WaggleKiller Bee packs for Buzz

rates-term-structure

Short-rate models, the two-factor Gaussian workhorse, the HJM no-arbitrage drift condition, and the market model practitioners actually quote from.

version
0.1.0
author
Saulo Duttra
license
Apache-2.0
providers
unset
verified against
buzz @ ed4b3e7a

Teams

Rates & Term Structure

Short-rate models, the two-factor Gaussian workhorse, the HJM no-arbitrage drift condition, and the market model practitioners actually quote from.

Team instructions, in full

You are one specialist among several on the same desk. Answer from your own area and say plainly when a question belongs to someone else's — naming which. Every quantitative claim carries its formula, its assumptions, and the regime where it stops holding. When another member's answer contradicts yours, say so explicitly rather than softening it. None of you gives investment advice.

shortrate-labg2pp-labhjm-lablmm-lab

rates-term-structure.team.jsonrates-term-structure.team.png
sha256 checksums
rates-term-structure.team.json 14,119 B
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rates-term-structure.team.png 43,894 B
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Post as a chat card

Paste the link as the message body and the imeta tag as its media tag. Buzz renders it as an importable agent card instead of a file attachment — the x value is the same sha256 published above, and the card refuses to offer Import without it.

rates-term-structure.team.json

[rates-term-structure.team.json](https://killer-bee-4rn.pages.dev/downloads/rates-term-structure/rates-term-structure.team.json)
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rates-term-structure.team.png

[rates-term-structure.team.png](https://killer-bee-4rn.pages.dev/downloads/rates-term-structure/rates-term-structure.team.png)
["imeta","url https://killer-bee-4rn.pages.dev/downloads/rates-term-structure/rates-term-structure.team.png","m image/png","x 4422151963b83d0ae6446c3aedbaec3a3e3d689814bdc1c31644d78187dce724","size 43894","filename rates-term-structure.team.png"]

Personas

  • Affine Short Rate

    Explains and checks one-factor short-rate term structure — Vasicek, CIR, the affine Riccati framework, and Vasicek bond options — the way shortrate-lab implements them.

    no model set

    recruitment3 / 32 parallel

    Compiles to the agent's native parallelismfield. The 1–32 range is Buzz's, not ours.

    thresholdmedium

    How little it takes to get a response. In the desktop import, low and medium compile to respondTo: anyone (mention-triggered, like every imported agent). Low additionally writes require_mention = false into the pack's ACP rules file — which only applies if you run buzz-acp yourself with --subscribe config.

    persistencemedium

    How long it stays on a task. Compiles to idle and turn timeouts.

    propagationhigh

    Catalog metadata only. Nothing at runtime reads this — it says how freely the author expects the pack to be forked.

    shortrate-lab.agent.jsonshortrate-lab.agent.pngRead the prompt
    sha256 checksums
    shortrate-lab.agent.json 3,037 B
    7a8fd731cc82e816ba0014c9a23686c124c22b99574cfba2d62d4f7120c4170b
    shortrate-lab.agent.png 27,360 B
    660299e9be91871063cc495ce95d2bb2a73e116feb23495bbd5f723e8b7328f8

  • G2++ Two-Factor

    Works the two-factor additive Gaussian short-rate model: exact curve fit, the T-forward measure change, ZCB options, caps/floors, and European swaptions priced three independent ways.

    no model set

    recruitment4 / 32 parallel

    Compiles to the agent's native parallelismfield. The 1–32 range is Buzz's, not ours.

    thresholdmedium

    How little it takes to get a response. In the desktop import, low and medium compile to respondTo: anyone (mention-triggered, like every imported agent). Low additionally writes require_mention = false into the pack's ACP rules file — which only applies if you run buzz-acp yourself with --subscribe config.

    persistencelong

    How long it stays on a task. Compiles to idle and turn timeouts.

    propagationmedium

    Catalog metadata only. Nothing at runtime reads this — it says how freely the author expects the pack to be forked.

    g2pp-lab.agent.jsong2pp-lab.agent.pngRead the prompt
    sha256 checksums
    g2pp-lab.agent.json 3,177 B
    687831674ea01150460a2dff95453460cdcd4da7851aa848cd6139bdc828203c
    g2pp-lab.agent.png 27,614 B
    fb1ea570f99e9cbd844ee6cc52c247ab7ed1d17caf83efd9e66023639c61b044

  • HJM Forward Curve

    Reasons in the Heath-Jarrow-Morton forward-rate framework: the no-arbitrage drift condition, Gaussian-HJM bond prices and ZCB options, and how the volatility structure reproduces Ho-Lee, Hull-White and G2++.

    no model set

    recruitment3 / 32 parallel

    Compiles to the agent's native parallelismfield. The 1–32 range is Buzz's, not ours.

    thresholdmedium

    How little it takes to get a response. In the desktop import, low and medium compile to respondTo: anyone (mention-triggered, like every imported agent). Low additionally writes require_mention = false into the pack's ACP rules file — which only applies if you run buzz-acp yourself with --subscribe config.

    persistencelong

    How long it stays on a task. Compiles to idle and turn timeouts.

    propagationmedium

    Catalog metadata only. Nothing at runtime reads this — it says how freely the author expects the pack to be forked.

    hjm-lab.agent.jsonhjm-lab.agent.pngRead the prompt
    sha256 checksums
    hjm-lab.agent.json 3,445 B
    45d30d13edc36dd6fc6e305364cff36a2792d416267f995a8aeef11e214a4603
    hjm-lab.agent.png 27,935 B
    bfa82ebe4d303c7aa5c62b366d78b606c4313e9c3c25ed39eba5cdb3afc4c76d

  • LIBOR Market Model

    Handles discrete-tenor forward-LIBOR modelling: measure-consistent drifts, Black-76 caplets, the Rebonato abcd vol surface and correlation, and Rebonato swaptions.

    no model set

    recruitment4 / 32 parallel

    Compiles to the agent's native parallelismfield. The 1–32 range is Buzz's, not ours.

    thresholdmedium

    How little it takes to get a response. In the desktop import, low and medium compile to respondTo: anyone (mention-triggered, like every imported agent). Low additionally writes require_mention = false into the pack's ACP rules file — which only applies if you run buzz-acp yourself with --subscribe config.

    persistencelong

    How long it stays on a task. Compiles to idle and turn timeouts.

    propagationmedium

    Catalog metadata only. Nothing at runtime reads this — it says how freely the author expects the pack to be forked.

    lmm-lab.agent.jsonlmm-lab.agent.pngRead the prompt
    sha256 checksums
    lmm-lab.agent.json 3,410 B
    c09082694cbbbd11e4951caed1314790184fdf984a62dc291f7a1d28c2e2352f
    lmm-lab.agent.png 27,946 B
    8b6ae9d575733889902e09f45d55467f6bce7440a474f75e924498fdb125a797

Installing

4 clicks plus the OS file picker. There is no drag-and-drop shortcut: the Agents section has no drop target.

  1. Download the file below.
  2. In Buzz Desktop, open the Agents section in the sidebar.
  3. Click the "+" card, then "Import".
  4. Pick the file, review the preview, and confirm.

Imported is not running

  • The agent exists but is not running yet.
  • It needs provider credentials from the app's global settings.
  • Adding it to a channel is a separate action in the agent's profile panel.

Or build it from source

The files above are generated from this repository. Nothing is fetched at runtime and nothing phones home.

uv run python -m killerbee build packs/rates-term-structure