Bond Desk

Paste a fixed income holdings table and the browser prices every bond from its own cashflow schedule: accrued interest on the stated day count, a yield solved by bisection or honestly refused, Macaulay and modified duration, convexity and DV01, a market-value weighted portfolio whose invariants are proved rather than promised, sector rating and maturity splits, an eight-quarter cashflow waterfall, and eight rate scenarios computed by full repricing with the duration-and-convexity estimate's error printed beside them. The holding that drives a scenario is found by simulating its removal, not by sorting. All free, no account. The metered pass writes the commentary and may only assign a theme the measurement admits. Derived from the @anthropics/fixed-income-portfolio skill (anthropics/financial-services, Apache-2.0).

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