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fixed-income-portfolio

Price and analyze fixed income portfolios into portfolio-level metrics with MCP tools.

1|Updated Mar 9, 2026
Search Tags:#fixed-income#scenario-analysis#bond-pricing#portfolio-analysis#reference-data#risk-analytics#cashflow-projection
One-click install
npx skills add https://github.com/kiryteo/opencode-setup --skill fixed-income-portfolio-kiryteo
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fixed-income-portfolio
Source: https://github.com/kiryteo/opencode-setup/tree/main/skills/fixed-income-portfolio
Command: npx skills add https://github.com/kiryteo/opencode-setup --skill fixed-income-portfolio-kiryteo

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

  • Price bonds using bond_price to obtain clean/dirty price, yield, duration, DV01, and spread for portfolio-level pricing.
  • Enrich with reference data via yieldbook_bond_reference to build sector, rating, maturity, and currency breakdowns.
  • Project cashflows with yieldbook_cashflow to create quarterly waterfalls and assess reinvestment risk.
  • Run scenario analyses with yieldbook_scenario to model rate shocks and analyze P&L and risk exposure.
  • Synthesize results into a portfolio review with metrics, composition, cashflow projections, and scenario outcomes.

Quick Start

Price all bonds in the portfolio, generate initial metrics, and review the resulting analytics.

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 and compute portfolio duration and DV01 across multiple bonds?▼

To analyze a fixed income portfolio, you can price multiple bonds to obtain clean/dirty price, yield, duration, and DV01, then aggregate these bond analytics into portfolio-level metrics for review.

Can I run scenario analysis and stress test rate shocks for a bond portfolio?▼

Yes, you can run scenario analysis to model rate shocks on your bond portfolio. This allows you to analyze resulting P&L impacts and assess overall risk exposure under different stress test scenarios.

What is the best way to project cashflows and assess reinvestment risk for fixed income securities?▼

The best way to project cashflows for fixed income securities is to generate quarterly cashflow waterfalls. You can then use these projections to effectively assess reinvestment risk across the portfolio timeline.

How do I build sector, rating, and maturity breakdowns for a fixed income portfolio?▼

You build portfolio composition breakdowns by retrieving reference data for your bonds. This reference data allows you to categorize and analyze portfolio composition by sector, rating, maturity, and currency.

Do I need specific curve context to price bonds and aggregate portfolio analytics?▼

Yes, coordinating curve context is required when pricing bonds. The analytics process uses MCP tools to synthesize curve context with bond pricing outputs, cashflow projections, and scenario analysis for portfolio review.

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