fixed-income-portfolio
Review fixed income portfolios by pricing multiple bonds
by anthropicsFree
Description
fixed-income-portfolio is an agent skill from Anthropic's financial-services collection, listed on skills.sh. It reviews a bond portfolio by pricing each holding, pulling reference data, projecting cashflows and running scenario tests, then rolling the results up to portfolio level. Portfolio metrics are market-value-weighted averages of yield, duration and convexity. The skill prices every bond first, then adds issuer, coupon, maturity, rating, sector and call data for a composition view. It projects future coupon and principal payments to show reinvestment risk, and it runs parallel rate shifts and curve scenarios to stress the portfolio. Where a benchmark is available, results are framed against it. For bonds with embedded options it uses option-adjusted spread, effective duration, key rate durations and convexity. The MCP tools do the bond-level maths, and the agent does the aggregation and presents the result. It suits fixed income teams that review holdings and risk exposures.…
Highlights
- Market-value-weighted yield, duration and convexity
- Batch pricing of many bonds at once
- Cashflow projections and reinvestment risk
- Parallel rate-shift and curve stress scenarios
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fixed-income-portfolio FAQ
What does the fixed-income-portfolio skill do?
It reviews a bond portfolio by pricing the holdings, adding reference data, projecting cashflows and running rate scenarios, then summarising the results at portfolio level.
How do I install it?
Run: npx skills add https://github.com/anthropics/financial-services --skill fixed-income-portfolio
How are portfolio metrics calculated?
As market-value-weighted averages of yield, duration and convexity. Each bond is priced first, and the averages are taken across those prices.
Does it handle bonds with embedded options?
Yes. For those it uses option-adjusted spread, effective duration, key rate durations and convexity from the risk analytics tool.
Has it been checked for security?
skills.sh lists three audits: Gen Agent Trust Hub Pass, Socket Pass and Snyk Pass.
What are the best fixed-income-portfolio alternatives?
Popular alternatives to fixed-income-portfolio include xlsx, finance-billing-ops and bond-futures-basis. See all fixed-income-portfolio alternatives