Documentation
README
LLMQuant Credit
This category routes credit research workflows for issuer risk, spread regimes, and high-yield stress.
Routing Rules
- Identify issuer, ticker, bond, index, sector, maturity bucket, credit rating, and horizon.
- Select the closest workflow below.
- Open only that workflow and any referenced local resources.
- Use LLMQuant Data for filings, debt schedule, fundamentals, rates, spreads, ratings, equity prices, CDS, and macro context.
- Report filing dates, market timestamps, rating dates, observation windows, stale notices, and missing inputs.
Workflow Index
This is the opening of the README. Read the full README on GitHub.