specialness

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mb69-code / bond-relative-value

Euro SSA repo desk RV framework : market-implied carry & Z-spread analysis (KfW/EIB vs Bund) and synthetic Bund CTD specialness model (Ornstein-Uhlenbeck process) with live Streamlit dashboard.

dashboard repo fixed-income ornstein-uhlenbeck-process bonds-market relative-value specialness

Updated Apr 23, 2026
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