Fixed Income Structured
JoelLewis/finance_skills/plugins/wealth-management/skills/fixed-income-structuredby JoelLewis5c498eacf7057e31238c4c5a8012a1afe9ec7c8aNo license206 starsListed Oct 9, 2026Updated Oct 9, 2026Repository updated 2 months ago
Analyze structured fixed income products including mortgage-backed securities, asset-backed securities, and CLOs. Use when the user asks about MBS, ABS, CLOs, CDOs, prepayment risk, tranching, or waterfall structures. Also trigger when users mention 'mortgage bonds', 'agency MBS', 'pass-through securities', 'PSA prepayment speed', 'negative convexity', 'extension risk', 'contraction risk', 'CMO tranches', 'securitization', or ask how structured products redistribute credit and prepayment risk.
Only the file list is public. File contents are available once the skill is installed in a workspace.
| Path | Size | Type |
|---|---|---|
| scripts/fixed_income_structured.py | 17.3 KB | text/plain |
| SKILL.md | 7.6 KB | text/markdown |
Source and attribution
Source:JoelLewis/finance_skillsinplugins/wealth-management/skills/fixed-income-structuredat commit5c498ea
License: No license
Content belongs to its original authors. SourceWeft indexes it from a public repository.
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