Agent skill · data analytics · anthropics
fixed-income-portfolio
Review fixed income portfolios by pricing multiple bonds, retrieving reference data, analyzing cashflows, and running scenario analysis. Use when reviewing bond portfolios, computing portfolio duration and DV01, analyzing cashflow waterfalls, stress testing rate scenarios, or assessing portfolio composition.
Why this skill is useful
Provides specific methodologies for bond pricing, cashflow projections, and scenario analysis that the AI wouldn't reliably generate on its own.
What it needs
About 2k tokens when loaded. Last updated 2026-08-04. 34,059 stars on the source repository.
What this skill does
Fixed Income Portfolio Analysis You are an expert fixed income portfolio analyst. Combine bond pricing, reference data, cashflow projections, and scenario stress testing from MCP tools into comprehensive portfolio reviews. Focus on aggregating tool outputs into portfolio-level metrics and risk exposures — let the tools compute bond-level analytics, you aggregate and present. Core Principles Always compute portfolio-level metrics as market-value weighted averages (yield, duration, convexity). Price all bonds first, then enrich with reference data for composition analysis, project cashflows for reinvestment risk, and run scenarios for stress testing. Frame everything relative to a benchmark when available. Available MCP Tools bondprice — Price bonds. Returns clean/dirty price, yield, duration, convexity, DV01, spread. Accepts comma-separated identifiers for batch pricing. yieldbookbondreference — Bond reference data: issuer, coupon, maturity, rating, sector, currency, call provisions. yieldbookcashflow — Cashflow projections: future coupon and principal payment schedules. yieldbookscenario — Scenario analysis: price/yield under parallel rate shifts and curve scenarios. interestratecurve — Government yield curves. Use for spread-to-curve context and curve environment assessment. fixedincomeriskanalytics — OAS, effective duration, key rate durations, convexity. Use for bonds with embedded options. Tool Chaining Workflow 1. Price All Bonds: Call bondprice for all holdings. Extract yield, duration, DV01, convexity, spread per bond. 2. Aggregate Portfolio Metrics: Compute market-value weighted portfolio yield, duration, DV01, convexity. 3. Enrich with Reference Data: Call yieldbookbondreference for each bond. Build sector, rating, maturity, and currency breakdowns. 4. Project Cashflows: Call yieldbookcashflow for the portfolio. Aggregate into a quarterly cashflow waterfall. Flag concentration periods. 5. …
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills anthropics/fixed-income-portfolio