harsh040506/fixed-income-portfolio
finance/equity-research/fixed-income-portfolio/SKILL.md
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.
$ install --global
skillsauthnpx skillsauth add harsh040506/claude-code-unified-skill-plugin-library fixed-income-portfolioInstall this skill globally with one command. Works with Claude Code, Cursor, and Windsurf.
Security Scan Results
3 of 9 scanners reported clean
Some scanners were skipped, did not run, or reported a non-clean status. Review each row below.
3
Scanners Passed
9
Scanners in report
Clean
TrivyContainer and dependency vulnerability scanner
95%
Clean
SemgrepStatic code analysis for vulnerabilities
95%
Clean
mcp-scan (Snyk)Model Context Protocol security validation
95%
Skipped
Snyk (dep)Open source security scanning
50%
Skipped
Socket.devSupply chain security analysis
50%
Skipped
VirusTotalMulti-engine malware detection
50%
Skipped
CrowdStrikeAdvanced threat intelligence
50%
Skipped
OSV-ScannerOpen Source Vulnerability database check
50%
Skipped
OWASP Dep-Check
50%
Last scanned: Apr 5, 2026, 5:11 PM4.0s1 file scanned
SKILL.md
- 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
- Price All Bonds: Call
bond_pricefor all holdings. Extract yield, duration, DV01, convexity, spread per bond. - Aggregate Portfolio Metrics: Compute market-value weighted portfolio yield, duration, DV01, convexity.
- Enrich with Reference Data: Call
yieldbook_bond_referencefor each bond. Build sector, rating, maturity, and currency breakdowns. - Project Cashflows: Call
yieldbook_cashflowfor the portfolio. Aggregate into a quarterly cashflow waterfall. Flag concentration periods. - Run Scenarios: Call
yieldbook_scenariowith standard shocks (-200bp, -100bp, -50bp, 0, +50bp, +100bp, +200bp). Identify top risk contributors. - Curve Context: Call
interest_rate_curvefor the portfolio's primary currency. Compute spread to curve for each bond. - 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 | ... | ... | ... | ... |
Related Skills
harsh040506/single-cell-rna-qc
testing
VerifiedTrustedCommunity
Performs quality control on single-cell RNA-seq data (.h5ad or .h5 files) using scverse best practices with MAD-based filtering and comprehensive visualizations. Use when users request QC analysis, filtering low-quality cells, assessing data quality, or following scverse/scanpy best practices for single-cell analysis.
2SKILL.mdUpdated Apr 5, 2026
harsh040506/scvi-tools
tools
VerifiedTrustedCommunity
Deep learning for single-cell analysis using scvi-tools. This skill should be used when users need (1) data integration and batch correction with scVI/scANVI, (2) ATAC-seq analysis with PeakVI, (3) CITE-seq multi-modal analysis with totalVI, (4) multiome RNA+ATAC analysis with MultiVI, (5) spatial transcriptomics deconvolution with DestVI, (6) label transfer and reference mapping with scANVI/scArches, (7) RNA velocity with veloVI, or (8) any deep learning-based single-cell method. Triggers include mentions of scVI, scANVI, totalVI, PeakVI, MultiVI, DestVI, veloVI, sysVI, scArches, variational autoencoder, VAE, batch correction, data integration, multi-modal, CITE-seq, multiome, reference mapping, latent space.
2SKILL.mdUpdated Apr 5, 2026
harsh040506/scientific-problem-selection
testing
VerifiedTrustedCommunity
This skill should be used when scientists need help with research problem selection, project ideation, troubleshooting stuck projects, or strategic scientific decisions. Use this skill when users ask to pitch a new research idea, work through a project problem, evaluate project risks, plan research strategy, navigate decision trees, or get help choosing what scientific problem to work on. Typical requests include "I have an idea for a project", "I'm stuck on my research", "help me evaluate this project", "what should I work on", or "I need strategic advice about my research".
2SKILL.mdUpdated Apr 5, 2026
harsh040506/nextflow-development
development
VerifiedTrustedCommunity
Run nf-core bioinformatics pipelines (rnaseq, sarek, atacseq) on sequencing data. Use when analyzing RNA-seq, WGS/WES, or ATAC-seq data—either local FASTQs or public datasets from GEO/SRA. Triggers on nf-core, Nextflow, FASTQ analysis, variant calling, gene expression, differential expression, GEO reanalysis, GSE/GSM/SRR accessions, or samplesheet creation.
2SKILL.mdUpdated Apr 5, 2026