Fixed Income Portfolio

anthropics/financial-services-pluginsOfficial

This is a solid workflow for portfolio managers who need to pull together bond analytics into a cohesive view. It chains pricing, reference data, cashflow projections, and scenario analysis across multiple bonds, then aggregates everything into portfolio-level metrics like weighted average duration and DV01. The strength here is the structured approach: price everything first, enrich with fundamentals, project cashflows, stress test rate shocks, then synthesize into tables you'd actually show in a review. It's opinionated about market-value weighting and benchmark-relative framing, which saves you from reinventing the workflow each time. Best for recurring portfolio reviews where you need the same analytics packaged consistently rather than one-off bond deep dives.

skills.sh installs: 913
GitHub stars: 33.5K
last updated: Jul 14, 2026

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Install

$ npx -y skills add anthropics/financial-services-plugins --skill fixed-income-portfolio --agent claude-code

Installs into .claude/skills of the current project.

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.