fixed-income-portfolio

fixed-income-portfolio is a skill for Claude Code, Codex from leecyno1/boutique-skills. It costs 55 tokens per session (838 once invoked), scanned A, a copy of fixed-income-portfolio, MIT.

A fixed-income portfolio review examines a group of bonds, including their prices, payments, interest-rate sensitivity, and credit details. It combines individual bond data into a view of the whole portfolio.

In plain words
What is it for?
Use it to review bond portfolios, calculate weighted yield and duration, measure DV01, inspect cashflows, compare with a benchmark, and test rate scenarios.
Why use it?
It removes the need to review each bond separately when assessing portfolio exposure and the effect of changing interest rates. It also shows expected cash payments and results under stress scenarios.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to review bond portfolios, calculate weighted yield and duration, measure DV01, inspect cashflows, compare with a benchmark, and test rate scenarios.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/leecyno1/boutique-skills/anthropic-fs-lseg-fixed-income-portfolio
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add leecyno1/boutique-skills --skill anthropic-fs-lseg-fixed-income-portfolio
Clone the repo
git clone --depth 1 https://github.com/leecyno1/boutique-skills

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for fixed-income-portfolio

README.md
[![agentmods](https://agentmods.dev/badge/skills/leecyno1/boutique-skills/anthropic-fs-lseg-fixed-income-portfolio/github.svg)](https://agentmods.dev/skills/leecyno1/boutique-skills/anthropic-fs-lseg-fixed-income-portfolio)
Your own site
<a href="https://agentmods.dev/skills/leecyno1/boutique-skills/anthropic-fs-lseg-fixed-income-portfolio"><img src="https://agentmods.dev/badge/skills/leecyno1/boutique-skills/anthropic-fs-lseg-fixed-income-portfolio/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for fixed-income-portfolio

Your own site · 80×15
<a href="https://agentmods.dev/skills/leecyno1/boutique-skills/anthropic-fs-lseg-fixed-income-portfolio"><img src="https://agentmods.dev/badge/skills/leecyno1/boutique-skills/anthropic-fs-lseg-fixed-income-portfolio.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 55 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 838 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin 100% copy Near-identical to another mod in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00055 $0.00838
Opus 5 $0.00028 $0.00419
Sonnet 5 $0.00011 $0.00168
Haiku 4.5 $0.00006 $0.00084

Measured 9d ago against content hash a0e9cb9a7c5a, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

fixed-income-portfolio scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 9d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

Origin

This is a copy

100% identical to fixed-income-portfolio — 0 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

skills/default/anthropic-fs-lseg-fixed-income-portfolio/SKILL.md · 60 lines

How it starts

The opening of the file, as written. The whole thing — 60 lines — stays where its author put it; the contents beside it link to each section on GitHub.

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

  1. Price All Bonds: Call bond_price for all holdings. Extract yield, duration, DV01, convexity, spread per bond.
  2. Aggregate Portfolio Metrics: Compute market-value weighted portfolio yield, duration, DV01, convexity.
  3. Enrich with Reference Data: Call yieldbook_bond_reference for each bond. Build sector, rating, maturity, and currency breakdowns.
  4. Project Cashflows: Call yieldbook_cashflow for the portfolio. Aggregate into a quarterly cashflow waterfall. Flag concentration periods.
  5. Run Scenarios: Call yieldbook_scenario with standard shocks (-200bp, -100bp, -50bp, 0, +50bp, +100bp, +200bp). Identify top risk contributors.
  6. Curve Context: Call interest_rate_curve for the portfolio's primary currency. Compute spread to curve for each bond.
  7. Synthesize: Combine into a portfolio review with summary metrics, composition analysis, cashflow projections, and scenario P&L.

Read the full file on GitHub · 60 lines

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 9d ago First seen · 60 lines · 55 tokens per session scan A a0e9cb9a7c5a

Subscribe to this mod's changes

fixed-income-portfolio is a skill published in the GitHub repository leecyno1/boutique-skills (5 stars, last pushed today), licensed MIT. It adds 55 tokens to every session and 838 once invoked, about $0.0003 per session on Opus 5. A static security scan graded it A with 0 findings. It is 100% identical to fixed-income-portfolio, differing in 0 lines, and is treated as a copy.

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