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.
Best for portfolio managersWorks with GitHubLow risk
⌘source
- author
@anthropics- language
- Python
★11kstars
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May 6, 2026
✦overview.md
Key Features
- ·Aggregate bond-level analytics into portfolio metrics
- ·Market-value weighted yield, duration, convexity
- ·Cashflow projection for reinvestment risk
- ·Scenario stress testing with rate scenarios
- ·Benchmark-relative reporting
Use Cases
- →Review a bond portfolio's sensitivity to interest rate changes using duration and DV01
- →Analyze cashflow waterfalls for portfolio reinvestment planning
- →Stress test a portfolio under multiple rate shift scenarios
Best for
- ✓portfolio managers
- ✓fixed income analysts
Not ideal for
- !single security analysis
- !trading execution
FAQs
name
fixed-income-portfolio
description
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.
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.
$install
1-click copynpx skills add anthropics/financial-services --skill fixed-income-portfolioSafety assessment
★
Clarity score
How clear and easy to understand the SKILL.md instructions are, rated from 1 to 5.
4/ 5
very goodClear and well structured, with only minor parts that might need a second read.
◎
Actionability score
How directly an agent can act on the SKILL.md instructions, rated from 1 to 5.
3/ 5
mediumPartially actionable with several concrete steps, but still missing important details.