skills.rest
executiveusa
executiveusaCOMMUNITY
Explore all skills by this author →
WebsiteGitHub

fixed-income-portfolio

Aggregate bond-level pricing and cashflows into portfolio metrics and scenario P&L.

1|Updated May 16, 2026
Search Tags:#portfolio analysis#fixed income#duration#bond pricing#DV01#cashflow waterfall#scenario stress testing
One-click install
npx skills add https://github.com/executiveusa/Cheggie-trade-V2 --skill fixed-income-portfolio-executiveusa
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fixed-income-portfolio
Source: https://github.com/executiveusa/Cheggie-trade-V2/tree/main/core/financial-skills/plugins/partner-built/lseg/skills/fixed-income-portfolio
Command: npx skills add https://github.com/executiveusa/Cheggie-trade-V2 --skill fixed-income-portfolio-executiveusa

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

It helps you review fixed income portfolios by transforming bond-level pricing, reference data, and cashflow projections into portfolio-level performance and risk insights.

Core Features & Use Cases

  • Portfolio-level pricing and analytics: Aggregate clean/dirty pricing outputs into market-value weighted portfolio metrics such as yield, duration, convexity, and DV01 for management and reporting.
  • Reference-enriched composition analysis: Enrich each bond with issuer, sector, rating, maturity, and currency to produce allocation and benchmark-active views.
  • Cashflow waterfall and reinvestment risk: Project coupon and principal schedules, aggregate into a quarterly cashflow waterfall, and identify concentration periods.
  • Scenario stress testing: Run standardized parallel rate shocks (and curve-aware context via yield curves) to quantify scenario P&L and surface top risk contributors.

Quick Start

Use the fixed-income-portfolio skill to generate a benchmark-relative portfolio summary, composition breakdown, cashflow waterfall, and scenario stress results for your current bond holdings.

Frequently Asked Questions about fixed-income-portfolio

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

FAQPage Schema
How do I calculate portfolio DV01 and duration for a fixed income portfolio?▼

Calculate portfolio DV01 and duration by aggregating bond-level clean and dirty pricing outputs into market-value weighted metrics. This approach enriches holdings with reference data and projects cashflows to yield precise risk measurements.

What is a cashflow waterfall analysis and when do I need it for bond portfolios?▼

Cashflow waterfall analysis projects coupon and principal schedules, aggregating them into a quarterly timeline to identify concentration periods. Use it to assess reinvestment risk and manage liquidity across fixed income portfolios.

How do I run scenario stress testing with parallel rate shocks on bond holdings?▼

Run scenario stress testing by applying standardized parallel rate shocks to bond holdings with curve-aware context. This quantifies scenario P&L and surfaces top risk contributors within the fixed income portfolio.

Can I generate a benchmark-relative portfolio composition breakdown for my bonds?▼

Generate a benchmark-relative composition breakdown by enriching each bond with issuer, sector, rating, maturity, and currency data. This produces allocation views and active summaries for fixed income portfolio reporting.

Does fixed income portfolio analysis work without yield curve context for stress testing?▼

Fixed income portfolio analysis applies standardized parallel shift shocks independently, but incorporating yield curve context enables curve-aware stress testing. This combination delivers comprehensive scenario P&L and risk contributor analysis.

Related Skills

Explore More Finance & Accounting Skills→
smriksmrik
1

fixed-income-portfolio

Analyze fixed income portfolios into unified risk metrics with stress testing.

Community
Advanced
OneWave-AIOneWave-AI
245

portfolio-analyzer

Analyze investment portfolios for risk, diversification gaps, fees, and optimization opportunities.

Official
Basic
luokai25luokai25

fixed-income-expert

Analyze bond market data for pricing, risk management, and portfolio construction.

Community
Advanced
devinbostwickdevinbostwick
1

pl-cost-analysis

Automate monthly P&L cost analysis and bonus calculations from PDFs or CSVs.

Community
Advanced