Fixed Income Portfolio Analysis

Problem

Fixed income portfolio analysis often means reconciling holdings, performance, risk, duration, credit, and macro data scattered across different tables. Manual spreadsheets can miss underlying assets, peer rankings, interest-rate sensitivity, or rating distribution, and it is hard to state the exact data date for every number. This skill is aimed at public fund and direct bond holdings, turning product-level details and portfolio-level metrics into a reviewable report.

How It Works

The skill relies on the Hengsheng Juyuan MCP financial database and calls MCP tools to fetch product basics, NAV and returns, risk metrics, holdings look-through, duration and credit data, and macro context. The main workflow is: parse the product codes, names, holding amounts or weights supplied by the user; fetch data for each product in parallel; calculate portfolio return, volatility, drawdown, asset allocation, credit rating distribution, and duration using weighted or aggregated rules; then form allocation commentary with macro data.

It outputs Markdown and HTML, saved by default under {workspace}\reports\. HTML is expected to use a Chinese-friendly font and include ECharts charts. The report contains portfolio overview, performance attribution, risk assessment, holdings look-through, duration analysis, credit analysis, fixed income plus section, macro environment, and allocation advice. Key figures need footnote citations, with source and date listed at the end.

Boundaries and Notes

The skill prioritizes traceable data and no estimation. NAV and return data are usually T+1, holdings data depend on quarterly disclosure, and duration or rating data have their own update cadence. If the API cannot return real data, mark it as unavailable instead of filling values. All products supplied by the user should be analyzed. The report is analytical research, not investment advice.