By name: moss-fixed-income-portfolio description: Use when working on MOSS bond dashboard, positions, market data, fixed-income analytics, portfolio risk, yield curve, duration, DV01, spread, cashflow, scenario, or risk tensor workflows.
MOSS Fixed-Income Portfolio
Use this skill for MOSS fixed-income pages and analytics. It adapts fixed-income portfolio, bond relative value, and rates workflow patterns, but must use MOSS-approved data sources and contracts rather than assuming LSEG/S&P/FactSet access.
Source Priority
- MOSS contracts, lineage, data catalog, and existing tests.
- Internal sources under
data_input/, DuckDB materializations, repositories, and governed API results. - Approved external adapters already present in MOSS, such as Choice or AkShare boundaries.
- Vendor MCPs only when configured and explicitly relevant; never invent missing vendor data.
Portfolio Analytics Checklist
For portfolio-level metrics, confirm the weighting basis before computing or displaying:
- market value weighted yield, duration, convexity, spread, or rating
- position/notional weighted exposure where contract says so
- DV01 aggregation as additive currency amount
- key-rate duration and scenario P&L by bucket when available
- cashflow waterfall by coupon, principal, maturity, and reinvestment period
Relative Value Checklist
For bond, curve, or spread pages:
- Identify instrument universe, benchmark curve, credit/rating/sector grouping, and report date.
- Keep spread metrics explicit: G-spread, Z-spread, OAS, credit spread, residual spread, bp units.
- Separate rates movement, credit movement, carry/roll-down, FX, and data-quality effects.
- Preserve callable/embedded-option semantics; do not treat OAS and nominal spread as interchangeable.
- Validate scenario shocks and basis labels before presenting rich/cheap or risk conclusions.
MOSS Page Discipline
Visible fixed-income outputs must surface no data, stale data, fallback date, loading failure, and metric-definition gaps. When changing pages, trace endpoint to adapter to state/view model to chart/table and run the narrowest relevant tests plus browser verification for visible behavior.