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 40 of 188

Yield CDI - duel spread/margin support

In the Brazil market, there are certain transactions that include two spreads, the spread on the index and a financial institution spread. Due to the uniqueness of Brazil compounding, you can't just add the two spreads together, they have to be co...
Mark Zumbraegel about 3 years ago in Strategic 0 Future consideration

Commodity Swap Options

Ability to create commodity swap options in Qt
Mark Zumbraegel about 3 years ago in Strategic 0 Likely to implement

CMS Unwind/Early fixing

Currently, Commodity swaps do not support unwinds, this has been request by numerous client and there is no satisfactory work-around
Mark Zumbraegel about 3 years ago in Strategic 2 Likely to implement

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

Expand Payment Delay to other Tran Types & Formulas

The request is to make Payment delay a standard deal property for all transaction types and formula, specifically (in order of priority) for MM/Sec, IRS/XCCY Swaps, Repo, IRO, and Ccy Option
Mark Zumbraegel almost 4 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

Callable FRNs

Ability to create callable FRNs - Bermudan, American & European, similar to what is currently supported for Callable Bonds. Should also support Amortized Cost, once this is supported for Callable Bonds.
Mark Zumbraegel almost 4 years ago in Strategic 0 Future consideration

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