Fixed Income Portfolio

OrganizationPopular

anthropics

fixed-income-portfolio

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.

Overview

Publisher	anthropics
Repository	`financial-services`
Skill name	`fixed-income-portfolio`
Stars	38.4K
Forks	5.5K
Bundled files	Instructions only
License	Apache-2.0
Links	Skill source Repository

Markdown instructions
A SKILL.md file the model loads on demand, so it only costs tokens when a request actually matches.
Works with any LLM
AI skills are plain Markdown, not provider-specific code, so this works with GPT, Claude, Gemini, Grok, or a local model.
Self-contained
Everything the model needs lives in the instructions — no extra files to sync.
Open source
Published by anthropics on GitHub. Read the source before you install it.

Installation

Install the Fixed Income Portfolio AI skill in TypingMind to use it with any LLM, or drop it into another agent that reads SKILL.md.

Install in TypingMind

TypingMind installs a skill straight from its GitHub folder — it reads SKILL.md, bundles the resource files, and stores the result locally.

Open the app and go to Plugins → Skills.
Choose "Install from GitHub".
Paste the skill folder URL below and confirm.
https://github.com/anthropics/financial-services/tree/main/plugins/partner-built/lseg/skills/fixed-income-portfolio
Enable the skill in any chat where you want it available.

Store

Installed

Skills

Add skills

Import one or more skills from a public GitHub folder or a local .skill or .zip archive, or SKILL.md file.

From GitHub URLFrom .skill, .zip, or SKILL.md

GitHub repo or folder

https://github.com/anthropics/financial-services/tree/main/plugins/partner-built/lseg/skills/fixed-income-portfolio

Points to a single skill folder, or any folder that contains multiple skills. Public repos only.

CancelContinue

Plugins → Skills → Add skill → From GitHub URL, then paste the folder URL and press Continue.

Install in another agent

Any agent that reads the Agent Skills format can use this skill — copy the folder into that agent's skills directory.

Claude Code — .claude/skills

git clone --depth 1 https://github.com/anthropics/financial-services.git /tmp/financial-services
mkdir -p .claude/skills
cp -r /tmp/financial-services/plugins/partner-built/lseg/skills/fixed-income-portfolio .claude/skills/fixed-income-portfolio

Restart Claude Code after copying so it picks up the new skill.

Use it in TypingMind

Enable Fixed Income Portfolio in any TypingMind chat and the model takes it from there. Its name and description sit in the system prompt, and the moment a request matches, the model loads the full instructions itself — you never invoke it by hand, and it costs no tokens until it is actually used.

The model loads Fixed Income Portfolio on its own as soon as a request matches it.

Works with any AI model

AI skills are plain Markdown instructions rather than provider-specific code, so Fixed Income Portfolio is not tied to the model it was written for. Install it once in TypingMind and use it with GPT-5, Claude, Gemini, Grok, DeepSeek, Mistral, Llama, or a local model you run yourself — all on your own API keys.

Loaded only when it is needed
The system prompt carries just the name and description. The instructions are fetched on the first matching request, so an idle skill costs nothing.
Switch models mid-chat
Because the skill is instructions rather than code, changing model does not break it — the next model reads the same SKILL.md.

Skill instructions

This is the SKILL.md content the model loads. Read it before installing — a skill is instructions your model will follow.

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_price for 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_reference for each bond. Build sector, rating, maturity, and currency breakdowns.
Project Cashflows: Call yieldbook_cashflow for the portfolio. Aggregate into a quarterly cashflow waterfall. Flag concentration periods.
Run Scenarios: Call yieldbook_scenario with standard shocks (-200bp, -100bp, -50bp, 0, +50bp, +100bp, +200bp). Identify top risk contributors.
Curve Context: Call interest_rate_curve for 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	...	...	...	...

Frequently asked questions

What does the Fixed Income Portfolio AI skill do?

Why use Fixed Income Portfolio on TypingMind?

Because you install it once and use it with any model. Fixed Income Portfolio is plain Markdown rather than provider-specific code, so the same skill runs on GPT-5, Claude, Gemini, Grok, or a local model — and you can switch model mid-chat without it breaking. TypingMind runs on your own API keys, so you pay providers directly instead of a per-seat subscription, and your skills and chats stay in your own storage.

How do I install Fixed Income Portfolio in TypingMind?

Open Plugins → Skills → Install from GitHub in TypingMind and paste https://github.com/anthropics/financial-services/tree/main/plugins/partner-built/lseg/skills/fixed-income-portfolio. TypingMind reads its SKILL.md and installs it as a skill you can enable per chat.

Which AI models can use Fixed Income Portfolio?

Any model you connect in TypingMind. AI skills are plain Markdown instructions rather than provider-specific code, so GPT, Claude, Gemini, Grok, and local models can all load this skill when a request matches it.

How many AI models can I use with Fixed Income Portfolio?

As many as you like. As long as a model supports skills, you can use Fixed Income Portfolio with it — GPT, Claude, Gemini, Grok, DeepSeek, Mistral, Llama and more — all on TypingMind with your own API keys.

Is the Fixed Income Portfolio AI skill free?

Yes. It is published on GitHub by anthropics under the Apache-2.0 license. You only pay your own AI provider for the tokens you use.

What are AI skills?

An AI skill is a reusable instruction bundle that teaches an AI model how to do one specific task. It follows the open Agent Skills format: a SKILL.md file with a name and description, plus any scripts, templates or reference files the model may need. The model reads the instructions only when your request matches the skill, so an installed skill costs nothing until it is used.

How are AI skills different from plugins or MCP servers?

A plugin or MCP server gives a model new tools to call — code that runs somewhere and returns a result. An AI skill gives the model knowledge and process instead: how to approach a task, which steps to follow, what good output looks like. Skills are plain Markdown, so they need no server, no API key and no runtime, and they work with any model.

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Overview

Installation

Install in TypingMind

Install in another agent

Use it in TypingMind

Works with any AI model

Skill instructions

Fixed Income Portfolio Analysis

Core Principles

Available MCP Tools

Tool Chaining Workflow

Output Format

Portfolio Summary

Composition Breakdown

Cashflow Waterfall

Scenario P&L

Frequently asked questions

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