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fixed-income-portfolio

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

Updated May 6, 2026
Search Tags:#pricing#portfolio-analysis#cashflow#dv01#risk-analytics#fixed_income
One-click install
npx skills add https://github.com/nvmohinani/financial_services --skill fixed-income-portfolio-nvmohinani
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fixed-income-portfolio
Source: https://github.com/nvmohinani/financial_services/tree/main/plugins/partner-built/lseg/skills/fixed-income-portfolio
Command: npx skills add https://github.com/nvmohinani/financial_services --skill fixed-income-portfolio-nvmohinani

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Review and synthesize fixed-income portfolios by pricing bonds, retrieving reference data, projecting cashflows, and running scenario analyses to deliver portfolio-level metrics and risk exposures.

Core Features & Use Cases

  • Bond pricing for portfolio aggregates (yield, duration, DV01) across multiple issuers
  • Reference data enrichment (issuer, rating, sector, currency)
  • Cashflow projection and reinvestment risk analysis
  • Scenario analysis and curve context to assess risk under rate moves
  • Portfolio-level synthesis and risk attribution for dashboards or reports

Quick Start

Price all bonds, enrich with reference data, project cashflows, and run scenario analyses to produce a portfolio review.

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 fixed-income portfolio across multiple issuers?▼

To calculate DV01 and duration, the Skill analyzes fixed-income portfolios by pricing bonds and aggregating risk exposures across multiple issuers and maturities. This delivers portfolio-level metrics for comprehensive risk assessment.

How do I project cashflows and assess reinvestment risk for bond holdings?▼

Projecting cashflows and assessing reinvestment risk involves mapping out expected bond payments and evaluating their vulnerability to rate changes. The Skill projects cashflows and runs scenario analyses to assess reinvestment risk under various rate moves.

Can I run scenario analysis and apply curve context to assess risk under rate moves?▼

Yes, you can assess risk under rate moves by running scenario analysis and applying curve context to bond holdings. This allows you to evaluate portfolio performance and risk exposures under various interest rate shift scenarios.

What is the best way to enrich bond pricing data with issuer, rating, and sector reference data?▼

The best way to enrich bond pricing data is by retrieving reference data to append issuer, rating, sector, and currency details to your holdings. This synthesis enables accurate portfolio-level risk attribution and performance reporting.

Can I use this for portfolio reviews and performance attribution for bond holdings?▼

Yes, this approach supports portfolio reviews and performance attribution for bond holdings across multiple issuers. It prices bonds, projects cashflows, and runs scenario analyses to produce portfolio-level synthesis and risk attribution for dashboards.

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