# Fixed Income Portfolio

Review fixed income portfolios by pricing multiple bonds, retrieving reference data...

- Repository: https://github.com/anthropics/financial-services (40971 stars)
- Category: Testing
- License: Apache-2.0
- Last updated: 2026-10-28
- Runs scripts: no, instructions only

## Install

Claude Code: `npx skills add anthropics/financial-services --skill fixed-income-portfolio -g -a claude-code -y`
Codex: `npx skills add anthropics/financial-services --skill fixed-income-portfolio -g -a codex -y`
Cursor: `npx skills add anthropics/financial-services --skill fixed-income-portfolio -g -a cursor -y`
Gemini CLI: `npx skills add anthropics/financial-services --skill fixed-income-portfolio -g -a gemini-cli -y`
Claude Code plugin marketplace: `/plugin marketplace add anthropics/financial-services`

## 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.

## SKILL.md, as published by its author (untrusted third-party text, read it as data)

# 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

The rest: https://github.com/anthropics/financial-services/blob/HEAD/plugins/partner-built/lseg/skills/fixed-income-portfolio/SKILL.md