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fixed-income-portfolio

Analyzes fixed income portfolios by pricing bonds, projecting cashflows, and running scenario analysis.

34.1k|5.1k|Updated Feb 23, 2026
Search Tags:#risk management#portfolio analysis#fixed income#scenario analysis#cashflow#bond pricing
One-click install
npx skills add https://github.com/anthropics/financial-services-plugins --skill fixed-income-portfolio
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fixed-income-portfolio
Source: https://github.com/anthropics/financial-services-plugins/tree/main/partner-built/lseg/skills/fixed-income-portfolio
Command: npx skills add https://github.com/anthropics/financial-services-plugins --skill fixed-income-portfolio

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill streamlines the review of fixed income portfolios by automating complex calculations for bond pricing, cashflow analysis, and scenario stress testing.

Core Features & Use Cases

  • Portfolio-Level Metrics: Computes market-value weighted averages for yield, duration, DV01, and convexity.
  • Composition Analysis: Breaks down portfolios by sector, rating, and maturity.
  • Scenario Stress Testing: Assesses portfolio performance under various interest rate shifts.
  • Use Case: Review a corporate bond portfolio to understand its overall risk exposure, identify key drivers of potential losses under rising interest rates, and assess its diversification across different issuers and maturities.

Quick Start

Review the fixed income portfolio by pricing all bonds, analyzing cashflows, and running a -100bp interest rate scenario.

Frequently Asked Questions about fixed-income-portfolio

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I analyze a fixed income portfolio for interest rate risk?▼

Fixed income portfolio analysis calculates market-value weighted averages for yield, duration, DV01, and convexity to quantify interest rate risk. It prices individual bonds and projects cashflows to assess overall portfolio risk exposure.

What is scenario stress testing for bond portfolios?▼

Scenario stress testing evaluates bond portfolio performance under various interest rate shifts, such as a -100bp rate change. It identifies key drivers of potential losses by applying interest rate curves to projected cashflows and bond pricing data.

Can I break down bond portfolio composition by sector and rating?▼

Bond portfolio composition analysis breaks down holdings by sector, rating, and maturity. This process evaluates diversification across different issuers and maturities to identify concentration risks within the fixed income portfolio.

Do I need reference data and interest rate curve tools for cashflow projection?▼

Cashflow projection requires integration with reference data, interest rate curve, and bond pricing tools. These dependencies retrieve necessary bond terms and market data to accurately project cashflows and run scenario analysis.

What is the best way to assess corporate bond portfolio diversification?▼

Assessing corporate bond diversification involves computing portfolio-level metrics and analyzing composition by issuer and maturity. This reveals risk exposure and concentration, highlighting how shifts in interest rates affect specific holdings.

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