/review-fi-portfolio
Review a fixed income portfolio with pricing, reference data, cashflows, and scenario analysis
> /plugin marketplace add anthropics/financial-servicesHow it fires
How this command gets triggered: by you, by Claude, or both.
- Fires itselfClaude auto-loads it when your prompt matches the work.
- You can call itInvoke it directly when you want it.
- Slash command
/review-fi-portfolio
Context preview
What this command does when you run it.
Review a fixed income portfolio with pricing, reference data, cashflows, and scenario analysis
Command definition
review-fi-portfolio.mddescription: Review a fixed income portfolio with pricing, reference data, cashflows, and scenario analysis
argument-hint: "<ISIN1,ISIN2,...> [scenario e.g. +100bp]"
Review Fixed Income Portfolio
> This command uses LSEG bond pricing, YieldBook analytics, and yield curve tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools.
Produce a consolidated fixed income portfolio risk and return report by pricing all holdings, enriching with reference data, projecting cashflows, and stress testing under rate scenarios.
See the **fixed-income-portfolio** skill for domain knowledge on portfolio analytics and scenario analysis.
Workflow
1. Gather Portfolio Holdings
Ask the user for:
- Bond identifiers (required) — comma-separated ISINs, CUSIPs, or RICs
- Position sizes/weights (optional — if not provided, assume equal weight)
- Specific scenario to test (optional — e.g., "+100bp", defaults to standard grid)
- Valuation date (optional, defaults to today)
2. Price All Bonds
Call `bond_price` with all identifiers.
Extract per bond: clean/dirty price, yield, duration, convexity, DV01, currency.
Aggregate portfolio-level: weighted yield, weighted duration, total DV01, total market value.
3. Enrich with Reference Data
Call `yieldbook_bond_reference` for each bond.
Extract: security type, sector, ratings, coupon type, call features, issuer, country.
Build composition breakdowns: by sector, rating, maturity bucket, currency.
4. Project Cashflows
Call `yieldbook_cashflow` for each bond.
Aggregate into quarterly cashflow waterfall. Flag periods with concentrated maturities.
5. Run Scenario Analysis
Call `yieldbook_scenario` with rate shifts: -200bp, -100bp, -50bp, 0bp, +50bp, +100bp, +200bp.
Identify which bonds contribute most to upside and downside risk.
6. Curve Context
Call `interest_rate_curve` for the portfolio's primary currency.
Compute spread to curve for each bond. Assess curve environment.
7. Synthesize the Report
Present: portfolio summary metrics, composition breakdowns, cashflow waterfall, scenario P&L table with risk contributors, and curve exposure.
Output Format
Lead with the portfolio summary metrics, then detail composition, cashflows, and risk analysis in sections.
Read more
description: Review a fixed income portfolio with pricing, reference data, cashflows, and scenario analysis argument-hint: "<ISIN1,ISIN2,...> [scenario e.g. +100bp]"
Review Fixed Income Portfolio
> This command uses LSEG bond pricing, YieldBook analytics, and yield curve tools. See [CONNECTORS.md](../CONNECTORS.md) for available tools.
Produce a consolidated fixed income portfolio risk and return report by pricing all holdings, enriching with reference data, projecting cashflows, and stress testing under rate scenarios.
See the **fixed-income-portfolio** skill for domain knowledge on portfolio analytics and scenario analysis.
Workflow
1. Gather Portfolio Holdings
Ask the user for:
- Bond identifiers (required) — comma-separated ISINs, CUSIPs, or RICs
- Position sizes/weights (optional — if not provided, assume equal weight)
- Specific scenario to test (optional — e.g., "+100bp", defaults to standard grid)
- Valuation date (optional, defaults to today)
2. Price All Bonds
Call `bond_price` with all identifiers.
Extract per bond: clean/dirty price, yield, duration, convexity, DV01, currency.
Aggregate portfolio-level: weighted yield, weighted duration, total DV01, total market value.
3. Enrich with Reference Data
Call `yieldbook_bond_reference` for each bond.
Extract: security type, sector, ratings, coupon type, call features, issuer, country.
Build composition breakdowns: by sector, rating, maturity bucket, currency.
4. Project Cashflows
Call `yieldbook_cashflow` for each bond.
Aggregate into quarterly cashflow waterfall. Flag periods with concentrated maturities.
5. Run Scenario Analysis
Call `yieldbook_scenario` with rate shifts: -200bp, -100bp, -50bp, 0bp, +50bp, +100bp, +200bp.
Identify which bonds contribute most to upside and downside risk.
6. Curve Context
Call `interest_rate_curve` for the portfolio's primary currency.
Compute spread to curve for each bond. Assess curve environment.
7. Synthesize the Report
Present: portfolio summary metrics, composition breakdowns, cashflow waterfall, scenario P&L table with risk contributors, and curve exposure.
Output Format
Lead with the portfolio summary metrics, then detail composition, cashflows, and risk analysis in sections.
Reference agents, skills, and data connectors for the financial-services workflows we see most — investment banking, equity research, private equity, and wealth management.
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