Fixed Income Analysis AI — 25 Guides for Bond Professionals
Use Claude for fixed income analysis — bond pricing, duration, convexity, yield curve analysis, credit spread modeling, and portfolio DV01. Free MCP tools for fixed income professionals.
Educational content, not professional advice — AI output and figures here can be wrong. Verify before you rely on it. Full disclaimer →
Fixed income is one of the broadest disciplines in finance — spanning bond maths, interest rate risk, credit risk, portfolio construction, and product-specific analysis across government bonds, credit, structured products, and derivatives. This hub links to 25 deep-dive practitioner guides, each with copy-paste Claude prompts at CFA Level 2/3 depth.
Quick Start — Core Fixed Income Prompts
- "Price a 10-year Treasury bond: face value $1,000, coupon 4.5%, semi-annual payments, YTM 4.8%. Give dirty price, clean price, and accrued interest assuming settlement in 45 days."
- "My bond portfolio has modified duration 6.2 and value $50M. What is the P&L impact of a 25bp rate rise? Include the convexity correction for the second-order effect."
- "A BBB corporate bond yields 5.8% when the 7Y Treasury yields 4.2%. What is the Z-spread? Break down the yield into risk-free rate, credit spread, and liquidity premium."
- "Run a parallel shift stress test on my portfolio: [paste bond list with market values and durations]. Show P&L for +100bps, +200bps, -100bps, and -200bps scenarios."
- "I need to immunize a pension liability of $85M due in 7.5 years. Current portfolio duration is 5.8 years. What bonds should I buy or sell to achieve duration matching, assuming a flat curve at 4.5%?"
25 articles below — organized into five clusters. Each links to a standalone deep-dive guide with 8-12 Claude prompts and worked examples.
The mathematical foundations of fixed income — the tools every bond professional uses daily: duration, convexity, yield curve bootstrapping, OAS, key rate durations, and credit spread decomposition.
VaR, stress testing, credit risk, factor decomposition, and liquidity risk — the toolkit for fixed income risk managers covering Basel, IRRBB, and FRTB requirements.
Portfolio construction, liability-driven investing, yield curve strategies, relative value analysis, and Campisi performance attribution — CFA Level 3 portfolio management for fixed income.
Specialist guides for the major fixed income sectors — each with product-specific analytics: prepayment modeling for MBS, covenant analysis for HY, breakeven inflation for TIPS, country risk for EM, and tax-equivalent yield for munis.
Convertibles, sustainability-linked bonds, CDS, global currency management, and structured credit — the specialist strategies used by hedge funds, insurance companies, and global fixed income desks.
Setting Up for Fixed Income Analysis
Connect the ClaudeFinanceLab market data and portfolio risk servers to unlock live bond calculations:
{
"mcpServers": {
"claudefinlab-market": {
"url": "https://claudefinancelab.com/market/sse"
},
"claudefinlab-portfolio": {
"url": "https://claudefinancelab.com/portfolio/sse"
}
}
}Related Articles
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Related Skills
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