Fixed Income Portfolio

Name: Fixed Income Portfolio
Author: anthropics

anthropics/financial-services

1 installs
34k repo stars
Updated August 4, 2026
anthropics/financial-services

fixed-income-portfolio is a Claude skill that reviews bond portfolios by pricing bonds, aggregating duration and DV01, and running rate scenario stress tests.

About

This Claude skill reviews fixed income portfolios by pricing bonds, retrieving reference data, projecting cashflows, and running rate scenario analysis via MCP tools. It aggregates bond-level analytics into market-value weighted portfolio metrics such as duration and DV01 and stress tests parallel rate shifts. A fixed income analyst uses it to compute portfolio risk, build composition breakdowns, and assess scenario P&L against a benchmark.

Prices bonds and aggregates portfolio duration, DV01, and convexity
Runs parallel rate-shock scenarios from -200bp to +200bp for stress testing
Builds sector, rating, and maturity composition breakdowns vs a benchmark

Fixed Income Portfolio by the numbers

1 all-time installs (skills.sh)
Ranked #909 of 1,106 Finance & Trading skills by installs in the Skillselion catalog
Data as of Aug 5, 2026 (Skillselion catalog sync)

At a glance

fixed-income-portfolio capabilities & compatibility

Capabilities: fx carry trade · equity research
Use cases: research · data analysis

From the docs

What fixed-income-portfolio says it does

Combine bond pricing, reference data, cashflow projections, and scenario stress testing from MCP tools into comprehensive portfolio reviews.

SKILL.md

npx skills add https://github.com/anthropics/financial-services --skill fixed-income-portfolio

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Installs	1
repo stars	★ 34k
Last updated	August 4, 2026
Repository	anthropics/financial-services ↗

What it does

Review a bond portfolio's duration, DV01, composition, and rate-scenario P&L from MCP pricing tools.

Who is it for?

Fixed income analysts computing portfolio duration, DV01, and rate-scenario P&L.

Skip if: Equity research or FX carry analysis, which are separate skills.

When should I use this skill?

You need to review a bond portfolio's risk, composition, and rate stress scenarios.

What you get

A portfolio review with weighted metrics, composition breakdowns, cashflow waterfall, and scenario P&L.

Portfolio summary metrics table
Sector/rating/maturity composition breakdown
Cashflow waterfall and scenario P&L tables

By the numbers

7-step tool chaining workflow
Runs 7 rate scenarios from -200bp to +200bp
Uses 6 MCP pricing and analytics tools

Files

SKILL.mdMarkdownGitHub ↗

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.