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fixed-income-portfolio

Aggregates bond pricing, cashflow projections, and reference data into portfolio-level metrics.

Updated May 9, 2026
Search Tags:#risk-management#fixed-income#bond-pricing#portfolio-analysis#cashflow#reference-data#dv01
One-click install
npx skills add https://github.com/iTzFaisal/financial-services --skill fixed-income-portfolio-itzfaisal
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fixed-income-portfolio
Source: https://github.com/iTzFaisal/financial-services/tree/main/.opencode/skills/fixed-income-portfolio
Command: npx skills add https://github.com/iTzFaisal/financial-services --skill fixed-income-portfolio-itzfaisal

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

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.

Core Features & Use Cases

  • Portfolio pricing consolidation: Price all bonds and compute aggregate metrics such as market-value-weighted yield, duration, and DV01.
  • Data enrichment: Retrieve issuer, coupon, maturity, rating, and sector details to support portfolio composition analysis.
  • Scenario & risk analysis: Run rate shocks and stress tests to quantify risk exposures and concentration within the portfolio.
  • Use Case: Imagine you manage a multi-bond fixed-income portfolio; use this skill to generate a consolidated portfolio review including duration, DV01, sector allocations, and scenario P&L.

Quick Start

Use the fixed-income-portfolio skill to price a list of bonds and generate a portfolio report for DV01 and duration.

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 DV01 and duration for a multi-bond fixed-income portfolio?▼

Calculate DV01 and duration for a fixed-income portfolio by pricing multiple bonds and aggregating their market-value-weighted metrics. This skill consolidates bond pricing, reference data, and cashflow projections to compute portfolio-level risk exposures.

What is the best way to run scenario analysis and stress tests on bond portfolios?▼

Run scenario analysis on bond portfolios by applying rate shocks to quantify risk exposures and concentration. The skill projects cashflows and synthesizes a comprehensive portfolio review to evaluate the impact of various stress test scenarios.

How do I aggregate bond reference data for portfolio composition analysis?▼

Aggregate bond reference data by retrieving issuer, coupon, maturity, rating, and sector details. This data enrichment supports portfolio composition analysis, enabling you to assess sector allocations and concentration across multiple bond holdings.

Can I analyze cashflow waterfalls across a fixed-income portfolio?▼

Yes, you can analyze cashflow waterfalls across a fixed-income portfolio. The skill projects cashflows for multiple bonds, allowing you to review the timing and distribution of payments within the aggregated portfolio.

Does this portfolio analysis approach work for reviewing risk across multiple portfolio managers?▼

Yes, this portfolio analysis approach works for reviewing risk across multiple portfolio managers. It computes aggregate metrics like duration and DV01, and assesses portfolio composition and sector exposure for a consolidated review.

When do I need end-to-end tool chaining for fixed-income portfolio analytics?▼

You need end-to-end tool chaining for fixed-income portfolio analytics when you must price bonds, fetch reference data, project cashflows, run scenarios, and synthesize a comprehensive portfolio review in a single workflow.

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