Fixed-Income Portfolio Review
Assess bond portfolio risk through pricing, cashflow analysis, and interest-rate stress testing.
The skill describes query-style tools for bond pricing, reference data, cashflows, scenarios, and curves, with no stated writes, trading, or other external side effects; the repository also says outputs require human review. However, least privilege, user confirmation, sensitive-data handling, data-flow disclosure, rollback, and skill-level source attribution are not specified, so points are deducted.
The workflow order and aggregation logic are broadly coherent, and repository CI includes plugin validation with read-only permissions. However, tool parameters, return schemas, input contracts, partial-batch failures, missing data, calculation exceptions, and diagnosable error feedback are unspecified; static review cannot reproduce key paths, so the score remains conservatively limited.
The audience, fixed-income portfolio-review scenarios, and trigger examples are reasonably clear, covering duration, DV01, cashflows, and stress testing. However, non-fit boundaries, required inputs, tool availability, Chinese-language support, and mainland-China network reachability are not documented, and the core workflow depends on external LSEG/MCP services, so environment and boundary evidence reduce the score.
The file provides a name, description, principles, tool inventory, workflow, and output templates; repository context provides an Apache-2.0 license and general CI. The skill itself lacks installation and dependency notes, versioning, changelog, maintenance ownership, update path, FAQs, limitations, and troubleshooting guidance, so points are deducted.
The skill clearly targets portfolio metrics, composition analysis, cashflow waterfalls, and scenario P&L, and its templates could produce directly usable work product. However, complete input requirements, benchmark-missing behavior, valuation-weighting details, and representative verified outputs are absent; static review cannot establish actual completion quality, so the score is conservatively capped and reduced.
The skill text is auditable, repository CI verifies plugin structure, and the pinned revision supports traceability. However, there are no skill-specific tests, execution records, third-party corroboration, or reproducible examples covering key paths, leaving evidence coverage thin and warranting a low score.
- Before use, confirm that the required LSEG/MCP tools, subscriptions, network access, return fields, and bond-identifier formats are available.
- Do not use unverified portfolio valuation, duration, DV01, cashflow, or scenario P&L outputs directly for investment, trading, or regulatory decisions; manually review inputs, pricing assumptions, market timestamps, and benchmarks.
- Add documentation for data permissions, sensitive holdings handling, retries and partial failures, abnormal-input feedback, version maintenance, and skill-specific test evidence.
What does this skill do, and when should you use it?
This skill reviews fixed-income portfolios by combining bond pricing, reference data, cashflow projections, and rate-scenario analysis. It prices all holdings first, then calculates portfolio-level yield, duration, DV01, and convexity using market-value weighting. It also analyzes sector, rating, maturity, and currency composition, builds a cashflow waterfall, and identifies concentration periods. Benchmark-relative analysis is available when a benchmark exists, and outputs require professional review.
It calls bond_price to obtain clean and dirty prices, yield, duration, DV01, convexity, and spread for individual or batched bonds. It calls yieldbook_bond_reference for issuer, coupon, maturity, rating, sector, currency, and call provisions. It calls yieldbook_cashflow to aggregate future coupon and principal payments into a quarterly waterfall. It calls yieldbook_scenario for parallel rate shocks and curve scenarios from -200bp to +200bp. It calls interest_rate_curve for government-curve context and spread-to-curve calculations. For bonds with embedded options, it can call fixed_income_risk_analytics for OAS, effective duration, key-rate durations, and convexity.
- A fixed-income portfolio manager reviewing market value, yield, duration, and DV01 across bond holdings.
- A risk team stress-testing portfolio P&L under parallel rate shifts and yield-curve scenarios.
- A portfolio manager examining sector, rating, maturity, or currency concentration.
- A cash-management professional identifying quarterly concentrations in coupon and principal receipts.
- A research analyst comparing bond spreads with the government yield curve for the portfolio's primary currency.
What are this skill's strengths and limitations?
- Covers a coherent review workflow spanning pricing, reference data, cashflows, curve context, and stress testing.
- Explicitly requires market-value weighting for key portfolio-level risk metrics.
- Supports batch bond pricing and portfolio-level identification of major risk contributors.
- Includes an analysis path for OAS and effective risks on bonds with embedded options.
- Depends on several MCP tools and connected data services; the SKILL.md alone cannot perform the analysis.
- The README states that MCP access may require a provider subscription or API key.
- The source provides no test suite, performance benchmarks, or failure-recovery guidance.
- Benchmark-relative conclusions depend on benchmark availability, and outputs require qualified professional review.
How do you install this skill?
The source does not document a standalone installation command for this individual skill. In Cowork, open Settings → Plugins → Add plugin, paste https://github.com/anthropics/financial-services, and select the relevant plugin; alternatively, upload a zip of plugins/partner-built/lseg/. The repository also documents Claude Code marketplace setup with: claude plugin marketplace add anthropics/financial-services.
How do you use this skill?
In an environment with the required MCP tools connected, use a prompt such as: “Review this fixed-income portfolio: price all holdings, calculate market-value weighted yield, duration, DV01 and convexity, analyze composition and cashflows, then run rate scenarios.” The documented workflow prices holdings, enriches reference data, projects cashflows, runs scenarios, adds curve context, and synthesizes the review.