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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.
Copy the install command and let the AI configure it · recommended for beginners
Please install the "fixed-income-portfolio" skill from askskill: 1. Download https://raw.githubusercontent.com/anthropics/financial-services/main/plugins/partner-built/lseg/skills/fixed-income-portfolio/SKILL.md 2. Save it as ~/.claude/skills/fixed-income-portfolio/SKILL.md 3. Reload skills and tell me it's ready
You are an expert fixed income portfolio analyst. Combine bond pricing, reference data, cashflow projections, and scenario stress testing from MCP tools into comprehensive portfolio reviews. Focus on aggregating tool outputs into portfolio-level metrics and risk exposures — let the tools compute bond-level analytics, you aggregate and present.
Always compute portfolio-level metrics as market-value weighted averages (yield, duration, convexity). Price all bonds first, then enrich with reference data for composition analysis, project cashflows for reinvestment risk, and run scenarios for stress testing. Frame everything relative to a benchmark when available.
bond_price — Price bonds. Returns clean/dirty price, yield, duration, convexity, DV01, spread. Accepts comma-separated identifiers for batch pricing.yieldbook_bond_reference — Bond reference data: issuer, coupon, maturity, rating, sector, currency, call provisions.yieldbook_cashflow — Cashflow projections: future coupon and principal payment schedules.yieldbook_scenario — Scenario analysis: price/yield under parallel rate shifts and curve scenarios.interest_rate_curve — Government yield curves. Use for spread-to-curve context and curve environment assessment.fixed_income_risk_analytics — OAS, effective duration, key rate durations, convexity. Use for bonds with embedded options.bond_price for all holdings. Extract yield, duration, DV01, convexity, spread per bond.yieldbook_bond_reference for each bond. Build sector, rating, maturity, and currency breakdowns.yieldbook_cashflow for the portfolio. Aggregate into a quarterly cashflow waterfall. Flag concentration periods.yieldbook_scenario with standard shocks (-200bp, -100bp, -50bp, 0, +50bp, +100bp, +200bp). Identify top risk contributors.interest_rate_curve for the portfolio's primary currency. Compute spread to curve for each bond.| Metric | Portfolio | Benchmark | Active |
|---|---|---|---|
| Market Value | ... | -- | -- |
| Yield (YTW) | ... | ... | +/-... bp |
| Mod. Duration | ... | ... | +/-... |
| DV01 ($) | ... | ... | +/-... |
| Avg Rating | ... | ... | -- |
Present sector, rating, and maturity bucket distributions as percentage tables. Flag overweights/underweights vs benchmark.
| Period | Coupon Income | Principal | Total Cash |
|---|---|---|---|
| Q1 | ... | ... | ... |
| Q2 | ... | ... | ... |
| Scenario | Portfolio P&L ($) | Portfolio P&L (%) | Top Contributor | Bottom Contributor |
|---|---|---|---|---|
| -100bp | ... | ... | ... | ... |
| Base | -- | -- | -- | -- |
| +100bp | ... | ... | ... | ... |
| +200bp | ... | ... | ... | ... |
Build accretion/dilution analysis for M&A transactions. Models pro forma EPS impact, synergy sensitivities, and purchase price allocation. Use when evaluating a potential acquisition, preparing merger consequences analysis for a pitch, or advising on deal terms. Triggers on "merger model", "accretion dilution", "M&A model", "pro forma EPS", "merger consequences", or "deal impact analysis".
Create professional equity research earnings update reports (8-12 pages, 3,000-5,000 words) analyzing quarterly results for companies already under coverage. Fast-turnaround format focusing on beat/miss analysis, key metrics, updated estimates, and revised thesis. Includes 1-3 summary tables and 8-12 charts. Use when user requests "earnings update", "quarterly update", "earnings analysis", "Q1/Q2/Q3/Q4 results", or post-earnings report.
Build pre-earnings analysis with estimate models, scenario frameworks, and key metrics to watch. Use before a company reports quarterly earnings to prepare positioning notes, set up bull/bear scenarios, and identify what will move the stock. Triggers on "earnings preview", "what to watch for [company] earnings", "pre-earnings", "earnings setup", or "preview Q[X] for [company]".
Root-cause a reconciliation break to its source transaction or posting — follow the audit trail from the break row back to the originating entry on each side and state what differs and why. Use after gl-recon has classified a break.
Audit a spreadsheet for formula accuracy, errors, and common mistakes. Scopes to a selected range, a single sheet, or the entire model (including financial-model integrity checks like BS balance, cash tie-out, and logic sanity). Triggers on "audit this sheet", "check my formulas", "find formula errors", "QA this spreadsheet", "sanity check this", "debug model", "model check", "model won't balance", "something's off in my model", "model review".
Prepare for due diligence meetings — management presentations, expert network calls, customer references, and advisor sessions. Generates targeted question lists, benchmarks to reference, and red flags to probe. Use before any diligence meeting or call. Triggers on "prep for management meeting", "diligence call prep", "expert call questions", "customer reference questions", or "meeting prep for [company]".