、风险分析和新闻情绪跟踪。

Convertible Bond Redemption Calendar & Market Data

📈 基于 Kiro 工作流的可转债量化分析与交易辅助策略库

低频可转债监控、Excel 面板、桌面/邮件提醒和在线更新

Convertible bond valuation platform - Tsiveriotis–Fernandes binomial tree, Greeks, conversion probability, scenario analysis. Built with Python and Streamlit.

CB Pricing tool visualization

Single-file convertible bond pricer: Black-Scholes-Merton + bond floor, zero dependencies

historical data

Convertible bond valuation via the Tsiveriotis-Fernandes PDE (Crank-Nicolson) with a TRACE event-study pipeline for issuance price pressure

Transparent Korean-language NLP prototype for IPO and convertible-bond disclosure analysis.

CB Arb Model

filtre quantitatif d'asymétrie

为集思录免费用户提供独立的浏览器本地自选，突破站内 10 项自选限制，数据仅保存在本机，不修改账号额度或访问会员数据。

Auditable point-in-time research framework for daily Chinese convertible-bond factors and execution-aware backtests.

Leverage CB arb analysis

Returns bench

Hybrid credit–equity pricing framework for a CDS on a convertible bond using Monte Carlo simulation, Longstaff–Schwartz optimal conversion and historical volatility estimation.

Pricing framework for CDS written on convertible bonds using credit intensity modeling and Least-Squares Monte Carlo.

【老谷拆财报出品】全市场可转债筛选一览、条款白话解读、强赎预警、到期收益测算 ｜ 一键安装：npx skills add laogu-caibao/laogu-cb