/review-fi-portfolio

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.