fixed-income-portfolio
anthropics1.8k installs
Understand your bond portfolio's income and rate risk.
What it does
Produces a fixed income portfolio review combining valuation, risk metrics, composition, projected cashflows, and scenario results.
When to use it
Use for bond portfolio reviews, duration and DV01 calculations, cashflow analysis, rate stress tests, or composition assessments.
How to use it
Give it the portfolio's bond holdings; it returns a review with summary metrics, composition analysis, cashflow projections, and scenario P&L.
What you provide
- the portfolio's bond holdings
Latest review
What you need · 0
No setup requirements listed.
Access · 6
This skill
bond_price
Read
Retrieves bond pricing and risk metrics
yieldbook_bond_reference
Read
Retrieves bond reference data
yieldbook_cashflow
Read
Retrieves portfolio cashflow projections
yieldbook_scenario
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Retrieves rate shock scenario results