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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Accounting

Showing 28

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

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 about 4 years ago in Strategic 0 Future consideration

Bonds with both call/put options

The ability to support a bond that has both a callable and puttable schedule. That means that it can have 1 to many of call and put dates with different prices (Bermudan style). Need to support amortized cost as well.
Mark Zumbraegel about 4 years ago in Requests 0 Future consideration

Support Amortized Cost on customized Bond & ABS deals

Currently, Bond deals set with accruals using an Amortized Cost method revert to Straight Line when the deal has a Major Customization. This mod would maintain the Amortized Cost method when a Bond deal is customized. This would also work for MBS ...
Mark Zumbraegel over 4 years ago in Tactical 0 Future consideration

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

Brazil IPCA Indexation support - MM Deals

Brazil has a unique type of indexation that Qt currently does not support. This type of indexation is used both for gov & corporate sector securities (Bond like instruments) and for corporate borrowing/lending (Yield CDI). Attached spreadsheet...
Mark Zumbraegel almost 5 years ago in Strategic 2 Future consideration

CMS/CME Instrument Analysis Codes

For commodity swap and exposure instruments as per MM and Swap instrument
Mark Zumbraegel almost 5 years ago in Strategic 0 Future consideration

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 almost 5 years ago in Strategic 0 Future consideration

Yield CDI Periodic support in IRSwaps - Brazil

Currently, only Yield CDI At Maturity is supported, require support for Yield CDI Periodic for both IR Swaps and XCCY Swaps (including Spread Exclusive)
Mark Zumbraegel almost 5 years ago in  0 Future consideration