fixed-income-portfolio
OfficialAnalyze fixed income portfolios.
Finance & Accounting#risk management#portfolio analysis#fixed income#scenario analysis#cashflow#bond pricing
Authoranthropics
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill streamlines the review of fixed income portfolios by automating complex calculations for bond pricing, cashflow analysis, and scenario stress testing.
Core Features & Use Cases
- Portfolio-Level Metrics: Computes market-value weighted averages for yield, duration, DV01, and convexity.
- Composition Analysis: Breaks down portfolios by sector, rating, and maturity.
- Scenario Stress Testing: Assesses portfolio performance under various interest rate shifts.
- Use Case: Review a corporate bond portfolio to understand its overall risk exposure, identify key drivers of potential losses under rising interest rates, and assess its diversification across different issuers and maturities.
Quick Start
Review the fixed income portfolio by pricing all bonds, analyzing cashflows, and running a -100bp interest rate scenario.
Dependency Matrix
Required Modules
None requiredComponents
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: fixed-income-portfolio Download link: https://github.com/anthropics/financial-services-plugins/archive/main.zip#fixed-income-portfolio Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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