PPolySim OS
Finance & Quant Pack · Multi-Solver

Fixed-Income Suite

Price, duration, risk. This multi-solver chains 2 solvers into a single guided workflow — run each step in order and carry the result forward.

Workflow steps
  1. bond-pricing
  2. value-at-risk
or unlock everything with Pro →
Bond Pricing & DurationLive

Controls

Presets

A bond's price is the present value of its coupons and face value, discounted at the yield. Price moves inversely to yield along a convex curve. Duration measures that sensitivity — a modified duration of 8 means roughly an 8% price drop per 1% rise in yield. Educational tool, not investment advice.

▶ Run in Python

Data Inspector

Price$1081.76
Premium/discountpremium
Macaulay duration8.08 yr
Modified duration7.92

Governing equation

Reading this result: The coupon beats the 4.0% yield, so the bond sells at a premium — about 8.2% over par — and its 7.9 modified duration is the % price drop per +1% yield.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

2

Value At Risk

open full solver →
Value at Risk (VaR)Live

Controls

Presets

Value at Risk estimates the loss a portfolio will not exceed over a horizon at a confidence level. Parametric VaR assumes normally distributed returns and scales volatility by √time. Expected shortfall (CVaR) is the average loss in the tail beyond VaR. Educational tool, not investment advice.

▶ Run in Python

Data Inspector

VaR (95%)$20,446
Expected shortfall$25,708
Horizon vol1.26%

Governing equation

Reading this result: At 95% confidence the loss should not exceed 2.0% of the portfolio over 1 day; the average loss in the worse tail beyond that (expected shortfall) is steeper still.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

Need a private, branded version?

We build custom solvers and workflows for labs, firms, agencies, and courses — your parameters, your branding, your data.

Explore Custom Solver Sets →

More in the Finance & Quant pack

Frequently asked questions

What is the Fixed-Income Suite multi-solver?
Fixed-Income Suite is a guided workflow that chains 2 individual PolySim solvers into one end-to-end analysis, piping each result into the next step.
Is it free to use?
Yes. Every step runs entirely in your browser using real numerics — no install, no account, no cloud cost. Custom or private solver packs are available as a paid service.