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fixed-income-portfolio

Price bonds, retrieve reference data, analyze cashflows, and run scenario analysis for fixed income portfolios.

Updated May 9, 2026
Search Tags:#risk assessment#portfolio analysis#fixed income#bond pricing#cashflow analysis
One-click install
npx skills add https://github.com/mahyarmalekii/MarketIntel --skill fixed-income-portfolio-mahyarmalekii
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fixed-income-portfolio
Source: https://github.com/mahyarmalekii/MarketIntel/tree/main/backend/financial-services/plugins/partner-built/lseg/skills/fixed-income-portfolio
Command: npx skills add https://github.com/mahyarmalekii/MarketIntel --skill fixed-income-portfolio-mahyarmalekii

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) components.

What problem does it solve?

This Skill addresses the complex task of analyzing fixed income portfolios, including pricing bonds, retrieving reference data, analyzing cashflows, and running scenario analysis.

Core Features & Use Cases

  • Bond Pricing: Price multiple bonds simultaneously, retrieving detailed metrics like yield, duration, and spread.
  • Reference Data: Access comprehensive bond reference data for issuer, coupon, maturity, rating, and more.
  • Cashflow Analysis: Project cashflows and identify concentration periods.
  • Scenario Analysis: Perform stress testing with rate scenarios and identify risk contributors.
  • Use Case: Use this Skill when conducting portfolio reviews, computing portfolio duration and DV01, analyzing cashflow waterfalls, stress testing rate scenarios, or assessing portfolio composition.

Quick Start

Analyze your fixed income portfolio by running the 'fixed-income-portfolio' skill with the portfolio data file 'portfolio_data.yaml'.

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 calculate metrics like duration and DV01?▼

To analyze a fixed income portfolio, you batch price bonds to retrieve yield, duration, DV01, and spread metrics. You need a portfolio data file like 'portfolio_data.yaml' and financial data processing tools to execute the analysis.

What is the best way to project cashflows and identify concentration periods for a bond portfolio?▼

Projecting cashflows for a bond portfolio allows you to identify concentration periods and analyze cashflow waterfalls. This requires retrieving comprehensive bond reference data including issuer, coupon, maturity, and rating details.

Can I run scenario analysis and stress testing on fixed income portfolios?▼

Yes, you can run scenario analysis and stress testing on fixed income portfolios by applying various rate scenarios. This process identifies risk contributors and assesses portfolio composition.

Do I need specific financial data processing tools to price multiple bonds simultaneously?▼

Yes, batch pricing multiple bonds requires financial data processing and analysis tools. These tools retrieve detailed bond metrics like yield, duration, and spread during the pricing process.

How can I retrieve comprehensive bond reference data for portfolio reviews?▼

Retrieving comprehensive bond reference data for portfolio reviews involves accessing issuer, coupon, maturity, and rating information. This data supports portfolio composition assessment and cashflow analysis.

What are the limitations of using scripts for fixed income portfolio analysis?▼

Using scripts for fixed income portfolio analysis requires financial data processing and analysis tools. The analysis is limited to pricing bonds, retrieving reference data, analyzing cashflows, and running scenario analysis as defined in the scripts.

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