Fixed Income Portfolio
- 958 installs
- 33.8k repo stars
- Updated July 22, 2026
- anthropics/financial-services-plugins
fixed-income-portfolio reviews bond portfolios with pricing, cashflows, and scenarios.
About
The fixed-income-portfolio skill reviews bond portfolios by pricing multiple bonds, retrieving reference data, analyzing cashflows, and running scenario stress analysis via MCP tools. Agents synthesize portfolio-level yield, duration, and risk metrics with data-backed commentary rather than invented prices. Workflows support PM reviews, risk committee briefs, and hedge identification across government and corporate holdings. The skill triggers when users analyze bond portfolios, cashflow ladders, or FI scenario impacts. Multi-bond pricing and reference data integration. Cashflow projections and portfolio-level analytics. Scenario stress testing for fixed income books. MCP tool routing for pricing and reference feeds. PM and risk review briefs with data-backed metrics. Review bond portfolios with pricing, reference data, cashflows, and scenario stress tests.
- Multi-bond pricing and reference data integration.
- Cashflow projections and portfolio-level analytics.
- Scenario stress testing for fixed income books.
- MCP tool routing for pricing and reference feeds.
- PM and risk review briefs with data-backed metrics.
Fixed Income Portfolio by the numbers
- 958 all-time installs (skills.sh)
- +25 installs in the week ending Jul 28, 2026 (Skillselion tracking)
- Ranked #146 of 1,136 Finance & Trading skills by installs in the Skillselion catalog
- Security screen: LOW risk (skills.sh audit)
- Data as of Jul 28, 2026 (Skillselion catalog sync)
What fixed-income-portfolio says it does
Review fixed income portfolios by pricing multiple bonds, retrieving reference data, analyzing cashflows, and running scenario analysis.
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| Installs | 958 |
|---|---|
| repo stars | ★ 33.8k |
| Security audit | 3 / 3 scanners passed |
| Last updated | July 22, 2026 |
| Repository | anthropics/financial-services-plugins ↗ |
What are the risk and cashflow profiles of this bond portfolio?
Review bond portfolios with pricing, reference data, cashflows, and scenario stress tests.
Who is it for?
Fixed income PMs and risk teams reviewing bond books.
Skip if: Skip for equity-only portfolios without bond holdings.
When should I use this skill?
User reviews bond portfolio, FI scenarios, or cashflow ladders.
What you get
Portfolio review with pricing, cashflows, duration, and scenario stress results.
- duration and DV01 summary
- cashflow waterfall report
- stress scenario results
Files
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
1. Price All Bonds: Call bond_price 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 yieldbook_bond_reference for each bond. Build sector, rating, maturity, and currency breakdowns. 4. Project Cashflows: Call yieldbook_cashflow for the portfolio. Aggregate into a quarterly cashflow waterfall. Flag concentration periods. 5. Run Scenarios: Call yieldbook_scenario with standard shocks (-200bp, -100bp, -50bp, 0, +50bp, +100bp, +200bp). Identify top risk contributors. 6. Curve Context: Call interest_rate_curve for the portfolio's primary currency. Compute spread to curve for each bond. 7. 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 | ... | ... | ... | ... |
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Use fixed-income-portfolio for multi-bond portfolio aggregation; use single-instrument pricing skills when only one bond needs valuation.
FAQ
What instruments?
Multiple bonds with pricing, reference data, and cashflows.
What analysis types?
Portfolio metrics plus scenario stress testing.
How is data sourced?
MCP tools for pricing, reference data, and cashflow projections.
Is Fixed Income Portfolio safe to install?
skills.sh reports 3 of 3 security scanners passed. Review the Security Audits panel on this page before installing in production.