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leecyno1/boutique-skills

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.

¿Qué es boutique-skills?

boutique-skills is a Claude Code agent skill that 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.

Compatible con~Claude Code~Codex CLI~Cursor
npx skills add https://github.com/leecyno1/boutique-skills/tree/HEAD/skills/default/anthropic-fs-lseg-fixed-income-portfolio
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Documentación

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.

Output Format

Portfolio Summary

MetricPortfolioBenchmarkActive
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

PeriodCoupon IncomePrincipalTotal Cash
Q1.........
Q2.........

Scenario P&L

ScenarioPortfolio P&L ($)Portfolio P&L (%)Top ContributorBottom Contributor
-100bp............
Base--------
+100bp............
+200bp............

Individual skills in this repo

This repo contains 7 individual skills — each has its own dedicated page.

leecyno1/boutique-skills

Track and analyze portfolio company performance against plan. Ingests monthly/quarterly financial packages (Excel, PDF), extracts KPIs, flags variances to budget, and produces summary dashboards. Use when reviewing portfolio company financials, preparing board materials, or monitoring covenant compliance. Triggers on "review portfolio company", "monthly financials", "how is [company] performing", "covenant check", or "portfolio update".

leecyno1/boutique-skills

Analyze portfolio allocation drift and generate rebalancing trade recommendations across accounts. Considers tax implications, transaction costs, and wash sale rules. Triggers on "rebalance", "portfolio drift", "allocation check", "rebalancing trades", or "my portfolio is out of balance".

leecyno1/boutique-skills

Router skill for LLMQuant portfolio-lab workflows. Use when the user needs portfolio exposure maps, what-if simulations, scenario states, or virtual portfolio comparisons.

leecyno1/boutique-skills

Router skill for LLMQuant portfolio workflows. Use when the user needs company profiles, thesis tracking, theme research, watchlist monitoring, or alert management.

leecyno1/boutique-skills

Comprehensive portfolio analysis using Alpaca MCP Server integration to fetch holdings and positions, then analyze asset allocation, risk metrics, individual stock positions, diversification, and generate rebalancing recommendations. Use when user requests portfolio review, position analysis, risk assessment, performance evaluation, or rebalancing suggestions for their brokerage account.

leecyno1/boutique-skills

Best practices for Remotion - Video creation in React

leecyno1/boutique-skills

Agent skill at skills/default/video-autopilot-kit/SKILL.md

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