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fixed-income-portfolio

Price bonds, aggregate analytics, and compute portfolio-level risk metrics.

17|4|Updated Mar 11, 2026
Search Tags:#risk-management#fixed-income#scenario-analysis#bond-pricing#portfolio-analysis#cashflow-projections
One-click install
npx skills add https://github.com/yuping322/financial-services-plugins-new --skill fixed-income-portfolio-yuping322
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: fixed-income-portfolio
Source: https://github.com/yuping322/financial-services-plugins-new/tree/main/partner-built/lseg/skills/fixed-income-portfolio
Command: npx skills add https://github.com/yuping322/financial-services-plugins-new --skill fixed-income-portfolio-yuping322

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

  • Bond pricing and yield calculation for multiple securities.
  • Reference data retrieval (issuer, coupon, maturity, rating) and portfolio composition analysis.
  • Cashflow projections and scenario analysis to assess reinvestment risk and rate-shock impacts.
  • Portfolio-level metrics such as duration, DV01, and OAS where applicable.
  • Synthesize outputs into a consolidated portfolio review with risk exposures.

Quick Start

Price all bonds in your portfolio, enrich with reference data, project cashflows, run scenarios, and generate a portfolio risk report.

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 duration and DV01 for multiple bonds?▼

To calculate portfolio duration and DV01, this Skill prices multiple bonds and aggregates bond-level analytics into portfolio-level risk metrics for comprehensive fixed-income exposure analysis.

What is the best way to run scenario analysis and stress test a bond portfolio?▼

Scenario analysis and stress testing for a bond portfolio is performed by projecting cashflows and applying rate-shock scenarios to assess reinvestment risk and yield impacts across multiple securities.

How do I project cashflows and retrieve bond reference data for portfolio review?▼

Cashflow projections and reference data retrieval, including issuer, coupon, maturity, and rating, are combined with bond pricing to synthesize a consolidated portfolio review with risk exposures.

Can I analyze fixed-income portfolio composition and assess reinvestment risk?▼

Yes, you can analyze fixed-income portfolio composition and assess reinvestment risk by retrieving reference data, projecting cashflows, and running rate-shock scenario analysis across the portfolio.

Does fixed-income portfolio analysis support OAS calculation for multiple securities?▼

Fixed-income portfolio analysis supports portfolio-level metrics such as duration, DV01, and OAS where applicable, aggregating analytics across multiple securities for comprehensive risk assessment.

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