Fixed Income Portfolio Skill for Claude

Review fixed income portfolios by pricing multiple bonds, retrieving reference data, analyzing cashflows, and running scenario analysis. Use when reviewing bond portfolios, computing portfolio duration and DV01, analyzing cashflow waterfalls, stress testing rate scenarios, or assessing portfolio composition.

947 tokens

context cost

the whole folder, loaded on every use

files

instructions only

copies elsewhere

how many repositories repackaged it

33987

stars on the repo

on the repository, not the skill itself

Install

one command, takes just this skill from the repository

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

The instruction itself

9 sections, as written by the author

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

Price All Bonds: Call bond_price for all holdings. Extract yield, duration, DV01, convexity, spread per bond.
Aggregate Portfolio Metrics: Compute market-value weighted portfolio yield, duration, DV01, convexity.
Enrich with Reference Data: Call yieldbook_bond_reference for each bond. Build sector, rating, maturity, and currency breakdowns.
Project Cashflows: Call yieldbook_cashflow for the portfolio. Aggregate into a quarterly cashflow waterfall. Flag concentration periods.
Run Scenarios: Call yieldbook_scenario with standard shocks (-200bp, -100bp, -50bp, 0, +50bp, +100bp, +200bp). Identify top risk contributors.
Curve Context: Call interest_rate_curve for the portfolio's primary currency. Compute spread to curve for each bond.
Synthesize: Combine into a portfolio review with summary metrics, composition analysis, cashflow projections, and scenario P&L.

Output Format

Portfolio Summary

|--------|-----------|-----------|--------|

| 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

|--------|--------------|-----------|-----------|

| Q1 | ... | ... | ... |

| Q2 | ... | ... | ... |

Scenario P&L

|----------|-------------------|--------------------|-----------------|--------------------|

| -100bp | ... | ... | ... | ... |

| Base | -- | -- | -- | -- |

| +100bp | ... | ... | ... | ... |

| +200bp | ... | ... | ... | ... |

Other skills for the same job

different authors, same section of the catalogue

Backtest Expert

by BaggaT236

×3

Expert guidance for systematic backtesting of trading strategies. Use when developing, testing, stress-testing, or validating quantitative trading strategies. Covers "beating ideas to death" methodology, parameter robustness testing, slippage modeling, bias prevention, and interpreting backtest results. Applicable when user asks about backtesting, strategy validation, robustness testing, avoiding overfitting, or systematic trading development.

> Wycheproof provides test vectors for validating cryptographic implementations. Use when testing crypto code for known attacks and edge cases.

Use when creating a fake test implementation in stripe-android — covers FakeClassName pattern, Turbine call tracking, ViewActionRecorder, and ensureAllEventsConsumed validation

2k tokens

Stripe Integration Expert

by borghei

> based billing, idempotent webhooks, customer portal, dunning, and SCA. Use when building billing, handling webhooks, or testing with Stripe CLI.

Cointegration Analysis

by agiprolabs

Cointegration testing for pairs trading using Engle-Granger, Johansen, and rolling stability analysis

17k tokens scripts

Meta Systems Thinking

by asgard-ai-platform

Apply systems thinking — causal loop diagrams, stock-and-flow models, system archetypes, and leverage-point analysis — to organizational, economic, or social problems where feedback loops, delays, or emergent behavior drive recurring failure across multiple interacting actors. Use this skill when the user describes a multi-actor situation that resists linear fixes: policy interventions that backfire, org-level fixes that break other teams, market symptoms that return after being solved, or time-lagged second-order consequences, even if they say 'why does fixing X make Y worse' or 'identify the leverage points in this system'. Do NOT use for single-cause software bugs, flaky tests, or regressions — those are debugging problems, not systems-thinking problems, even when phrased as 'this keeps coming back'.

7k tokens

Payment Integration Testing

by PramodDutta

Payment gateway testing including Stripe, PayPal, and Square integration testing with sandbox environments, webhook verification, and error handling.

992 tokens

How to use it

Copy the folder

Take anthropics/fixed-income-portfolio from the repository into ~/.claude/skills for personal use, or into .claude/skills inside a project.

Check the name does not clash

The agent identifies a skill by the name field in its header. Two skills with the same name cannot sit side by side — one of them will be ignored.