Fixed Income Portfolio
Run agent-assisted fixed-income portfolio reviews with batch bond pricing, cashflow waterfalls, and rate stress scenarios via MCP tools.
Overview
Fixed-income-portfolio is an agent skill for the Operate phase that aggregates MCP bond pricing, reference, cashflow, and scenario tools into portfolio-level fixed income reviews.
Install
npx skills add https://github.com/anthropics/financial-services-plugins --skill fixed-income-portfolioWhat is this skill?
- Workflow: price bonds first, enrich with reference data, project cashflows, then scenario stress tests
- Portfolio-level yield, duration, and convexity as market-value weighted aggregates
- MCP tools: bond_price (batch), yieldbook_bond_reference, yieldbook_cashflow, and yieldbook scenario tooling
- Frames results against a benchmark when reference data is available
- 4 named MCP tool families in workflow (bond_price, reference, cashflow, scenarios)
Adoption & trust: 733 installs on skills.sh; 30.5k GitHub stars; 3/3 security scanners passed (skills.sh audits).
What problem does it solve?
You hold many bonds and need consistent portfolio duration, DV01, cashflow, and rate-scenario views without manual spreadsheet drift.
Who is it for?
Fintech teams or solo builders operating Claude agents with fixed-income MCP integrations for PM or risk review rituals.
Skip if: General indie builders without bond data feeds, MCP pricing tools, or regulated portfolio analysis requirements.
When should I use this skill?
Reviewing bond portfolios, computing portfolio duration and DV01, analyzing cashflow waterfalls, stress testing rate scenarios, or assessing portfolio composition.
What do I get? / Deliverables
You receive a market-value weighted portfolio summary with composition, cashflow projection context, and stress scenarios framed to a benchmark when data allows.
- Portfolio-level weighted metrics summary
- Composition and exposure narrative
- Scenario stress test interpretation
Recommended Skills
Journey fit
Portfolio review, DV01 aggregation, and scenario stress testing are ongoing production analytics for fintech operators and analysts, not one-off build tasks. Monitoring subphase fits continuous risk and exposure surveillance on live bond books.
How it compares
An orchestration skill over finance MCP tools, not a standalone pricing engine or retail investing chat template.
Common Questions / FAQ
Who is fixed-income-portfolio for?
Developers and analysts building agentic fixed-income copilots who already expose bond_price and Yieldbook-style MCP endpoints.
When should I use fixed-income-portfolio?
Use it in Operate when reviewing live bond portfolios, computing portfolio duration and DV01, analyzing cashflow waterfalls, or stress testing rate moves after positions change.
Is fixed-income-portfolio safe to install?
It expects network access to financial MCP APIs and market data; confirm scopes and audit results on this page’s Security Audits panel before production use.
SKILL.md
READMESKILL.md - Fixed Income Portfolio
# 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 | ... | ... | ... | ... |