Quantum Ideas Portal
Welcome to the FIS Treasury and Risk Manager - Quantum Edition Aha! Ideas Portal.

By visiting this portal, you will be able to contribute towards the evolution of the Quantum solution through interactions with other Quantum users, FIS trusted partners and FIS staff from around the world. Each Portal User receives 5 votes. Each user is allowed 1 vote per idea. Votes are reset when an idea is in a final state i.e. Shipped (delivered in the product).

Users will receive weekly email updates that highlight new activity. Users will receive emails for their created ideas when:

  • Status changes

  • Comment changes

Be aware that when you post content, other community members will see your name. FIS is not responsible for content posted by other Aha! Ideas Portal Users.

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Strategic

Showing 18 of 188

Unwind an AC Deal

The specific user case DOW is using AC deals to amortize the OCI. if the underlying Debt deal terminates, they need an option to terminate the AC deal and release the balance to PnL. There are other use cases to support unwinding an AC deal as wel...
Mark Zumbraegel 11 months ago in Requests / Strategic 1 Likely to implement

HR realized gain loss entry support for Swaptions

For a hedge relationship deal where the Hedging instrument is Swaption, Quantum does not use the realized gain/loss entry from exercised swaption to book the release entry on the HR deal. instead it relies on the imported valuations on the maturit...
Mark Zumbraegel 10 months ago in Strategic 0 Likely to implement

Different Commodity Fix price for each period

Currently, you can only specify one fix price for a CMS, which is then used for each period. Client wants the ability to specify a separate fix price for each period.
Mark Zumbraegel over 4 years ago in Strategic 0 Future consideration

Equal Coupon Type for IRS using Yield Periodic

The Coupon Type field is currently available for MM/Sec deals where the Formula = Yield Periodic and the Day Convention = Actual/Actual. GE have requested the Coupon Type field be made available in the same situation for IR Swaps
Mark Zumbraegel over 3 years ago in Strategic 0 Future consideration

Support compounding for FRN formula

GE have issue floating rate debt that pays interest semi-annually and rate sets monthly. Interest is compounded monthly on each rate set date. Currently, the FRN-CGL formula does not support compounding. The FRN-CGL formula is required for this de...
Mark Zumbraegel almost 4 years ago in Strategic 0 Future consideration

Fixed to Float Bonds

Ability create a fixed rate bond that goes to a floating rate bond. Additionally, the days convention change when it goes from fixed to float. Also needs to support amortized cost
Mark Zumbraegel almost 4 years ago in Strategic 0 Unlikely to implement

Brazil per lot/unit rounding support for Yield-CDI

For certain types of instruments (time deposits, MTN), interest is calculated on a per unit basis, then multiplied by quantity of units. Qt calculates interest on the whole FV, thus rounding difference occur for which there are no work-arounds oth...
Mark Zumbraegel almost 4 years ago in Strategic 1 Unlikely to implement

Amortized Cost - Adhoc Basis Adjustment

IFRS 9 When Hedge Accounting for an instrument using a Fair Value designation, the Hedge Item is Fair Valued and it's carrying value adjusted. This adjustment will offset the P&L movement on the Hedged Instrument. If the Hedged Item is a Finan...
Mark Zumbraegel over 4 years ago in Requests / Strategic 2 Planning to implement

CMS Float for Float Strip Generation

The ability to generate a strip for a Float for Float CMS
Mark Zumbraegel over 4 years ago in Strategic 0 Future consideration

CMS Request

Ability to perform CMS requests that can be converted into CMS deals - need to support a many-to-many conversion
Mark Zumbraegel over 4 years ago in Strategic 0 Future consideration