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Duzhenyang111
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fixed-income-portfolio

Automate bond pricing, reference data retrieval, cashflow analysis, and scenario analysis.

Updated Jun 5, 2026
Search Tags:#financial modeling#portfolio management#risk assessment#bond pricing#fixed income analysis
One-click install
npx skills add https://github.com/Duzhenyang111/stock_money --skill fixed-income-portfolio-duzhenyang111
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fixed-income-portfolio
Source: https://github.com/Duzhenyang111/stock_money/tree/main/financial-services-main/plugins/partner-built/lseg/skills/fixed-income-portfolio
Command: npx skills add https://github.com/Duzhenyang111/stock_money --skill fixed-income-portfolio-duzhenyang111

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires bond_pricing_api, reference_data_api, cashflow_api, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill addresses the complexities of reviewing fixed income portfolios by automating the pricing of bonds, retrieving reference data, analyzing cashflows, and running scenario analysis.

Core Features & Use Cases

  • Bond Pricing Automation: Automates bond pricing to determine clean/dirty price, yield, duration, convexity, DV01, and spread.
  • Bond Reference Data: Fetches issuer, coupon, maturity, rating, sector, currency, and call provisions for detailed composition analysis.
  • Cashflow Analysis: Projects future coupon and principal payment schedules to assess reinvestment risk.
  • Scenario Analysis: Simulates various rate shift scenarios to identify risk contributors.
  • Portfolio Review: Synthesizes tool outputs into a comprehensive portfolio review, including summary metrics and risk exposures.
  • Use Case: Ideal for fixed income portfolio analysts seeking to streamline bond pricing, risk analysis, and portfolio reviews, especially for those dealing with large volumes of bonds.

Quick Start

Review the fixed income portfolio by running the skill with the portfolio holdings as input.

Frequently Asked Questions about fixed-income-portfolio

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

FAQPage Schema
How do I automate bond pricing and cashflow analysis for a fixed income portfolio?▼

Automate fixed income portfolio analysis by inputting portfolio holdings to retrieve reference data, project cashflows, and calculate clean/dirty price, yield, duration, convexity, and DV01.

What is the best way to run scenario analysis and assess reinvestment risk for bonds?▼

Run scenario analysis by simulating various rate shift scenarios to identify risk contributors, and project future coupon and principal payment schedules to assess reinvestment risk.

Do I need specific APIs to retrieve bond reference data and perform portfolio reviews?▼

You need bond pricing, reference data, and cashflow projection APIs to fetch issuer, coupon, maturity, and rating data, and to synthesize comprehensive portfolio reviews.

How does this approach handle large volumes of bonds for portfolio risk assessment?▼

It streamlines risk assessment for large volumes of bonds by automating pricing, cashflow analysis, and scenario simulations, synthesizing tool outputs into summary metrics and risk exposures.

Can I fetch issuer details and call provisions for fixed income composition analysis?▼

Yes, you can fetch issuer, coupon, maturity, rating, sector, currency, and call provisions to perform detailed fixed income composition analysis.

What fixed income portfolio metrics are calculated during the automated review process?▼

The automated review calculates clean/dirty price, yield, duration, convexity, DV01, and spread, synthesizing these metrics into a comprehensive portfolio risk exposure summary.

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