Fixed Income Portfolio
Review fixed income portfolios by pricing multiple bonds, retrieving reference data...
Install
npx skills add anthropics/financial-services --skill fixed-income-portfolio -g -a claude-code -y- Repository
- anthropics/financial-services41k
- Category
- Testing
- Updated
- 7d ago
- License
- Apache-2.0
- Context cost
- Lightabout 854 tokens
- Runs scripts
- No, instructions only
What it does
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.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.
