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 44 of 238

Act/252BD support for interest rate & zero curves

Please add 252 day count convention for interest rate curves in Quantum and Analytics
Mark Zumbraegel almost 5 years ago in Strategic 0 Future consideration

Currency Translation - Prevent Backdated Runs

Investigate what it would take to prevent Currency Translation being run on a backdated basis (prior to the last currency reval date). We do track the last time currency revaluation was run on both Account level (la_reval_dt) Deal Level (la_exfl_d...
Phil Morton over 2 years ago in Strategic 0 Future consideration

Ability to change Discount % on Yield-CDI deal

Currently, when you create a Yield-CDI mm deal, you specify the Index Discount. This value is used for the entire life of the deal and cannot be changed at a future point in the life of the deal. The request is to provide the ability to change the...
Mark Zumbraegel over 2 years ago in Strategic 0 Likely to implement

RFR interest calc using Observation Period Days

A new interest calculation methodology is required that uses the Observation Period days instead of the Interest Period days to calculate the interest for SOFR transactions. This is required for FRNs, Yield Periodic and IRS deals. Specific languag...
Mark Zumbraegel about 3 years ago in Strategic 0 Likely to implement

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 over 3 years ago in Strategic 0 Future consideration

Commodity Swap Options

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

CMS Unwind

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

"Spot is Spot" setting in Quantum's Operational Settings

Hundreds and probably thousands of hours have been lost over the years trying to explain/calculate what Quantum does when FX rates are not provided for a given Position/reporting/accounting date (e.g. if rates are provided Monday to Friday but mon...
Mark Forsythe about 7 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 almost 4 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 about 4 years ago in Strategic 0 Future consideration