fixed-income-portfolio

Fixed Income Portfolio Analysis directs an agent to act as an expert bond portfolio analyst, combining outputs from a set of pricing and analytics MCP tools into comprehensive, portfolio-level reviews. It solves the problem of turning per-bond analytics into aggregated portfolio metrics and risk exposures — the tools compute bond-level numbers, and the skill's job is to aggregate, contextualize against a benchmark, and present them clearly.

It defines a tool-chaining workflow across six MCP tools: bond_price for clean/dirty price, yield, duration, convexity, DV01, and spread; yieldbook_bond_reference for issuer, coupon, rating, sector, and call provisions; yieldbook_cashflow for coupon and principal projections; yieldbook_scenario for rate-shift stress testing; interest_rate_curve for spread-to-curve context; and fixed_income_risk_analytics for OAS and key rate durations on optioned bonds. The prescribed steps price all holdings, compute market-value-weighted portfolio yield/duration/DV01/convexity, build sector/rating/maturity composition breakdowns, aggregate a quarterly cashflow waterfall, run standard parallel shocks from -200bp to +200bp, and add curve context. It specifies output formats including a portfolio-versus-benchmark summary table, composition breakdowns, a cashflow waterfall, and a scenario P&L table.

The skill targets fixed income analysts, portfolio managers, and financial-services teams reviewing bond portfolios, computing duration and DV01, analyzing cashflow waterfalls, or stress-testing rate scenarios. It is read-only analytical guidance that consumes reference-data and pricing MCP tools and formats the results; it performs no mutations, no credential handling, and no risky operations.