Fixed Income Portfolio

Built for portfolio managers who need to move fast on bond book analysis. Chains together pricing, reference data, cashflow projections, and scenario stress tests across your holdings, then rolls everything up into weighted portfolio metrics like duration and DV01. The workflow is rigid but sensible: price first, enrich with fundamentals, project cashflows, shock rates in both directions, repeat. Output is table heavy, which works if you're presenting to a PM or risk committee. The scenario analysis catches +/- 200bp shifts and flags which positions hurt most. Honestly most useful when you inherit a book and need to understand what you own in under an hour.

skills.sh installs: 1.9K
GitHub stars: 41.2K
last updated: Aug 21, 2026

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Install

$ npx -y skills add anthropics/financial-services --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.