skills.rest
matparang
matparangCOMMUNITY
Explore all skills by this author →
GitHub

fixed-income-portfolio

Price bonds and compute portfolio yields, durations, DV01, and convexity.

3|Updated Mar 18, 2026
Search Tags:#pricing#portfolio#bonds#risk-analysis#scenario-analysis#dv01#cashflows
One-click install
npx skills add https://github.com/matparang/AutoJaga --skill fixed-income-portfolio-matparang
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fixed-income-portfolio
Source: https://github.com/matparang/AutoJaga/tree/main/legacy/jagabot/skills/lseg-fixed-income-portfolio
Command: npx skills add https://github.com/matparang/AutoJaga --skill fixed-income-portfolio-matparang

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Price bonds, retrieves reference data, and analyzes cashflows to deliver portfolio-level metrics and risk exposure.

Core Features & Use Cases

  • Bond pricing and yield/duration/convexity calculations for all holdings.
  • Reference data enrichment to build sector, rating, and currency breakdowns.
  • Cashflow projections and scenario testing to assess reinvestment risk and P&L.
  • Output-format synthesized portfolio review including summary metrics, composition, cashflow waterfall, and scenario P&L.

Quick Start

Run a portfolio review by pricing the bonds, projecting cashflows, and testing rate scenarios.

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-level DV01 and convexity for a fixed-income portfolio?▼

To calculate portfolio-level DV01 and convexity, price all individual bonds and compute market-value weighted yields and durations across the fixed-income portfolio to aggregate risk exposure metrics.

What is the best way to project bond cashflows and test reinvestment risk?▼

Projecting bond cashflows and testing reinvestment risk requires retrieving reference data and applying standard shock scenarios to evaluate rate sensitivity and assess projected portfolio P&L outcomes.

How do I run scenario analysis on a bond portfolio?▼

Run scenario analysis on a bond portfolio by applying standard interest rate shocks to projected cashflows, evaluating risk and P&L impacts to synthesize a complete portfolio review.

Can I build sector and rating composition breakdowns for a fixed-income portfolio?▼

Yes, you can build sector, rating, and currency composition breakdowns by applying bond reference data to enrich the priced holdings and generate detailed portfolio composition analytics.

What data is needed to generate a synthesized fixed-income portfolio review?▼

Generating a synthesized portfolio review requires calling bond pricing functions, retrieving reference data, projecting cashflows, and running shock scenarios to calculate yields, durations, and risk metrics.

Does this approach work for evaluating interest rate risk across multiple bond holdings?▼

Yes, evaluating interest rate risk across multiple bond holdings works by applying standard rate shock scenarios to compute market-value weighted DV01, convexity, and scenario P&L for the portfolio.

Related Skills

Explore More Finance & Accounting Skills→
luokai25luokai25

fixed-income-expert

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

Community
Advanced
executiveusaexecutiveusa

fixed-income-portfolio

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

Community
Advanced
pynbj1001pynbj1001
4

fixed-income-portfolio

Computes portfolio-wide mining metrics and integrates with third-party systems for automated extraction workflows.

Community
Advanced
nvmohinaninvmohinani

fixed-income-portfolio

Analyze fixed-income portfolios by pricing bonds, projecting cashflows, and assessing scenario risk.

Community
Advanced