fixed-income-portfolio

What the source does

• FilesystemNone observedNo reads or writes in the source
• NetworkNone observedNo outbound calls in the source
• ShellNone observedNo commands run in the source
• DependenciesPinnedNothing floats
• SecretsNone foundNo keys in source

Five audit layers

Gates applied: no behavioural pass.

Audit 0.4.1 · source sha 1a9a359bc586 · 31 Oct 2026Report an issue or request a re-scan

• Publisheranthropics GitHub organizationOwner of the repository this skill is read from
• Source folderanthropics/financial-services-plugins/plugins/partner-built/lseg/skills/fixed-income-portfolioThe exact folder we audited
• LicenceApache-2.0As the repository states it
• Commit pinned for this verdict1a9a359bc586A new audit runs when the source changes
• Repository statusNot archivedLast push 2 days ago
• Sandboxed runNot runSkills are read, not executed; layer L4 is skipped

Its description: 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,…

---
name: fixed-income-portfolio
description: 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.
---

# Fixed Income Portfolio Analysis

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.

## Core Principles

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.

## Available MCP Tools

- **`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.

## Tool Chaining Workflow

1. **Price All Bonds:** Call `bond_price` for all holdings. Extract yield, duration, DV01, convexity, spread per bond.
2. **Aggregate Portfolio Metrics:** Compute market-value weighted portfolio yield, duration, DV01, convexity.
3. **Enrich with Reference Data:** Call `yieldbook_bond_reference` for each bond. Build sector, rating, maturity, and currency breakdowns.
4. **Project Cashflows:** Call `yieldbook_cashflow` for the portfolio. Aggregate into a quarterly cashflow waterfall. Flag concentration periods.
5. **Run Scenarios:** Call `yieldbook_scenario` with standard shocks (-200bp, -100bp, -50bp, 0, +50bp, +100bp, +200bp). Identify top risk contributors.
6. **Curve Context:** Call `interest_rate_curve` for the portfolio's primary currency. Compute spread to curve for each bond.
7. **Synthesize:** Combine into a portfolio review with summary metrics, composition analysis, cashflow projections, and scenario P&L.

## Output Format

### Portfolio Summary
| Metric | Portfolio | Benchmark | Active |
|--------|-----------|-----------|--------|
| Market Value | ... | -- | -- |
| Yield (YTW) | ... | ... | +/-... bp |
| Mod. Duration | ... | ... | +/-... |
| DV01 ($) | ... | ... | +/-... |
| Avg Rating | ... | ... | -- |

### Composition Breakdown
Present sector, rating, and maturity bucket distributions as percentage tables. Flag overweights/underweights vs benchmark.

### Cashflow Waterfall
| Period | Coupon Income | Principal | Total Cash |
|--------|--------------|-----------|-----------|
| Q1 | ... | ... | ... |
| Q2 | ... | ... | ... |

### Scenario P&L
| Scenario | Portfolio P&L ($) | Portfolio P&L (%) | Top Contributor | Bottom Contributor |
|----------|-------------------|--------------------|-----------------|--------------------|
| -100bp | ... | ... | ... | ... |
| Base | -- | -- | -- | -- |
| +100bp | ... | ... | ... | ... |
| +200bp | ... | ... | ... | ... |

Excerpt, first 3,774 characters of SKILL.md, verbatim from the audited commit. It is text from someone else’s repository, quoted so you can judge it before your agent reads it.

git clone https://github.com/anthropics/financial-services-plugins
git -C financial-services-plugins checkout 1a9a359bc586

Works in

1. 2026-10-31
   ✓SAFE B 89 / 100

   first audit · source 1a9a359bc586

Questions about fixed-income-portfolio

• github.com/anthropics/financial-services-plugins/tree/main/plugi — the audited source at commit 1a9a359bc586 and every finding aboveObserved · 31 Oct 2026

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