
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.
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Install
Works with every agent the skills CLI supports.
npx skills add https://github.com/anthropics/financial-services --skill fixed-income-portfolio- 01
Install
Run the command in your project. The CLI asks which agents to install for.
- 02
Describe the task
Ask your agent for something this skill covers. It loads fixed-income-portfolio automatically when relevant.
- 03
Review the result
The agent follows the SKILL.md steps, scripts and references bundled with the skill.
SKILL.md
The instructions your agent reads when the skill is triggered.
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
bond_price— Price bonds. Returns clean/dirty price, yield, duration, convexity, DV01, spread. Accepts comma-separated identifiers for batch pricing.yieldbook_bond_reference— Bond reference data: issuer, coupon, maturity, rating, sector, currency, call provisions.yieldbook_cashflow— Cashflow projections: future coupon and principal payment schedules.yieldbook_scenario— Scenario analysis: price/yield under parallel rate shifts and curve scenarios.interest_rate_curve— Government yield curves. Use for spread-to-curve context and curve environment assessment.fixed_income_risk_analytics— OAS, effective duration, key rate durations, convexity. Use for bonds with embedded options.
Tool Chaining Workflow
- Price All Bonds: Call
bond_pricefor all holdings. Extract yield, duration, DV01, convexity, spread per bond. - Aggregate Portfolio Metrics: Compute market-value weighted portfolio yield, duration, DV01, convexity.
- Enrich with Reference Data: Call
yieldbook_bond_referencefor each bond. Build sector, rating, maturity, and currency breakdowns. - Project Cashflows: Call
yieldbook_cashflowfor the portfolio. Aggregate into a quarterly cashflow waterfall. Flag concentration periods. - Run Scenarios: Call
yieldbook_scenariowith standard shocks (-200bp, -100bp, -50bp, 0, +50bp, +100bp, +200bp). Identify top risk contributors. - Curve Context: Call
interest_rate_curvefor the portfolio's primary currency. Compute spread to curve for each bond. - Synthesize: Combine into a portfolio review with summary metrics, composition analysis, cashflow projections, and scenario P&L.
Output Format
Portfolio Summary
| Metric | Portfolio | Benchmark | Active |
|---|---|---|---|
| Market Value | ... | -- | -- |
| Yield (YTW) | ... | ... | +/-... bp |
| Mod. Duration | ... | ... | +/-... |
| DV01 ($) | ... | ... | +/-... |
| Avg Rating | ... | ... | -- |
Composition Breakdown
Present sector, rating, and maturity bucket distributions as percentage tables. Flag overweights/underweights vs benchmark.
Cashflow Waterfall
| Period | Coupon Income | Principal | Total Cash |
|---|---|---|---|
| Q1 | ... | ... | ... |
| Q2 | ... | ... | ... |
Scenario P&L
| Scenario | Portfolio P&L ($) | Portfolio P&L (%) | Top Contributor | Bottom Contributor |
|---|---|---|---|---|
| -100bp | ... | ... | ... | ... |
| Base | -- | -- | -- | -- |
| +100bp | ... | ... | ... | ... |
| +200bp | ... | ... | ... | ... |
FAQ
What does the fixed-income-portfolio skill do?
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.
How do I install fixed-income-portfolio?
Run npx skills add https://github.com/anthropics/financial-services --skill fixed-income-portfolio in your project. The skills CLI detects the agents you use and copies the skill into the right folder. For Claude Code you can also place the skill folder at ~/.claude/skills/fixed-income-portfolio/ (personal) or .claude/skills/fixed-income-portfolio/ (project).
Which AI agents can use fixed-income-portfolio?
Any agent that supports the open Agent Skills format (a folder with a SKILL.md file), including Claude Code, Codex, Cursor, GitHub Copilot, Gemini CLI, Windsurf, Cline, OpenCode and more.
Is fixed-income-portfolio safe to install?
No partner security audit is available yet. Skills can run commands and scripts, so read the SKILL.md and any bundled files before installing.
Who maintains fixed-income-portfolio?
It is published by anthropics in anthropics/financial-services, and it is an official skill from the maker of the technology it covers. It has 1,843 recorded installs.
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